On non-linear W-infinity symmetry of generalized Liouville and conformal Toda models

Invariance under non-linear Ŵ∞ algebra is shown for the two-boson Liouville type of model and its algebraic generalizations, the extended conformal Toda models. The realization of the corresponding generators in terms of two boson currents within KP hierarchy is presented.

Linear and Poisson models for genetic evaluation of tick resistance in cross-bred Hereford x Nellore cattle

Cattle resistance to ticks is measured by the number of ticks infesting the animal. The model used for the genetic analysis of cattle resistance to ticks frequently requires logarithmic transformation of the observations. The objective of this study was to evaluate the predictive ability and goodness of fit of different models for the analysis of this trait in cross-bred Hereford x Nellore cattle. Three models were tested: a linear model using logarithmic transformation of the observations (MLOG); a linear model without transformation of the observations (MLIN); and a generalized linear Poisson model with residual term (MPOI). All models included the classificatory effects of contemporary group and genetic group and the covariates age of animal at the time of recording and individual heterozygosis, as well as additive genetic effects as random effects. Heritability estimates were 0.08 ± 0.02, 0.10 ± 0.02 and 0.14 ± 0.04 for MLIN, MLOG and MPOI models, respectively. The model fit quality, verified by deviance information criterion (DIC) and residual mean square, indicated fit superiority of MPOI model. The predictive ability of the models was compared by validation test in independent sample. The MPOI model was slightly superior in terms of goodness of fit and predictive ability, whereas the correlations between observed and predicted tick counts were practically the same for all models. A higher rank correlation between breeding values was observed between models MLOG and MPOI. Poisson model can be used for the selection of tick-resistant animals. © 2013 Blackwell Verlag GmbH.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Additive Hazards Models with Latent Treatment Effectiveness Lag Time

In many clinical trials to evaluate treatment efficacy, it is believed that there may exist latent treatment effectiveness lag times after which medical procedure or chemical compound would be in full effect. In this article, semiparametric regression models are proposed and studied to estimate the treatment effect accounting for such latent lag times. The new models take advantage of the invariance property of the additive hazards model in marginalizing over random effects, so parameters in the models are easy to be estimated and interpreted, while the flexibility without specifying baseline hazard function is kept. Monte Carlo simulation studies demonstrate the appropriateness of the proposed semiparametric estimation procedure. Data collected in the actual randomized clinical trial, which evaluates the effectiveness of biodegradable carmustine polymers for treatment of recurrent brain tumors, are analyzed.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

Generalized Perk-Schultz models: solutions of the Yang-Baxter equation associated with quantized orthosymplectic superalgebras

The Perk-Schultz model may be expressed in terms of the solution of the Yang-Baxter equation associated with the fundamental representation of the untwisted affine extension of the general linear quantum superalgebra U-q (gl(m/n)], with a multiparametric coproduct action as given by Reshetikhin. Here, we present analogous explicit expressions for solutions of the Yang-Baxter equation associated with the fundamental representations of the twisted and untwisted affine extensions of the orthosymplectic quantum superalgebras U-q[osp(m/n)]. In this manner, we obtain generalizations of the Perk-Schultz model.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

On Generalized Models and Singular Products of Distributions in Colombeau Algebra G(R)

MSC 2010: 46F30, 46F10

Bayesian estimation in generalized autoregressive conditional heteroskedasticity models

Esta tesis doctoral nace con el propósito de entender, analizar y sobre todo modelizar el comportamiento estadístico de las series financieras. En este sentido, se puede afirmar que los modelos que mejor recogen las especiales características de estas series son los modelos de heterocedasticidad condicionada en tiempo discreto,si los intervalos de tiempo en los que se recogen los datos lo permiten, y en tiempo continuo si tenemos datos diarios o datos intradía. Con esta finalidad, en esta tesis se proponen distintos estimadores bayesianos para la estimación de los parámetros de los modelos GARCH en tiempo discreto (Bollerslev (1986)) y COGARCH en tiempo continuo (Kluppelberg et al. (2004)). En el capítulo 1 se introducen las características de las series financieras y se presentan los modelos ARCH, GARCH y COGARCH, así como sus principales propiedades. Mandelbrot (1963) destacó que las series financieras no presentan estacionariedad y que sus incrementos no presentan autocorrelación, aunque sus cuadrados sí están correlacionados. Señaló también que la volatilidad que presentan no es constante y que aparecen clusters de volatilidad. Observó la falta de normalidad de las series financieras, debida principalmente a su comportamiento leptocúrtico, y también destacó los efectos estacionales que presentan las series, analizando como se ven afectadas por la época del año o el día de la semana. Posteriormente Black (1976) completó la lista de características especiales incluyendo los denominados leverage effects relacionados con como las fluctuaciones positivas y negativas de los precios de los activos afectan a la volatilidad de las series de forma distinta.

A Generalized Methodology to Characterize Composite Materials for Pyrolysis Models

The predictive capabilities of computational fire models have improved in recent years such that models have become an integral part of many research efforts. Models improve the understanding of the fire risk of materials and may decrease the number of expensive experiments required to assess the fire hazard of a specific material or designed space. A critical component of a predictive fire model is the pyrolysis sub-model that provides a mathematical representation of the rate of gaseous fuel production from condensed phase fuels given a heat flux incident to the material surface. The modern, comprehensive pyrolysis sub-models that are common today require the definition of many model parameters to accurately represent the physical description of materials that are ubiquitous in the built environment. Coupled with the increase in the number of parameters required to accurately represent the pyrolysis of materials is the increasing prevalence in the built environment of engineered composite materials that have never been measured or modeled. The motivation behind this project is to develop a systematic, generalized methodology to determine the requisite parameters to generate pyrolysis models with predictive capabilities for layered composite materials that are common in industrial and commercial applications. This methodology has been applied to four common composites in this work that exhibit a range of material structures and component materials. The methodology utilizes a multi-scale experimental approach in which each test is designed to isolate and determine a specific subset of the parameters required to define a material in the model. Data collected in simultaneous thermogravimetry and differential scanning calorimetry experiments were analyzed to determine the reaction kinetics, thermodynamic properties, and energetics of decomposition for each component of the composite. Data collected in microscale combustion calorimetry experiments were analyzed to determine the heats of complete combustion of the volatiles produced in each reaction. Inverse analyses were conducted on sample temperature data collected in bench-scale tests to determine the thermal transport parameters of each component through degradation. Simulations of quasi-one-dimensional bench-scale gasification tests generated from the resultant models using the ThermaKin modeling environment were compared to experimental data to independently validate the models.

Non-additive genetic effects on weights and performance of a Brazilian Bos taurus x Bos indicus beef composite

The aim of the present study was to evaluate the heterosis effects on weaning weight at 205 days (WW, N = 146,464), yearling weight at 390 days (YW, N = 69,315) and weight gain from weaning to yearling (WG, N = 59,307) in composite beef cattle. The fixed models were: RM, which included contemporary groups, class of age of dam, outcrossing percentages for direct and maternal effects, and additive direct and maternal ( AM) breed effects; R, RM model, minus AM breed effects, and H, RM model, minus additive breed effects. The estimates for W205 were in general positive (P < 0.01). The R and H models resulted in similar estimates, but they were very different from the ones estimated by the RM model. For W390, the R and H models resulted in general positive estimates (P < 0.05). For WG, the RM model resulted in general significant heterosis effects (P < 0.05). It can be concluded that the RM model seems to supply estimates of better quality (P < 0.01).