Directional mobility of debt ratings

In this paper we describe a method to decompose a well-known measure of debt ratings mobility into it's directional components. We show, using sovereign debt ratings as an example, that this directional decomposition allows us to better understand the underlying characteristics of debt ratings migration and, for the case of the data set used, that the standard Markov chain model is not homogeneous in either the time or cross-sectional dimensions. We find that the directional decomposition also allows us to sign the change in quality of debt over time and across sub-groups of the population.

O uso de modelos ocultos de Markov no estudo do fluxo de rios intermitentes

In this work, we present our understanding about the article of Aksoy [1], which uses Markov chains to model the flow of intermittent rivers. Then, we executed an application of his model in order to generate data for intermittent streamflows, based on a data set of Brazilian streams. After that, we build a hidden Markov model as a proposed new approach to the problem of simulation of such flows. We used the Gamma distribution to simulate the increases and decreases in river flows, along with a two-state Markov chain. The motivation for us to use a hidden Markov model comes from the possibility of obtaining the same information that the Aksoy’s model provides, but using a single tool capable of treating the problem as a whole, and not through multiple independent processes

Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Statistical considerations in the kinetic analysis of PET-FDG brain tumour studies

Dynamic positron emission tomography (PET) imaging can be used to track the distribution of injected radio-labelled molecules over time in vivo. This is a powerful technique, which provides researchers and clinicians the opportunity to study the status of healthy and pathological tissue by examining how it processes substances of interest. Widely used tracers include 18F-uorodeoxyglucose, an analog of glucose, which is used as the radiotracer in over ninety percent of PET scans. This radiotracer provides a way of quantifying the distribution of glucose utilisation in vivo. The interpretation of PET time-course data is complicated because the measured signal is a combination of vascular delivery and tissue retention effects. If the arterial time-course is known, the tissue time-course can typically be expressed in terms of a linear convolution between the arterial time-course and the tissue residue function. As the residue represents the amount of tracer remaining in the tissue, this can be thought of as a survival function; these functions been examined in great detail by the statistics community. Kinetic analysis of PET data is concerned with estimation of the residue and associated functionals such as ow, ux and volume of distribution. This thesis presents a Markov chain formulation of blood tissue exchange and explores how this relates to established compartmental forms. A nonparametric approach to the estimation of the residue is examined and the improvement in this model relative to compartmental model is evaluated using simulations and cross-validation techniques. The reference distribution of the test statistics, generated in comparing the models, is also studied. We explore these models further with simulated studies and an FDG-PET dataset from subjects with gliomas, which has previously been analysed with compartmental modelling. We also consider the performance of a recently proposed mixture modelling technique in this study.

Multiplex real-time PCR monitoring of intestinal helminths in humans reveals widespread polyparasitism in Northern Samar, the Philippines

The global socioeconomic importance of helminth parasitic disease is underpinned by the considerable clinical impact on millions of people. While helminth polyparasitism is considered common in the Philippines, little has been done to survey its extent in endemic communities. High morphological similarity of eggs between related species complicates conventional microscopic diagnostic methods which are known to lack sensitivity, particularly in low intensity infections. Multiplex quantitative PCR diagnostic methods can provide rapid, simultaneous identification of multiple helminth species from a single stool sample. We describe a multiplex assay for the differentiation of Ascaris lumbricoides, Necator americanus, Ancylostoma, Taenia saginata and Taenia solium, building on our previously published findings for Schistosoma japonicum. Of 545 human faecal samples examined, 46.6% were positive for at least three different parasite species. High prevalences of S. japonicum (90.64%), A. lumbricoides (58.17%), T. saginata (42.57%) and A. duodenale (48.07%) were recorded. Neither T. solium nor N. americanus were found to be present. The utility of molecular diagnostic methods for monitoring helminth parasite prevalence provides new information on the extent of polyparasitism in the Philippines municipality of Palapag. These methods and findings have potential global implications for the monitoring of neglected tropical diseases and control measures.

Real-time PCR demonstrates high prevalence of Schistosoma japonicum in the Philippines:implications for surveillance and control

BACKGROUND: The Philippines has a population of approximately 103 million people, of which 6.7 million live in schistosomiasis-endemic areas with 1.8 million people being at risk of infection with Schistosoma japonicum. Although the country-wide prevalence of schistosomiasis japonica in the Philippines is relatively low, the prevalence of schistosomiasis can be high, approaching 65% in some endemic areas. Of the currently available microscopy-based diagnostic techniques for detecting schistosome infections in the Philippines and elsewhere, most exhibit varying diagnostic performances, with the Kato-Katz (KK) method having particularly poor sensitivity for detecting low intensity infections. This suggests that the actual prevalence of schistosomiasis japonica may be much higher than previous reports have indicated.

METHODOLOGY/PRINCIPAL FINDINGS: Six barangay (villages) were selected to determine the prevalence of S. japonicum in humans in the municipality of Palapag, Northern Samar. Fecal samples were collected from 560 humans and examined by the KK method and a validated real-time PCR (qPCR) assay. A high S. japonicum prevalence (90.2%) was revealed using qPCR whereas the KK method indicated a lower prevalence (22.9%). The geometric mean eggs per gram (GMEPG) determined by the qPCR was 36.5 and 11.5 by the KK. These results, particularly those obtained by the qPCR, indicate that the prevalence of schistosomiasis in this region of the Philippines is much higher than historically reported.

CONCLUSIONS/SIGNIFICANCE: Despite being more expensive, qPCR can complement the KK procedure, particularly for surveillance and monitoring of areas where extensive schistosomiasis control has led to low prevalence and intensity infections and where schistosomiasis elimination is on the horizon, as for example in southern China.

Quantification of the human postural control system to perturbations

Human standing posture is inherently unstable. The postural control system (PCS), which maintains standing posture, is composed of the sensory, musculoskeletal, and central nervous systems. Together these systems integrate sensory afferents and generate appropriate motor efferents to adjust posture. The PCS maintains the body center of mass (COM) with respect to the base of support while constantly resisting destabilizing forces from internal and external perturbations. To assess the human PCS, postural sway during quiet standing or in response to external perturbation have frequently been examined descriptively. Minimal work has been done to understand and quantify the robustness of the PCS to perturbations. Further, there have been some previous attempts to assess the dynamical systems aspects of the PCS or time evolutionary properties of postural sway. However those techniques can only provide summary information about the PCS characteristics; they cannot provide specific information about or recreate the actual sway behavior. This dissertation consists of two parts: part I, the development of two novel methods to assess the human PCS and, part II, the application of these methods. In study 1, a systematic method for analyzing the human PCS during perturbed stance was developed. A mild impulsive perturbation that subjects can easily experience in their daily lives was used. A measure of robustness of the PCS, 1/MaxSens that was based on the inverse of the sensitivity of the system, was introduced. 1/MaxSens successfully quantified the reduced robustness to external perturbations due to age-related degradation of the PCS. In study 2, a stochastic model was used to better understand the human PCS in terms of dynamical systems aspect. This methodology also has the advantage over previous methods in that the sway behavior is captured in a model that can be used to recreate the random oscillatory properties of the PCS. The invariant density which describes the long-term stationary behavior of the center of pressure (COP) was computed from a Markov chain model that was applied to postural sway data during quiet stance. In order to validate the Invariant Density Analysis (IDA), we applied the technique to COP data from different age groups. We found that older adults swayed farther from the centroid and in more stochastic and random manner than young adults. In part II, the tools developed in part I were applied to both occupational and clinical situations. In study 3, 1/MaxSens and IDA were applied to a population of firefighters to investigate the effects of air bottle configuration (weight and size) and vision on the postural stability of firefighters. We found that both air bottle weight and loss of vision, but not size of air bottle, significantly decreased balance performance and increased fall risk. In study 4, IDA was applied to data collected on 444 community-dwelling elderly adults from the MOBILIZE Boston Study. Four out of five IDA parameters were able to successfully differentiate recurrent fallers from non-fallers, while only five out of 30 more common descriptive and stochastic COP measures could distinguish the two groups. Fall history and the IDA parameter of entropy were found to be significant risk factors for falls. This research proposed a new measure for the PCS robustness (1/MaxSens) and a new technique for quantifying the dynamical systems aspect of the PCS (IDA). These new PCS analysis techniques provide easy and effective ways to assess the PCS in occupational and clinical environments.

Rare sex or out of reach equilibrium? The dynamics of F-IS in partially clonal organisms

Background: Partially clonal organisms are very common in nature, yet the influence of partial asexuality on the temporal dynamics of genetic diversity remains poorly understood. Mathematical models accounting for clonality predict deviations only for extremely rare sex and only towards mean inbreeding coefficient (F-IS) over bar < 0. Yet in partially clonal species, both F-IS < 0 and F-IS > 0 are frequently observed also in populations where there is evidence for a significant amount of sexual reproduction. Here, we studied the joint effects of partial clonality, mutation and genetic drift with a state-and-time discrete Markov chain model to describe the dynamics of F-IS over time under increasing rates of clonality. Results: Results of the mathematical model and simulations show that partial clonality slows down the asymptotic convergence to F-IS = 0. Thus, although clonality alone does not lead to departures from Hardy-Weinberg expectations once reached the final equilibrium state, both negative and positive F-IS values can arise transiently even at intermediate rates of clonality. More importantly, such "transient" departures from Hardy Weinberg proportions may last long as clonality tunes up the temporal variation of F-IS and reduces its rate of change over time, leading to a hyperbolic increase of the maximal time needed to reach the final mean (F-IS,F-infinity) over bar value expected at equilibrium. Conclusion: Our results argue for a dynamical interpretation of F-IS in clonal populations. Negative values cannot be interpreted as unequivocal evidence for extremely scarce sex but also as intermediate rates of clonality in finite populations. Complementary observations (e.g. frequency distribution of multiloci genotypes, population history) or time series data may help to discriminate between different possible conclusions on the extent of clonality when mean (F-IS) over bar values deviating from zero and/or a large variation of F-IS over loci are observed.

Some misspecfication problems in long-memory time series models

Doctor of Philosophy in Mathematics

Spectral distortions of the cosmic microwave background and small-scale gravitational waves as new windows on the Early Universe

In this thesis, we explore constraints which can be put on the primordial power spectrum of curvature perturbations beyond the scales probed by anisotropies of the cosmic microwave background and galaxy surveys. We exploit present and future measurements of CMB spectral distortions, and their synergy with CMB anisotropies, as well existing and future upper limits on the stochastic background of gravitational waves. We derive for the first time phenomenological templates that fit small-scale bumps in the primordial power spectrum generated in multi-field models of inflation. By using such templates, we study for the first time imprints of primordial peaks on anisotropies and spectral distortions of the cosmic microwave background and we investigate their contribution to the stochastic background of gravitational waves. Through a Monte Carlo Markov Chain analysis we infer for the first time the constraints on the amplitude, the width and the location of such bumps using Planck and FIRAS data. We also forecast how a future spectrometer like PIXIE could improve FIRAS boundaries. The results derived in this thesis have implications for the possibility of primordial black holes from inflation.

Nanomolar Levels Of Pahs In Extracts From Urban Air Induce Mapk Signaling In Hepg2 Cells.

Polycyclic aromatic hydrocarbons (PAHs) are common environmental pollutants that occur naturally in complex mixtures. Many of the adverse health effects of PAHs including cancer are linked to the activation of intracellular stress response signaling. This study has investigated intracellular MAPK signaling in response to PAHs in extracts from urban air collected in Stockholm, Sweden and Limeira, Brazil, in comparison to BP in HepG2 cells. Nanomolar concentrations of PAHs in the extracts induced activation of MEK4 signaling with down-stream increased gene expression of several important stress response mediators. Involvement of the MEK4/JNK pathway was confirmed using siRNA and an inhibitor of JNK signaling resulting in significantly reduced MAPK signaling transactivated by the AP-1 transcription factors ATF2 and c-Jun. ATF2 was also identified as a sensitive stress responsive protein with activation observed at extract concentrations equivalent to 0.1 nM BP. We show that exposure to low levels of environmental PAH mixtures more strongly activates these signaling pathways compared to BP alone suggesting effects due to interactions. Taken together, this is the first study showing the involvement of MEK4/JNK/AP-1 pathway in regulating the intracellular stress response after exposure to nanomolar levels of PAHs in environmental mixtures.

Fractalkine (cx3cl1) Is Involved In The Early Activation Of Hypothalamic Inflammation In Experimental Obesity.

Hypothalamic inflammation is a common feature of experimental obesity. Dietary fats are important triggers of this process, inducing the activation of toll-like receptor-4 (TLR4) signaling and endoplasmic reticulum stress. Microglia cells, which are the cellular components of the innate immune system in the brain, are expected to play a role in the early activation of diet-induced hypothalamic inflammation. Here, we use bone marrow transplants to generate mice chimeras that express a functional TLR4 in the entire body except in bone marrow-derived cells or only in bone marrow-derived cells. We show that a functional TLR4 in bone marrow-derived cells is required for the complete expression of the diet-induced obese phenotype and for the perpetuation of inflammation in the hypothalamus. In an obesity-prone mouse strain, the chemokine CX3CL1 (fractalkine) is rapidly induced in the neurons of the hypothalamus after the introduction of a high-fat diet. The inhibition of hypothalamic fractalkine reduces diet-induced hypothalamic inflammation and the recruitment of bone marrow-derived monocytic cells to the hypothalamus; in addition, this inhibition reduces obesity and protects against diet-induced glucose intolerance. Thus, fractalkine is an important player in the early induction of diet-induced hypothalamic inflammation, and its inhibition impairs the induction of the obese and glucose intolerance phenotypes.

Evidences Of Endocytosis Via Caveolae Following Blood-brain Barrier Breakdown By Phoneutria Nigriventer Spider Venom.

Spider venoms contain neurotoxic peptides aimed at paralyzing prey or for defense against predators; that is why they represent valuable tools for studies in neuroscience field. The present study aimed at identifying the process of internalization that occurs during the increased trafficking of vesicles caused by Phoneutria nigriventer spider venom (PNV)-induced blood-brain barrier (BBB) breakdown. Herein, we found that caveolin-1α is up-regulated in the cerebellar capillaries and Purkinje neurons of PNV-administered P14 (neonate) and 8- to 10-week-old (adult) rats. The white matter and granular layers were regions where caveolin-1α showed major upregulation. The variable age played a role in this effect. Caveolin-1 is the central protein that controls caveolae formation. Caveolar-specialized cholesterol- and sphingolipid-rich membrane sub-domains are involved in endocytosis, transcytosis, mechano-sensing, synapse formation and stabilization, signal transduction, intercellular communication, apoptosis, and various signaling events, including those related to calcium handling. PNV is extremely rich in neurotoxic peptides that affect glutamate handling and interferes with ion channels physiology. We suggest that the PNV-induced BBB opening is associated with a high expression of caveolae frame-forming caveolin-1α, and therefore in the process of internalization and enhanced transcytosis. Caveolin-1α up-regulation in Purkinje neurons could be related to a way of neurons to preserve, restore, and enhance function following PNV-induced excitotoxicity. The findings disclose interesting perspectives for further molecular studies of the interaction between PNV and caveolar specialized membrane domains. It proves PNV to be excellent tool for studies of transcytosis, the most common form of BBB-enhanced permeability.

Two-component System Vicrk Regulates Functions Associated With Establishment Of Streptococcus Sanguinis In Biofilms.

Streptococcus sanguinis is a commensal pioneer colonizer of teeth and an opportunistic pathogen of infectious endocarditis. The establishment of S. sanguinis in host sites likely requires dynamic fitting of the cell wall in response to local stimuli. In this study, we investigated the two-component system (TCS) VicRK in S. sanguinis (VicRKSs), which regulates genes of cell wall biogenesis, biofilm formation, and virulence in opportunistic pathogens. A vicK knockout mutant obtained from strain SK36 (SKvic) showed slight reductions in aerobic growth and resistance to oxidative stress but an impaired ability to form biofilms, a phenotype restored in the complemented mutant. The biofilm-defective phenotype was associated with reduced amounts of extracellular DNA during aerobic growth, with reduced production of H2O2, a metabolic product associated with DNA release, and with inhibitory capacity of S. sanguinis competitor species. No changes in autolysis or cell surface hydrophobicity were detected in SKvic. Reverse transcription-quantitative PCR (RT-qPCR), electrophoretic mobility shift assays (EMSA), and promoter sequence analyses revealed that VicR directly regulates genes encoding murein hydrolases (SSA_0094, cwdP, and gbpB) and spxB, which encodes pyruvate oxidase for H2O2 production. Genes previously associated with spxB expression (spxR, ccpA, ackA, and tpK) were not transcriptionally affected in SKvic. RT-qPCR analyses of S. sanguinis biofilm cells further showed upregulation of VicRK targets (spxB, gbpB, and SSA_0094) and other genes for biofilm formation (gtfP and comE) compared to expression in planktonic cells. This study provides evidence that VicRKSs regulates functions crucial for S. sanguinis establishment in biofilms and identifies novel VicRK targets potentially involved in hydrolytic activities of the cell wall required for these functions.