Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

Only subtle protein conformational adaptations are required for ligand binding to thyroid hormone receptors: Simulations using a novel multipoint steered molecular dynamics approach

Thyroid hormone receptors (TR) are hormone-dependent transcription regulators that play a major role in human health, development, and metabolic functions. The thyroid hormone resistance syndrome, diabetes, obesity, and some types of cancer are just a few examples of important diseases that are related to TR malfunctioning, particularly impaired hormone binding. Ligand binding to and dissociation from the receptor ultimately control gene transcription and, thus, detailed knowledge of binding and release mechanisms are fundamental for the comprehension of the receptor`s biological function and development of pharmaceuticals. In this work, we present the first computational study of ligand entry into the ligand binding domain (LBD) of a nuclear receptor. We report molecular dynamics simulations of ligand binding to TRs using a generalization of the steered molecular dynamics technique designed to perform single-molecule pulling simulations along arbitrarily nonlinear driving pathways. We show that only gentle protein movements and conformational adaptations are required for ligand entry into the LBDs and that the magnitude of the forces applied to assist ligand binding are of the order of the forces involved in ligand dissociation. Our simulations suggest an alternative view for the mechanisms ligand binding and dissociation of ligands from nuclear receptors in which ligands can simply diffuse through the protein surface to reach proper positioning within the binding pocket. The proposed picture indicates that the large-amplitude protein motions suggested by the apo- and holo-RXR alpha crystallographic structures are not required, reconciling conformational changes of LBDs required for ligand entry with other nuclear receptors apo-structures that resemble the ligand-bound LBDs.

Time-resolved study electronic and thermal contributions to the nonlinear refractive index of Nd3+: SBN laser crystals

The propagation of an optical beam through dielectric media induces changes in the refractive index, An, which causes self-focusing or self-defocusing. In the particular case of ion-doped solids, there are thermal and non-thermal lens effects, where the latter is due to the polarizability difference, Delta alpha, between the excited and ground states, the so-called population lens (PL) effect. PL is a pure electronic contribution to the nonlinearity, while the thermal lens (TL) effect is caused by the conversion of part of the absorbed energy into heat. In time-resolved measurements such as Z-scan and TL transient experiments, it is not easy to separate these two contributions to nonlinear refractive index because they usually have similar response times. In this work, we performed time-resolved measurements using both Z-scan and mode mismatched TL in order to discriminate thermal and electronic contributions to the laser-induced refractive index change of the Nd3+-doped Strontium Barium Niobate (SrxBa1-xNb2O6) laser crystal. Combining numerical simulations with experimental results we could successfully distinguish between the two contributions to An. (C) 2007 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Influence of Implant Connection Type on the Biomechanical Environment of Immediately Placed Implants - CT-Based Nonlinear, Three-Dimensional Finite Element Analysis

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

Dissipative dynamics of matter-wave solitons in a nonlinear optical lattice

Dynamics and stability of solitons in two-dimensional (2D) Bose-Einstein condensates (BEC), with one-dimensional (1D) conservative plus dissipative nonlinear optical lattices, are investigated. In the case of focusing media (with attractive atomic systems), the collapse of the wave packet is arrested by the dissipative periodic nonlinearity. The adiabatic variation of the background scattering length leads to metastable matter-wave solitons. When the atom feeding mechanism is used, a dissipative soliton can exist in focusing 2D media with 1D periodic nonlinearity. In the defocusing media (repulsive BEC case) with harmonic trap in one direction and nonlinear optical lattice in the other direction, the stable soliton can exist. Variational approach simulations are confirmed by full numerical results for the 2D Gross-Pitaevskii equation.

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Gap solitons in Bose-Einstein condensates in linear and nonlinear optical lattices

Properties of localized states on array of BEC confined to a potential, representing superposition of linear and nonlinear optical lattices are investigated. For a shallow lattice case the coupled mode system has been derived. We revealed new types of gap solitons and studied their stability. For the first time a moving soliton solution has been found. Analytical predictions are confirmed by numerical simulations of the Gross-Pitaevskii equation with jointly acting linear and nonlinear periodic potentials. (c) 2007 Elsevier B.V. All rights reserved.

Formation of soliton trains in Bose-Einstein condensates as a nonlinear Fresnel diffraction of matter waves

The problem of generation of atomic soliton trains in elongated Bose-Einstein condensates is considered in framework of Whitham theory of modulations of nonlinear waves. Complete analytical solution is presented for the case when the initial density distribution has sharp enough boundaries. In this case the process of soliton train formation can be viewed as a nonlinear Fresnel diffraction of matter waves. Theoretical predictions are compared with results of numerical simulations of one- and three-dimensional Gross-Pitaevskii equation and with experimental data on formation of Bose-Einstein bright solitons in cigar-shaped traps. (C) 2003 Elsevier B.V. All rights reserved.

NOISE and ULTRAVIOLET DIVERGENCES IN SIMULATIONS of GINZBURG-LANDAU-LANGEVIN TYPE of EQUATIONS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Soliton dynamics at an interface between a uniform medium and a nonlinear optical lattice

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

Analytical study of the nonlinear behavior of a shape memory oscillator: Part II-resonance secondary

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On energy pumping, synchronization and beat phenomenon in a nonideal structure coupled to an essentially nonlinear oscillator

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

An Optimal Linear Control Design for Nonlinear Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)