Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Phase coexistence of cluster crystals: beyond the Gibbs phase rule

We report a study of the phase behavior of multiple-occupancy crystals through simulation. We argue that in order to reproduce the equilibrium behavior of such crystals it is essential to treat the number of lattice sites as a constraining thermodynamic variable. The resulting free-energy calculations thus differ considerably from schemes used for single-occupancy lattices. Using our approach, we obtain the phase diagram and the bulk modulus for a generalized exponential model that forms cluster crystals at high densities. We compare the simulation results with existing theoretical predictions. We also identify two types of density fluctuations that can lead to two sound modes and evaluate the corresponding elastic constants.

Seawater carbonate chemistry and hydrogen ions and carbonate chemistry in calcifying fluid of coral Astrangia poculata during experiments, 2011

A generalized physicochemical model of the response of marine organisms' calcifying fluids to CO2-induced ocean acidification is proposed. The model is based upon the hypothesis that some marine calcifiers induce calcification by elevating pH, and thus Omega aragonite, of their calcifying fluid by removing protons (H+). The model is explored through two end-member scenarios: one in which a fixed number of H+ is removed from their calcifying fluid, regardless of atmospheric pCO2, and another in which a fixed external-internal proton ratio ([H+]E/[H+]I) is maintained. The model is able to generate the full range of calcification response patterns observed in prior ocean acidification experiments and is consistent with the assertion that organisms' calcification response to ocean acidification is more negative for marine calcifiers that exert weaker control over their calcifying fluid pH. The model is empirically evaluated for the temperate scleractinian coral Astrangia poculata with in situ pH microelectrode measurements of the coral's calcifying fluid under control and acidified conditions. These measurements reveal that (1) the pH of the coral's calcifying fluid is substantially elevated relative to its external seawater under both control and acidified conditions, (2) the coral's [H+]E/[H+]I remains constant under control and acidified conditions, and (3) the coral removes fewer H+ from its calcifying fluid under acidified conditions than under control conditions. Thus, the carbonate system dynamics of A. poculata's calcifying fluid appear to be most consistent with the fixed [H+]E/[H+]I end-member scenario. Similar microelectrode experiments performed on additional taxa are required to assess the model's general applicability.

Spatial modeling of data with excessive zeros applied to reindeer pellet-group counts

We analyze a real data set pertaining to reindeer fecal pellet-group counts obtained from a survey conducted in a forest area in northern Sweden. In the data set, over 70% of counts are zeros, and there is high spatial correlation. We use conditionally autoregressive random effects for modeling of spatial correlation in a Poisson generalized linear mixed model (GLMM), quasi-Poisson hierarchical generalized linear model (HGLM), zero-inflated Poisson (ZIP), and hurdle models. The quasi-Poisson HGLM allows for both under- and overdispersion with excessive zeros, while the ZIP and hurdle models allow only for overdispersion. In analyzing the real data set, we see that the quasi-Poisson HGLMs can perform better than the other commonly used models, for example, ordinary Poisson HGLMs, spatial ZIP, and spatial hurdle models, and that the underdispersed Poisson HGLMs with spatial correlation fit the reindeer data best. We develop R codes for fitting these models using a unified algorithm for the HGLMs. Spatial count response with an extremely high proportion of zeros, and underdispersion can be successfully modeled using the quasi-Poisson HGLM with spatial random effects.

Long-term changes of the phytoplankton community and biomass in the subtropical shallow Patos Lagoon Estuary, Brazil

Seasonal and interannual changes (1993e2012) of water temperature and transparency, river discharge, salinity, water quality properties, chlorophyll a (chl-a) and the carbon biomass of the main taxonomical phytoplankton groups were evaluated at a shallow station (~2 m) in the subtropical Patos Lagoon Estuary (PLE), Brazil. Large variations in salinity (0e35), due to a complex balance between Patos Lagoon outflow and oceanic inflows, affected significantly other water quality variables and phytoplankton dynamics, masking seasonal and interannual variability. Therefore, salinity effect was filtered out by means of a Generalized Additive Model (GAM). River discharge and salinity had a significant negative relation, with river discharge being highest and salinity lowest during July to October. Diatoms comprised the dominant phytoplankton group, contributing substantially to the seasonal cycle of chl-a showing higher values in austral spring/summer (September to April) and lowest in autumn/winter (May to August). PLE is a nutrient-rich estuary and the phytoplankton seasonal cycle was largely driven by light availability, with few exceptions in winter. Most variables exhibited large interannual variability. When varying salinity effect was accounted for, chl-a concentration and diatom biomass showed less irregularity over time, and significant increasing trends emerged for dinoflagellates and cyanobacteria. Long-term changes in phytoplankton and water quality were strongly related to variations in salinity, largely driven by freshwater discharge influenced by climatic variability, most pronounced for ENSO events. However, the significant increasing trend of the N:P ratio indicates that important environmental changes related to anthropogenic effects are undergoing, in addition to the hydrology in the PLE.

Efeitos dos fatores ambientais na comunidade de macrófitas em pequenos cursos lóticos perenes subtropicais

Neste estudo foi investigado como a distribuição das espécies e a produção de biomassa de macrófitas aquáticas são influenciadas pelas condições físico-químicas do ambiente. Também foi avaliado como uma espécie com maior potencial competitivo pode interferir na diversidade de espécies da comunidade macrofítica. Para tanto, em cada um dos três arroios, foram dispostos seis transecções, perpendiculares à margem. Em cada transecção foram demarcadas três unidades amostrais de 1m², nas quais foram registrados os parâmetros fitossociológicos cobertura e frequência relativas e valor de importância. A diversidade de espécies foi estimada pelo índice de Shannon, utilizando os valores de cobertura de espécies. Para determinar a biomassa das macrófitas aquáticas foram usados quadrats de 0,25m², alocados dentro da unidade amostral de 1m² usadas para quantificar os dados fitossociológicos, nos mesmos pontos onde foi feito o levantamento de cobertura da vegetação. Utilizamos como variáveis preditoras a velocidade da corrente, radiação solar incidente, coeficiente de sombreamento, vegetação ripária arbórea adjacente, nitrogênio orgânico dissolvido, carbono orgânico dissolvido e condutividade elétrica. Foram registradas 32 espécies de macrófitas aquáticas, distribuídas em 19 famílias e 28 gêneros. Conforme Análise de Correspondência Canônica (CCA), as espécies com maiores valores de biomassa foram relacionadas a unidades amostrais com alta incidência luminosa. As unidades amostrais com dominância de Pistia stratiotes apresentaram menor diversidade de espécies indicando que esta espécie, quando encontra condições que permitam sua proliferação, pode excluir espécies de menor potencial competitivo. De acordo com GLM (Generalized Linear Model), a ausência de vegetação ripária ou presente em apenas uma das margens e baixas velocidades de corrente configura-se em condições favoráveis ao estabelecimento e desenvolvimento de macrófitas aquáticas, possibilitando produção maiores valores de biomassa.

Interaction between mercury (Hg), arsenic (As) and selenium (Se) affects the activity of glutathione S-transferase in breast milk: possible relationship with fish and shellfish intake

Breast milk is regarded as an ideal source of nutrients for the growth and development of neonates, but it can also be a potential source of pollutants. Mothers can be exposed to different contaminants as a result of their lifestyle and environmental pollution. Mercury (Hg) and arsenic (As) could adversely affect the development of fetal and neonatal nervous system. Some fish and shellfish are rich in selenium (Se), an essential trace element that forms part of several enzymes related to the detoxification process, including glutathione S-transferase (GST). The goal of this study was to determine the interaction between Hg, As and Se and analyze its effect on the activity of GST in breast milk. Milk samples were collected from women between day 7 and 10 postpartum. The GST activity was determined spectrophotometrically; total Hg, As and Se concentrations were measured by atomic absorption spectrometry. To explain the possible association of Hg, As and Se concentrations with GST activity in breast milk, generalized linear models were constructed. The model explained 44% of the GST activity measured in breast milk. The GLM suggests that GST activity was positively correlated with Hg, As and Se concentrations. The activity of the enzyme was also explained by the frequency of consumption of marine fish and shellfish in the diet of the breastfeeding women.

Incomplete information games of conflict and collective action

My thesis consists of three essays that investigate strategic interactions between individuals engaging in risky collective action in uncertain environments. The first essay analyzes a broad class of incomplete information coordination games with a wide range of applications in economics and politics. The second essay draws from the general model developed in the first essay to study decisions by individuals of whether to engage in protest/revolution/coup/strike. The final essay explicitly integrates state response to the analysis. The first essay, Coordination Games with Strategic Delegation of Pivotality, exhaustively analyzes a class of binary action, two-player coordination games in which players receive stochastic payoffs only if both players take a ``stochastic-coordination action''. Players receive conditionally-independent noisy private signals about the normally distributed stochastic payoffs. With this structure, each player can exploit the information contained in the other player's action only when he takes the “pivotalizing action”. This feature has two consequences: (1) When the fear of miscoordination is not too large, in order to utilize the other player's information, each player takes the “pivotalizing action” more often than he would based solely on his private information, and (2) best responses feature both strategic complementarities and strategic substitutes, implying that the game is not supermodular nor a typical global game. This class of games has applications in a wide range of economic and political phenomena, including war and peace, protest/revolution/coup/ strike, interest groups lobbying, international trade, and adoption of a new technology. My second essay, Collective Action with Uncertain Payoffs, studies the decision problem of citizens who must decide whether to submit to the status quo or mount a revolution. If they coordinate, they can overthrow the status quo. Otherwise, the status quo is preserved and participants in a failed revolution are punished. Citizens face two types of uncertainty. (a) non-strategic: they are uncertain about the relative payoffs of the status quo and revolution, (b) strategic: they are uncertain about each other's assessments of the relative payoff. I draw on the existing literature and historical evidence to argue that the uncertainty in the payoffs of status quo and revolution is intrinsic in politics. Several counter-intuitive findings emerge: (1) Better communication between citizens can lower the likelihood of revolution. In fact, when the punishment for failed protest is not too harsh and citizens' private knowledge is accurate, then further communication reduces incentives to revolt. (2) Increasing strategic uncertainty can increase the likelihood of revolution attempts, and even the likelihood of successful revolution. In particular, revolt may be more likely when citizens privately obtain information than when they receive information from a common media source. (3) Two dilemmas arise concerning the intensity and frequency of punishment (repression), and the frequency of protest. Punishment Dilemma 1: harsher punishments may increase the probability that punishment is materialized. That is, as the state increases the punishment for dissent, it might also have to punish more dissidents. It is only when the punishment is sufficiently harsh, that harsher punishment reduces the frequency of its application. Punishment Dilemma 1 leads to Punishment Dilemma 2: the frequencies of repression and protest can be positively or negatively correlated depending on the intensity of repression. My third essay, The Repression Puzzle, investigates the relationship between the intensity of grievances and the likelihood of repression. First, I make the observation that the occurrence of state repression is a puzzle. If repression is to succeed, dissidents should not rebel. If it is to fail, the state should concede in order to save the costs of unsuccessful repression. I then propose an explanation for the “repression puzzle” that hinges on information asymmetries between the state and dissidents about the costs of repression to the state, and hence the likelihood of its application by the state. I present a formal model that combines the insights of grievance-based and political process theories to investigate the consequences of this information asymmetry for the dissidents' contentious actions and for the relationship between the magnitude of grievances (formulated here as the extent of inequality) and the likelihood of repression. The main contribution of the paper is to show that this relationship is non-monotone. That is, as the magnitude of grievances increases, the likelihood of repression might decrease. I investigate the relationship between inequality and the likelihood of repression in all country-years from 1981 to 1999. To mitigate specification problem, I estimate the probability of repression using a generalized additive model with thin-plate splines (GAM-TPS). This technique allows for flexible relationship between inequality, the proxy for the costs of repression and revolutions (income per capita), and the likelihood of repression. The empirical evidence support my prediction that the relationship between the magnitude of grievances and the likelihood of repression is non-monotone.

COMPOSIÇÃO FLORÍSTICO-ESTRUTURAL AO LONGO DE UM GRADIENTE DE BORDA EM FRAGMENTO DE FLORESTA OMBRÓFILA MISTA ALTO-MONTANA EM SANTA CATARINA

O objetivo desse estudo foi caracterizar a composição florística e a estrutura do componente arbóreo em fragmento de Floresta Ombrófila Mista Alto-Montana e avaliar a influência do efeito de borda sobre a organização, estrutura, riqueza e diversidade de espécies. Foram alocadas 50 parcelas permanentes de 10 x 20 m, divididas em cinco transeções distanciadas, no mínimo, 100 m entre si, em um fragmento florestal, no município de Bom Jardim da Serra - SC. As árvores com circunferência ≥ 15,7 cm na altura do peito (CAP) foram mensuradas (CAP e altura total), identificadas e classificadas quanto às guildas de regeneração (pioneiras, climácicas exigentes em luz e climácicas tolerantes à sombra). Os dados foram analisados por meio dos índices de valor de importância (IVI), NMDS (Nonmetric Multidimensional Scaling), modelo aditivo generalizado e regressões lineares simples. Foram observados 1.457 indivíduos arbóreos, distribuídos em 29 famílias, 43 gêneros e 55 espécies. A espécie com maior valor de importância foi Dicksonia sellowiana Hook. Não foi observada influência do efeito de borda sobre a organização, a estrutura (diâmetro médio, altura média e densidade) da comunidade e participação relativa das guildas de regeneração. No entanto, ficaram evidenciados maiores valores de diversidade, riqueza e equabilidade nas áreas de borda. Desta forma, concluí-se que parte das variações dos valores relativos à diversidade de espécies arbóreas na Floresta Ombrófila Mista Ato-Montana foi determinada pela distância da borda.

Modeling height-diameter relationship in pinus pinaster ait. in the forest intervention zone of Lomba, NE-Portugal

In this work, the relationship between diameter at breast height (d) and total height (h) of individual-tree was modeled with the aim to establish provisory height-diameter (h-d) equations for maritime pine (Pinus pinaster Ait.) stands in the Lomba ZIF, Northeast Portugal. Using data collected locally, several local and generalized h-d equations from the literature were tested and adaptations were also considered. Model fitting was conducted by using usual nonlinear least squares (nls) methods. The best local and generalized models selected, were also tested as mixed models applying a first-order conditional expectation (FOCE) approximation procedure and maximum likelihood methods to estimate fixed and random effects. For the calibration of the mixed models and in order to be consistent with the fitting procedure, the FOCE method was also used to test different sampling designs. The results showed that the local h-d equations with two parameters performed better than the analogous models with three parameters. However a unique set of parameter values for the local model can not be used to all maritime pine stands in Lomba ZIF and thus, a generalized model including covariates from the stand, in addition to d, was necessary to obtain an adequate predictive performance. No evident superiority of the generalized mixed model in comparison to the generalized model with nonlinear least squares parameters estimates was observed. On the other hand, in the case of the local model, the predictive performance greatly improved when random effects were included. The results showed that the mixed model based in the local h-d equation selected is a viable alternative for estimating h if variables from the stand are not available. Moreover, it was observed that it is possible to obtain an adequate calibrated response using only 2 to 5 additional h-d measurements in quantile (or random) trees from the distribution of d in the plot (stand). Balancing sampling effort, accuracy and straightforwardness in practical applications, the generalized model from nls fit is recommended. Examples of applications of the selected generalized equation to the forest management are presented, namely how to use it to complete missing information from forest inventory and also showing how such an equation can be incorporated in a stand-level decision support system that aims to optimize the forest management for the maximization of wood volume production in Lomba ZIF maritime pine stands.

Semiparametric modeling of the spatial distribution of occupational accident risk in the casual labor market, Piracicaba, southeast Brazil

The objective of this study was to estimate the spatial distribution of work accident risk in the informal work market in the urban zone of an industrialized city in southeast Brazil and to examine concomitant effects of age, gender, and type of occupation after controlling for spatial risk variation. The basic methodology adopted was that of a population-based case-control study with particular interest focused on the spatial location of work. Cases were all casual workers in the city suffering work accidents during a one-year period; controls were selected from the source population of casual laborers by systematic random sampling of urban homes. The spatial distribution of work accidents was estimated via a semiparametric generalized additive model with a nonparametric bidimensional spline of the geographical coordinates of cases and controls as the nonlinear spatial component, and including age, gender, and occupation as linear predictive variables in the parametric component. We analyzed 1,918 cases and 2,245 controls between 1/11/2003 and 31/10/2004 in Piracicaba, Brazil. Areas of significantly high and low accident risk were identified in relation to mean risk in the study region (p < 0.01). Work accident risk for informal workers varied significantly in the study area. Significant age, gender, and occupational group effects on accident risk were identified after correcting for this spatial variation. A good understanding of high-risk groups and high-risk regions underpins the formulation of hypotheses concerning accident causality and the development of effective public accident prevention policies.

Outcome Prediction of Consciousness Disorders in the Acute Stage Based on a Complementary Motor Behavioural Tool.

INTRODUCTION: Attaining an accurate diagnosis in the acute phase for severely brain-damaged patients presenting Disorders of Consciousness (DOC) is crucial for prognostic validity; such a diagnosis determines further medical management, in terms of therapeutic choices and end-of-life decisions. However, DOC evaluation based on validated scales, such as the Revised Coma Recovery Scale (CRS-R), can lead to an underestimation of consciousness and to frequent misdiagnoses particularly in cases of cognitive motor dissociation due to other aetiologies. The purpose of this study is to determine the clinical signs that lead to a more accurate consciousness assessment allowing more reliable outcome prediction. METHODS: From the Unit of Acute Neurorehabilitation (University Hospital, Lausanne, Switzerland) between 2011 and 2014, we enrolled 33 DOC patients with a DOC diagnosis according to the CRS-R that had been established within 28 days of brain damage. The first CRS-R assessment established the initial diagnosis of Unresponsive Wakefulness Syndrome (UWS) in 20 patients and a Minimally Consciousness State (MCS) in the remaining13 patients. We clinically evaluated the patients over time using the CRS-R scale and concurrently from the beginning with complementary clinical items of a new observational Motor Behaviour Tool (MBT). Primary endpoint was outcome at unit discharge distinguishing two main classes of patients (DOC patients having emerged from DOC and those remaining in DOC) and 6 subclasses detailing the outcome of UWS and MCS patients, respectively. Based on CRS-R and MBT scores assessed separately and jointly, statistical testing was performed in the acute phase using a non-parametric Mann-Whitney U test; longitudinal CRS-R data were modelled with a Generalized Linear Model. RESULTS: Fifty-five per cent of the UWS patients and 77% of the MCS patients had emerged from DOC. First, statistical prediction of the first CRS-R scores did not permit outcome differentiation between classes; longitudinal regression modelling of the CRS-R data identified distinct outcome evolution, but not earlier than 19 days. Second, the MBT yielded a significant outcome predictability in the acute phase (p<0.02, sensitivity>0.81). Third, a statistical comparison of the CRS-R subscales weighted by MBT became significantly predictive for DOC outcome (p<0.02). DISCUSSION: The association of MBT and CRS-R scoring improves significantly the evaluation of consciousness and the predictability of outcome in the acute phase. Subtle motor behaviour assessment provides accurate insight into the amount and the content of consciousness even in the case of cognitive motor dissociation.

Location analysis of city sections: socio-demographic segmentation and restaurant potentiality estimation : a case study of Lisbon

One of the objectives of this study is to perform classification of socio-demographic components for the level of city section in City of Lisbon. In order to accomplish suitable platform for the restaurant potentiality map, the socio-demographic components were selected to produce a map of spatial clusters in accordance to restaurant suitability. Consequently, the second objective is to obtain potentiality map in terms of underestimation and overestimation in number of restaurants. To the best of our knowledge there has not been found identical methodology for the estimation of restaurant potentiality. The results were achieved with combination of SOM (Self-Organized Map) which provides a segmentation map and GAM (Generalized Additive Model) with spatial component for restaurant potentiality. Final results indicate that the highest influence in restaurant potentiality is given to tourist sites, spatial autocorrelation in terms of neighboring restaurants (spatial component), and tax value, where lower importance is given to household with 1 or 2 members and employed population, respectively. In addition, an important conclusion is that the most attractive market sites have shown no change or moderate underestimation in terms of restaurants potentiality.

Environmental variables, habitat discontinuity and life history shaping the genetic structure of Pomatoschistus marmoratus

Coastal lagoons are semi-isolated ecosystems exposed to wide fluctuations of environmental conditions and showing habitat fragmentation. These features may play an important role in separating species into different populations, even at small spatial scales. In this study, we evaluate the concordance between mitochondrial (previous published data) and nuclear data analyzing the genetic variability of Pomatoschistus marmoratus in five localities, inside and outside the Mar Menor coastal lagoon (SE Spain) using eight microsatellites. High genetic diversity and similar levels of allele richness were observed across all loci and localities, although significant genic and genotypic differentiation was found between populations inside and outside the lagoon. In contrast to the FST values obtained from previous mitochondrial DNA analyses (control region), the microsatellite data exhibited significant differentiation among samples inside the Mar Menor and between lagoonal and marine samples. This pattern was corroborated using Cavalli-Sforza genetic distances. The habitat fragmentation inside the coastal lagoon and among lagoon and marine localities could be acting as a barrier to gene flow and contributing to the observed genetic structure. Our results from generalized additive models point a significant link between extreme lagoonal environmental conditions (mainly maximum salinity) and P. marmoratus genetic composition. Thereby, these environmental features could be also acting on genetic structure of coastal lagoon populations of P. marmoratus favoring their genetic divergence. The mating strategy of P. marmoratus could be also influencing our results obtained from mitochondrial and nuclear DNA. Therefore, a special consideration must be done in the selection of the DNA markers depending on the reproductive strategy of the species.

Transferability of environmental favourability models in geographic space: The case of the Iberian desman (Galemys pyrenaicus) in Portugal and Spain

Transferring distribution models between different geographical areas may be problematic, as the performance of models outside their original scope is hard to predict. A modelling procedure is needed that gets the gist of the environmental descriptors of a distribution area, without either overfitting to the training data or overestimating the species’ distribution potential.We tested the transferability power of the favourability function, a generalized linear model, on the distribution of the Iberian desman (Galemys pyrenaicus) in the Iberian territories of Portugal and Spain.We also tested the effects of two of the main potential constraints on model transferability: the analysed ranges of the predictor variables, and the completeness of the species distribution data. We modelled 10 km×10km presence/absence data from Portugal and Spain separately, extrapolated each model to the other country, and compared predictions with observations. The Spanish model, despite arguably containing more false absences, showed good predictive ability in Portugal. The Portuguese model, whose predictors ranged between only a subset of the values observed in Spain, overestimated desman distribution when transferred.We discuss possible reasons for this differential model behaviour, and highlight the importance of this kind of models for prediction and conservation applications