Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

MODULARITY, NOISE, AND NATURAL SELECTION

Most biological systems are formed by component parts that are to some degree interrelated. Groups of parts that are more associated among themselves and are relatively autonomous from others are called modules. One of the consequences of modularity is that biological systems usually present an unequal distribution of the genetic variation among traits. Estimating the covariance matrix that describes these systems is a difficult problem due to a number of factors such as poor sample sizes and measurement errors. We show that this problem will be exacerbated whenever matrix inversion is required, as in directional selection reconstruction analysis. We explore the consequences of varying degrees of modularity and signal-to-noise ratio on selection reconstruction. We then present and test the efficiency of available methods for controlling noise in matrix estimates. In our simulations, controlling matrices for noise vastly improves the reconstruction of selection gradients. We also perform an analysis of selection gradients reconstruction over a New World Monkeys skull database to illustrate the impact of noise on such analyses. Noise-controlled estimates render far more plausible interpretations that are in full agreement with previous results.

Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle

A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.

A dynamical system approach to data assimilation in chaotic models

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

Brain areas involved in medial temporal lobe seizures: a principal component analysis of ictal SPECT data

The study describes brain areas involved in medial temporal lobe (mTL) seizures of 12 patients. All patients showed so-called oro-alimentary behavior within the first 20 s of clinical seizure manifestation characteristic of mTL seizures. Single photon emission computed tomography (SPECT) images of regional cerebral blood flow (rCBF) were acquired from the patients in ictal and interictal phases and from normal volunteers. Image analysis employed categorical comparisons with statistical parametric mapping and principal component analysis (PCA) to assess functional connectivity. PCA supplemented the findings of the categorical analysis by decomposing the covariance matrix containing images of patients and healthy subjects into distinct component images of independent variance, including areas not identified by the categorical analysis. Two principal components (PCs) discriminated the subject groups: patients with right or left mTL seizures and normal volunteers, indicating distinct neuronal networks implicated by the seizure. Both PCs were correlated with seizure duration, one positively and the other negatively, confirming their physiological significance. The independence of the two PCs yielded a clear clustering of subject groups. The local pattern within the temporal lobe describes critical relay nodes which are the counterpart of oro-alimentary behavior: (1) right mesial temporal zone and ipsilateral anterior insula in right mTL seizures, and (2) temporal poles on both sides that are densely interconnected by the anterior commissure. Regions remote from the temporal lobe may be related to seizure propagation and include positively and negatively loaded areas. These patterns, the covarying areas of the temporal pole and occipito-basal visual association cortices, for example, are related to known anatomic paths.

On the Accelerated Failure Time Model for Current Status and Interval Censored Data

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A numerically efficient Markov chain Monte Carlo (MCMC) based resampling method is proposed to simultaneously obtain the point estimator and a consistent estimator of its variance-covariance matrix. We illustrate our approach with interval censored data sets from two clinical studies. Extensive numerical studies are conducted to evaluate the finite sample performance of the new estimators.

On the Behaviour of Marginal and Conditional Akaike Information Criteria in Linear Mixed Models

In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion (AIC) have been used, based either on the marginal or on the conditional distribution. We show that the marginal AIC is no longer an asymptotically unbiased estimator of the Akaike information, and in fact favours smaller models without random effects. For the conditional AIC, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that leads to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional AIC, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.

Low rank subspace clustering (LRSC)

We consider the problem of fitting a union of subspaces to a collection of data points drawn from one or more subspaces and corrupted by noise and/or gross errors. We pose this problem as a non-convex optimization problem, where the goal is to decompose the corrupted data matrix as the sum of a clean and self-expressive dictionary plus a matrix of noise and/or gross errors. By self-expressive we mean a dictionary whose atoms can be expressed as linear combinations of themselves with low-rank coefficients. In the case of noisy data, our key contribution is to show that this non-convex matrix decomposition problem can be solved in closed form from the SVD of the noisy data matrix. The solution involves a novel polynomial thresholding operator on the singular values of the data matrix, which requires minimal shrinkage. For one subspace, a particular case of our framework leads to classical PCA, which requires no shrinkage. For multiple subspaces, the low-rank coefficients obtained by our framework can be used to construct a data affinity matrix from which the clustering of the data according to the subspaces can be obtained by spectral clustering. In the case of data corrupted by gross errors, we solve the problem using an alternating minimization approach, which combines our polynomial thresholding operator with the more traditional shrinkage-thresholding operator. Experiments on motion segmentation and face clustering show that our framework performs on par with state-of-the-art techniques at a reduced computational cost.

Models of DNA sequence evolution

Models of DNA sequence evolution and methods for estimating evolutionary distances are needed for studying the rate and pattern of molecular evolution and for inferring the evolutionary relationships of organisms or genes. In this dissertation, several new models and methods are developed.^ The rate variation among nucleotide sites: To obtain unbiased estimates of evolutionary distances, the rate heterogeneity among nucleotide sites of a gene should be considered. Commonly, it is assumed that the substitution rate varies among sites according to a gamma distribution (gamma model) or, more generally, an invariant+gamma model which includes some invariable sites. A maximum likelihood (ML) approach was developed for estimating the shape parameter of the gamma distribution $(\alpha)$ and/or the proportion of invariable sites $(\theta).$ Computer simulation showed that (1) under the gamma model, $\alpha$ can be well estimated from 3 or 4 sequences if the sequence length is long; and (2) the distance estimate is unbiased and robust against violations of the assumptions of the invariant+gamma model.^ However, this ML method requires a huge amount of computational time and is useful only for less than 6 sequences. Therefore, I developed a fast method for estimating $\alpha,$ which is easy to implement and requires no knowledge of tree. A computer program was developed for estimating $\alpha$ and evolutionary distances, which can handle the number of sequences as large as 30.^ Evolutionary distances under the stationary, time-reversible (SR) model: The SR model is a general model of nucleotide substitution, which assumes (i) stationary nucleotide frequencies and (ii) time-reversibility. It can be extended to SRV model which allows rate variation among sites. I developed a method for estimating the distance under the SR or SRV model, as well as the variance-covariance matrix of distances. Computer simulation showed that the SR method is better than a simpler method when the sequence length $L>1,000$ bp and is robust against deviations from time-reversibility. As expected, when the rate varies among sites, the SRV method is much better than the SR method.^ The evolutionary distances under nonstationary nucleotide frequencies: The statistical properties of the paralinear and LogDet distances under nonstationary nucleotide frequencies were studied. First, I developed formulas for correcting the estimation biases of the paralinear and LogDet distances. The performances of these formulas and the formulas for sampling variances were examined by computer simulation. Second, I developed a method for estimating the variance-covariance matrix of the paralinear distance, so that statistical tests of phylogenies can be conducted when the nucleotide frequencies are nonstationary. Third, a new method for testing the molecular clock hypothesis was developed in the nonstationary case. ^

Estimating Particle Shape and Orientation Using Volume Tensors

We develop statistical procedures for estimating shape and orientation of arbitrary three-dimensional particles. We focus on the case where particles cannot be observed directly, but only via sections. Volume tensors are used for describing particle shape and orientation, and we derive stereological estimators of the tensors. These estimators are combined to provide consistent estimators of the moments of the so-called particle cover density. The covariance structure associated with the particle cover density depends on the orientation and shape of the particles. For instance, if the distribution of the typical particle is invariant under rotations, then the covariance matrix is proportional to the identity matrix. We develop a non-parametric test for such isotropy. A flexible Lévy-based particle model is proposed, which may be analysed using a generalized method of moments in which the volume tensors enter. The developed methods are used to study the cell organization in the human brain cortex.

Fast Update of Conditional Simulation Ensembles

Gaussian random field (GRF) conditional simulation is a key ingredient in many spatial statistics problems for computing Monte-Carlo estimators and quantifying uncertainties on non-linear functionals of GRFs conditional on data. Conditional simulations are known to often be computer intensive, especially when appealing to matrix decomposition approaches with a large number of simulation points. This work studies settings where conditioning observations are assimilated batch sequentially, with one point or a batch of points at each stage. Assuming that conditional simulations have been performed at a previous stage, the goal is to take advantage of already available sample paths and by-products to produce updated conditional simulations at mini- mal cost. Explicit formulae are provided, which allow updating an ensemble of sample paths conditioned on n ≥ 0 observations to an ensemble conditioned on n + q observations, for arbitrary q ≥ 1. Compared to direct approaches, the proposed formulae proveto substantially reduce computational complexity. Moreover, these formulae explicitly exhibit how the q new observations are updating the old sample paths. Detailed complexity calculations highlighting the benefits of this approach with respect to state-of-the-art algorithms are provided and are complemented by numerical experiments.

Bayesian generalized linear models for meta-analysis of diagnostic tests

With the recognition of the importance of evidence-based medicine, there is an emerging need for methods to systematically synthesize available data. Specifically, methods to provide accurate estimates of test characteristics for diagnostic tests are needed to help physicians make better clinical decisions. To provide more flexible approaches for meta-analysis of diagnostic tests, we developed three Bayesian generalized linear models. Two of these models, a bivariate normal and a binomial model, analyzed pairs of sensitivity and specificity values while incorporating the correlation between these two outcome variables. Noninformative independent uniform priors were used for the variance of sensitivity, specificity and correlation. We also applied an inverse Wishart prior to check the sensitivity of the results. The third model was a multinomial model where the test results were modeled as multinomial random variables. All three models can include specific imaging techniques as covariates in order to compare performance. Vague normal priors were assigned to the coefficients of the covariates. The computations were carried out using the 'Bayesian inference using Gibbs sampling' implementation of Markov chain Monte Carlo techniques. We investigated the properties of the three proposed models through extensive simulation studies. We also applied these models to a previously published meta-analysis dataset on cervical cancer as well as to an unpublished melanoma dataset. In general, our findings show that the point estimates of sensitivity and specificity were consistent among Bayesian and frequentist bivariate normal and binomial models. However, in the simulation studies, the estimates of the correlation coefficient from Bayesian bivariate models are not as good as those obtained from frequentist estimation regardless of which prior distribution was used for the covariance matrix. The Bayesian multinomial model consistently underestimated the sensitivity and specificity regardless of the sample size and correlation coefficient. In conclusion, the Bayesian bivariate binomial model provides the most flexible framework for future applications because of its following strengths: (1) it facilitates direct comparison between different tests; (2) it captures the variability in both sensitivity and specificity simultaneously as well as the intercorrelation between the two; and (3) it can be directly applied to sparse data without ad hoc correction. ^

Regression with autocorrelated data: A study of time trend of global infant mortality rate

The infant mortality rate (IMR) is considered to be one of the most important indices of a country's well-being. Countries around the world and other health organizations like the World Health Organization are dedicating their resources, knowledge and energy to reduce the infant mortality rates. The well-known Millennium Development Goal 4 (MDG 4), whose aim is to archive a two thirds reduction of the under-five mortality rate between 1990 and 2015, is an example of the commitment. ^ In this study our goal is to model the trends of IMR between the 1950s to 2010s for selected countries. We would like to know how the IMR is changing overtime and how it differs across countries. ^ IMR data collected over time forms a time series. The repeated observations of IMR time series are not statistically independent. So in modeling the trend of IMR, it is necessary to account for these correlations. We proposed to use the generalized least squares method in general linear models setting to deal with the variance-covariance structure in our model. In order to estimate the variance-covariance matrix, we referred to the time-series models, especially the autoregressive and moving average models. Furthermore, we will compared results from general linear model with correlation structure to that from ordinary least squares method without taking into account the correlation structure to check how significantly the estimates change.^

Analysis of interval -censored events in hypertension studies: Evaluation of treatment of coronary heart disease

Many statistical studies feature data with both exact-time and interval-censored events. While a number of methods currently exist to handle interval-censored events and multivariate exact-time events separately, few techniques exist to deal with their combination. This thesis develops a theoretical framework for analyzing a multivariate endpoint comprised of a single interval-censored event plus an arbitrary number of exact-time events. The approach fuses the exact-time events, modeled using the marginal method of Wei, Lin, and Weissfeld, with a piecewise-exponential interval-censored component. The resulting model incorporates more of the information in the data and also removes some of the biases associated with the exclusion of interval-censored events. A simulation study demonstrates that our approach produces reliable estimates for the model parameters and their variance-covariance matrix. As a real-world data example, we apply this technique to the Systolic Hypertension in the Elderly Program (SHEP) clinical trial, which features three correlated events: clinical non-fatal myocardial infarction, fatal myocardial infarction (two exact-time events), and silent myocardial infarction (one interval-censored event). ^

Code and readme of a MATLAB-based graphical user interface program for computing functionals of the geopotential

We present a novel graphical user interface program GrafLab (GRAvity Field LABoratory) for spherical harmonic synthesis (SHS) created in MATLAB®. This program allows to comfortably compute 38 various functionals of the geopotential up to ultra-high degrees and orders of spherical harmonic expansion. For the most difficult part of the SHS, namely the evaluation of the fully normalized associated Legendre functions (fnALFs), we used three different approaches according to required maximum degree: (i) the standard forward column method (up to maximum degree 1800, in some cases up to degree 2190); (ii) the modified forward column method combined with Horner's scheme (up to maximum degree 2700); (iii) the extended-range arithmetic (up to an arbitrary maximum degree). For the maximum degree 2190, the SHS with fnALFs evaluated using the extended-range arithmetic approach takes only approximately 2-3 times longer than its standard arithmetic counterpart, i.e. the standard forward column method. In the GrafLab, the functionals of the geopotential can be evaluated on a regular grid or point-wise, while the input coordinates can either be read from a data file or entered manually. For the computation on a regular grid we decided to apply the lumped coefficients approach due to significant time-efficiency of this method. Furthermore, if a full variance-covariance matrix of spherical harmonic coefficients is available, it is possible to compute the commission errors of the functionals. When computing on a regular grid, the output functionals or their commission errors may be depicted on a map using automatically selected cartographic projection.