A Bayesian analysis of the Conway-Maxwell-Poisson cure rate model

The purpose of this paper is to develop a Bayesian analysis for the right-censored survival data when immune or cured individuals may be present in the population from which the data is taken. In our approach the number of competing causes of the event of interest follows the Conway-Maxwell-Poisson distribution which generalizes the Poisson distribution. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the proposed model. Also, some discussions on the model selection and an illustration with a real data set are considered.

The geometric Birnbaum-Saunders regression model with cure rate

In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.

A palaeobiogeographic model for biotic diversification within Amazonia over the past three million years

Many hypotheses have been proposed to explain high species diversity in Amazonia, but few generalizations have emerged. In part, this has arisen from the scarcity of rigorous tests for mechanisms promoting speciation, and from major uncertainties about palaeogeographic events and their spatial and temporal associations with diversification. Here, we investigate the environmental history of Amazonia using a phylogenetic and biogeographic analysis of trumpeters (Aves: Psophia), which are represented by species in each of the vertebrate areas of endemism. Their relationships reveal an unforeseen 'complete' time-slice of Amazonian diversification over the past 3.0 Myr. We employ this temporally calibrated phylogeny to test competing palaeogeographic hypotheses. Our results are consistent with the establishment of the current Amazonian drainage system at approximately 3.0-2.0 Ma and predict the temporal pattern of major river formation over Plio-Pleistocene times. We propose a palaeobiogeographic model for the last 3.0 Myr of Amazonian history that has implications for understanding patterns of endemism, the temporal history of Amazonian diversification and mechanisms promoting speciation. The history of Psophia, in combination with new geological evidence, provides the strongest direct evidence supporting a role for river dynamics in Amazonian diversification, and the absence of such a role for glacial climate cycles and refugia.

The polysurvival model with long-term survivors

Long-term survival models have historically been considered for analyzing time-to-event data with long-term survivors fraction. However, situations in which a fraction (1 - p) of systems is subject to failure from independent competing causes of failure, while the remaining proportion p is cured or has not presented the event of interest during the time period of the study, have not been fully considered in the literature. In order to accommodate such situations, we present in this paper a new long-term survival model. Maximum likelihood estimation procedure is discussed as well as interval estimation and hypothesis tests. A real dataset illustrates the methodology.

CARBON MARKET AND INSTITUTIONS: OPPORTUNITIES IN THE SEARCH OF A NEW MODEL FOR DEVELOPMENT

Seeking alternatives for the economic system to face the several crises it has gone through lately (electrical power, cultural, financing and technological) brought about a new market involving the Kyoto Protocol signatory countries: the carbon market. The present article aims at assessing the carbon market institutional issue in Brazil by identifying the risks and opportunities inherent to the institutional agent characteristics and to that market rules. The research methodology was bibliographic and based on the analysis of the Securities and Exchange Commission of Brazil (Comissao de Valores Mobiliarios and Bolsa Mercantil de Valores) contents. Its theoretical basis rests on concepts of the institution and the new institutional economy. The results show that in spite of the risks and institutional problems it involves, the carbon market is promising due to the opportunities create by new technologies and energies developed to achieve and sustain the capitalist system new cycle, addressed to produce a clean development.

Irreversibility by competition on a Glauber-Ising model by means of the entropy production.

An out of equilibrium Ising model subjected to an irreversible dynamics is analyzed by means of a stochastic dynamics, on a effort that aims to understand the observed critical behavior as consequence of the intrinsic microscopic characteristics. The study focus on the kinetic phase transitions that take place by assuming a lattice model with inversion symmetry and under the influence of two competing Glauber dynamics, intended to describe the stationary states using the entropy production, which characterize the system behavior and clarifies its reversibility conditions. Thus, it is considered a square lattice formed by two sublattices interconnected, each one of which is in contact with a heat bath at different temperature from the other. Analytical and numerical treatments are faced, using mean-field approximations and Monte Carlo simulations. For the one dimensional model exact results for the entropy production were obtained, though in this case the phase transition that takes place in the two dimensional counterpart is not observed, fact which is in accordance with the behavior shared by lattice models presenting inversion symmetry. Results found for the stationary state show a critical behavior of the same class as the equilibrium Ising model with a phase transition of the second order, which is evidenced by a divergence with an exponent µ ¼ 0:003 of the entropy production derivative.

Econometric models of financial risks

The goal of this dissertation is to use statistical tools to analyze specific financial risks that have played dominant roles in the US financial crisis of 2008-2009. The first risk relates to the level of aggregate stress in the financial markets. I estimate the impact of financial stress on economic activity and monetary policy using structural VAR analysis. The second set of risks concerns the US housing market. There are in fact two prominent risks associated with a US mortgage, as borrowers can both prepay or default on a mortgage. I test the existence of unobservable heterogeneity in the borrower's decision to default or prepay on his mortgage by estimating a multinomial logit model with borrower-specific random coefficients.

Radar based improvements and diagnosis of the convective capabilities of the cosmo-2 model

In the last few years the resolution of numerical weather prediction (nwp) became higher and higher with the progresses of technology and knowledge. As a consequence, a great number of initial data became fundamental for a correct initialization of the models. The potential of radar observations has long been recognized for improving the initial conditions of high-resolution nwp models, while operational application becomes more frequent. The fact that many nwp centres have recently taken into operations convection-permitting forecast models, many of which assimilate radar data, emphasizes the need for an approach to providing quality information which is needed in order to avoid that radar errors degrade the model's initial conditions and, therefore, its forecasts. Environmental risks can can be related with various causes: meteorological, seismical, hydrological/hydraulic. Flash floods have horizontal dimension of 1-20 Km and can be inserted in mesoscale gamma subscale, this scale can be modeled only with nwp model with the highest resolution as the COSMO-2 model. One of the problems of modeling extreme convective events is related with the atmospheric initial conditions, in fact the scale dimension for the assimilation of atmospheric condition in an high resolution model is about 10 Km, a value too high for a correct representation of convection initial conditions. Assimilation of radar data with his resolution of about of Km every 5 or 10 minutes can be a solution for this problem. In this contribution a pragmatic and empirical approach to deriving a radar data quality description is proposed to be used in radar data assimilation and more specifically for the latent heat nudging (lhn) scheme. Later the the nvective capabilities of the cosmo-2 model are investigated through some case studies. Finally, this work shows some preliminary experiments of coupling of a high resolution meteorological model with an Hydrological one.

Risks of non-accidental mortality by baseline CD4+ T-cell strata in hepatitis-C-positive and -negative individuals initiating highly active antiretroviral therapy

BACKGROUND: Patients coinfected with hepatitis C virus (HCV) and HIV experience higher mortality rates than patients infected with HIV alone. We designed a study to determine whether risks for later mortality are similar for HCV-positive and HCV-negative individuals when subjects are stratified on the basis of baseline CD4+ T-cell counts. METHODS: Antiretroviral-naive individuals, who initiated highly active antiretroviral therapy (HAART) between 1996 and 2002 were included in the study. HCV-positive and HCV-negative individuals were stratified separately by baseline CD4+ T-cell counts of 50 cell/microl increments. Cox-proportional hazards regression was used to model the effect of these strata with other variables on survival. RESULTS: CD4+ T-cell strata below 200 cells/microl, but not above, imparted an increased relative hazard (RH) of mortality for both HCV-positive and HCV-negative individuals. Among HCV-positive individuals, after adjustment for baseline age, HIV RNA levels, history of injection drug use and adherence to therapy, only CD4+ T-cell strata of <50 cells/microl (RH=4.60; 95% confidence interval [CI] 2.72-7.76) and 50-199 cells/microl (RH=2.49; 95% CI 1.63-3.81) were significantly associated with increased mortality when compared with those initiating therapy at cell counts >500 cells/microl. The same baseline CD4+ T-cell strata were found for HCV-negative individuals. CONCLUSION: In a within-groups analysis, the baseline CD4+ T-cell strata that are associated with increased RHs for mortality are the same for HCV-positive and HCV-negative individuals initiating HAART. However, a between-groups analysis reveals a higher absolute mortality risk for HCV-positive individuals.

Model Evaluation Based on the Distribution of Estimated Absolute Prediction Error

The construction of a reliable, practically useful prediction rule for future response is heavily dependent on the "adequacy" of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and predicted responses, as the model evaluation criterion. This prediction error is easier to interpret than the average squared error and is equivalent to the mis-classification error for the binary outcome. We show that the distributions of the apparent error and its cross-validation counterparts are approximately normal even under a misspecified fitted model. When the prediction rule is "unsmooth", the variance of the above normal distribution can be estimated well via a perturbation-resampling method. We also show how to approximate the distribution of the difference of the estimated prediction errors from two competing models. With two real examples, we demonstrate that the resulting interval estimates for prediction errors provide much more information about model adequacy than the point estimates alone.

Arsenic volatilization in model anaerobic biogas digesters

Arsenic is a class 1 non-threshold carcinogen which is highly ubiquitous. Arsenic undergoes many different transformations (biotic or abiotic) between and within environmental compartments, leading to a number of different chemical species possessing different properties and toxicities. One specific transformation is As biotic volatilization which is coupled with As biomethylation and has been scarcely studied due to inherent sampling issues. Arsenic methylation/volatilization is also linked with methanogenesis and occurs in anaerobic environments. In China, rice straw and animal manure are very often used to produce biogas and both can contain high amounts of As, especially if the rice is grown in areas with heavy mining or smelting industries and if Roxarsone is fed to the animals. Roxarsone is an As-containing drug which is widely used in China to control coccidian intestinal parasites, to improve feed efficiency and to promote rapid growth. Previous work has shown that this compound degrades to inorganic As under anaerobic conditions. In this study the focus is on biotic transformations of As in small microcosms designed as biogas digester models (BDMs) using recently validated As traps, thus, enabling direct quantification and identification of volatile As species. It is shown that although there was a loss of soluble As in the BDMs, their conditions favored biomethylation. All reactors produced volatile As, especially the monomethylarsonic acid spiked ones with 413 ± 148 ng As (mean ± SD, n = 3) which suggest that the first methylation step, from inorganic As, is a limiting factor. The most abundant species was trimethylarsine, but the toxic arsine was present in the headspace of most of the BDMs. The results suggest that volatile As species should be monitored in biogas digesters in order to assess risks to humans working in biogas plants and those utilizing the biogas.

Oxygen and indicators of stress for marine life in multi-model global warming projections

Decadal-to-century scale trends for a range of marine environmental variables in the upper mesopelagic layer (UML, 100–600 m) are investigated using results from seven Earth System Models forced by a high greenhouse gas emission scenario. The models as a class represent the observation-based distribution of oxygen (O2) and carbon dioxide (CO2), albeit major mismatches between observation-based and simulated values remain for individual models. By year 2100 all models project an increase in SST between 2 °C and 3 °C, and a decrease in the pH and in the saturation state of water with respect to calcium carbonate minerals in the UML. A decrease in the total ocean inventory of dissolved oxygen by 2% to 4% is projected by the range of models. Projected O2 changes in the UML show a complex pattern with both increasing and decreasing trends reflecting the subtle balance of different competing factors such as circulation, production, remineralization, and temperature changes. Projected changes in the total volume of hypoxic and suboxic waters remain relatively small in all models. A widespread increase of CO2 in the UML is projected. The median of the CO2 distribution between 100 and 600m shifts from 0.1–0.2 mol m−3 in year 1990 to 0.2–0.4 mol m−3 in year 2100, primarily as a result of the invasion of anthropogenic carbon from the atmosphere. The co-occurrence of changes in a range of environmental variables indicates the need to further investigate their synergistic impacts on marine ecosystems and Earth System feedbacks.

Scheduling the production of rolling ingots: Industrial context, model, and solution method

We study a real-world scheduling problem arising in the context of a rolling ingots production. First we review the production process and discuss peculiarities that have to be observed when scheduling a given set of production orders on the production facilities. We then show how to model this scheduling problem using prescribed time lags between operations, different kinds of resources, and sequence-dependent changeovers. A branch-and-bound solution procedure is presented in the second part. The basic principle is to relax the resource constraints by assuming infinite resource availability. Resulting resource conflicts are then stepwise resolved by introducing precedence relationships among operations competing for the same resources. The algorithm has been implemented as a beam search heuristic enumerating alternative sets of precedence relationships.