A fast identification algorithm for Box-Cox transformation based radial basis function neural network

In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.

Influence diagnostics in nonlinear mixed-effects elliptical models

In this work we propose and analyze nonlinear elliptical models for longitudinal data, which represent an alternative to gaussian models in the cases of heavy tails, for instance. The elliptical distributions may help to control the influence of the observations in the parameter estimates by naturally attributing different weights for each case. We consider random effects to introduce the within-group correlation and work with the marginal model without requiring numerical integration. An iterative algorithm to obtain maximum likelihood estimates for the parameters is presented, as well as diagnostic results based on residual distances and local influence [Cook, D., 1986. Assessment of local influence. journal of the Royal Statistical Society - Series B 48 (2), 133-169; Cook D., 1987. Influence assessment. journal of Applied Statistics 14 (2),117-131; Escobar, L.A., Meeker, W.Q., 1992, Assessing influence in regression analysis with censored data, Biometrics 48, 507-528]. As numerical illustration, we apply the obtained results to a kinetics longitudinal data set presented in [Vonesh, E.F., Carter, R.L., 1992. Mixed-effects nonlinear regression for unbalanced repeated measures. Biometrics 48, 1-17], which was analyzed under the assumption of normality. (C) 2009 Elsevier B.V. All rights reserved.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Fast-forward/fast-backward substitutions on vector computers

This paper deals with approaches for sparse matrix substitutions using vector processing. Many publications have used the W-matrix method to solve the forward/backward substitutions on vector computer. Recently a different approach has been presented using dependency-based substitution algorithm (DBSA). In this paper the focus is on new algorithms able to explore the sparsity of the vectors. The efficiency is tested using linear systems from power systems with 118, 320, 725 and 1729 buses. The tests were performed on a CRAY Y MP2E/232. The speedups for a fast-forward/fast-backward using a 1729-bus system are near 19 and 14 for real and complex arithmetic operations, respectively. When forward/backward is employed the speedups are about 8 and 6 to perform the same simulations.

Predicting structural models for silicon clusters

This article introduces an efficient method to generate structural models for medium-sized silicon clusters. Geometrical information obtained from previous investigations of small clusters is initially sorted and then introduced into our predictor algorithm in order to generate structural models for large clusters. The method predicts geometries whose binding energies are close (95%) to the corresponding value for the ground-state with very low computational cost. These predictions can be used as a very good initial guess for any global optimization algorithm. As a test case, information from clusters up to 14 atoms was used to predict good models for silicon clusters up to 20 atoms. We believe that the new algorithm may enhance the performance of most optimization methods whenever some previous information is available. (C) 2003 Wiley Periodicals, Inc.

Bayesian L-optimal exact design of experiments for biological kinetic models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Genetic evaluation using multi-trait and random regression models in Simmental beef cattle

The Brazilian Association of Simmental and Simbrasil Cattle Farmers provided 29,510 records from 10,659 Simmental beef cattle; these were used to estimate (co)variance components and genetic parameters for weights in the growth trajectory, based on multi-trait (MTM) and random regression models (RRM). The (co)variance components and genetic parameters were estimated by restricted maximum likelihood. In the MTM analysis, the likelihood ratio test was used to determine the significance of random effects included in the model and to define the most appropriate model. All random effects were significant and included in the final model. In the RRM analysis, different adjustments of polynomial orders were compared for 5 different criteria to choose the best fit model. An RRM of third order for the direct additive genetic, direct permanent environmental, maternal additive genetic, and maternal permanent environment effects was sufficient to model variance structures in the growth trajectory of the animals. The (co)variance components were generally similar in MTM and RRM. Direct heritabilities of MTM were slightly lower than RRM and varied from 0.04 to 0.42 and 0.16 to 0.45, respectively. Additive direct correlations were mostly positive and of high magnitude, being highest at closest ages. Considering the results and that pre-adjustment of the weights to standard ages is not required, RRM is recommended for genetic evaluation of Simmental beef cattle in Brazil. ©FUNPEC-RP.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Finite-size corrections of the entanglement entropy of critical quantum chains

Using the density matrix renormalization group, we calculated the finite-size corrections of the entanglement alpha-Renyi entropy of a single interval for several critical quantum chains. We considered models with U(1) symmetry such as the spin-1/2 XXZ and spin-1 Fateev-Zamolodchikov models, as well as models with discrete symmetries such as the Ising, the Blume-Capel, and the three-state Potts models. These corrections contain physically relevant information. Their amplitudes, which depend on the value of a, are related to the dimensions of operators in the conformal field theory governing the long-distance correlations of the critical quantum chains. The obtained results together with earlier exact and numerical ones allow us to formulate some general conjectures about the operator responsible for the leading finite-size correction of the alpha-Renyi entropies. We conjecture that the exponent of the leading finite-size correction of the alpha-Renyi entropies is p(alpha) = 2X(epsilon)/alpha for alpha > 1 and p(1) = nu, where X-epsilon denotes the dimensions of the energy operator of the model and nu = 2 for all the models.

Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data

In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.

Gravitational Lensing as a Tool on Galactic and Cosmological Scales

This work considers the reconstruction of strong gravitational lenses from their observed effects on the light distribution of background sources. After reviewing the formalism of gravitational lensing and the most common and relevant lens models, new analytical results on the elliptical power law lens are presented, including new expressions for the deflection, potential, shear and magnification, which naturally lead to a fast numerical scheme for practical calculation. The main part of the thesis investigates lens reconstruction with extended sources by means of the forward reconstruction method, in which the lenses and sources are given by parametric models. The numerical realities of the problem make it necessary to find targeted optimisations for the forward method, in order to make it feasible for general applications to modern, high resolution images. The result of these optimisations is presented in the \textsc{Lensed} algorithm. Subsequently, a number of tests for general forward reconstruction methods are created to decouple the influence of sourced from lens reconstructions, in order to objectively demonstrate the constraining power of the reconstruction. The final chapters on lens reconstruction contain two sample applications of the forward method. One is the analysis of images from a strong lensing survey. Such surveys today contain $\sim 100$ strong lenses, and much larger sample sizes are expected in the future, making it necessary to quickly and reliably analyse catalogues of lenses with a fixed model. The second application deals with the opposite situation of a single observation that is to be confronted with different lens models, where the forward method allows for natural model-building. This is demonstrated using an example reconstruction of the ``Cosmic Horseshoe''. An appendix presents an independent work on the use of weak gravitational lensing to investigate theories of modified gravity which exhibit screening in the non-linear regime of structure formation.

Statistical methods for the analysis of DNA sequences: application to dinucleotide distribution in the human genome

Questa tesi si inserisce nell'ambito delle analisi statistiche e dei metodi stocastici applicati all'analisi delle sequenze di DNA. Nello specifico il nostro lavoro è incentrato sullo studio del dinucleotide CG (CpG) all'interno del genoma umano, che si trova raggruppato in zone specifiche denominate CpG islands. Queste sono legate alla metilazione del DNA, un processo che riveste un ruolo fondamentale nella regolazione genica. La prima parte dello studio è dedicata a una caratterizzazione globale del contenuto e della distribuzione dei 16 diversi dinucleotidi all'interno del genoma umano: in particolare viene studiata la distribuzione delle distanze tra occorrenze successive dello stesso dinucleotide lungo la sequenza. I risultati vengono confrontati con diversi modelli nulli: sequenze random generate con catene di Markov di ordine zero (basate sulle frequenze relative dei nucleotidi) e uno (basate sulle probabilità di transizione tra diversi nucleotidi) e la distribuzione geometrica per le distanze. Da questa analisi le proprietà caratteristiche del dinucleotide CpG emergono chiaramente, sia dal confronto con gli altri dinucleotidi che con i modelli random. A seguito di questa prima parte abbiamo scelto di concentrare le successive analisi in zone di interesse biologico, studiando l’abbondanza e la distribuzione di CpG al loro interno (CpG islands, promotori e Lamina Associated Domains). Nei primi due casi si osserva un forte arricchimento nel contenuto di CpG, e la distribuzione delle distanze è spostata verso valori inferiori, indicando che questo dinucleotide è clusterizzato. All’interno delle LADs si trovano mediamente meno CpG e questi presentano distanze maggiori. Infine abbiamo adottato una rappresentazione a random walk del DNA, costruita in base al posizionamento dei dinucleotidi: il walk ottenuto presenta caratteristiche drasticamente diverse all’interno e all’esterno di zone annotate come CpG island. Riteniamo pertanto che metodi basati su questo approccio potrebbero essere sfruttati per migliorare l’individuazione di queste aree di interesse nel genoma umano e di altri organismi.

Multilevel Latent Class Models with Dirichlet Mixing Distribution

Latent class analysis (LCA) and latent class regression (LCR) are widely used for modeling multivariate categorical outcomes in social sciences and biomedical studies. Standard analyses assume data of different respondents to be mutually independent, excluding application of the methods to familial and other designs in which participants are clustered. In this paper, we develop multilevel latent class model, in which subpopulation mixing probabilities are treated as random effects that vary among clusters according to a common Dirichlet distribution. We apply the Expectation-Maximization (EM) algorithm for model fitting by maximum likelihood (ML). This approach works well, but is computationally intensive when either the number of classes or the cluster size is large. We propose a maximum pairwise likelihood (MPL) approach via a modified EM algorithm for this case. We also show that a simple latent class analysis, combined with robust standard errors, provides another consistent, robust, but less efficient inferential procedure. Simulation studies suggest that the three methods work well in finite samples, and that the MPL estimates often enjoy comparable precision as the ML estimates. We apply our methods to the analysis of comorbid symptoms in the Obsessive Compulsive Disorder study. Our models' random effects structure has more straightforward interpretation than those of competing methods, thus should usefully augment tools available for latent class analysis of multilevel data.

Genotype 3 is associated with accelerated fibrosis progression in chronic hepatitis C

BACKGROUND/AIMS: While several risk factors for the histological progression of chronic hepatitis C have been identified, the contribution of HCV genotypes to liver fibrosis evolution remains controversial. The aim of this study was to assess independent predictors for fibrosis progression. METHODS: We identified 1189 patients from the Swiss Hepatitis C Cohort database with at least one biopsy prior to antiviral treatment and assessable date of infection. Stage-constant fibrosis progression rate was assessed using the ratio of fibrosis Metavir score to duration of infection. Stage-specific fibrosis progression rates were obtained using a Markov model. Risk factors were assessed by univariate and multivariate regression models. RESULTS: Independent risk factors for accelerated stage-constant fibrosis progression (>0.083 fibrosis units/year) included male sex (OR=1.60, [95% CI 1.21-2.12], P<0.001), age at infection (OR=1.08, [1.06-1.09], P<0.001), histological activity (OR=2.03, [1.54-2.68], P<0.001) and genotype 3 (OR=1.89, [1.37-2.61], P<0.001). Slower progression rates were observed in patients infected by blood transfusion (P=0.02) and invasive procedures or needle stick (P=0.03), compared to those infected by intravenous drug use. Maximum likelihood estimates (95% CI) of stage-specific progression rates (fibrosis units/year) for genotype 3 versus the other genotypes were: F0-->F1: 0.126 (0.106-0.145) versus 0.091 (0.083-0.100), F1-->F2: 0.099 (0.080-0.117) versus 0.065 (0.058-0.073), F2-->F3: 0.077 (0.058-0.096) versus 0.068 (0.057-0.080) and F3-->F4: 0.171 (0.106-0.236) versus 0.112 (0.083-0.142, overall P<0.001). CONCLUSIONS: This study shows a significant association of genotype 3 with accelerated fibrosis using both stage-constant and stage-specific estimates of fibrosis progression rates. This observation may have important consequences for the management of patients infected with this genotype.