Using VARs and TVP-VARs with Many Macroeconomic Variables

This paper discusses the challenges faced by the empirical macroeconomist and methods for surmounting them. These challenges arise due to the fact that macroeconometric models potentially include a large number of variables and allow for time variation in parameters. These considerations lead to models which have a large number of parameters to estimate relative to the number of observations. A wide range of approaches are surveyed which aim to overcome the resulting problems. We stress the related themes of prior shrinkage, model averaging and model selection. Subsequently, we consider a particular modelling approach in detail. This involves the use of dynamic model selection methods with large TVP-VARs. A forecasting exercise involving a large US macroeconomic data set illustrates the practicality and empirical success of our approach.

Análisis y sintonización de aplicaciones paralelas/distribuidas de bioinformática: caso de estudio mpiBLAST

En termes de temps d'execució i ús de dades, les aplicacions paral·leles/distribuïdes poden tenir execucions variables, fins i tot quan s'empra el mateix conjunt de dades d'entrada. Existeixen certs aspectes de rendiment relacionats amb l'entorn que poden afectar dinàmicament el comportament de l'aplicació, tals com: la capacitat de la memòria, latència de la xarxa, el nombre de nodes, l'heterogeneïtat dels nodes, entre d'altres. És important considerar que l'aplicació pot executar-se en diferents configuracions de maquinari i el desenvolupador d'aplicacions no port garantir que els ajustaments de rendiment per a un sistema en particular continuïn essent vàlids per a d'altres configuracions. L'anàlisi dinàmica de les aplicacions ha demostrat ser el millor enfocament per a l'anàlisi del rendiment per dues raons principals. En primer lloc, ofereix una solució molt còmoda des del punt de vista dels desenvolupadors mentre que aquests dissenyen i evaluen les seves aplicacions paral·leles. En segon lloc, perquè s'adapta millor a l'aplicació durant l'execució. Aquest enfocament no requereix la intervenció de desenvolupadors o fins i tot l'accés al codi font de l'aplicació. S'analitza l'aplicació en temps real d'execució i es considra i analitza la recerca dels possibles colls d'ampolla i optimitzacions. Per a optimitzar l'execució de l'aplicació bioinformàtica mpiBLAST, vam analitzar el seu comportament per a identificar els paràmetres que intervenen en el rendiment d'ella, com ara: l'ús de la memòria, l'ús de la xarxa, patrons d'E/S, el sistema de fitxers emprat, l'arquitectura del processador, la grandària de la base de dades biològica, la grandària de la seqüència de consulta, la distribució de les seqüències dintre d'elles, el nombre de fragments de la base de dades i/o la granularitat dels treballs assignats a cada procés. El nostre objectiu és determinar quins d'aquests paràmetres tenen major impacte en el rendiment de les aplicacions i com ajustar-los dinàmicament per a millorar el rendiment de l'aplicació. Analitzant el rendiment de l'aplicació mpiBLAST hem trobat un conjunt de dades que identifiquen cert nivell de serial·lització dintre l'execució. Reconeixent l'impacte de la caracterització de les seqüències dintre de les diferents bases de dades i una relació entre la capacitat dels workers i la granularitat de la càrrega de treball actual, aquestes podrien ser sintonitzades dinàmicament. Altres millores també inclouen optimitzacions relacionades amb el sistema de fitxers paral·lel i la possibilitat d'execució en múltiples multinucli. La grandària de gra de treball està influenciat per factors com el tipus de base de dades, la grandària de la base de dades, i la relació entre grandària de la càrrega de treball i la capacitat dels treballadors.

A general model to predict individual exposure to solar UV by using ambient irradiance data

Excessive exposure to solar ultraviolet (UV) is the main cause of skin cancer. Specific prevention should be further developed to target overexposed or highly vulnerable populations. A better characterisation of anatomical UV exposure patterns is however needed for specific prevention. To develop a regression model for predicting the UV exposure ratio (ER, ratio between the anatomical dose and the corresponding ground level dose) for each body site without requiring individual measurements. A 3D numeric model (SimUVEx) was used to compute ER for various body sites and postures. A multiple fractional polynomial regression analysis was performed to identify predictors of ER. The regression model used simulation data and its performance was tested on an independent data set. Two input variables were sufficient to explain ER: the cosine of the maximal daily solar zenith angle and the fraction of the sky visible from the body site. The regression model was in good agreement with the simulated data ER (R(2)=0.988). Relative errors up to +20% and -10% were found in daily doses predictions, whereas an average relative error of only 2.4% (-0.03% to 5.4%) was found in yearly dose predictions. The regression model predicts accurately ER and UV doses on the basis of readily available data such as global UV erythemal irradiance measured at ground surface stations or inferred from satellite information. It renders the development of exposure data on a wide temporal and geographical scale possible and opens broad perspectives for epidemiological studies and skin cancer prevention.

How to set up and apply reference levels in fluoroscopy at a national level.

A nationwide survey was launched to investigate the use of fluoroscopy and establish national reference levels (RL) for dose-intensive procedures. The 2-year investigation covered five radiology and nine cardiology departments in public hospitals and private clinics, and focused on 12 examination types: 6 diagnostic and 6 interventional. A total of 1,000 examinations was registered. Information including the fluoroscopy time (T), the number of frames (N) and the dose-area product (DAP) was provided. The data set was used to establish the distributions of T, N and the DAP and the associated RL values. The examinations were pooled to improve the statistics. A wide variation in dose and image quality in fixed geometry was observed. As an example, the skin dose rate for abdominal examinations varied in the range of 10 to 45 mGy/min for comparable image quality. A wide variability was found for several types of examinations, mainly complex ones. DAP RLs of 210, 125, 80, 240, 440 and 110 Gy cm2 were established for lower limb and iliac angiography, cerebral angiography, coronary angiography, biliary drainage and stenting, cerebral embolization and PTCA, respectively. The RL values established are compared to the data published in the literature.

Coronary heart disease in primary care: accuracy of medical history and physical findings in patients with chest pain - a study protocol for a systematic review with individual patient data.

BACKGROUND: Chest pain is a common complaint in primary care, with coronary heart disease (CHD) being the most concerning of many potential causes. Systematic reviews on the sensitivity and specificity of symptoms and signs summarize the evidence about which of them are most useful in making a diagnosis. Previous meta-analyses are dominated by studies of patients referred to specialists. Moreover, as the analysis is typically based on study-level data, the statistical analyses in these reviews are limited while meta-analyses based on individual patient data can provide additional information. Our patient-level meta-analysis has three unique aims. First, we strive to determine the diagnostic accuracy of symptoms and signs for myocardial ischemia in primary care. Second, we investigate associations between study- or patient-level characteristics and measures of diagnostic accuracy. Third, we aim to validate existing clinical prediction rules for diagnosing myocardial ischemia in primary care. This article describes the methods of our study and six prospective studies of primary care patients with chest pain. Later articles will describe the main results. METHODS/DESIGN: We will conduct a systematic review and IPD meta-analysis of studies evaluating the diagnostic accuracy of symptoms and signs for diagnosing coronary heart disease in primary care. We will perform bivariate analyses to determine the sensitivity, specificity and likelihood ratios of individual symptoms and signs and multivariate analyses to explore the diagnostic value of an optimal combination of all symptoms and signs based on all data of all studies. We will validate existing clinical prediction rules from each of the included studies by calculating measures of diagnostic accuracy separately by study. DISCUSSION: Our study will face several methodological challenges. First, the number of studies will be limited. Second, the investigators of original studies defined some outcomes and predictors differently. Third, the studies did not collect the same standard clinical data set. Fourth, missing data, varying from partly missing to fully missing, will have to be dealt with.Despite these limitations, we aim to summarize the available evidence regarding the diagnostic accuracy of symptoms and signs for diagnosing CHD in patients presenting with chest pain in primary care. REVIEW REGISTRATION: Centre for Reviews and Dissemination (University of York): CRD42011001170.

Data bases for the assessment of medical technologies: examples from Europe.

The assessment of medical technologies has to answer several questions ranging from safety and effectiveness to complex economical, social, and health policy issues. The type of data needed to carry out such evaluation depends on the specific questions to be answered, as well as on the stage of development of a technology. Basically two types of data may be distinguished: (a) general demographic, administrative, or financial data which has been collected not specifically for technology assessment; (b) the data collected with respect either to a specific technology or to a disease or medical problem. On the basis of a pilot inquiry in Europe and bibliographic research, the following categories of type (b) data bases have been identified: registries, clinical data bases, banks of factual and bibliographic knowledge, and expert systems. Examples of each category are discussed briefly. The following aims for further research and practical goals are proposed: criteria for the minimal data set required, improvement to the registries and clinical data banks, and development of an international clearinghouse to enhance information diffusion on both existing data bases and available reports on medical technology assessments.

Measuring an effect size from dichotomized data : contrasted results whether using a correlation or an odds-ratio

It is well known that dichotomizing continuous data has the effect to decrease statistical power when the goal is to test for a statistical association between two variables. Modern researchers however are focusing not only on statistical significance but also on an estimation of the "effect size" (i.e., the strength of association between the variables) to judge whether a significant association is also clinically relevant. In this article, we are interested in the consequences of dichotomizing continuous data on the value of an effect size in some classical settings. It turns out that the conclusions will not be the same whether using a correlation or an odds ratio to summarize the strength of association between the variables: Whereas the value of a correlation is typically decreased by a factor pi/2 after each dichotomization, the value of an odds ratio is at the same time raised to the power 2. From a descriptive statistical point of view, it is thus not clear whether dichotomizing continuous data leads to a decrease or to an increase in the effect size, as illustrated using a data set to investigate the relationship between motor and intellectual functions in children and adolescents

A tale of two logits, compositional data analysis and zero observations

The application of compositional data analysis through log ratio trans-formations corresponds to a multinomial logit model for the shares themselves.This model is characterized by the property of Independence of Irrelevant Alter-natives (IIA). IIA states that the odds ratio in this case the ratio of shares is invariant to the addition or deletion of outcomes to the problem. It is exactlythis invariance of the ratio that underlies the commonly used zero replacementprocedure in compositional data analysis. In this paper we investigate using thenested logit model that does not embody IIA and an associated zero replacementprocedure and compare its performance with that of the more usual approach ofusing the multinomial logit model. Our comparisons exploit a data set that com-bines voting data by electoral division with corresponding census data for eachdivision for the 2001 Federal election in Australia

Exploration of geological variability and possible processes through the use of compositional data analysis: an example using scottish metamorphosed

Developments in the statistical analysis of compositional data over the last twodecades have made possible a much deeper exploration of the nature of variability,and the possible processes associated with compositional data sets from manydisciplines. In this paper we concentrate on geochemical data sets. First we explainhow hypotheses of compositional variability may be formulated within the naturalsample space, the unit simplex, including useful hypotheses of subcompositionaldiscrimination and specific perturbational change. Then we develop through standardmethodology, such as generalised likelihood ratio tests, statistical tools to allow thesystematic investigation of a complete lattice of such hypotheses. Some of these tests are simple adaptations of existing multivariate tests but others require specialconstruction. We comment on the use of graphical methods in compositional dataanalysis and on the ordination of specimens. The recent development of the conceptof compositional processes is then explained together with the necessary tools for astaying- in-the-simplex approach, namely compositional singular value decompositions. All these statistical techniques are illustrated for a substantial compositional data set, consisting of 209 major-oxide and rare-element compositions of metamorphosed limestones from the Northeast and Central Highlands of Scotland.Finally we point out a number of unresolved problems in the statistical analysis ofcompositional processes

Compositional Data Analysis with R

R from http://www.r-project.org/ is ‘GNU S’ – a language and environment for statistical computingand graphics. The environment in which many classical and modern statistical techniques havebeen implemented, but many are supplied as packages. There are 8 standard packages and many moreare available through the cran family of Internet sites http://cran.r-project.org .We started to develop a library of functions in R to support the analysis of mixtures and our goal isa MixeR package for compositional data analysis that provides support foroperations on compositions: perturbation and power multiplication, subcomposition with or withoutresiduals, centering of the data, computing Aitchison’s, Euclidean, Bhattacharyya distances,compositional Kullback-Leibler divergence etc.graphical presentation of compositions in ternary diagrams and tetrahedrons with additional features:barycenter, geometric mean of the data set, the percentiles lines, marking and coloring ofsubsets of the data set, theirs geometric means, notation of individual data in the set . . .dealing with zeros and missing values in compositional data sets with R procedures for simpleand multiplicative replacement strategy,the time series analysis of compositional data.We’ll present the current status of MixeR development and illustrate its use on selected data sets

Large-Area Photo-Mosaics Using Global Alignment and Navigation Data

Seafloor imagery is a rich source of data for the study of biological and geological processes. Among several applications, still images of the ocean floor can be used to build image composites referred to as photo-mosaics. Photo-mosaics provide a wide-area visual representation of the benthos, and enable applications as diverse as geological surveys, mapping and detection of temporal changes in the morphology of biodiversity. We present an approach for creating globally aligned photo-mosaics using 3D position estimates provided by navigation sensors available in deep water surveys. Without image registration, such navigation data does not provide enough accuracy to produce useful composite images. Results from a challenging data set of the Lucky Strike vent field at the Mid Atlantic Ridge are reported

Histology-driven data mining of lipid signatures from multiple imaging mass spectrometry analyses: application to human colorectal cancer liver metastasis biopsies.

Imaging mass spectrometry (IMS) represents an innovative tool in the cancer research pipeline, which is increasingly being used in clinical and pharmaceutical applications. The unique properties of the technique, especially the amount of data generated, make the handling of data from multiple IMS acquisitions challenging. This work presents a histology-driven IMS approach aiming to identify discriminant lipid signatures from the simultaneous mining of IMS data sets from multiple samples. The feasibility of the developed workflow is evaluated on a set of three human colorectal cancer liver metastasis (CRCLM) tissue sections. Lipid IMS on tissue sections was performed using MALDI-TOF/TOF MS in both negative and positive ionization modes after 1,5-diaminonaphthalene matrix deposition by sublimation. The combination of both positive and negative acquisition results was performed during data mining to simplify the process and interrogate a larger lipidome into a single analysis. To reduce the complexity of the IMS data sets, a sub data set was generated by randomly selecting a fixed number of spectra from a histologically defined region of interest, resulting in a 10-fold data reduction. Principal component analysis confirmed that the molecular selectivity of the regions of interest is maintained after data reduction. Partial least-squares and heat map analyses demonstrated a selective signature of the CRCLM, revealing lipids that are significantly up- and down-regulated in the tumor region. This comprehensive approach is thus of interest for defining disease signatures directly from IMS data sets by the use of combinatory data mining, opening novel routes of investigation for addressing the demands of the clinical setting.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Monitoring of illicit pill distribution networks using an image collection exploration framework

This paper proposes a novel approach for the analysis of illicit tablets based on their visual characteristics. In particular, the paper concentrates on the problem of ecstasy pill seizure profiling and monitoring. The presented method extracts the visual information from pill images and builds a representation of it, i.e. it builds a pill profile based on the pill visual appearance. Different visual features are used to build different image similarity measures, which are the basis for a pill monitoring strategy based on both discriminative and clustering models. The discriminative model permits to infer whether two pills come from the same seizure, while the clustering models groups of pills that share similar visual characteristics. The resulting clustering structure allows to perform a visual identification of the relationships between different seizures. The proposed approach was evaluated using a data set of 621 Ecstasy pill pictures. The results demonstrate that this is a feasible and cost effective method for performing pill profiling and monitoring.

From SNPs to pathways: integration of functional effect of sequence variations on models of cell signalling pathways

Background: Single nucleotide polymorphisms (SNPs) are the most frequent type of sequence variation between individuals, and represent a promising tool for finding genetic determinants of complex diseases and understanding the differences in drug response. In this regard, it is of particular interest to study the effect of non-synonymous SNPs in the context of biological networks such as cell signalling pathways. UniProt provides curated information about the functional and phenotypic effects of sequence variation, including SNPs, as well as on mutations of protein sequences. However, no strategy has been developed to integrate this information with biological networks, with the ultimate goal of studying the impact of the functional effect of SNPs in the structure and dynamics of biological networks. Results: First, we identified the different challenges posed by the integration of the phenotypic effect of sequence variants and mutations with biological networks. Second, we developed a strategy for the combination of data extracted from public resources, such as UniProt, NCBI dbSNP, Reactome and BioModels. We generated attribute files containing phenotypic and genotypic annotations to the nodes of biological networks, which can be imported into network visualization tools such as Cytoscape. These resources allow the mapping and visualization of mutations and natural variations of human proteins and their phenotypic effect on biological networks (e.g. signalling pathways, protein-protein interaction networks, dynamic models). Finally, an example on the use of the sequence variation data in the dynamics of a network model is presented. Conclusion: In this paper we present a general strategy for the integration of pathway and sequence variation data for visualization, analysis and modelling purposes, including the study of the functional impact of protein sequence variations on the dynamics of signalling pathways. This is of particular interest when the SNP or mutation is known to be associated to disease. We expect that this approach will help in the study of the functional impact of disease-associated SNPs on the behaviour of cell signalling pathways, which ultimately will lead to a better understanding of the mechanisms underlying complex diseases.