Alternative tests for correct specification of conditional predictive densities

We propose new methods for evaluating predictive densities that focus on the models' actual predictive ability in finite samples. The tests offer a simple way of evaluatingthe correct specification of predictive densities, either parametric or non-parametric.The results indicate that our tests are well sized and have good power in detecting mis-specification in predictive densities. An empirical application to the Survey ofProfessional Forecasters and a baseline Dynamic Stochastic General Equilibrium modelshows the usefulness of our methodology.

Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Falsification and corroboration of conceptual hydrological models using geophysical data

Geophysical data may provide crucial information about hydrological properties, states, and processes that are difficult to obtain by other means. Large data sets can be acquired over widely different scales in a minimally invasive manner and at comparatively low costs, but their effective use in hydrology makes it necessary to understand the fidelity of geophysical models, the assumptions made in their construction, and the links between geophysical and hydrological properties. Geophysics has been applied for groundwater prospecting for almost a century, but it is only in the last 20 years that it is regularly used together with classical hydrological data to build predictive hydrological models. A largely unexplored venue for future work is to use geophysical data to falsify or rank competing conceptual hydrological models. A promising cornerstone for such a model selection strategy is the Bayes factor, but it can only be calculated reliably when considering the main sources of uncertainty throughout the hydrogeophysical parameter estimation process. Most classical geophysical imaging tools tend to favor models with smoothly varying property fields that are at odds with most conceptual hydrological models of interest. It is thus necessary to account for this bias or use alternative approaches in which proposed conceptual models are honored at all steps in the model building process.

Biotic interactions boost spatial models of species richness

Biotic interactions are known to affect the composition of species assemblages via several mechanisms, such as competition and facilitation. However, most spatial models of species richness do not explicitly consider inter-specific interactions. Here, we test whether incorporating biotic interactions into high-resolution models alters predictions of species richness as hypothesised. We included key biotic variables (cover of three dominant arctic-alpine plant species) into two methodologically divergent species richness modelling frameworks - stacked species distribution models (SSDM) and macroecological models (MEM) - for three ecologically and evolutionary distinct taxonomic groups (vascular plants, bryophytes and lichens). Predictions from models including biotic interactions were compared to the predictions of models based on climatic and abiotic data only. Including plant-plant interactions consistently and significantly lowered bias in species richness predictions and increased predictive power for independent evaluation data when compared to the conventional climatic and abiotic data based models. Improvements in predictions were constant irrespective of the modelling framework or taxonomic group used. The global biodiversity crisis necessitates accurate predictions of how changes in biotic and abiotic conditions will potentially affect species richness patterns. Here, we demonstrate that models of the spatial distribution of species richness can be improved by incorporating biotic interactions, and thus that these key predictor factors must be accounted for in biodiversity forecasts

Improved predictive mapping of indoor radon concentrations using ensemble regression trees based on automatic clustering of geological units.

PURPOSE: According to estimations around 230 people die as a result of radon exposure in Switzerland. This public health concern makes reliable indoor radon prediction and mapping methods necessary in order to improve risk communication to the public. The aim of this study was to develop an automated method to classify lithological units according to their radon characteristics and to develop mapping and predictive tools in order to improve local radon prediction. METHOD: About 240 000 indoor radon concentration (IRC) measurements in about 150 000 buildings were available for our analysis. The automated classification of lithological units was based on k-medoids clustering via pair-wise Kolmogorov distances between IRC distributions of lithological units. For IRC mapping and prediction we used random forests and Bayesian additive regression trees (BART). RESULTS: The automated classification groups lithological units well in terms of their IRC characteristics. Especially the IRC differences in metamorphic rocks like gneiss are well revealed by this method. The maps produced by random forests soundly represent the regional difference of IRCs in Switzerland and improve the spatial detail compared to existing approaches. We could explain 33% of the variations in IRC data with random forests. Additionally, the influence of a variable evaluated by random forests shows that building characteristics are less important predictors for IRCs than spatial/geological influences. BART could explain 29% of IRC variability and produced maps that indicate the prediction uncertainty. CONCLUSION: Ensemble regression trees are a powerful tool to model and understand the multidimensional influences on IRCs. Automatic clustering of lithological units complements this method by facilitating the interpretation of radon properties of rock types. This study provides an important element for radon risk communication. Future approaches should consider taking into account further variables like soil gas radon measurements as well as more detailed geological information.

Statistical Analysis and Numerics of Heat Exchanger Models

The identifiability of the parameters of a heat exchanger model without phase change was studied in this Master’s thesis using synthetically made data. A fast, two-step Markov chain Monte Carlo method (MCMC) was tested with a couple of case studies and a heat exchanger model. The two-step MCMC-method worked well and decreased the computation time compared to the traditional MCMC-method. The effect of measurement accuracy of certain control variables to the identifiability of parameters was also studied. The accuracy used did not seem to have a remarkable effect to the identifiability of parameters. The use of the posterior distribution of parameters in different heat exchanger geometries was studied. It would be computationally most efficient to use the same posterior distribution among different geometries in the optimisation of heat exchanger networks. According to the results, this was possible in the case when the frontal surface areas were the same among different geometries. In the other cases the same posterior distribution can be used for optimisation too, but that will give a wider predictive distribution as a result. For condensing surface heat exchangers the numerical stability of the simulation model was studied. As a result, a stable algorithm was developed.

Leptogenesis as the origin of matter-antimatter asymmetry in extra dimensional and supersymmetric models

The Standard Model of particle physics is currently the best description of fundamental particles and their interactions. All particles save the Higgs boson have been observed in particle accelerator experiments over the years. Despite the predictive power the Standard Model there are many phenomena that the scenario does not predict or explain. Among the most prominent dilemmas is matter-antimatter asymmetry, and much effort has been made in formulating scenarios that accurately predict the correct amount of matter-antimatter asymmetry in the universe. One of the most appealing explanations is baryogenesis via leptogenesis which not only serves as a mechanism of producing excess matter over antimatter but can also explain why neutrinos have very small non-zero masses. Interesting leptogenesis scenarios arise when other possible candidates of theories beyond the Standard Model are brought into the picture. In this thesis, we have studied leptogenesis in an extra dimensional framework and in a modified version of supersymmetric Standard Model. The first chapters of this thesis introduce the standard cosmological model, observations made on the photon to baryon ratio and necessary preconditions for successful baryogenesis. Baryogenesis via leptogenesis is then introduced and its connection to neutrino physics is illuminated. The final chapters concentrate on extra dimensional theories and supersymmetric models and their ability to accommodate leptogenesis. There, the results of our research are also presented.

Context-specific independence in graphical models

The theme of this thesis is context-speci c independence in graphical models. Considering a system of stochastic variables it is often the case that the variables are dependent of each other. This can, for instance, be seen by measuring the covariance between a pair of variables. Using graphical models, it is possible to visualize the dependence structure found in a set of stochastic variables. Using ordinary graphical models, such as Markov networks, Bayesian networks, and Gaussian graphical models, the type of dependencies that can be modeled is limited to marginal and conditional (in)dependencies. The models introduced in this thesis enable the graphical representation of context-speci c independencies, i.e. conditional independencies that hold only in a subset of the outcome space of the conditioning variables. In the articles included in this thesis, we introduce several types of graphical models that can represent context-speci c independencies. Models for both discrete variables and continuous variables are considered. A wide range of properties are examined for the introduced models, including identi ability, robustness, scoring, and optimization. In one article, a predictive classi er which utilizes context-speci c independence models is introduced. This classi er clearly demonstrates the potential bene ts of the introduced models. The purpose of the material included in the thesis prior to the articles is to provide the basic theory needed to understand the articles.

Effect of Sapindus trifoliatus on hyperalgesic in vivo migraine models

Phytotherapies have offered alternative sources of therapy for migraine and gained much importance in prophylactic treatment. Sapindus trifoliatus is a medium-sized deciduous tree growing wild in south India that belongs to the family Sapindaceae. The pericarp is reported for various medicinal properties. A thick aqueous solution of the pericarp is used for the treatment of hemicrania, hysteria or epilepsy in folklore medicine. We have investigated the antihyperalgesic effects of the lyophilized aqueous extract of S. trifoliatus in animal models predictive of experimental migraine models using morphine withdrawal-induced hyperalgesia on the hot-plate test and on 0.3% acetic acid-induced abdominal constrictions in adult male Swiss albino mice. The extract significantly (N = 10, P < 0.05) increased the licking latency in the hot-plate test when administered ip at 10 mg/kg (6.70 ± 0.39 s in saline control vs 18.76 ± 0.96 s in S. trifoliatus-treated animals) and significantly (N = 10, P < 0.001) reduced the abdominal constrictions when administered ip at 2 and 10 mg/kg (40.20 ± 1.36 in saline control vs 30.20 ± 1.33 and 23.00 ± 0.98 for 2 and 10 mg/kg, ip, respectively, in S. trifoliatus-treated animals). Furthermore, when administered ip at 20 and 100 mg/kg, the extract significantly (N = 10, P < 0.05) inhibited the apomorphine-induced climbing behavior in mice (climbing duration 15.75 ± 5.0 min for saline control vs 11.4 ± 1.28 and 3.9 ± 1.71 min for 20 and 100 mg/kg, respectively, in S. trifoliatus-treated animals). In receptor radioligand-binding studies, the extract exhibited affinity towards D2 receptors. The findings suggest that dopamine D2 antagonism could be the mechanism involved in the antihyperalgesic activity of the aqueous extract of S. trifoliatus.

Animal models of prenatal immune challenge and their contribution to the study of schizophrenia: a systematic review

Prenatal immune challenge (PIC) in pregnant rodents produces offspring with abnormalities in behavior, histology, and gene expression that are reminiscent of schizophrenia and autism. Based on this, the goal of this article was to review the main contributions of PIC models, especially the one using the viral-mimetic particle polyriboinosinic-polyribocytidylic acid (poly-I:C), to the understanding of the etiology, biological basis and treatment of schizophrenia. This systematic review consisted of a search of available web databases (PubMed, SciELO, LILACS, PsycINFO, and ISI Web of Knowledge) for original studies published in the last 10 years (May 2001 to October 2011) concerning animal models of PIC, focusing on those using poly-I:C. The results showed that the PIC model with poly-I:C is able to mimic the prodrome and both the positive and negative/cognitive dimensions of schizophrenia, depending on the specific gestation time window of the immune challenge. The model resembles the neurobiology and etiology of schizophrenia and has good predictive value. In conclusion, this model is a robust tool for the identification of novel molecular targets during prenatal life, adolescence and adulthood that might contribute to the development of preventive and/or treatment strategies (targeting specific symptoms, i.e., positive or negative/cognitive) for this devastating mental disorder, also presenting biosafety as compared to viral infection models. One limitation of this model is the incapacity to model the full spectrum of immune responses normally induced by viral exposure.

Artificial neural network models for predicting 1-year mortality in elderly patients with intertrochanteric fractures in China

The mortality rate of older patients with intertrochanteric fractures has been increasing with the aging of populations in China. The purpose of this study was: 1) to develop an artificial neural network (ANN) using clinical information to predict the 1-year mortality of elderly patients with intertrochanteric fractures, and 2) to compare the ANN's predictive ability with that of logistic regression models. The ANN model was tested against actual outcomes of an intertrochanteric femoral fracture database in China. The ANN model was generated with eight clinical inputs and a single output. ANN's performance was compared with a logistic regression model created with the same inputs in terms of accuracy, sensitivity, specificity, and discriminability. The study population was composed of 2150 patients (679 males and 1471 females): 1432 in the training group and 718 new patients in the testing group. The ANN model that had eight neurons in the hidden layer had the highest accuracies among the four ANN models: 92.46 and 85.79% in both training and testing datasets, respectively. The areas under the receiver operating characteristic curves of the automatically selected ANN model for both datasets were 0.901 (95%CI=0.814-0.988) and 0.869 (95%CI=0.748-0.990), higher than the 0.745 (95%CI=0.612-0.879) and 0.728 (95%CI=0.595-0.862) of the logistic regression model. The ANN model can be used for predicting 1-year mortality in elderly patients with intertrochanteric fractures. It outperformed a logistic regression on multiple performance measures when given the same variables.

Vulnerability to adverse consequences of drinking and problem drinker status as predicted by risky drinking behaviours, drug use, sex differences and affect : a test of multiple models /

Although alcohol problems and alcohol consumption are related, consumption does not fully account for differences in vulnerability to alcohol problems. Therefore, other factors should account for these differences. Based on previous research, it was hypothesized that risky drinking behaviours, illicit and prescription drug use, affect and sex differences would account for differences in vulnerability to alcohol problems while statistically controlling for overall alcohol consumption. Four models were developed that were intended to test the predictive ability of these factors, three of which tested the predictor sets separately and a fourth which tested them in a combined model. In addition, two distinct criterion variables were regressed on the predictors. One was a measure of the frequency that participants experienced negative consequences that they attributed to their drinking and the other was a measure of the extent to which participants perceived themselves to be problem drinkers. Each of the models was tested on four samples from different populations, including fIrst year university students, university students in their graduating year, a clinical sample of people in treatment for addiction, and a community sample of young adults randomly selected from the general population. Overall, support was found for each of the models and each of the predictors in accounting for differences in vulnerability to alcohol problems. In particular, the frequency with which people become intoxicated, frequency of illicit drug use and high levels of negative affect were strong and consistent predictors of vulnerability to alcohol problems across samples and criterion variables. With the exception of the clinical sample, the combined models predicted vulnerability to negative consequences better than vulnerability to problem drinker status. Among the clinical and community samples the combined model predicted problem drinker status better than in the student samples.

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.

Social network measures for "nosduocentered" networks, their predictive power on performance

Our purpose in this article is to define a network structure which is based on two egos instead of the egocentered (one ego) or the complete network (n egos). We describe the characteristics and properties for this kind of network which we call “nosduocentered network”, comparing it with complete and egocentered networks. The key point for this kind of network is that relations exist between the two main egos and all alters, but relations among others are not observed. After that, we use new social network measures adapted to the nosduocentered network, some of which are based on measures for complete networks such as degree, betweenness, closeness centrality or density, while some others are tailormade for nosduocentered networks. We specify three regression models to predict research performance of PhD students based on these social network measures for different networks such as advice, collaboration, emotional support and trust. Data used are from Slovenian PhD students and their s

Probabilistic models to assist maintenance of multiple instruments

The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics