898 resultados para Bayesian shared component model
Epidemiology and genetic architecture of blood pressure: a family based study of Generation Scotland
Resumo:
Hypertension is a major risk factor for cardiovascular disease and mortality, and a growing global public health concern, with up to one-third of the world’s population affected. Despite the vast amount of evidence for the benefits of blood pressure (BP) lowering accumulated to date, elevated BP is still the leading risk factor for disease and disability worldwide. It is well established that hypertension and BP are common complex traits, where multiple genetic and environmental factors contribute to BP variation. Furthermore, family and twin studies confirmed the genetic component of BP, with a heritability estimate in the range of 30-50%. Contemporary genomic tools enabling the genotyping of millions of genetic variants across the human genome in an efficient, reliable, and cost-effective manner, has transformed hypertension genetics research. This is accompanied by the presence of international consortia that have offered unprecedentedly large sample sizes for genome-wide association studies (GWASs). While GWAS for hypertension and BP have identified more than 60 loci, variants in these loci are associated with modest effects on BP and in aggregate can explain less than 3% of the variance in BP. The aims of this thesis are to study the genetic and environmental factors that influence BP and hypertension traits in the Scottish population, by performing several genetic epidemiological analyses. In the first part of this thesis, it aims to study the burden of hypertension in the Scottish population, along with assessing the familial aggregation and heritialbity of BP and hypertension traits. In the second part, it aims to validate the association of common SNPs reported in the large GWAS and to estimate the variance explained by these variants. In this thesis, comprehensive genetic epidemiology analyses were performed on Generation Scotland: Scottish Family Health Study (GS:SFHS), one of the largest population-based family design studies. The availability of clinical, biological samples, self-reported information, and medical records for study participants has allowed several assessments to be performed to evaluate factors that influence BP variation in the Scottish population. Of the 20,753 subjects genotyped in the study, a total of 18,470 individuals (grouped into 7,025 extended families) passed the stringent quality control (QC) criteria and were available for all subsequent analysis. Based on the BP-lowering treatment exposure sources, subjects were further classified into two groups. First, subjects with both a self-reported medications (SRMs) history and electronic-prescription records (EPRs; n =12,347); second, all the subjects with at least one medication history source (n =18,470). In the first group, the analysis showed a good concordance between SRMs and EPRs (kappa =71%), indicating that SRMs can be used as a surrogate to assess the exposure to BP-lowering medication in GS:SFHS participants. Although both sources suffer from some limitations, SRMs can be considered the best available source to estimate the drug exposure history in those without EPRs. The prevalence of hypertension was 40.8% with higher prevalence in men (46.3%) compared to women (35.8%). The prevalence of awareness, treatment and controlled hypertension as defined by the study definition were 25.3%, 31.2%, and 54.3%, respectively. These findings are lower than similar reported studies in other populations, with the exception of controlled hypertension prevalence, which can be considered better than other populations. Odds of hypertension were higher in men, obese or overweight individuals, people with a parental history of hypertension, and those living in the most deprived area of Scotland. On the other hand, deprivation was associated with higher odds of treatment, awareness and controlled hypertension, suggesting that people living in the most deprived area may have been receiving better quality of care, or have higher comorbidity levels requiring greater engagement with doctors. These findings highlight the need for further work to improve hypertension management in Scotland. The family design of GS:SFHS has allowed family-based analysis to be performed to assess the familial aggregation and heritability of BP and hypertension traits. The familial correlation of BP traits ranged from 0.07 to 0.20, and from 0.18 to 0.34 for parent-offspring pairs and sibling pairs, respectively. A higher correlation of BP traits was observed among first-degree relatives than other types of relative pairs. A variance-component model that was adjusted for sex, body mass index (BMI), age, and age-squared was used to estimate heritability of BP traits, which ranged from 24% to 32% with pulse pressure (PP) having the lowest estimates. The genetic correlation between BP traits showed a high correlation between systolic (SBP), diastolic (DBP) and mean arterial pressure (MAP) (G: 81% to 94%), but lower correlations with PP (G: 22% to 78%). The sibling recurrence risk ratio (λS) for hypertension and treatment were calculated as 1.60 and 2.04 respectively. These findings confirm the genetic components of BP traits in GS:SFHS, and justify further work to investigate genetic determinants of BP. Genetic variants reported in the recent large GWAS of BP traits were selected for genotyping in GS:SFHS using a custom designed TaqMan® OpenArray®. The genotyping plate included 44 single nucleotide polymorphisms (SNPs) that have been previously reported to be associated with BP or hypertension at genome-wide significance level. A linear mixed model that is adjusted for age, age-squared, sex, and BMI was used to test for the association between the genetic variants and BP traits. Of the 43 variants that passed the QC, 11 variants showed statistically significant association with at least one BP trait. The phenotypic variance explained by these variant for the four BP traits were 1.4%, 1.5%, 1.6%, and 0.8% for SBP, DBP, MAP, and PP, respectively. The association of genetic risk score (GRS) that were constructed from selected variants has showed a positive association with BP level and hypertension prevalence, with an average effect of one mmHg increase with each 0.80 unit increases in the GRS across the different BP traits. The impact of BP-lowering medication on the genetic association study for BP traits has been established, with typical practice of adding a fixed value (i.e. 15/10 mmHg) to the measured BP values to adjust for BP treatment. Using the subset of participants with the two treatment exposure sources (i.e. SRMs and EPRs), the influence of using either source to justify the addition of fixed values in SNP association signal was analysed. BP phenotypes derived from EPRs were considered the true phenotypes, and those derived from SRMs were considered less accurate, with some phenotypic noise. Comparing SNPs association signals between the four BP traits in the two model derived from the different adjustments showed that MAP was the least impacted by the phenotypic noise. This was suggested by identifying the same overlapped significant SNPs for the two models in the case of MAP, while other BP traits had some discrepancy between the two sources
Resumo:
O estudo que se apresenta teve como objetivo analisar a implementação do modelo de Serviços Partilhados, com recurso à metodologia lean, nos serviços de apoio de pessoal do Complexo de Alfragide que decorreu no contexto da sua implementação na Força Aérea Portuguesa, determinada pelo Despacho do CEMFA n.º 59/2015, de 31 de julho. Para desenvolver este trabalho foi utilizada uma estratégia de investigação mista (quantitativa e qualitativa), seguindo o raciocínio hipotético-dedutivo. O desenho de pesquisa utilizado foi o estudo de caso, recorrendo a entrevistas, à análise documental e a um questionário para recolha de dados. Os resultados apurados através das entrevistas e do inquérito permitem concluir que a implementação do novo modelo alcançou alguns dos objetivos a que se propunha, nomeadamente, a melhoria dos serviços de apoio de pessoal prestados aos militares e civis. Apesar de se antever um elevado potencial ao nível da racionalização de Recursos Humanos, de momento, esse objetivo ainda não foi inteiramente alcançado. Conclui-se a presente investigação sugerindo a reavaliação numa fase mais adiantada da implementação do modelo de Serviços Partilhados no Complexo de Alfragide e o alargamento a outras Unidades de modo a obter uma visão mais abrangente da realidade na Força Aérea. Abstract: The study aimed to analyze the implementation of the Shared Services model, using the lean methodology, in the personnel support services in Complexo de Alfragide. This process took place in the context of implementation of this model in the Portuguese Air Force, determined by CEMFA Order No. 59/2015 of 31 July. To develop this work was used a mixed research strategy (quantitative and qualitative), following the hypothetical-deductive reasoning. The research design used was the case study, interviews, document analysis and a questionnaire. By the results obtained through the views expressed in the interviews and in the investigation, it can be concluded that the implementation of the Shared Services model has achieved some of the goals that it proposed like the improvement in personnel support services. Although foreseen great potential in terms of gains of Human Resources rationalization and due to several factors, has not yet been possible to achieve this goal. This research is concluded suggesting a reevaluation at a later stage of the implementation of the Shared Services model in the Complexo de Alfragide and extension to other Units for a more comprehensive view of reality in the Air Force.
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The development of robots has shown itself as a very complex interdisciplinary research field. The predominant procedure for these developments in the last decades is based on the assumption that each robot is a fully personalized project, with the direct embedding of hardware and software technologies in robot parts with no level of abstraction. Although this methodology has brought countless benefits to the robotics research, on the other hand, it has imposed major drawbacks: (i) the difficulty to reuse hardware and software parts in new robots or new versions; (ii) the difficulty to compare performance of different robots parts; and (iii) the difficulty to adapt development needs-in hardware and software levels-to local groups expertise. Large advances might be reached, for example, if physical parts of a robot could be reused in a different robot constructed with other technologies by other researcher or group. This paper proposes a framework for robots, TORP (The Open Robot Project), that aims to put forward a standardization in all dimensions (electrical, mechanical and computational) of a robot shared development model. This architecture is based on the dissociation between the robot and its parts, and between the robot parts and their technologies. In this paper, the first specification for a TORP family and the first humanoid robot constructed following the TORP specification set are presented, as well as the advances proposed for their improvement.
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This work addresses the relationship between University-Firm aims to understand the model of shared management of R&D in petroleum of Petrobras with UFRN. This is a case study which sought to investigate whether the model of cooperation established by the two institutions brings innovation to generate technical-scientific knowledge and contribute to the coordination with other actors in the promotion of technological innovation. In addition to desk research the necessary data for analysis were obtained by sending questionnaires to the coordinators of projects in R&D at the company and university. Also, interviews were conducted with subjects who participated in the study since its inception to the present day. This case study were analysed through the Resource-Based View and Interorganizational Networks theory. The sample data also stands that: searches were aligned to the strategic planning and that 29% of R&D projects have been successful on the scope of the proposed objectives (of which 11% were incorporated into business processes); which was produced technical and scientific knowledge caracterized by hundreds of national and international publications; thesis, dissertations, eleven patents, and radical and incremental innovations; the partnership has also brought benefits to the academic processes induced by the improved infrastructure UFRN and changing the "attitude" of the university (currently with national prominence in research and staff training for the oil sector). As for the model, the technical point of view, although it has some problems, it follows that it is appropriate. From the viewpoint of the management model is criticized for containing an excess of bureaucracy. From the standpoint of strategic allocation of resources from the legal framework needs to be reassessed, because it is focused only on the college level and it is understood that should also reach the high school given the new reality of the oil sector in Brazil. For this it is desirable to add the local government to this partnership. The set of information leads to the conclusion that the model is identified and named as a innovation of organizational arrangement here known as Shared Management of R&D in petroleum of Petrobras with UFRN. It is said that the shared management model it is possible to exist, which is a simple and effective way to manage partnerships between firms and Science and Technology Institutions. It was created by contingencies arising from regulatory stand points and resource dependence. The partnership is the result of a process of Convergence, Construction and Evaluation supported by the tripod Simplicity, Systematization and Continuity, important factors for its consolidation. In practice an organizational arrangement was built to manage innovative university-industry partnership that is defined by a dyadic relationship on two levels (institutional and technical, therefore governance is hybrid), by measuring the quarterly meetings of systematic and standardized financial contribution proportional to the advancement of research. These details have led to the establishment of a point of interaction between the scientific and technological-business dimension, demystifying they are two worlds apart
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The Dirichlet process mixture model (DPMM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as Gibbs sampling are required. As a result, DPMM-based methods, which have considerable potential, are restricted to applications in which computational resources and time for inference is plentiful. For example, they would not be practical for digital signal processing on embedded hardware, where computational resources are at a serious premium. Here, we develop a simplified yet statistically rigorous approximate maximum a-posteriori (MAP) inference algorithm for DPMMs. This algorithm is as simple as DP-means clustering, solves the MAP problem as well as Gibbs sampling, while requiring only a fraction of the computational effort. (For freely available code that implements the MAP-DP algorithm for Gaussian mixtures see http://www.maxlittle.net/.) Unlike related small variance asymptotics (SVA), our method is non-degenerate and so inherits the “rich get richer” property of the Dirichlet process. It also retains a non-degenerate closed-form likelihood which enables out-of-sample calculations and the use of standard tools such as cross-validation. We illustrate the benefits of our algorithm on a range of examples and contrast it to variational, SVA and sampling approaches from both a computational complexity perspective as well as in terms of clustering performance. We demonstrate the wide applicabiity of our approach by presenting an approximate MAP inference method for the infinite hidden Markov model whose performance contrasts favorably with a recently proposed hybrid SVA approach. Similarly, we show how our algorithm can applied to a semiparametric mixed-effects regression model where the random effects distribution is modelled using an infinite mixture model, as used in longitudinal progression modelling in population health science. Finally, we propose directions for future research on approximate MAP inference in Bayesian nonparametrics.
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Are there variations in behaviours and leadership styles of next-generation family members or descendants who join their family business due to different forms of commitment? Evidence from a dual respondent study of 109 Canadian and Swiss family firms suggests that descendants with affective commitment to their family firms are more likely to engage in discretionary activities going beyond the job description, thereby contributing to organizational performance. Next-generation members with normative commitment are more likely to engage in transformational leadership behaviours. Both affectively and normatively motivated next-generation members use contingent reward forms of leadership. A surprising finding of this study is the binding force of normative commitment on positive leadership behaviours of next-generation members. This study empirically tests the generalizability of the three-component model of commitment to family businesses, a context in which different forms of commitment may play a unique role.
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This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation. ^
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Road accidents are a very relevant issue in many countries and macroeconomic models are very frequently applied by academia and administrations to reduce their frequency and consequences. The selection of explanatory variables and response transformation parameter within the Bayesian framework for the selection of the set of explanatory variables a TIM and 3IM (two input and three input models) procedures are proposed. The procedure also uses the DIC and pseudo -R2 goodness of fit criteria. The model to which the methodology is applied is a dynamic regression model with Box-Cox transformation (BCT) for the explanatory variables and autorgressive (AR) structure for the response. The initial set of 22 explanatory variables are identified. The effects of these factors on the fatal accident frequency in Spain, during 2000-2012, are estimated. The dependent variable is constructed considering the stochastic trend component.
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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.
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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.
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PHWAT is a new model that couples a geochemical reaction model (PHREEQC-2) with a density-dependent groundwater flow and solute transport model (SEAWAT) using the split-operator approach. PHWAT was developed to simulate multi-component reactive transport in variable density groundwater flow. Fluid density in PHWAT depends not on only the concentration of a single species as in SEAWAT, but also the concentrations of other dissolved chemicals that can be subject to reactive processes. Simulation results of PHWAT and PHREEQC-2 were compared in their predictions of effluent concentration from a column experiment. Both models produced identical results, showing that PHWAT has correctly coupled the sub-packages. PHWAT was then applied to the simulation of a tank experiment in which seawater intrusion was accompanied by cation exchange. The density dependence of the intrusion and the snow-plough effect in the breakthrough curves were reflected in the model simulations, which were in good agreement with the measured breakthrough data. Comparison simulations that, in turn, excluded density effects and reactions allowed us to quantify the marked effect of ignoring these processes. Next, we explored numerical issues involved in the practical application of PHWAT using the example of a dense plume flowing into a tank containing fresh water. It was shown that PHWAT could model physically unstable flow and that numerical instabilities were suppressed. Physical instability developed in the model in accordance with the increase of the modified Rayleigh number for density-dependent flow, in agreement with previous research. (c) 2004 Elsevier Ltd. All rights reserved.
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HE PROBIT MODEL IS A POPULAR DEVICE for explaining binary choice decisions in econometrics. It has been used to describe choices such as labor force participation, travel mode, home ownership, and type of education. These and many more examples can be found in papers by Amemiya (1981) and Maddala (1983). Given the contribution of economics towards explaining such choices, and given the nature of data that are collected, prior information on the relationship between a choice probability and several explanatory variables frequently exists. Bayesian inference is a convenient vehicle for including such prior information. Given the increasing popularity of Bayesian inference it is useful to ask whether inferences from a probit model are sensitive to a choice between Bayesian and sampling theory techniques. Of interest is the sensitivity of inference on coefficients, probabilities, and elasticities. We consider these issues in a model designed to explain choice between fixed and variable interest rate mortgages. Two Bayesian priors are employed: a uniform prior on the coefficients, designed to be noninformative for the coefficients, and an inequality restricted prior on the signs of the coefficients. We often know, a priori, whether increasing the value of a particular explanatory variable will have a positive or negative effect on a choice probability. This knowledge can be captured by using a prior probability density function (pdf) that is truncated to be positive or negative. Thus, three sets of results are compared:those from maximum likelihood (ML) estimation, those from Bayesian estimation with an unrestricted uniform prior on the coefficients, and those from Bayesian estimation with a uniform prior truncated to accommodate inequality restrictions on the coefficients.
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Comunicação apresentada no 8º Congresso Nacional de Administração Pública - Desafios e Soluções, em Carcavelos de 21 a 22 de Novembro de 2011.
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There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.
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This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.