New statistical methods to assess the effect of time-dependent exposures in case-control studies

Contexte. Les études cas-témoins sont très fréquemment utilisées par les épidémiologistes pour évaluer l’impact de certaines expositions sur une maladie particulière. Ces expositions peuvent être représentées par plusieurs variables dépendant du temps, et de nouvelles méthodes sont nécessaires pour estimer de manière précise leurs effets. En effet, la régression logistique qui est la méthode conventionnelle pour analyser les données cas-témoins ne tient pas directement compte des changements de valeurs des covariables au cours du temps. Par opposition, les méthodes d’analyse des données de survie telles que le modèle de Cox à risques instantanés proportionnels peuvent directement incorporer des covariables dépendant du temps représentant les histoires individuelles d’exposition. Cependant, cela nécessite de manipuler les ensembles de sujets à risque avec précaution à cause du sur-échantillonnage des cas, en comparaison avec les témoins, dans les études cas-témoins. Comme montré dans une étude de simulation précédente, la définition optimale des ensembles de sujets à risque pour l’analyse des données cas-témoins reste encore à être élucidée, et à être étudiée dans le cas des variables dépendant du temps. Objectif: L’objectif général est de proposer et d’étudier de nouvelles versions du modèle de Cox pour estimer l’impact d’expositions variant dans le temps dans les études cas-témoins, et de les appliquer à des données réelles cas-témoins sur le cancer du poumon et le tabac. Méthodes. J’ai identifié de nouvelles définitions d’ensemble de sujets à risque, potentiellement optimales (le Weighted Cox model and le Simple weighted Cox model), dans lesquelles différentes pondérations ont été affectées aux cas et aux témoins, afin de refléter les proportions de cas et de non cas dans la population source. Les propriétés des estimateurs des effets d’exposition ont été étudiées par simulation. Différents aspects d’exposition ont été générés (intensité, durée, valeur cumulée d’exposition). Les données cas-témoins générées ont été ensuite analysées avec différentes versions du modèle de Cox, incluant les définitions anciennes et nouvelles des ensembles de sujets à risque, ainsi qu’avec la régression logistique conventionnelle, à des fins de comparaison. Les différents modèles de régression ont ensuite été appliqués sur des données réelles cas-témoins sur le cancer du poumon. Les estimations des effets de différentes variables de tabac, obtenues avec les différentes méthodes, ont été comparées entre elles, et comparées aux résultats des simulations. Résultats. Les résultats des simulations montrent que les estimations des nouveaux modèles de Cox pondérés proposés, surtout celles du Weighted Cox model, sont bien moins biaisées que les estimations des modèles de Cox existants qui incluent ou excluent simplement les futurs cas de chaque ensemble de sujets à risque. De plus, les estimations du Weighted Cox model étaient légèrement, mais systématiquement, moins biaisées que celles de la régression logistique. L’application aux données réelles montre de plus grandes différences entre les estimations de la régression logistique et des modèles de Cox pondérés, pour quelques variables de tabac dépendant du temps. Conclusions. Les résultats suggèrent que le nouveau modèle de Cox pondéré propose pourrait être une alternative intéressante au modèle de régression logistique, pour estimer les effets d’expositions dépendant du temps dans les études cas-témoins

Statistical potentials for evolutionary studies

Les séquences protéiques naturelles sont le résultat net de l’interaction entre les mécanismes de mutation, de sélection naturelle et de dérive stochastique au cours des temps évolutifs. Les modèles probabilistes d’évolution moléculaire qui tiennent compte de ces différents facteurs ont été substantiellement améliorés au cours des dernières années. En particulier, ont été proposés des modèles incorporant explicitement la structure des protéines et les interdépendances entre sites, ainsi que les outils statistiques pour évaluer la performance de ces modèles. Toutefois, en dépit des avancées significatives dans cette direction, seules des représentations très simplifiées de la structure protéique ont été utilisées jusqu’à présent. Dans ce contexte, le sujet général de cette thèse est la modélisation de la structure tridimensionnelle des protéines, en tenant compte des limitations pratiques imposées par l’utilisation de méthodes phylogénétiques très gourmandes en temps de calcul. Dans un premier temps, une méthode statistique générale est présentée, visant à optimiser les paramètres d’un potentiel statistique (qui est une pseudo-énergie mesurant la compatibilité séquence-structure). La forme fonctionnelle du potentiel est par la suite raffinée, en augmentant le niveau de détails dans la description structurale sans alourdir les coûts computationnels. Plusieurs éléments structuraux sont explorés : interactions entre pairs de résidus, accessibilité au solvant, conformation de la chaîne principale et flexibilité. Les potentiels sont ensuite inclus dans un modèle d’évolution et leur performance est évaluée en termes d’ajustement statistique à des données réelles, et contrastée avec des modèles d’évolution standards. Finalement, le nouveau modèle structurellement contraint ainsi obtenu est utilisé pour mieux comprendre les relations entre niveau d’expression des gènes et sélection et conservation de leur séquence protéique.

Estimating Nonlinear DSGE Models by the Simulated Method of Moments

This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in specifications with different curvature. Results show that SMM is computationally efficient and delivers accurate estimates, even when the simulated series are relatively short. However, asymptotic standard errors tend to overstate the actual variability of the estimates and, consequently, statistical inference is conservative. A simple strategy to incorporate priors in a method of moments context is proposed. An empirical application to the macroeconomic effects of rare events indicates that negatively skewed productivity shocks induce agents to accumulate additional capital and can endogenously generate asymmetric business cycles.

Statistical signal extraction using stable processes

The standard models for statistical signal extraction assume that the signal and noise are generated by linear Gaussian processes. The optimum filter weights for those models are derived using the method of minimum mean square error. In the present work we study the properties of signal extraction models under the assumption that signal/noise are generated by symmetric stable processes. The optimum filter is obtained by the method of minimum dispersion. The performance of the new filter is compared with their Gaussian counterparts by simulation.

Statistical Machine Learning Techniques for the Prediction of Learning Disabilities in School-Age Children

Learning Disability (LD) is a general term that describes specific kinds of learning problems. It is a neurological condition that affects a child's brain and impairs his ability to carry out one or many specific tasks. The learning disabled children are neither slow nor mentally retarded. This disorder can make it problematic for a child to learn as quickly or in the same way as some child who isn't affected by a learning disability. An affected child can have normal or above average intelligence. They may have difficulty paying attention, with reading or letter recognition, or with mathematics. It does not mean that children who have learning disabilities are less intelligent. In fact, many children who have learning disabilities are more intelligent than an average child. Learning disabilities vary from child to child. One child with LD may not have the same kind of learning problems as another child with LD. There is no cure for learning disabilities and they are life-long. However, children with LD can be high achievers and can be taught ways to get around the learning disability. In this research work, data mining using machine learning techniques are used to analyze the symptoms of LD, establish interrelationships between them and evaluate the relative importance of these symptoms. To increase the diagnostic accuracy of learning disability prediction, a knowledge based tool based on statistical machine learning or data mining techniques, with high accuracy,according to the knowledge obtained from the clinical information, is proposed. The basic idea of the developed knowledge based tool is to increase the accuracy of the learning disability assessment and reduce the time used for the same. Different statistical machine learning techniques in data mining are used in the study. Identifying the important parameters of LD prediction using the data mining techniques, identifying the hidden relationship between the symptoms of LD and estimating the relative significance of each symptoms of LD are also the parts of the objectives of this research work. The developed tool has many advantages compared to the traditional methods of using check lists in determination of learning disabilities. For improving the performance of various classifiers, we developed some preprocessing methods for the LD prediction system. A new system based on fuzzy and rough set models are also developed for LD prediction. Here also the importance of pre-processing is studied. A Graphical User Interface (GUI) is designed for developing an integrated knowledge based tool for prediction of LD as well as its degree. The designed tool stores the details of the children in the student database and retrieves their LD report as and when required. The present study undoubtedly proves the effectiveness of the tool developed based on various machine learning techniques. It also identifies the important parameters of LD and accurately predicts the learning disability in school age children. This thesis makes several major contributions in technical, general and social areas. The results are found very beneficial to the parents, teachers and the institutions. They are able to diagnose the child’s problem at an early stage and can go for the proper treatments/counseling at the correct time so as to avoid the academic and social losses.

Evidence of a critical time in constrained Kinetic Ising models

We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.

Spectral and statistical characteristics of shoaling waves of Alleppey West coast of India

Some investigations on the spectral and statistical characteristics of deep water waves are available for Indian waters. But practically no systematic investigation on the shallow water wave spectral and probabilistic characteristics is made for any part of the Indian coast except for a few restricted studies. Hence a comprehensive study of the shallow water wave climate and their spectral and statistical characteristics for a location (Alleppey) along the southwest coast of India is undertaken based on recorded data. The results of the investigation are presented in this thesis.The thesis comprises of seven chapters

Some bivariate life time models in discrete time"

The term reliability of an equipment or device is often meant to indicate the probability that it carries out the functions expected of it adequately or without failure and within specified performance limits at a given age for a desired mission time when put to use under the designated application and operating environmental stress. A broad classification of the approaches employed in relation to reliability studies can be made as probabilistic and deterministic, where the main interest in the former is to device tools and methods to identify the random mechanism governing the failure process through a proper statistical frame work, while the latter addresses the question of finding the causes of failure and steps to reduce individual failures thereby enhancing reliability. In the probabilistic attitude to which the present study subscribes to, the concept of life distribution, a mathematical idealisation that describes the failure times, is fundamental and a basic question a reliability analyst has to settle is the form of the life distribution. It is for no other reason that a major share of the literature on the mathematical theory of reliability is focussed on methods of arriving at reasonable models of failure times and in showing the failure patterns that induce such models. The application of the methodology of life time distributions is not confined to the assesment of endurance of equipments and systems only, but ranges over a wide variety of scientific investigations where the word life time may not refer to the length of life in the literal sense, but can be concieved in its most general form as a non-negative random variable. Thus the tools developed in connection with modelling life time data have found applications in other areas of research such as actuarial science, engineering, biomedical sciences, economics, extreme value theory etc.

A Framework of Statistical Machine Translator from English to Malayalam

In this paper we describe the methodology and the structural design of a system that translates English into Malayalam using statistical models. A monolingual Malayalam corpus and a bilingual English/Malayalam corpus are the main resource in building this Statistical Machine Translator. Training strategy adopted has been enhanced by PoS tagging which helps to get rid of the insignificant alignments. Moreover, incorporating units like suffix separator and the stop word eliminator has proven to be effective in bringing about better training results. In the decoder, order conversion rules are applied to reduce the structural difference between the language pair. The quality of statistical outcome of the decoder is further improved by applying mending rules. Experiments conducted on a sample corpus have generated reasonably good Malayalam translations and the results are verified with F measure, BLEU and WER evaluation metrics

English to Malayalam Translation: A Statistical Approach

This paper underlines a methodology for translating text from English into the Dravidian language, Malayalam using statistical models. By using a monolingual Malayalam corpus and a bilingual English/Malayalam corpus in the training phase, the machine automatically generates Malayalam translations of English sentences. This paper also discusses a technique to improve the alignment model by incorporating the parts of speech information into the bilingual corpus. Removing the insignificant alignments from the sentence pairs by this approach has ensured better training results. Pre-processing techniques like suffix separation from the Malayalam corpus and stop word elimination from the bilingual corpus also proved to be effective in training. Various handcrafted rules designed for the suffix separation process which can be used as a guideline in implementing suffix separation in Malayalam language are also presented in this paper. The structural difference between the English Malayalam pair is resolved in the decoder by applying the order conversion rules. Experiments conducted on a sample corpus have generated reasonably good Malayalam translations and the results are verified with F measure, BLEU and WER evaluation metrics

Extension schemes for the Alignment Model of English-Malayalam Statistical Machine Translator

In Statistical Machine Translation from English to Malayalam, an unseen English sentence is translated into its equivalent Malayalam sentence using statistical models. A parallel corpus of English-Malayalam is used in the training phase. Word to word alignments has to be set among the sentence pairs of the source and target language before subjecting them for training. This paper deals with certain techniques which can be adopted for improving the alignment model of SMT. Methods to incorporate the parts of speech information into the bilingual corpus has resulted in eliminating many of the insignificant alignments. Also identifying the name entities and cognates present in the sentence pairs has proved to be advantageous while setting up the alignments. Presence of Malayalam words with predictable translations has also contributed in reducing the insignificant alignments. Moreover, reduction of the unwanted alignments has brought in better training results. Experiments conducted on a sample corpus have generated reasonably good Malayalam translations and the results are verified with F measure, BLEU and WER evaluation metrics.

Techniques to Improve the word alignments in Statistical Machine Translation from English to Malayalam

In Statistical Machine Translation from English to Malayalam, an unseen English sentence is translated into its equivalent Malayalam translation using statistical models like translation model, language model and a decoder. A parallel corpus of English-Malayalam is used in the training phase. Word to word alignments has to be set up among the sentence pairs of the source and target language before subjecting them for training. This paper is deals with the techniques which can be adopted for improving the alignment model of SMT. Incorporating the parts of speech information into the bilingual corpus has eliminated many of the insignificant alignments. Also identifying the name entities and cognates present in the sentence pairs has proved to be advantageous while setting up the alignments. Moreover, reduction of the unwanted alignments has brought in better training results. Experiments conducted on a sample corpus have generated reasonably good Malayalam translations and the results are verified with F measure, BLEU and WER evaluation metrics

Identification of models using failure rate and mean residual life of doubly truncated random variables

In this paper, we study the relationship between the failure rate and the mean residual life of doubly truncated random variables. Accordingly, we develop characterizations for exponential, Pareto 11 and beta distributions. Further, we generalize the identities for fire Pearson and the exponential family of distributions given respectively in Nair and Sankaran (1991) and Consul (1995). Applications of these measures in file context of lengthbiased models are also explored

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis