First-principle data-driven models for assessment of motor disorders in Parkinson’s disease

Parkinson’s disease (PD) is an increasing neurological disorder in an aging society. The motor and non-motor symptoms of PD advance with the disease progression and occur in varying frequency and duration. In order to affirm the full extent of a patient’s condition, repeated assessments are necessary to adjust medical prescription. In clinical studies, symptoms are assessed using the unified Parkinson’s disease rating scale (UPDRS). On one hand, the subjective rating using UPDRS relies on clinical expertise. On the other hand, it requires the physical presence of patients in clinics which implies high logistical costs. Another limitation of clinical assessment is that the observation in hospital may not accurately represent a patient’s situation at home. For such reasons, the practical frequency of tracking PD symptoms may under-represent the true time scale of PD fluctuations and may result in an overall inaccurate assessment. Current technologies for at-home PD treatment are based on data-driven approaches for which the interpretation and reproduction of results are problematic.  The overall objective of this thesis is to develop and evaluate unobtrusive computer methods for enabling remote monitoring of patients with PD. It investigates first-principle data-driven model based novel signal and image processing techniques for extraction of clinically useful information from audio recordings of speech (in texts read aloud) and video recordings of gait and finger-tapping motor examinations. The aim is to map between PD symptoms severities estimated using novel computer methods and the clinical ratings based on UPDRS part-III (motor examination). A web-based test battery system consisting of self-assessment of symptoms and motor function tests was previously constructed for a touch screen mobile device. A comprehensive speech framework has been developed for this device to analyze text-dependent running speech by: (1) extracting novel signal features that are able to represent PD deficits in each individual component of the speech system, (2) mapping between clinical ratings and feature estimates of speech symptom severity, and (3) classifying between UPDRS part-III severity levels using speech features and statistical machine learning tools. A novel speech processing method called cepstral separation difference showed stronger ability to classify between speech symptom severities as compared to existing features of PD speech. In the case of finger tapping, the recorded videos of rapid finger tapping examination were processed using a novel computer-vision (CV) algorithm that extracts symptom information from video-based tapping signals using motion analysis of the index-finger which incorporates a face detection module for signal calibration. This algorithm was able to discriminate between UPDRS part III severity levels of finger tapping with high classification rates. Further analysis was performed on novel CV based gait features constructed using a standard human model to discriminate between a healthy gait and a Parkinsonian gait. The findings of this study suggest that the symptom severity levels in PD can be discriminated with high accuracies by involving a combination of first-principle (features) and data-driven (classification) approaches. The processing of audio and video recordings on one hand allows remote monitoring of speech, gait and finger-tapping examinations by the clinical staff. On the other hand, the first-principles approach eases the understanding of symptom estimates for clinicians. We have demonstrated that the selected features of speech, gait and finger tapping were able to discriminate between symptom severity levels, as well as, between healthy controls and PD patients with high classification rates. The findings support suitability of these methods to be used as decision support tools in the context of PD assessment.

Parameterization Of Turbulence Models Using 3DVAR Data Assimilation

In this research the 3DVAR data assimilation scheme is implemented in the numerical model DIVAST in order to optimize the performance of the numerical model by selecting an appropriate turbulence scheme and tuning its parameters. Two turbulence closure schemes: the Prandtl mixing length model and the two-equation k-ε model were incorporated into DIVAST and examined with respect to their universality of application, complexity of solutions, computational efficiency and numerical stability. A square harbour with one symmetrical entrance subject to tide-induced flows was selected to investigate the structure of turbulent flows. The experimental part of the research was conducted in a tidal basin. A significant advantage of such laboratory experiment is a fully controlled environment where domain setup and forcing are user-defined. The research shows that the Prandtl mixing length model and the two-equation k-ε model, with default parameterization predefined according to literature recommendations, overestimate eddy viscosity which in turn results in a significant underestimation of velocity magnitudes in the harbour. The data assimilation of the model-predicted velocity and laboratory observations significantly improves model predictions for both turbulence models by adjusting modelled flows in the harbour to match de-errored observations. 3DVAR allows also to identify and quantify shortcomings of the numerical model. Such comprehensive analysis gives an optimal solution based on which numerical model parameters can be estimated. The process of turbulence model optimization by reparameterization and tuning towards optimal state led to new constants that may be potentially applied to complex turbulent flows, such as rapidly developing flows or recirculating flows.

Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data

Multi-factor models constitute a useful tool to explain cross-sectional covariance in equities returns. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide interval forecasts.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Factors affecting the technical efficiency of production of the Brazilian banking system : a comparison of four statistical models in the context of data envelopment analysis

This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order to assess the significance of factors affecting inefficiency. These are nonparametric Analysis of Covariance, maximum likelihood using a family of exponential distributions, maximum likelihood using a family of truncated normal distributions, and the normal Tobit model. The sole focus of the paper is on a combined measure of output and the data analyzed refers to the year 2001. The factors of interest in the analysis and likely to affect efficiency are bank nature (multiple and commercial), bank type (credit, business, bursary and retail), bank size (large, medium, small and micro), bank control (private and public), bank origin (domestic and foreign), and non-performing loans. The latter is a measure of bank risk. All quantitative variables, including non-performing loans, are measured on a per employee basis. The best fits to the data are provided by the exponential family and the nonparametric Analysis of Covariance. The significance of a factor however varies according to the model fit although it can be said that there is some agreements between the best models. A highly significant association in all models fitted is observed only for nonperforming loans. The nonparametric Analysis of Covariance is more consistent with the inefficiency median responses observed for the qualitative factors. The findings of the analysis reinforce the significant association of the level of bank inefficiency, measured by DEA residuals, with the risk of bank failure.

Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data

Multi-factor models constitute a use fui tool to explain cross-sectional covariance in equities retums. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide intervaI forecasts.

Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data

INTRODUÇÃO: A malaria é uma doença endêmica na região da Amazônia Brasileira, e a detecção de possíveis fatores de risco pode ser de grande interesse às autoridades em saúde pública. O objetivo deste artigo é investigar a associação entre variáveis ambientais e os registros anuais de malária na região amazônica usando métodos bayesianos espaço-temporais. MÉTODOS: Utilizaram-se modelos de regressão espaço-temporais de Poisson para analisar os dados anuais de contagem de casos de malária entre os anos de 1999 a 2008, considerando a presença de alguns fatores como a taxa de desflorestamento. em uma abordagem bayesiana, as inferências foram obtidas por métodos Monte Carlo em cadeias de Markov (MCMC) que simularam amostras para a distribuição conjunta a posteriori de interesse. A discriminação de diferentes modelos também foi discutida. RESULTADOS: O modelo aqui proposto sugeriu que a taxa de desflorestamento, o número de habitants por km² e o índice de desenvolvimento humano (IDH) são importantes para a predição de casos de malária. CONCLUSÕES: É possível concluir que o desenvolvimento humano, o crescimento populacional, o desflorestamento e as alterações ecológicas associadas a estes fatores estão associados ao aumento do risco de malária. Pode-se ainda concluir que o uso de modelos de regressão de Poisson que capturam o efeito temporal e espacial em um enfoque bayesiano é uma boa estratégia para modelar dados de contagem de malária.

Modeling grouped survival data with time-dependent covariates

In this article, proportional hazards and logistic models for grouped survival data were extended to incorporate time-dependent covariates. The extension was motivated by a forestry experiment designed to compare five different water stresses in Eucalyptus grandis seedlings. The response was the seedling lifetime. The data set was grouped since there were just three occasions in which the seedlings was visited by the researcher. In each of these occasions also the shoot height was measured and therefore it is a time-dependent covariate. Both extended models were used in this example, and the results were very similar.

A Generalized Log-Normal Model for Grouped Survival Data

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Naturally light invisible axion in models with large local discrete symmetries

We show that by introducing appropriate local Z(N)(Ngreater than or equal to13) symmetries in electroweak models it is possible to implement an automatic Peccei-Quinn symmetry, at the same time keeping the axion protected against gravitational effects. Although we consider here only an extension of the standard model and a particular 3-3-1 model, the strategy can be used in any kind of electroweak model. An interesting feature of this 3-3-1 model is that if we add (i) right-handed neutrinos, (ii) the conservation of the total lepton number, and (iii) a Z(2) symmetry, the Z(13) and the chiral Peccei-Quinn U(1)P-Q symmetries are both accidental symmetries in the sense that they are not imposed on the Lagrangian but are just a consequence of the particle content of the model, its gauge invariance, renormalizability, and Lorentz invariance. In addition, this model has no domain wall problem.

Bayesian longitudinal data analysis with mixed models and thick-tailed distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

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

Probability distribution models for daily rainfall data for an interior station of Brazil

Two stochastic models have been fitted to daily rainfall data for an interior station of Brazil. Of these two models, the results show a better fit to describe the data, by truncated negative probability model in comparison with Markov chain probability model. Kolmogorov-Smirnov test is applied for significance for these models. © 1983 Springer-Verlag.