Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Statistical shape modeling of pathological scoliotic vertebrae: A comparative analysis

Statistical shape models (SSMs) have been used widely as a basis for segmenting and interpreting complex anatomical structures. The robustness of these models are sensitive to the registration procedures, i.e., establishment of a dense correspondence across a training data set. In this work, two SSMs based on the same training data set of scoliotic vertebrae, and registration procedures were compared. The first model was constructed based on the original binary masks without applying any image pre- and post-processing, and the second was obtained by means of a feature preserving smoothing method applied to the original training data set, followed by a standard rasterization algorithm. The accuracies of the correspondences were assessed quantitatively by means of the maximum of the mean minimum distance (MMMD) and Hausdorf distance (H(D)). Anatomical validity of the models were quantified by means of three different criteria, i.e., compactness, specificity, and model generalization ability. The objective of this study was to compare quasi-identical models based on standard metrics. Preliminary results suggest that the MMMD distance and eigenvalues are not sensitive metrics for evaluating the performance and robustness of SSMs.

Power and Robustness of Linkage Tests for Quantitative Traits in General Pedigrees

There are numerous statistical methods for quantitative trait linkage analysis in human studies. An ideal such method would have high power to detect genetic loci contributing to the trait, would be robust to non-normality in the phenotype distribution, would be appropriate for general pedigrees, would allow the incorporation of environmental covariates, and would be appropriate in the presence of selective sampling. We recently described a general framework for quantitative trait linkage analysis, based on generalized estimating equations, for which many current methods are special cases. This procedure is appropriate for general pedigrees and easily accommodates environmental covariates. In this paper, we use computer simulations to investigate the power robustness of a variety of linkage test statistics built upon our general framework. We also propose two novel test statistics that take account of higher moments of the phenotype distribution, in order to accommodate non-normality. These new linkage tests are shown to have high power and to be robust to non-normality. While we have not yet examined the performance of our procedures in the context of selective sampling via computer simulations, the proposed tests satisfy all of the other qualities of an ideal quantitative trait linkage analysis method.

Issues of robustness and high dimensionality in cluster analysis

Finite mixture models are being increasingly used to model the distributions of a wide variety of random phenomena. While normal mixture models are often used to cluster data sets of continuous multivariate data, a more robust clustering can be obtained by considering the t mixture model-based approach. Mixtures of factor analyzers enable model-based density estimation to be undertaken for high-dimensional data where the number of observations n is very large relative to their dimension p. As the approach using the multivariate normal family of distributions is sensitive to outliers, it is more robust to adopt the multivariate t family for the component error and factor distributions. The computational aspects associated with robustness and high dimensionality in these approaches to cluster analysis are discussed and illustrated.

On the robustness of random Boolean formulae

Random Boolean formulae, generated by a growth process of noisy logical gates are analyzed using the generating functional methodology of statistical physics. We study the type of functions generated for different input distributions, their robustness for a given level of gate error and its dependence on the formulae depth and complexity and the gates used. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding typical-case phase transitions. Results for error-rates, function-depth and sensitivity of the generated functions are obtained for various gate-type and noise models. © 2010 IOP Publishing Ltd.

Statistical mechanics of distribution networks

This thesis presents an analysis of the stability of complex distribution networks. We present a stability analysis against cascading failures. We propose a spin [binary] model, based on concepts of statistical mechanics. We test macroscopic properties of distribution networks with respect to various topological structures and distributions of microparameters. The equilibrium properties of the systems are obtained in a statistical mechanics framework by application of the replica method. We demonstrate the validity of our approach by comparing it with Monte Carlo simulations. We analyse the network properties in terms of phase diagrams and found both qualitative and quantitative dependence of the network properties on the network structure and macroparameters. The structure of the phase diagrams points at the existence of phase transition and the presence of stable and metastable states in the system. We also present an analysis of robustness against overloading in the distribution networks. We propose a model that describes a distribution process in a network. The model incorporates the currents between any connected hubs in the network, local constraints in the form of Kirchoff's law and a global optimizational criterion. The flow of currents in the system is driven by the consumption. We study two principal types of model: infinite and finite link capacity. The key properties are the distributions of currents in the system. We again use a statistical mechanics framework to describe the currents in the system in terms of macroscopic parameters. In order to obtain observable properties we apply the replica method. We are able to assess the criticality of the level of demand with respect to the available resources and the architecture of the network. Furthermore, the parts of the system, where critical currents may emerge, can be identified. This, in turn, provides us with the characteristic description of the spread of the overloading in the systems.

Composite CDMA—a statistical mechanics analysis

Code division multiple access (CDMA) in which the spreading code assignment to users contains a random element has recently become a cornerstone of CDMA research. The random element in the construction is particularly attractive as it provides robustness and flexibility in utilizing multiaccess channels, whilst not making significant sacrifices in terms of transmission power. Random codes are generated from some ensemble; here we consider the possibility of combining two standard paradigms, sparsely and densely spread codes, in a single composite code ensemble. The composite code analysis includes a replica symmetric calculation of performance in the large system limit, and investigation of finite systems through a composite belief propagation algorithm. A variety of codes are examined with a focus on the high multi-access interference regime. We demonstrate scenarios both in the large size limit and for finite systems in which the composite code has typical performance exceeding those of sparse and dense codes at equivalent signal to noise ratio.

Networking - a statistical physics perspective

Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications. © 2013 IOP Publishing Ltd.

Performance and Robustness Analysis of Co-Prime and Nested Sampling

Coprime and nested sampling are well known deterministic sampling techniques that operate at rates significantly lower than the Nyquist rate, and yet allow perfect reconstruction of the spectra of wide sense stationary signals. However, theoretical guarantees for these samplers assume ideal conditions such as synchronous sampling, and ability to perfectly compute statistical expectations. This thesis studies the performance of coprime and nested samplers in spatial and temporal domains, when these assumptions are violated. In spatial domain, the robustness of these samplers is studied by considering arrays with perturbed sensor locations (with unknown perturbations). Simplified expressions for the Fisher Information matrix for perturbed coprime and nested arrays are derived, which explicitly highlight the role of co-array. It is shown that even in presence of perturbations, it is possible to resolve $O(M^2)$ under appropriate conditions on the size of the grid. The assumption of small perturbations leads to a novel ``bi-affine" model in terms of source powers and perturbations. The redundancies in the co-array are then exploited to eliminate the nuisance perturbation variable, and reduce the bi-affine problem to a linear underdetermined (sparse) problem in source powers. This thesis also studies the robustness of coprime sampling to finite number of samples and sampling jitter, by analyzing their effects on the quality of the estimated autocorrelation sequence. A variety of bounds on the error introduced by such non ideal sampling schemes are computed by considering a statistical model for the perturbation. They indicate that coprime sampling leads to stable estimation of the autocorrelation sequence, in presence of small perturbations. Under appropriate assumptions on the distribution of WSS signals, sharp bounds on the estimation error are established which indicate that the error decays exponentially with the number of samples. The theoretical claims are supported by extensive numerical experiments.

Assessment Of Robustness On Analysis Using Headspace Solid-phase Microextraction And Comprehensive Two-dimensional Gas Chromatography Through Experimental Designs.

Plackett-Burman experimental design was applied for the robustness assessment of GC×GC-qMS (Comprehensive Two-Dimensional Gas Chromatography with Fast Quadrupolar Mass Spectrometric Detection) in quantitative and qualitative analysis of volatiles compounds from chocolate samples isolated by headspace solid-phase microextraction (HS-SPME). The influence of small changes around the nominal level of six factors deemed as important on peak areas (carrier gas flow rate, modulation period, temperature of ionic source, MS photomultiplier power, injector temperature and interface temperature) and of four factors considered as potentially influential on spectral quality (minimum and maximum limits of the scanned mass ranges, ions source temperature and photomultiplier power). The analytes selected for the study were 2,3,5-trimethylpyrazine, 2-octanone, octanal, 2-pentyl-furan, 2,3,5,6-tetramethylpyrazine, and 2-nonanone e nonanal. The factors pointed out as important on the robustness of the system were photomultiplier power for quantitative analysis and lower limit of mass scanning range for qualitative analysis.

Projeto multicentrico em fisiologia do exercicio : etapa de calibração de cicloergometros

Universidade Estadual de Campinas . Faculdade de Educação Física

Neural networks and statistical analysis for classification of corneal videokeratography maps based on Zernike coefficients: a quantitative comparison

PURPOSE: The main goal of this study was to develop and compare two different techniques for classification of specific types of corneal shapes when Zernike coefficients are used as inputs. A feed-forward artificial Neural Network (NN) and discriminant analysis (DA) techniques were used. METHODS: The inputs both for the NN and DA were the first 15 standard Zernike coefficients for 80 previously classified corneal elevation data files from an Eyesys System 2000 Videokeratograph (VK), installed at the Departamento de Oftalmologia of the Escola Paulista de Medicina, São Paulo. The NN had 5 output neurons which were associated with 5 typical corneal shapes: keratoconus, with-the-rule astigmatism, against-the-rule astigmatism, "regular" or "normal" shape and post-PRK. RESULTS: The NN and DA responses were statistically analyzed in terms of precision ([true positive+true negative]/total number of cases). Mean overall results for all cases for the NN and DA techniques were, respectively, 94% and 84.8%. CONCLUSION: Although we used a relatively small database, results obtained in the present study indicate that Zernike polynomials as descriptors of corneal shape may be a reliable parameter as input data for diagnostic automation of VK maps, using either NN or DA.

Turbulence in collisionless plasmas: statistical analysis from numerical simulations with pressure anisotropy

In recent years, we have experienced increasing interest in the understanding of the physical properties of collisionless plasmas, mostly because of the large number of astrophysical environments (e. g. the intracluster medium (ICM)) containing magnetic fields that are strong enough to be coupled with the ionized gas and characterized by densities sufficiently low to prevent the pressure isotropization with respect to the magnetic line direction. Under these conditions, a new class of kinetic instabilities arises, such as firehose and mirror instabilities, which have been studied extensively in the literature. Their role in the turbulence evolution and cascade process in the presence of pressure anisotropy, however, is still unclear. In this work, we present the first statistical analysis of turbulence in collisionless plasmas using three-dimensional numerical simulations and solving double-isothermal magnetohydrodynamic equations with the Chew-Goldberger-Low laws closure (CGL-MHD). We study models with different initial conditions to account for the firehose and mirror instabilities and to obtain different turbulent regimes. We found that the CGL-MHD subsonic and supersonic turbulences show small differences compared to the MHD models in most cases. However, in the regimes of strong kinetic instabilities, the statistics, i.e. the probability distribution functions (PDFs) of density and velocity, are very different. In subsonic models, the instabilities cause an increase in the dispersion of density, while the dispersion of velocity is increased by a large factor in some cases. Moreover, the spectra of density and velocity show increased power at small scales explained by the high growth rate of the instabilities. Finally, we calculated the structure functions of velocity and density fluctuations in the local reference frame defined by the direction of magnetic lines. The results indicate that in some cases the instabilities significantly increase the anisotropy of fluctuations. These results, even though preliminary and restricted to very specific conditions, show that the physical properties of turbulence in collisionless plasmas, as those found in the ICM, may be very different from what has been largely believed.

Searching for molecular markers in head and neck squamous cell carcinomas (HNSCC) by statistical and bioinformatic analysis of larynx-derived SAGE libraries

Background: Head and neck squamous cell carcinoma (HNSCC) is one of the most common malignancies in humans. The average 5-year survival rate is one of the lowest among aggressive cancers, showing no significant improvement in recent years. When detected early, HNSCC has a good prognosis, but most patients present metastatic disease at the time of diagnosis, which significantly reduces survival rate. Despite extensive research, no molecular markers are currently available for diagnostic or prognostic purposes. Methods: Aiming to identify differentially-expressed genes involved in laryngeal squamous cell carcinoma (LSCC) development and progression, we generated individual Serial Analysis of Gene Expression (SAGE) libraries from a metastatic and non-metastatic larynx carcinoma, as well as from a normal larynx mucosa sample. Approximately 54,000 unique tags were sequenced in three libraries. Results: Statistical data analysis identified a subset of 1,216 differentially expressed tags between tumor and normal libraries, and 894 differentially expressed tags between metastatic and non-metastatic carcinomas. Three genes displaying differential regulation, one down-regulated (KRT31) and two up-regulated (BST2, MFAP2), as well as one with a non-significant differential expression pattern (GNA15) in our SAGE data were selected for real-time polymerase chain reaction (PCR) in a set of HNSCC samples. Consistent with our statistical analysis, quantitative PCR confirmed the upregulation of BST2 and MFAP2 and the downregulation of KRT31 when samples of HNSCC were compared to tumor-free surgical margins. As expected, GNA15 presented a non-significant differential expression pattern when tumor samples were compared to normal tissues. Conclusion: To the best of our knowledge, this is the first study reporting SAGE data in head and neck squamous cell tumors. Statistical analysis was effective in identifying differentially expressed genes reportedly involved in cancer development. The differential expression of a subset of genes was confirmed in additional larynx carcinoma samples and in carcinomas from a distinct head and neck subsite. This result suggests the existence of potential common biomarkers for prognosis and targeted-therapy development in this heterogeneous type of tumor.