Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

An improved seeded region growing algorithm

Recently Adams and Bischof (1994) proposed a novel region growing algorithm for segmenting intensity images. The inputs to the algorithm are the intensity image and a set of seeds - individual points or connected components - that identify the individual regions to be segmented. The algorithm grows these seed regions until all of the image pixels have been assimilated. Unfortunately the algorithm is inherently dependent on the order of pixel processing. This means, for example, that raster order processing and anti-raster order processing do not, in general, lead to the same tessellation. In this paper we propose an improved seeded region growing algorithm that retains the advantages of the Adams and Bischof algorithm fast execution, robust segmentation, and no tuning parameters - but is pixel order independent. (C) 1997 Elsevier Science B.V.

Prediction of MHC class II-binding peptides using an evolutionary algorithm and artificial neural network

Motivation: Prediction methods for identifying binding peptides could minimize the number of peptides required to be synthesized and assayed, and thereby facilitate the identification of potential T-cell epitopes. We developed a bioinformatic method for the prediction of peptide binding to MHC class II molecules. Results: Experimental binding data and expert knowledge of anchor positions and binding motifs were combined with an evolutionary algorithm (EA) and an artificial neural network (ANN): binding data extraction --> peptide alignment --> ANN training and classification. This method, termed PERUN, was implemented for the prediction of peptides that bind to HLA-DR4(B1*0401). The respective positive predictive values of PERUN predictions of high-, moderate-, low- and zero-affinity binder-a were assessed as 0.8, 0.7, 0.5 and 0.8 by cross-validation, and 1.0, 0.8, 0.3 and 0.7 by experimental binding. This illustrates the synergy between experimentation and computer modeling, and its application to the identification of potential immunotheraaeutic peptides.

A consistent point-searching algorithm for solution interpolation in unstructured meshes consisting of 4-node bilinear quadrilateral elements

To translate and transfer solution data between two totally different meshes (i.e. mesh 1 and mesh 2), a consistent point-searching algorithm for solution interpolation in unstructured meshes consisting of 4-node bilinear quadrilateral elements is presented in this paper. The proposed algorithm has the following significant advantages: (1) The use of a point-searching strategy allows a point in one mesh to be accurately related to an element (containing this point) in another mesh. Thus, to translate/transfer the solution of any particular point from mesh 2 td mesh 1, only one element in mesh 2 needs to be inversely mapped. This certainly minimizes the number of elements, to which the inverse mapping is applied. In this regard, the present algorithm is very effective and efficient. (2) Analytical solutions to the local co ordinates of any point in a four-node quadrilateral element, which are derived in a rigorous mathematical manner in the context of this paper, make it possible to carry out an inverse mapping process very effectively and efficiently. (3) The use of consistent interpolation enables the interpolated solution to be compatible with an original solution and, therefore guarantees the interpolated solution of extremely high accuracy. After the mathematical formulations of the algorithm are presented, the algorithm is tested and validated through a challenging problem. The related results from the test problem have demonstrated the generality, accuracy, effectiveness, efficiency and robustness of the proposed consistent point-searching algorithm. Copyright (C) 1999 John Wiley & Sons, Ltd.

Trial-of-antibiotic algorithm for the diagnosis of tuberculosis in a district hospital in a developing country with high HIV prevalence

OBJECTIVE: To evaluate a diagnostic algorithm for pulmonary tuberculosis based on smear microscopy and objective response to trial of antibiotics. SETTING: Adult medical wards, Hlabisa Hospital, South Africa, 1996-1997. METHODS: Adults with chronic chest symptoms and abnormal chest X-ray had sputum examined for Ziehl-Neelsen stained acid-fast bacilli by light microscopy. Those with negative smears were treated with amoxycillin for 5 days and assessed. Those who had not improved were treated with erythromycin for 5 days and reassessed. Response was compared with mycobacterial culture. RESULTS: Of 280 suspects who completed the diagnostic pathway, 160 (57%) had a positive smear, 46 (17%) responded to amoxycillin, 34 (12%) responded to erythromycin and 40 (14%) were treated as smear-negative tuberculosis. The sensitivity (89%) and specificity (84%) of the full algorithm for culture-positive tuberculosis were high. However, 11 patients (positive predictive value [PPV] 95%) were incorrectly diagnosed with tuberculosis, and 24 cases of tuberculosis (negative predictive value [NPV] 70%) were not identified. NPV improved to 75% when anaemia was included as a predictor. Algorithm performance was independent of human immunodeficiency virus status. CONCLUSION: Sputum smear microscopy plus trial of antibiotic algorithm among a selected group of tuberculosis suspects may increase diagnostic accuracy in district hospitals in developing countries.

Minimum-order stable recursive filter design via the genetic algorithm approach

In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

An equivalent algorithm for simulating thermal effects of magma intrusion problems in porous rocks

An equivalent algorithm is proposed to simulate thermal effects of the magma intrusion in geological systems, which are composed of porous rocks. Based on the physical and mathematical equivalence, the original magma solidification problem with a moving boundary between the rock and intruded magma is transformed into a new problem without the moving boundary but with a physically equivalent heat source. From the analysis of an ideal solidification model, the physically equivalent heat source has been determined in this paper. The major advantage in using the proposed equivalent algorithm is that the fixed finite element mesh with a variable integration time step can be employed to simulate the thermal effect of the intruded magma solidification using the conventional finite element method. The related numerical results have demonstrated the correctness and usefulness of the proposed equivalent algorithm for simulating the thermal effect of the intruded magma solidification in geological systems. (C) 2003 Elsevier B.V. All rights reserved.

Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

A spectral clustering algorithm for manufacturing cell formation

A graph clustering algorithm constructs groups of closely related parts and machines separately. After they are matched for the least intercell moves, a refining process runs on the initial cell formation to decrease the number of intercell moves. A simple modification of this main approach can deal with some practical constraints, such as the popular constraint of bounding the maximum number of machines in a cell. Our approach makes a big improvement in the computational time. More importantly, improvement is seen in the number of intercell moves when the computational results were compared with best known solutions from the literature. (C) 2009 Elsevier Ltd. All rights reserved.

Bayesian analysis of the error correction model

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

Expectation Propagation with Factorizing Distributions: A Gaussian Approximation and Performance Results for Simple Models

We discuss the expectation propagation (EP) algorithm for approximate Bayesian inference using a factorizing posterior approximation. For neural network models, we use a central limit theorem argument to make EP tractable when the number of parameters is large. For two types of models, we show that EP can achieve optimal generalization performance when data are drawn from a simple distribution.