Modeling multilevel sleep transitional data via Poisson log-linear multilevel models

This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.

ON MARGINALIZED MULTILEVEL MODELS AND THEIR COMPUTATION

Clustered data analysis is characterized by the need to describe both systematic variation in a mean model and cluster-dependent random variation in an association model. Marginalized multilevel models embrace the robustness and interpretations of a marginal mean model, while retaining the likelihood inference capabilities and flexible dependence structures of a conditional association model. Although there has been increasing recognition of the attractiveness of marginalized multilevel models, there has been a gap in their practical application arising from a lack of readily available estimation procedures. We extend the marginalized multilevel model to allow for nonlinear functions in both the mean and association aspects. We then formulate marginal models through conditional specifications to facilitate estimation with mixed model computational solutions already in place. We illustrate this approach on a cerebrovascular deficiency crossover trial.

RANDOM EFFECTS MODELS IN A META-ANALYSIS OF THE ACCURACY OF DIAGNOSTIC TESTS WITHIN A GOLD STANDARD IN THE PRESENCE OF MISSING DATA

In evaluating the accuracy of diagnosis tests, it is common to apply two imperfect tests jointly or sequentially to a study population. In a recent meta-analysis of the accuracy of microsatellite instability testing (MSI) and traditional mutation analysis (MUT) in predicting germline mutations of the mismatch repair (MMR) genes, a Bayesian approach (Chen, Watson, and Parmigiani 2005) was proposed to handle missing data resulting from partial testing and the lack of a gold standard. In this paper, we demonstrate an improved estimation of the sensitivities and specificities of MSI and MUT by using a nonlinear mixed model and a Bayesian hierarchical model, both of which account for the heterogeneity across studies through study-specific random effects. The methods can be used to estimate the accuracy of two imperfect diagnostic tests in other meta-analyses when the prevalence of disease, the sensitivities and/or the specificities of diagnostic tests are heterogeneous among studies. Furthermore, simulation studies have demonstrated the importance of carefully selecting appropriate random effects on the estimation of diagnostic accuracy measurements in this scenario.

Analysis of linear trade models and relation to scale economies

We discuss linear Ricardo models with a range of parameters. We show that the exact boundary of the region of equilibria of these models is obtained by solving a simple integer programming problem. We show that there is also an exact correspondence between many of the equilibria resulting from families of linear models and the multiple equilibria of economies of scale models.

Generalized isotropic Lipkin-Meshkov-Glick models: ground state entanglement and quantum entropies

We introduce a new class of generalized isotropic Lipkin–Meshkov–Glick models with su(m+1) spin and long-range non-constant interactions, whose non-degenerate ground state is a Dicke state of su(m+1) type. We evaluate in closed form the reduced density matrix of a block of Lspins when the whole system is in its ground state, and study the corresponding von Neumann and Rényi entanglement entropies in the thermodynamic limit. We show that both of these entropies scale as a log L when L tends to infinity, where the coefficient a is equal to (m  −  k)/2 in the ground state phase with k vanishing magnon densities. In particular, our results show that none of these generalized Lipkin–Meshkov–Glick models are critical, since when L-->∞ their Rényi entropy R_q becomes independent of the parameter q. We have also computed the Tsallis entanglement entropy of the ground state of these generalized su(m+1) Lipkin–Meshkov–Glick models, finding that it can be made extensive by an appropriate choice of its parameter only when m-k≥3. Finally, in the su(3) case we construct in detail the phase diagram of the ground state in parameter space, showing that it is determined in a simple way by the weights of the fundamental representation of su(3). This is also true in the su(m+1) case; for instance, we prove that the region for which all the magnon densities are non-vanishing is an (m  +  1)-simplex in R^m whose vertices are the weights of the fundamental representation of su(m+1).

Statistical Hurdle Models for Single Cell Gene Expression: Differential Expression and Graphical Modeling

Thesis (Ph.D.)--University of Washington, 2016-06

A comparison of linear forecasting models and neural networks:an application to Euro inflation and Euro Divisia

Linear models reach their limitations in applications with nonlinearities in the data. In this paper new empirical evidence is provided on the relative Euro inflation forecasting performance of linear and non-linear models. The well established and widely used univariate ARIMA and multivariate VAR models are used as linear forecasting models whereas neural networks (NN) are used as non-linear forecasting models. It is endeavoured to keep the level of subjectivity in the NN building process to a minimum in an attempt to exploit the full potentials of the NN. It is also investigated whether the historically poor performance of the theoretically superior measure of the monetary services flow, Divisia, relative to the traditional Simple Sum measure could be attributed to a certain extent to the evaluation of these indices within a linear framework. Results obtained suggest that non-linear models provide better within-sample and out-of-sample forecasts and linear models are simply a subset of them. The Divisia index also outperforms the Simple Sum index when evaluated in a non-linear framework. © 2005 Taylor & Francis Group Ltd.

Neuronal networks with gap junctions: A study of piece-wise linear planar neuron models

The presence of gap junction coupling among neurons of the central nervous systems has been appreciated for some time now. In recent years there has been an upsurge of interest from the mathematical community in understanding the contribution of these direct electrical connections between cells to large-scale brain rhythms. Here we analyze a class of exactly soluble single neuron models, capable of producing realistic action potential shapes, that can be used as the basis for understanding dynamics at the network level. This work focuses on planar piece-wise linear models that can mimic the firing response of several different cell types. Under constant current injection the periodic response and phase response curve (PRC) is calculated in closed form. A simple formula for the stability of a periodic orbit is found using Floquet theory. From the calculated PRC and the periodic orbit a phase interaction function is constructed that allows the investigation of phase-locked network states using the theory of weakly coupled oscillators. For large networks with global gap junction connectivity we develop a theory of strong coupling instabilities of the homogeneous, synchronous and splay state. For a piece-wise linear caricature of the Morris-Lecar model, with oscillations arising from a homoclinic bifurcation, we show that large amplitude oscillations in the mean membrane potential are organized around such unstable orbits.

Use of Coarse-resolution models of species' distributions to guide local conservation inferences

Distribution models are used increasingly for species conservation assessments over extensive areas, but the spatial resolution of the modeled data and, consequently, of the predictions generated directly from these models are usually too coarse for local conservation applications. Comprehensive distribution data at finer spatial resolution, however, require a level of sampling that is impractical for most species and regions. Models can be downscaled to predict distribution at finer resolutions, but this increases uncertainty because the predictive ability of models is not necessarily consistent beyond their original scale. We analyzed the performance of downscaled, previously published models of environmental favorability (a generalized linear modeling technique) for a restricted endemic insectivore, the Iberian desman (Galemys pyrenaicus), and a more widespread carnivore, the Eurasian otter ( Lutra lutra), in the Iberian Peninsula. The models, built from presence–absence data at 10 × 10 km resolution, were extrapolated to a resolution 100 times finer (1 × 1 km). We compared downscaled predictions of environmental quality for the two species with published data on local observations and on important conservation sites proposed by experts. Predictions were significantly related to observed presence or absence of species and to expert selection of sampling sites and important conservation sites. Our results suggest the potential usefulness of downscaled projections of environmental quality as a proxy for expensive and time-consuming field studies when the field studies are not feasible. This method may be valid for other similar species if coarse-resolution distribution data are available to define high-quality areas at a scale that is practical for the application of concrete conservation measures

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

Weather variability, sunspots, and the blooms of cyanobacteria

The roles of weather variability and sunspots in the occurrence of cyanobacteria blooms, were investigated using cyanobacteria cell data collected from the Fred Haigh Dam, Queensland, Australia. Time series generalized linear model and classification and regression (CART) model were used in the analysis. Data on notified cell numbers of cyanobacteria and weather variables over the periods 2001 and 2005 were provided by the Australian Department of Natural Resources and Water, and Australian Bureau of Meteorology, respectively. The results indicate that monthly minimum temperature (relative risk [RR]: 1.13, 95% confidence interval [CI]: 1.02-1.25) and rainfall (RR: 1.11; 95% CI: 1.03-1.20) had a positive association, but relative humidity (RR: 0.94; 95% CI: 0.91-0.98) and wind speed (RR:0.90; 95% CI: 0.82-0.98) were negatively associated with the cyanobacterial numbers, after adjustment for seasonality and auto-correlation. The CART model showed that the cyanobacteria numbers were best described by an interaction between minimum temperature, relative humidity, and sunspot numbers. When minimum temperature exceeded 18%C and relative humidity was under 66%, the number of cyanobacterial cells rose by 2.15-fold. We conclude that the weather variability and sunspot activity may affect cyanobacterial blooms in dams.

Bayesian models for longitudinal data

Longitudinal data, where data are repeatedly observed or measured on a temporal basis of time or age provides the foundation of the analysis of processes which evolve over time, and these can be referred to as growth or trajectory models. One of the traditional ways of looking at growth models is to employ either linear or polynomial functional forms to model trajectory shape, and account for variation around an overall mean trend with the inclusion of random eects or individual variation on the functional shape parameters. The identification of distinct subgroups or sub-classes (latent classes) within these trajectory models which are not based on some pre-existing individual classification provides an important methodology with substantive implications. The identification of subgroups or classes has a wide application in the medical arena where responder/non-responder identification based on distinctly diering trajectories delivers further information for clinical processes. This thesis develops Bayesian statistical models and techniques for the identification of subgroups in the analysis of longitudinal data where the number of time intervals is limited. These models are then applied to a single case study which investigates the neuropsychological cognition for early stage breast cancer patients undergoing adjuvant chemotherapy treatment from the Cognition in Breast Cancer Study undertaken by the Wesley Research Institute of Brisbane, Queensland. Alternative formulations to the linear or polynomial approach are taken which use piecewise linear models with a single turning point, change-point or knot at a known time point and latent basis models for the non-linear trajectories found for the verbal memory domain of cognitive function before and after chemotherapy treatment. Hierarchical Bayesian random eects models are used as a starting point for the latent class modelling process and are extended with the incorporation of covariates in the trajectory profiles and as predictors of class membership. The Bayesian latent basis models enable the degree of recovery post-chemotherapy to be estimated for short and long-term followup occasions, and the distinct class trajectories assist in the identification of breast cancer patients who maybe at risk of long-term verbal memory impairment.

The benefits of tree-based models for stock selection

The identification of the primary drivers of stock returns has been of great interest to both financial practitioners and academics alike for many decades. Influenced by classical financial theories such as the CAPM (Sharp, 1964; Lintner, 1965) and APT (Ross, 1976), a linear relationship is conventionally assumed between company characteristics as derived from their financial accounts and forward returns. Whilst this assumption may be a fair approximation to the underlying structural relationship, it is often adopted for the purpose of convenience. It is actually quite rare that the assumptions of distributional normality and a linear relationship are explicitly assessed in advance even though this information would help to inform the appropriate choice of modelling technique. Non-linear models have nevertheless been applied successfully to the task of stock selection in the past (Sorensen et al, 2000). However, their take-up by the investment community has been limited despite the fact that researchers in other fields have found them to be a useful way to express knowledge and aid decision-making...

Heteroscedastic probabilistic linear discriminant analysis for manifold learning in video-based face recognition

To recognize faces in video, face appearances have been widely modeled as piece-wise local linear models which linearly approximate the smooth yet non-linear low dimensional face appearance manifolds. The choice of representations of the local models is crucial. Most of the existing methods learn each local model individually meaning that they only anticipate variations within each class. In this work, we propose to represent local models as Gaussian distributions which are learned simultaneously using the heteroscedastic probabilistic linear discriminant analysis (PLDA). Each gallery video is therefore represented as a collection of such distributions. With the PLDA, not only the within-class variations are estimated during the training, the separability between classes is also maximized leading to an improved discrimination. The heteroscedastic PLDA itself is adapted from the standard PLDA to approximate face appearance manifolds more accurately. Instead of assuming a single global within-class covariance, the heteroscedastic PLDA learns different within-class covariances specific to each local model. In the recognition phase, a probe video is matched against gallery samples through the fusion of point-to-model distances. Experiments on the Honda and MoBo datasets have shown the merit of the proposed method which achieves better performance than the state-of-the-art technique.