Estimativas de parâmetros cosmológicos para o Dark Energy Survey

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelos genéticos para a produção no dia do controle em bovinos Gir Leiteiro (Bos indicus)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelos para estimação de componentes de (co)variância para produção de leite no dia do controle de vacas da raça Holandesa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Gráficos de controle para monitoramento de processos multivariados

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Monitoramento de processos multivariados autocorrelacionados

Technological advances and the availability of computational resources have been facilitating the collection and processing of data. Thus, the natural tendency of the monitoring processes is the simultaneous control of various quality characteristics. In automated processes, observations are generally autocorrelated. Studies with univariate graph for processes have shown that the autocorrelation reduces the ability of this signal changes in the process. In this paper, we study the multivariate autocorrelated processes. Through simulations are obtained properties of graphs, monitoring the mean vector, the properties of graphs VMAX, in monitoring the covariance matrix, and the properties of graphs MCMAX, the simultaneous monitoring of mean vector and covariance matrix. Conclude that increasing the autocorrelation and the number of variables being monitored, reduces the power of the graphics in signal of a special cause

Attribute charts for monitoring the mean vector of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Spatial statistical models that use flow and stream distance

We develop spatial statistical models for stream networks that can estimate relationships between a response variable and other covariates, make predictions at unsampled locations, and predict an average or total for a stream or a stream segment. There have been very few attempts to develop valid spatial covariance models that incorporate flow, stream distance, or both. The application of typical spatial autocovariance functions based on Euclidean distance, such as the spherical covariance model, are not valid when using stream distance. In this paper we develop a large class of valid models that incorporate flow and stream distance by using spatial moving averages. These methods integrate a moving average function, or kernel, against a white noise process. By running the moving average function upstream from a location, we develop models that use flow, and by construction they are valid models based on stream distance. We show that with proper weighting, many of the usual spatial models based on Euclidean distance have a counterpart for stream networks. Using sulfate concentrations from an example data set, the Maryland Biological Stream Survey (MBSS), we show that models using flow may be more appropriate than models that only use stream distance. For the MBSS data set, we use restricted maximum likelihood to fit a valid covariance matrix that uses flow and stream distance, and then we use this covariance matrix to estimate fixed effects and make kriging and block kriging predictions.

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.

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.

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). ^