Choosing Smoothness Parameters for Smoothing Splines by Minimizing and Estimate of Risk

Smoothing splines are a popular approach for non-parametric regression problems. We use periodic smoothing splines to fit a periodic signal plus noise model to data for which we assume there are underlying circadian patterns. In the smoothing spline methodology, choosing an appropriate smoothness parameter is an important step in practice. In this paper, we draw a connection between smoothing splines and REACT estimators that provides motivation for the creation of criteria for choosing the smoothness parameter. The new criteria are compared to three existing methods, namely cross-validation, generalized cross-validation, and generalization of maximum likelihood criteria, by a Monte Carlo simulation and by an application to the study of circadian patterns. For most of the situations presented in the simulations, including the practical example, the new criteria out-perform the three existing criteria.

The Importance of Scale for Spatial-confounding Bias and Precision of Spatial Regression Estimators

Increasingly, regression models are used when residuals are spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on the bias and precision of regression coefficients, developing a simple framework in which to understand the key issues and derive informative analytic results. When the spatial residual is induced by an unmeasured confounder, regression models with spatial random effects and closely-related models such as kriging and penalized splines are biased, even when the residual variance components are known. Analytic and simulation results show how the bias depends on the spatial scales of the covariate and the residual; bias is reduced only when there is variation in the covariate at a scale smaller than the scale of the unmeasured confounding. I also discuss how the scales of the residual and the covariate affect efficiency and uncertainty estimation when the residuals can be considered independent of the covariate. In an application on the association between black carbon particulate matter air pollution and birth weight, controlling for large-scale spatial variation appears to reduce bias from unmeasured confounders, while increasing uncertainty in the estimated pollution effect.

Semiparametric Latent Variable Regression Models for Spatio-temporal Modeling of Mobile Source Particles in the Greater Boston Area

Traffic particle concentrations show considerable spatial variability within a metropolitan area. We consider latent variable semiparametric regression models for modeling the spatial and temporal variability of black carbon and elemental carbon concentrations in the greater Boston area. Measurements of these pollutants, which are markers of traffic particles, were obtained from several individual exposure studies conducted at specific household locations as well as 15 ambient monitoring sites in the city. The models allow for both flexible, nonlinear effects of covariates and for unexplained spatial and temporal variability in exposure. In addition, the different individual exposure studies recorded different surrogates of traffic particles, with some recording only outdoor concentrations of black or elemental carbon, some recording indoor concentrations of black carbon, and others recording both indoor and outdoor concentrations of black carbon. A joint model for outdoor and indoor exposure that specifies a spatially varying latent variable provides greater spatial coverage in the area of interest. We propose a penalised spline formation of the model that relates to generalised kringing of the latent traffic pollution variable and leads to a natural Bayesian Markov Chain Monte Carlo algorithm for model fitting. We propose methods that allow us to control the degress of freedom of the smoother in a Bayesian framework. Finally, we present results from an analysis that applies the model to data from summer and winter separately

Assessing time-by-covariate interactions in Cox proportional hazards regression models using cubic spline functions

This dissertation develops and explores the methodology for the use of cubic spline functions in assessing time-by-covariate interactions in Cox proportional hazards regression models. These interactions indicate violations of the proportional hazards assumption of the Cox model. Use of cubic spline functions allows for the investigation of the shape of a possible covariate time-dependence without having to specify a particular functional form. Cubic spline functions yield both a graphical method and a formal test for the proportional hazards assumption as well as a test of the nonlinearity of the time-by-covariate interaction. Five existing methods for assessing violations of the proportional hazards assumption are reviewed and applied along with cubic splines to three well known two-sample datasets. An additional dataset with three covariates is used to explore the use of cubic spline functions in a more general setting. ^

The adaptive response of humans to exercise: Impact of exercise intensity, fibre-type specific responses and molecular patterns of response

In an attempt to improve the current understanding of the adaptive response to exercise in humans, this dissertation performed a series of studies designed to examine the impact of training intensity and mode on aerobic capacity and performance, fibre-type specific adaptations to training, and individual patterns of response across molecular, morphological and genetic factors. Project #1 determined that training intensity, session dose, baseline VO2max and total training volume do not influence the magnitude of change in VO2max by performing a meta-regression, and meta-analysis of 28 different studies. The intensity of training had no effect on the magnitude of increase in maximal oxygen uptake in young healthy participants, but similar adaptations were achieved with lower training doses following high intensity training. Project # 2 determined the acute molecular response, and training-induced adaptations in aerobic performance, aerobic capacity and muscle phenotype following high-intensity interval training (HIT) or endurance exercise (END). The acute molecular response (fibre recruitment and signal activation) and training-induced adaptations in aerobic capacity, aerobic performance, and muscle phenotype were similar following HIT and END. Project # 3 examined the impact of baseline muscle morphology and molecular characteristics on the training response, and if muscle adaptations are coordinated. The muscle phenotype of individuals who experience the largest improvements (high responders) were lower before training for some muscle characteristics and molecular adaptations were coordinated within individual participants. Project # 4 examined the impact of 2 different intensities of HIT on the expression of nuclear and mitochondrial encoded genes targeted by PGC-1α. A systematic upregulation of nuclear and mitochondrial encoded genes was not present in the early recovery period following acute HIT, but the expression of mitochondrial genes were coordinated at an individual level. Collectively, results from the current dissertation contribute to our understanding of the molecular mechanisms influencing skeletal muscle and whole-body adaptive responses to acute exercise and training in humans.

LOGITCPRPLOT: Stata module to graph component-plus-residual plot for logistic regression

logitcprplot can be used after logistic regression for graphing a component-plus-residual plot (a.k.a. partial residual plot) for a given predictor, including a lowess, local polynomial, restricted cubic spline, fractional polynomial, penalized spline, regression spline, running line, or adaptive variable span running line smooth

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

General Regression Neuro–Fuzzy Network for Identification of Nonstationary Plants

General Regression Neuro-Fuzzy Network, which combines the properties of conventional General Regression Neural Network and Adaptive Network-based Fuzzy Inference System is proposed in this work. This network relates to so-called “memory-based networks”, which is adjusted by one-pass learning algorithm.

The adaptive response of humans to exercise: Impact of exercise intensity, fibre-type specific responses and molecular patterns of response

In an attempt to improve the current understanding of the adaptive response to exercise in humans, this dissertation performed a series of studies designed to examine the impact of training intensity and mode on aerobic capacity and performance, fibre-type specific adaptations to training, and individual patterns of response across molecular, morphological and genetic factors. Project #1 determined that training intensity, session dose, baseline VO2max and total training volume do not influence the magnitude of change in VO2max by performing a meta-regression, and meta-analysis of 28 different studies. The intensity of training had no effect on the magnitude of increase in maximal oxygen uptake in young healthy participants, but similar adaptations were achieved with lower training doses following high intensity training. Project # 2 determined the acute molecular response, and training-induced adaptations in aerobic performance, aerobic capacity and muscle phenotype following high-intensity interval training (HIT) or endurance exercise (END). The acute molecular response (fibre recruitment and signal activation) and training-induced adaptations in aerobic capacity, aerobic performance, and muscle phenotype were similar following HIT and END. Project # 3 examined the impact of baseline muscle morphology and molecular characteristics on the training response, and if muscle adaptations are coordinated. The muscle phenotype of individuals who experience the largest improvements (high responders) were lower before training for some muscle characteristics and molecular adaptations were coordinated within individual participants. Project # 4 examined the impact of 2 different intensities of HIT on the expression of nuclear and mitochondrial encoded genes targeted by PGC-1α. A systematic upregulation of nuclear and mitochondrial encoded genes was not present in the early recovery period following acute HIT, but the expression of mitochondrial genes were coordinated at an individual level. Collectively, results from the current dissertation contribute to our understanding of the molecular mechanisms influencing skeletal muscle and whole-body adaptive responses to acute exercise and training in humans.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Comparing Near-infrared Conventional Diffuse Reflectance Spectroscopy And Hyperspectral Imaging For Determination Of The Bulk Properties Of Solid Samples By Multivariate Regression: Determination Of Mooney Viscosity And Plasticity Indices Of Natural Rubber.

Conventional reflectance spectroscopy (NIRS) and hyperspectral imaging (HI) in the near-infrared region (1000-2500 nm) are evaluated and compared, using, as the case study, the determination of relevant properties related to the quality of natural rubber. Mooney viscosity (MV) and plasticity indices (PI) (PI0 - original plasticity, PI30 - plasticity after accelerated aging, and PRI - the plasticity retention index after accelerated aging) of rubber were determined using multivariate regression models. Two hundred and eighty six samples of rubber were measured using conventional and hyperspectral near-infrared imaging reflectance instruments in the range of 1000-2500 nm. The sample set was split into regression (n = 191) and external validation (n = 95) sub-sets. Three instruments were employed for data acquisition: a line scanning hyperspectral camera and two conventional FT-NIR spectrometers. Sample heterogeneity was evaluated using hyperspectral images obtained with a resolution of 150 × 150 μm and principal component analysis. The probed sample area (5 cm(2); 24,000 pixels) to achieve representativeness was found to be equivalent to the average of 6 spectra for a 1 cm diameter probing circular window of one FT-NIR instrument. The other spectrophotometer can probe the whole sample in only one measurement. The results show that the rubber properties can be determined with very similar accuracy and precision by Partial Least Square (PLS) regression models regardless of whether HI-NIR or conventional FT-NIR produce the spectral datasets. The best Root Mean Square Errors of Prediction (RMSEPs) of external validation for MV, PI0, PI30, and PRI were 4.3, 1.8, 3.4, and 5.3%, respectively. Though the quantitative results provided by the three instruments can be considered equivalent, the hyperspectral imaging instrument presents a number of advantages, being about 6 times faster than conventional bulk spectrometers, producing robust spectral data by ensuring sample representativeness, and minimizing the effect of the presence of contaminants.

Wavelets And Adaptive Grids For The Discontinuous Galerkin Method

In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method. © Springer 2005.

Reproductive behavior, development and eye regression in the cave armored catfish, Ancistrus cryptophthalmus Reis, 1987 (Siluriformes: Loricariidae), breed in laboratory

The troglobitic armored catfish, Ancistrus cryptophthalmus (Loricariidae, Ancistrinae) is known from four caves in the São Domingos karst area, upper rio Tocantins basin, Central Brazil. These populations differ in general body shape and degree of reduction of eyes and of pigmentation. The small Passa Três population (around 1,000 individuals) presents the most reduced eyes, which are not externally visible in adults. A small group of Passa Três catfish, one male and three females, reproduced spontaneously thrice in laboratory, at the end of summertime in 2000, 2003 and 2004. Herein we describe the reproductive behavior during the 2003 event, as well as the early development of the 2003 and 2004 offsprings, with focus on body growth and ontogenetic regression of eyes. The parental care by the male, which includes defense of the rock shelter where the egg clutch is laid, cleaning and oxygenation of eggs, is typical of many loricariids. On the other hand, the slow development, including delayed eye degeneration, low body growth rates and high estimated longevity (15 years or more) are characteristic of precocial, or K-selected, life cycles. In the absence of comparable data for close epigean relatives (Ancistrus spp.), it is not possible to establish whether these features are an autapomorphic specialization of the troglobitic A. cryptophthalmus or a plesiomorphic trait already present in the epigean ancestor, possibly favoring the adoption of the life in the food-poor cave environment. We briefly discuss the current hypotheses on eye regression in troglobitic vertebrates.

Adaptive Immunity against Leishmania Nucleoside Hydrolase Maps Its C-Terminal Domain as the Target of the CD4+ T Cell-Driven Protective Response

Nucleoside hydrolases (NHs) show homology among parasite protozoa, fungi and bacteria. They are vital protagonists in the establishment of early infection and, therefore, are excellent candidates for the pathogen recognition by adaptive immune responses. Immune protection against NHs would prevent disease at the early infection of several pathogens. We have identified the domain of the NH of L. donovani (NH36) responsible for its immunogenicity and protective efficacy against murine visceral leishmaniasis (VL). Using recombinant generated peptides covering the whole NH36 sequence and saponin we demonstrate that protection against L. chagasi is related to its C-terminal domain (amino-acids 199-314) and is mediated mainly by a CD4+ T cell driven response with a lower contribution of CD8+ T cells. Immunization with this peptide exceeds in 36.73 +/- 12.33% the protective response induced by the cognate NH36 protein. Increases in IgM, IgG2a, IgG1 and IgG2b antibodies, CD4+ T cell proportions, IFN-gamma secretion, ratios of IFN-gamma/IL-10 producing CD4+ and CD8+ T cells and percents of antibody binding inhibition by synthetic predicted epitopes were detected in F3 vaccinated mice. The increases in DTH and in ratios of TNF alpha/IL-10 CD4+ producing cells were however the strong correlates of protection which was confirmed by in vivo depletion with monoclonal antibodies, algorithm predicted CD4 and CD8 epitopes and a pronounced decrease in parasite load (90.5-88.23%; p = 0.011) that was long-lasting. No decrease in parasite load was detected after vaccination with the N-domain of NH36, in spite of the induction of IFN-gamma/IL-10 expression by CD4+ T cells after challenge. Both peptides reduced the size of footpad lesions, but only the C-domain reduced the parasite load of mice challenged with L. amazonensis. The identification of the target of the immune response to NH36 represents a basis for the rationale development of a bivalent vaccine against leishmaniasis and for multivalent vaccines against NHs-dependent pathogens.