Cosmological forecasts from photometric measurements of the angular correlation function

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Bayesian approach for assessing the stability of genotypes

Several statistical models can be used for assessing genotype X environment interaction (GEI) and studying genotypic stability. The objectives of this research were to show how (i) to use Bayesian methodology for computing Shukla's phenotypic stability variance and (ii) to incorporate prior information on the parameters for better estimation. Potato [Solanum tuberosum subsp. andigenum (Juz. & Bukasov) Hawkes], wheat (Triticum aestivum L.), and maize (Zea mays L.) multi environment trials (MET) were used for illustrating the application of the Bayes paradigm. The potato trial included 15 genotypes, but prior information for just three genotypes was used. The wheat trial used prior information on all 10 genotypes included in the trial, whereas for the maize trial, noninformative priors for the nine genotypes was used. Concerning the posterior distribution of the genotypic means, the maize MET with 20 sites gave less disperse posterior distributions of the genotypic means than did the posterior distribution of the genotypic means of the other METs, which included fewer environments. The Bayesian approach allows use of other statistical strategies such as the normal truncated distribution (used in this study). When analyzing grain yield, a lower bound of zero and an upper bound set by the researcher's experience can be used. The Bayesian paradigm offers plant breeders the possibility of computing the probability of a genotype being the best performer. The results of this study show that although some genotypes may have a very low probability of being the best in all sites, they have a relatively good chance of being among the five highest yielding genotypes.

The Poisson-exponential distribution: a Bayesian approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Note on the Prior Distributions of Weibull Parameters for the Reliability Function

In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution.

Elicitation of multivariate prior distributions: A nonparametric Bayesian approach

In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.

A bayesian analysis for the parameters of the exponential-logarithmic distribution

The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. Bayesian estimation requires the selection of prior distributions for all parameters of the model. In this case, researchers usually seek to choose a prior that has little information on the parameters, allowing the data to be very informative relative to the prior information. Assuming some noninformative prior distributions, we present a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Jeffreys prior is derived for the parameters of exponential-logarithmic distribution and compared with other common priors such as beta, gamma, and uniform distributions. In this article, we show through a simulation study that the maximum likelihood estimate may not exist except under restrictive conditions. In addition, the posterior density is sometimes bimodal when an improper prior density is used. © 2013 Copyright Taylor and Francis Group, LLC.

Análise Bayesiana para a distribuição Exponencial-Logarítmica

Pós-graduação em Matematica Aplicada e Computacional - FCT

Estimativas de parâmetros cosmológicos para o Dark Energy Survey

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inferência bayesiana não-paramétrica para elicitação da função de contabilidade

Pós-graduação em Matematica Aplicada e Computacional - FCT

Um tempo para a literatura ou a vida entre o labirinto e a bússola

Since the priors, man has been trying to understand the concept of time. From myth to quantum physics, time is something that inspires reflections on our own lives. Do we exist in time or for time? Literature, a peculiar form of knowledge, deals with the experience of time in many ways. By avoiding categorizations, literature converges time and space in a dimension in which labyrinth and compass converge: at the reading time, in the reader’s space, in the universe of the book, where Cronos, Kairos, and their heir, by excellence, the literary word, constellate. In this way, in this essay, I discuss some aspects of the relationship between literature and time, or still, what literature can teach us about the time.

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Constraining H-0 in general dark energy models from Sunyaev-Zeldovich/X-ray technique and complementary probes

In accelerating dark energy models, the estimates of the Hubble constant, Ho, from Sunyaev-Zerdovich effect (SZE) and X-ray surface brightness of galaxy clusters may depend on the matter content (Omega(M)), the curvature (Omega(K)) and the equation of state parameter GO. In this article, by using a sample of 25 angular diameter distances of galaxy clusters described by the elliptical beta model obtained through the SZE/X-ray technique, we constrain Ho in the framework of a general ACDM model (arbitrary curvature) and a flat XCDM model with a constant equation of state parameter omega = p(x)/rho(x). In order to avoid the use of priors in the cosmological parameters, we apply a joint analysis involving the baryon acoustic oscillations (BA()) and the (MB Shift Parameter signature. By taking into account the statistical and systematic errors of the SZE/X-ray technique we obtain for nonflat ACDM model H-0 = 74(-4.0)(+5.0) km s(-1) Mpc(-1) (1 sigma) whereas for a fiat universe with constant equation of state parameter we find H-0 = 72(-4.0)(+5.5) km s(-1) Mpc(-1)(1 sigma). By assuming that galaxy clusters are described by a spherical beta model these results change to H-0 = 6(-7.0)(+8.0) and H-0 = 59(-6.0)(+9.0) km s(-1) Mpc(-1)(1 sigma), respectively. The results from elliptical description are in good agreement with independent studies from the Hubble Space Telescope key project and recent estimates based on the Wilkinson Microwave Anisotropy Probe, thereby suggesting that the combination of these three independent phenomena provides an interesting method to constrain the Bubble constant. As an extra bonus, the adoption of the elliptical description is revealed to be a quite realistic assumption. Finally, by comparing these results with a recent determination for a, flat ACDM model using only the SZE/X-ray technique and BAO, we see that the geometry has a very weak influence on H-0 estimates for this combination of data.

Study of using marker assisted selection on a beef cattle breeding program by model comparison

A data set of a commercial Nellore beef cattle selection program was used to compare breeding models that assumed or not markers effects to estimate the breeding values, when a reduced number of animals have phenotypic, genotypic and pedigree information available. This herd complete data set was composed of 83,404 animals measured for weaning weight (WW), post-weaning gain (PWG), scrotal circumference (SC) and muscle score (MS), corresponding to 116,652 animals in the relationship matrix. Single trait analyses were performed by MTDFREML software to estimate fixed and random effects solutions using this complete data. The additive effects estimated were assumed as the reference breeding values for those animals. The individual observed phenotype of each trait was adjusted for fixed and random effects solutions, except for direct additive effects. The adjusted phenotype composed of the additive and residual parts of observed phenotype was used as dependent variable for models' comparison. Among all measured animals of this herd, only 3160 animals were genotyped for 106 SNP markers. Three models were compared in terms of changes on animals' rank, global fit and predictive ability. Model 1 included only polygenic effects, model 2 included only markers effects and model 3 included both polygenic and markers effects. Bayesian inference via Markov chain Monte Carlo methods performed by TM software was used to analyze the data for model comparison. Two different priors were adopted for markers effects in models 2 and 3, the first prior assumed was a uniform distribution (U) and, as a second prior, was assumed that markers effects were distributed as normal (N). Higher rank correlation coefficients were observed for models 3_U and 3_N, indicating a greater similarity of these models animals' rank and the rank based on the reference breeding values. Model 3_N presented a better global fit, as demonstrated by its low DIC. The best models in terms of predictive ability were models 1 and 3_N. Differences due prior assumed to markers effects in models 2 and 3 could be attributed to the better ability of normal prior in handle with collinear effects. The models 2_U and 2_N presented the worst performance, indicating that this small set of markers should not be used to genetically evaluate animals with no data, since its predictive ability is restricted. In conclusion, model 3_N presented a slight superiority when a reduce number of animals have phenotypic, genotypic and pedigree information. It could be attributed to the variation retained by markers and polygenic effects assumed together and the normal prior assumed to markers effects, that deals better with the collinearity between markers. (C) 2012 Elsevier B.V. All rights reserved.

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Cointegration: Bayesian Significance Test

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results". The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.