Sequentially testing for a gene-drug interaction in a genomewide analysis

Assaying a large number of genetic markers from patients in clinical trials is now possible in order to tailor drugs with respect to efficacy. The statistical methodology for analysing such massive data sets is challenging. The most popular type of statistical analysis is to use a univariate test for each genetic marker, once all the data from a clinical study have been collected. This paper presents a sequential method for conducting an omnibus test for detecting gene-drug interactions across the genome, thus allowing informed decisions at the earliest opportunity and overcoming the multiple testing problems from conducting many univariate tests. We first propose an omnibus test for a fixed sample size. This test is based on combining F-statistics that test for an interaction between treatment and the individual single nucleotide polymorphism (SNP). As SNPs tend to be correlated, we use permutations to calculate a global p-value. We extend our omnibus test to the sequential case. In order to control the type I error rate, we propose a sequential method that uses permutations to obtain the stopping boundaries. The results of a simulation study show that the sequential permutation method is more powerful than alternative sequential methods that control the type I error rate, such as the inverse-normal method. The proposed method is flexible as we do not need to assume a mode of inheritance and can also adjust for confounding factors. An application to real clinical data illustrates that the method is computationally feasible for a large number of SNPs. Copyright (c) 2007 John Wiley & Sons, Ltd.

Increased serum androstenedione in adults with autism spectrum conditions

Molecular and behavioural evidence points to an association between sex-steroid hormones and autism spectrum conditions (ASC) and/or autistic traits. Prenatal androgen levels are associated with autistic traits, and several genes involved in steroidogenesis are associated with autism, Asperger Syndrome and/or autistic traits. Furthermore, higher rates of androgen-related conditions (such as Polycystic Ovary Syndrome, hirsutism, acne and hormone-related cancers) are reported in women with autism spectrum conditions. A key question therefore is if serum levels of gonadal and adrenal sex-steroids (particularly testosterone, estradiol, dehydroepiandrosterone sulfate and androstenedione) are elevated in individuals with ASC. This was tested in a total sample of n=166 participants. The final eligible sample for hormone analysis comprised n=128 participants, n=58 of whom had a diagnosis of Asperger Syndrome or high functioning autism (33 males and 25 females) and n=70 of whom were age- and IQ-matched typical controls (39 males and 31 females). ASC diagnosis (without any interaction with sex) strongly predicted androstenedione levels (p<0.01), and serum androstenedione levels were significantly elevated in the ASC group (Mann-Whitney W=2677, p=0.002), a result confirmed by permutation testing in females (permutation-corrected p=0.02). This result is discussed in terms of androstenedione being the immediate precursor of, and being converted into, testosterone, dihydrotestosterone, or estrogens in hormone-sensitive tissues and organs.

The concept of exchangeability in ensemble forecasting

A set of random variables is exchangeable if its joint distribution function is invariant under permutation of the arguments. The concept of exchangeability is discussed, with a view towards potential application in evaluating ensemble forecasts. It is argued that the paradigm of ensembles being an independent draw from an underlying distribution function is probably too narrow; allowing ensemble members to be merely exchangeable might be a more versatile model. The question is discussed whether established methods of ensemble evaluation need alteration under this model, with reliability being given particular attention. It turns out that the standard methodology of rank histograms can still be applied. As a first application of the exchangeability concept, it is shown that the method of minimum spanning trees to evaluate the reliability of high dimensional ensembles is mathematically sound.

A new error measure for forecasts of household-level, high resolution electrical energy consumption

As low carbon technologies become more pervasive, distribution network operators are looking to support the expected changes in the demands on the low voltage networks through the smarter control of storage devices. Accurate forecasts of demand at the single household-level, or of small aggregations of households, can improve the peak demand reduction brought about through such devices by helping to plan the appropriate charging and discharging cycles. However, before such methods can be developed, validation measures are required which can assess the accuracy and usefulness of forecasts of volatile and noisy household-level demand. In this paper we introduce a new forecast verification error measure that reduces the so called “double penalty” effect, incurred by forecasts whose features are displaced in space or time, compared to traditional point-wise metrics, such as Mean Absolute Error and p-norms in general. The measure that we propose is based on finding a restricted permutation of the original forecast that minimises the point wise error, according to a given metric. We illustrate the advantages of our error measure using half-hourly domestic household electrical energy usage data recorded by smart meters and discuss the effect of the permutation restriction.

Interaction between allelic variations in vitamin D receptor and retinoid X receptor genes on metabolic traits

BACKGROUND: Low vitamin D status has been shown to be a risk factor for several metabolic traits such as obesity, diabetes and cardiovascular disease. The biological actions of 1, 25-dihydroxyvitamin D, are mediated through the vitamin D receptor (VDR), which heterodimerizes with retinoid X receptor, gamma (RXRG). Hence, we examined the potential interactions between the tagging polymorphisms in the VDR (22 tag SNPs) and RXRG (23 tag SNPs) genes on metabolic outcomes such as body mass index, waist circumference, waist-hip ratio (WHR), high- and low-density lipoprotein (LDL) cholesterols, serum triglycerides, systolic and diastolic blood pressures and glycated haemoglobin in the 1958 British Birth Cohort (1958BC, up to n = 5,231). We used Multifactor- dimensionality reduction (MDR) program as a non-parametric test to examine for potential interactions between the VDR and RXRG gene polymorphisms in the 1958BC. We used the data from Northern Finland Birth Cohort 1966 (NFBC66, up to n = 5,316) and Twins UK (up to n = 3,943) to replicate our initial findings from 1958BC. RESULTS: After Bonferroni correction, the joint-likelihood ratio test suggested interactions on serum triglycerides (4 SNP - SNP pairs), LDL cholesterol (2 SNP - SNP pairs) and WHR (1 SNP - SNP pair) in the 1958BC. MDR permutation model testing analysis showed one two-way and one three-way interaction to be statistically significant on serum triglycerides in the 1958BC. In meta-analysis of results from two replication cohorts (NFBC66 and Twins UK, total n = 8,183), none of the interactions remained after correction for multiple testing (Pinteraction >0.17). CONCLUSIONS: Our results did not provide strong evidence for interactions between allelic variations in VDR and RXRG genes on metabolic outcomes; however, further replication studies on large samples are needed to confirm our findings.

Comments on 'Current GCMs' Unrealistic Negative Feedback in the Arctic'

In contrast to prior studies showing a positive lapse-rate feedback associated with the Arctic inversion, Boé et al. reported that strong present-day Arctic temperature inversions are associated with stronger negative longwave feedbacks and thus reduced Arctic amplification in the model ensemble from phase 3 of the Coupled Model Intercomparison Project (CMIP3). A permutation test reveals that the relation between longwave feedbacks and inversion strength is an artifact of statistical self-correlation and that shortwave feedbacks have a stronger correlation with intermodel spread. The present comment concludes that the conventional understanding of a positive lapse-rate feedback associated with the Arctic inversion is consistent with the CMIP3 model ensemble.

Evaluating perceptual separation in a pilot system for affective composition

Research evaluating perceptual responses to music has identified many structural features as correlates that might be incorporated in computer music systems for affectively charged algorithmic composition and/or expressive music performance. In order to investigate the possible integration of isolated musical features to such a system, a discrete feature known to correlate some with emotional responses – rhythmic density – was selected from a literature review and incorporated into a prototype system. This system produces variation in rhythm density via a transformative process. A stimulus set created using this system was then subjected to a perceptual evaluation. Pairwise comparisons were used to scale differences between 48 stimuli. Listener responses were analysed with Multidimensional scaling (MDS). The 2-Dimensional solution was then rotated to place the stimuli with the largest range of variation across the horizontal plane. Stimuli with variation in rhythmic density were placed further from the source material than stimuli that were generated by random permutation. This, combined with the striking similarity between the MDS scaling and that of the 2-dimensional emotional model used by some affective algorithmic composition systems, suggests that isolated musical feature manipulation can now be used to parametrically control affectively charged automated composition in a larger system.

Aging and stationary properties of non-equilibrium symmetrical three-state models

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e. the transition rates are invariant under the cyclic permutation of the states. Unlike the Potts model, detailed balance is, in general, not satisfied. The aging and the stationary properties of the model defined on a square lattice are obtained by means of large-scale Monte Carlo simulations. We show that the phase diagram presents a critical line, belonging to the three-state Potts universality class, that ends at a point whose universality class is that of the Voter model. Aging is considered on the critical line, at the Voter point and in the ferromagnetic phase.

Sparse partition universal graphs for graphs of bounded degree

In 1983, Chvatal, Trotter and the two senior authors proved that for any Delta there exists a constant B such that, for any n, any 2-colouring of the edges of the complete graph K(N) with N >= Bn vertices yields a monochromatic copy of any graph H that has n vertices and maximum degree Delta. We prove that the complete graph may be replaced by a sparser graph G that has N vertices and O(N(2-1/Delta)log(1/Delta)N) edges, with N = [B`n] for some constant B` that depends only on Delta. Consequently, the so-called size-Ramsey number of any H with n vertices and maximum degree Delta is O(n(2-1/Delta)log(1/Delta)n) Our approach is based on random graphs; in fact, we show that the classical Erdos-Renyi random graph with the numerical parameters above satisfies a stronger partition property with high probability, namely, that any 2-colouring of its edges contains a monochromatic universal graph for the class of graphs on n vertices and maximum degree Delta. The main tool in our proof is the regularity method, adapted to a suitable sparse setting. The novel ingredient developed here is an embedding strategy that allows one to embed bounded degree graphs of linear order in certain pseudorandom graphs. Crucial to our proof is the fact that regularity is typically inherited at a scale that is much finer than the scale at which it is assumed. (C) 2011 Elsevier Inc. All rights reserved.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

Decomposability problem on branched coverings

Given a branched covering of degree d between closed surfaces, it determines a collection of partitions of d, the branch data. In this work we show that any branch data are realized by an indecomposable primitive branched covering on a connected closed surface N with chi(N) <= 0. This shows that decomposable and indecomposable realizations may coexist. Moreover, we characterize the branch data of a decomposable primitive branched covering. Bibliography: 20 titles.

Um algoritmo de criptografia de chave pública semanticamente seguro baseado em curvas elípticas

Esta dissertação apresenta o desenvolvimento de um novo algoritmo de criptografia de chave pública. Este algoritmo apresenta duas características que o tornam único, e que foram tomadas como guia para a sua concepção. A primeira característica é que ele é semanticamente seguro. Isto significa que nenhum adversário limitado polinomialmente consegue obter qualquer informação parcial sobre o conteúdo que foi cifrado, nem mesmo decidir se duas cifrações distintas correspondem ou não a um mesmo conteúdo. A segunda característica é que ele depende, para qualquer tamanho de texto claro, de uma única premissa de segurança: que o logaritmo no grupo formado pelos pontos de uma curva elíptica de ordem prima seja computacionalmente intratável. Isto é obtido garantindo-se que todas as diferentes partes do algoritmo sejam redutíveis a este problema. É apresentada também uma forma simples de estendê-lo a fim de que ele apresente segurança contra atacantes ativos, em especial, contra ataques de texto cifrado adaptativos. Para tanto, e a fim de manter a premissa de que a segurança do algoritmo seja unicamente dependente do logaritmo elíptico, é apresentada uma nova função de resumo criptográfico (hash) cuja segurança é baseada no mesmo problema.

Inference in differences-in-differences with few treated groups and heteroskedasticity

Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we can model the heteroskedasticity of a linear combination of the errors. We show that this assumption can be satisfied without imposing strong assumptions on the errors in common DID applications. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative inference method that relies on strict stationarity and ergodicity of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment periods. We extend our inference methods to linear factor models when there are few treated groups. We also derive conditions under which a permutation test for the synthetic control estimator proposed by Abadie et al. (2010) is robust to heteroskedasticity and propose a modification on the test statistic that provided a better heteroskedasticity correction in our simulations.

Inference in differences-in-differences with few treated groups and heteroskedasticity

Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we know how the heteroskedasticity is generated, which is the case when it is generated by variation in the number of observations per group. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative application of our method that relies on assumptions about stationarity and convergence of the moments of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment groups. We extend our inference method to linear factor models when there are few treated groups. We also propose a permutation test for the synthetic control estimator that provided a better heteroskedasticity correction in our simulations than the test suggested by Abadie et al. (2010).