MODELING HETEROTACHY IN PHYLOGENETICS

Il a été démontré que l’hétérotachie, variation du taux de substitutions au cours du temps et entre les sites, est un phénomène fréquent au sein de données réelles. Échouer à modéliser l’hétérotachie peut potentiellement causer des artéfacts phylogénétiques. Actuellement, plusieurs modèles traitent l’hétérotachie : le modèle à mélange des longueurs de branche (MLB) ainsi que diverses formes du modèle covarion. Dans ce projet, notre but est de trouver un modèle qui prenne efficacement en compte les signaux hétérotaches présents dans les données, et ainsi améliorer l’inférence phylogénétique. Pour parvenir à nos fins, deux études ont été réalisées. Dans la première, nous comparons le modèle MLB avec le modèle covarion et le modèle homogène grâce aux test AIC et BIC, ainsi que par validation croisée. A partir de nos résultats, nous pouvons conclure que le modèle MLB n’est pas nécessaire pour les sites dont les longueurs de branche diffèrent sur l’ensemble de l’arbre, car, dans les données réelles, le signaux hétérotaches qui interfèrent avec l’inférence phylogénétique sont généralement concentrés dans une zone limitée de l’arbre. Dans la seconde étude, nous relaxons l’hypothèse que le modèle covarion est homogène entre les sites, et développons un modèle à mélanges basé sur un processus de Dirichlet. Afin d’évaluer différents modèles hétérogènes, nous définissons plusieurs tests de non-conformité par échantillonnage postérieur prédictif pour étudier divers aspects de l’évolution moléculaire à partir de cartographies stochastiques. Ces tests montrent que le modèle à mélanges covarion utilisé avec une loi gamma est capable de refléter adéquatement les variations de substitutions tant à l’intérieur d’un site qu’entre les sites. Notre recherche permet de décrire de façon détaillée l’hétérotachie dans des données réelles et donne des pistes à suivre pour de futurs modèles hétérotaches. Les tests de non conformité par échantillonnage postérieur prédictif fournissent des outils de diagnostic pour évaluer les modèles en détails. De plus, nos deux études révèlent la non spécificité des modèles hétérogènes et, en conséquence, la présence d’interactions entre différents modèles hétérogènes. Nos études suggèrent fortement que les données contiennent différents caractères hétérogènes qui devraient être pris en compte simultanément dans les analyses phylogénétiques.

Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Modelagem de dados de falhas de equipamentos de sub-superfície em poços de petróleo da Bacia Potiguar

This master´s thesis presents a reliability study conducted among onshore oil fields in the Potiguar Basin (RN/CE) of Petrobras company, Brazil. The main study objective was to build a regression model to predict the risk of failures that impede production wells to function properly using the information of explanatory variables related to wells such as the elevation method, the amount of water produced in the well (BSW), the ratio gas-oil (RGO), the depth of the production bomb, the operational unit of the oil field, among others. The study was based on a retrospective sample of 603 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the failure data allowed the selection of some significant predictors in the set considered to explain the first failure time in the wells

Estimação clássica e Bayesiana em modelos de sobrevida com fração de cura

In Survival Analysis, long duration models allow for the estimation of the healing fraction, which represents a portion of the population immune to the event of interest. Here we address classical and Bayesian estimation based on mixture models and promotion time models, using different distributions (exponential, Weibull and Pareto) to model failure time. The database used to illustrate the implementations is described in Kersey et al. (1987) and it consists of a group of leukemia patients who underwent a certain type of transplant. The specific implementations used were numeric optimization by BFGS as implemented in R (base::optim), Laplace approximation (own implementation) and Gibbs sampling as implemented in Winbugs. We describe the main features of the models used, the estimation methods and the computational aspects. We also discuss how different prior information can affect the Bayesian estimates

Testes em modelos weibull na forma estendida de Marshall-Olkin

In survival analysis, the response is usually the time until the occurrence of an event of interest, called failure time. The main characteristic of survival data is the presence of censoring which is a partial observation of response. Associated with this information, some models occupy an important position by properly fit several practical situations, among which we can mention the Weibull model. Marshall-Olkin extended form distributions other a basic generalization that enables greater exibility in adjusting lifetime data. This paper presents a simulation study that compares the gradient test and the likelihood ratio test using the Marshall-Olkin extended form Weibull distribution. As a result, there is only a small advantage for the likelihood ratio test

A petri net based timing model for hardware/software co-design of digital systems

We have recently proposed an extension to Petri nets in order to be able to directly deal with all aspects of embedded digital systems. This extension is meant to be used as an internal model of our co-design environment. After analyzing relevant related work, and presenting a short introduction to our extension as a background material, we describe the details of the timing model we use in our approach, which is mainly based in Merlin's time model. We conclude the paper by discussing an example of its usage. © 2004 IEEE.

Visual evaluation of color stability after accelerated aging of pigmented and nonpigmented silicones to be used in facial prostheses

Objectives: The objective of this study was to evaluate by a visual method of comparison the color stability of nonpigmented and pigmented facial silicones after accelerated aging. Materials and Methods: Two kinds of silicones were used in this study; one specifically formulated for facial prostheses and the other an acetic silicone for industrial use. Twenty-four trial bodies were made for each silicone. These were divided into colorless and intrinsically pigmented groups: ceramic, make-up, and iron oxide. The groups were submitted to accelerated aging for nonmetallic materials. An initial reading and subsequent readings were made at 163, 351, 692, and 1000 hours using a visual method of comparison. The values were annotated in a spreadsheet by two observers, according to scores elaborated for this study. Results: All groups presented color stability in the visual method. According to the results obtained and analyzed in this study, we can conclude that both silicones, Silastic 732 RTV and Silastic MDX 4-4210, behaved similarly, they can therefore be indicated for use in maxillofacial prosthesis. The time factor of aging influenced negatively, independently of the pigmentation, or lack of it, and of silicones and no group had visually noticeable alterations in any of the accelerated aging time, independently of the addition or not of pigments.

Anaerobic running capacity determined from the critical velocity model is not significantly associated with maximal accumulated oxygen deficit in army runners

Purpose: The aim of this study was to verify whether there is an association between anaerobic running capacity (ARC) values, estimated from two-parameter models, and maximal accumulated oxygen deficit (MAOD) in army runners. Methods: Eleven, trained, middle distance runners who are members of the armed forces were recruited for the study (20 ± 1 years). They performed a critical velocity test (CV) for ARC estimation using three mathematical models and an MAOD test, both tests were applied on a motorized treadmill. Results: The MAOD was 61.6 ± 5.2 mL/kg (4.1 ± 0.3 L). The ARC values were 240.4 ± 18.6 m from the linear velocity-inverse time model, 254.0 ± 13.0 m from the linear distance-time model, and 275.2 ± 9.1 m from the hyperbolic time-velocity relationship (nonlinear 2-parameter model), whereas critical velocity values were 3.91 ± 0.07 m/s, 3.86 ± 0.08 m/s and 3.80 ± 0.09 m/s, respectively. There were differences (P < 0.05) for both the ARC and the CV values when compared between velocity-inverse time linear and nonlinear 2-parameter mathematical models. The different values of ARC did not significantly correlate with MAOD. Conclusion: In conclusion, estimated ARC did not correlate with MAOD, and should not be considered as an anaerobic measure of capacity for treadmill running. © 2013 Elsevier Masson SAS. All rights reserved.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

On Causal Mediation Analysis with a Survival Outcome

Suppose that having established a marginal total effect of a point exposure on a time-to-event outcome, an investigator wishes to decompose this effect into its direct and indirect pathways, also know as natural direct and indirect effects, mediated by a variable known to occur after the exposure and prior to the outcome. This paper proposes a theory of estimation of natural direct and indirect effects in two important semiparametric models for a failure time outcome. The underlying survival model for the marginal total effect and thus for the direct and indirect effects, can either be a marginal structural Cox proportional hazards model, or a marginal structural additive hazards model. The proposed theory delivers new estimators for mediation analysis in each of these models, with appealing robustness properties. Specifically, in order to guarantee ignorability with respect to the exposure and mediator variables, the approach, which is multiply robust, allows the investigator to use several flexible working models to adjust for confounding by a large number of pre-exposure variables. Multiple robustness is appealing because it only requires a subset of working models to be correct for consistency; furthermore, the analyst need not know which subset of working models is in fact correct to report valid inferences. Finally, a novel semiparametric sensitivity analysis technique is developed for each of these models, to assess the impact on inference, of a violation of the assumption of ignorability of the mediator.

Developing the follow-up schedules for women with breast cancer

Background: The follow-up care for women with breast cancer requires an understanding of disease recurrence patterns and the follow-up visit schedule should be determined according to the times when the recurrence are most likely to occur, so that preventive measure can be taken to avoid or minimize the recurrence. Objective: To model breast cancer recurrence through stochastic process with an aim to generate a hazard function for determining a follow-up schedule. Methods: We modeled the process of disease progression as the time transformed Weiner process and the first-hitting-time was used as an approximation of the true failure time. The women's "recurrence-free survival time" or a "not having the recurrence event" is modeled by the time it takes Weiner process to cross a threshold value which represents a woman experiences breast cancer recurrence event. We explored threshold regression model which takes account of covariates that contributed to the prognosis of breast cancer following development of the first-hitting time model. Using real data from SEER-Medicare, we proposed models of follow-up visits schedule on the basis of constant probability of disease recurrence between consecutive visits. Results: We demonstrated that the threshold regression based on first-hitting-time modeling approach can provide useful predictive information about breast cancer recurrence. Our results suggest the surveillance and follow-up schedule can be determined for women based on their prognostic factors such as tumor stage and others. Women with early stage of disease may be seen less frequently for follow-up visits than those women with locally advanced stages. Our results from SEER-Medicare data support the idea of risk-controlled follow-up strategies for groups of women. Conclusion: The methodology we proposed in this study allows one to determine individual follow-up scheduling based on a parametric hazard function that incorporates known prognostic factors.^

Multiple attractors, long chaotic transients, and failure in small-world networks of excitable neurons.

We study the dynamical states of a small-world network of recurrently coupled excitable neurons, through both numerical and analytical methods. The dynamics of this system depend mostly on both the number of long-range connections or ?shortcuts?, and the delay associated with neuronal interactions. We find that persistent activity emerges at low density of shortcuts, and that the system undergoes a transition to failure as their density reaches a critical value. The state of persistent activity below this transition consists of multiple stable periodic attractors, whose number increases at least as fast as the number of neurons in the network. At large shortcut density and for long enough delays the network dynamics exhibit exceedingly long chaotic transients, whose failure times follow a stretched exponential distribution. We show that this functional form arises for the ensemble-averaged activity if the failure time for each individual network realization is exponen- tially distributed

Modelos de elementos finitos explícitos para explosiones en estructuras reticuladas de hormigón armado : aplicaciones al estudio del colapso de edificios

La frecuencia con la que se producen explosiones sobre edificios, ya sean accidentales o intencionadas, es reducida, pero sus efectos pueden ser catastróficos. Es deseable poder predecir de forma suficientemente precisa las consecuencias de estas acciones dinámicas sobre edificaciones civiles, entre las cuales las estructuras reticuladas de hormigón armado son una tipología habitual. En esta tesis doctoral se exploran distintas opciones prácticas para el modelado y cálculo numérico por ordenador de estructuras de hormigón armado sometidas a explosiones. Se emplean modelos numéricos de elementos finitos con integración explícita en el tiempo, que demuestran su capacidad efectiva para simular los fenómenos físicos y estructurales de dinámica rápida y altamente no lineales que suceden, pudiendo predecir los daños ocasionados tanto por la propia explosión como por el posible colapso progresivo de la estructura. El trabajo se ha llevado a cabo empleando el código comercial de elementos finitos LS-DYNA (Hallquist, 2006), desarrollando en el mismo distintos tipos de modelos de cálculo que se pueden clasificar en dos tipos principales: 1) modelos basados en elementos finitos de continuo, en los que se discretiza directamente el medio continuo mediante grados de libertad nodales de desplazamientos; 2) modelos basados en elementos finitos estructurales, mediante vigas y láminas, que incluyen hipótesis cinemáticas para elementos lineales o superficiales. Estos modelos se desarrollan y discuten a varios niveles distintos: 1) a nivel del comportamiento de los materiales, 2) a nivel de la respuesta de elementos estructurales tales como columnas, vigas o losas, y 3) a nivel de la respuesta de edificios completos o de partes significativas de los mismos. Se desarrollan modelos de elementos finitos de continuo 3D muy detallados que modelizan el hormigón en masa y el acero de armado de forma segregada. El hormigón se representa con un modelo constitutivo del hormigón CSCM (Murray et al., 2007), que tiene un comportamiento inelástico, con diferente respuesta a tracción y compresión, endurecimiento, daño por fisuración y compresión, y rotura. El acero se representa con un modelo constitutivo elastoplástico bilineal con rotura. Se modeliza la geometría precisa del hormigón mediante elementos finitos de continuo 3D y cada una de las barras de armado mediante elementos finitos tipo viga, con su posición exacta dentro de la masa de hormigón. La malla del modelo se construye mediante la superposición de los elementos de continuo de hormigón y los elementos tipo viga de las armaduras segregadas, que son obligadas a seguir la deformación del sólido en cada punto mediante un algoritmo de penalización, simulando así el comportamiento del hormigón armado. En este trabajo se denominarán a estos modelos simplificadamente como modelos de EF de continuo. Con estos modelos de EF de continuo se analiza la respuesta estructural de elementos constructivos (columnas, losas y pórticos) frente a acciones explosivas. Asimismo se han comparado con resultados experimentales, de ensayos sobre vigas y losas con distintas cargas de explosivo, verificándose una coincidencia aceptable y permitiendo una calibración de los parámetros de cálculo. Sin embargo estos modelos tan detallados no son recomendables para analizar edificios completos, ya que el elevado número de elementos finitos que serían necesarios eleva su coste computacional hasta hacerlos inviables para los recursos de cálculo actuales. Adicionalmente, se desarrollan modelos de elementos finitos estructurales (vigas y láminas) que, con un coste computacional reducido, son capaces de reproducir el comportamiento global de la estructura con una precisión similar. Se modelizan igualmente el hormigón en masa y el acero de armado de forma segregada. El hormigón se representa con el modelo constitutivo del hormigón EC2 (Hallquist et al., 2013), que también presenta un comportamiento inelástico, con diferente respuesta a tracción y compresión, endurecimiento, daño por fisuración y compresión, y rotura, y se usa en elementos finitos tipo lámina. El acero se representa de nuevo con un modelo constitutivo elastoplástico bilineal con rotura, usando elementos finitos tipo viga. Se modeliza una geometría equivalente del hormigón y del armado, y se tiene en cuenta la posición relativa del acero dentro de la masa de hormigón. Las mallas de ambos se unen mediante nodos comunes, produciendo una respuesta conjunta. En este trabajo se denominarán a estos modelos simplificadamente como modelos de EF estructurales. Con estos modelos de EF estructurales se simulan los mismos elementos constructivos que con los modelos de EF de continuo, y comparando sus respuestas estructurales frente a explosión se realiza la calibración de los primeros, de forma que se obtiene un comportamiento estructural similar con un coste computacional reducido. Se comprueba que estos mismos modelos, tanto los modelos de EF de continuo como los modelos de EF estructurales, son precisos también para el análisis del fenómeno de colapso progresivo en una estructura, y que se pueden utilizar para el estudio simultáneo de los daños de una explosión y el posterior colapso. Para ello se incluyen formulaciones que permiten considerar las fuerzas debidas al peso propio, sobrecargas y los contactos de unas partes de la estructura sobre otras. Se validan ambos modelos con un ensayo a escala real en el que un módulo con seis columnas y dos plantas colapsa al eliminar una de sus columnas. El coste computacional del modelo de EF de continuo para la simulación de este ensayo es mucho mayor que el del modelo de EF estructurales, lo cual hace inviable su aplicación en edificios completos, mientras que el modelo de EF estructurales presenta una respuesta global suficientemente precisa con un coste asumible. Por último se utilizan los modelos de EF estructurales para analizar explosiones sobre edificios de varias plantas, y se simulan dos escenarios con cargas explosivas para un edificio completo, con un coste computacional moderado. The frequency of explosions on buildings whether they are intended or accidental is small, but they can have catastrophic effects. Being able to predict in a accurate enough manner the consequences of these dynamic actions on civil buildings, among which frame-type reinforced concrete buildings are a frequent typology is desirable. In this doctoral thesis different practical options for the modeling and computer assisted numerical calculation of reinforced concrete structures submitted to explosions are explored. Numerical finite elements models with explicit time-based integration are employed, demonstrating their effective capacity in the simulation of the occurring fast dynamic and highly nonlinear physical and structural phenomena, allowing to predict the damage caused by the explosion itself as well as by the possible progressive collapse of the structure. The work has been carried out with the commercial finite elements code LS-DYNA (Hallquist, 2006), developing several types of calculation model classified in two main types: 1) Models based in continuum finite elements in which the continuous medium is discretized directly by means of nodal displacement degrees of freedom; 2) Models based on structural finite elements, with beams and shells, including kinematic hypothesis for linear and superficial elements. These models are developed and discussed at different levels: 1) material behaviour, 2) response of structural elements such as columns, beams and slabs, and 3) response of complete buildings or significative parts of them. Very detailed 3D continuum finite element models are developed, modeling mass concrete and reinforcement steel in a segregated manner. Concrete is represented with a constitutive concrete model CSCM (Murray et al., 2007), that has an inelastic behaviour, with different tension and compression response, hardening, cracking and compression damage and failure. The steel is represented with an elastic-plastic bilinear model with failure. The actual geometry of the concrete is modeled with 3D continuum finite elements and every and each of the reinforcing bars with beam-type finite elements, with their exact position in the concrete mass. The mesh of the model is generated by the superposition of the concrete continuum elements and the beam-type elements of the segregated reinforcement, which are made to follow the deformation of the solid in each point by means of a penalty algorithm, reproducing the behaviour of reinforced concrete. In this work these models will be called continuum FE models as a simplification. With these continuum FE models the response of construction elements (columns, slabs and frames) under explosive actions are analysed. They have also been compared with experimental results of tests on beams and slabs with various explosive charges, verifying an acceptable coincidence and allowing a calibration of the calculation parameters. These detailed models are however not advised for the analysis of complete buildings, as the high number of finite elements necessary raises its computational cost, making them unreliable for the current calculation resources. In addition to that, structural finite elements (beams and shells) models are developed, which, while having a reduced computational cost, are able to reproduce the global behaviour of the structure with a similar accuracy. Mass concrete and reinforcing steel are also modeled segregated. Concrete is represented with the concrete constitutive model EC2 (Hallquist et al., 2013), which also presents an inelastic behaviour, with a different tension and compression response, hardening, compression and cracking damage and failure, and is used in shell-type finite elements. Steel is represented once again with an elastic-plastic bilineal with failure constitutive model, using beam-type finite elements. An equivalent geometry of the concrete and the steel is modeled, considering the relative position of the steel inside the concrete mass. The meshes of both sets of elements are bound with common nodes, therefore producing a joint response. These models will be called structural FE models as a simplification. With these structural FE models the same construction elements as with the continuum FE models are simulated, and by comparing their response under explosive actions a calibration of the former is carried out, resulting in a similar response with a reduced computational cost. It is verified that both the continuum FE models and the structural FE models are also accurate for the analysis of the phenomenon of progressive collapse of a structure, and that they can be employed for the simultaneous study of an explosion damage and the resulting collapse. Both models are validated with an experimental full-scale test in which a six column, two floors module collapses after the removal of one of its columns. The computational cost of the continuum FE model for the simulation of this test is a lot higher than that of the structural FE model, making it non-viable for its application to full buildings, while the structural FE model presents a global response accurate enough with an admissible cost. Finally, structural FE models are used to analyze explosions on several story buildings, and two scenarios are simulated with explosive charges for a full building, with a moderate computational cost.

Repeated occurrence of basal cell carcinoma of the skin and multifailure survival analysis: Follow-up data from the nambour skin cancer prevention trial

The aim of this study was to apply multifailure survival methods to analyze time to multiple occurrences of basal cell carcinoma (BCC). Data from 4.5 years of follow-up in a randomized controlled trial, the Nambour Skin Cancer Prevention Trial (1992-1996), to evaluate skin cancer prevention were used to assess the influence of sunscreen application on the time to first BCC and the time to subsequent BCCs. Three different approaches of time to ordered multiple events were applied and compared: the Andersen-Gill, Wei-Lin-Weissfeld, and Prentice-Williams-Peterson models. Robust variance estimation approaches were used for all multifailure survival models. Sunscreen treatment was not associated with time to first occurrence of a BCC (hazard ratio = 1.04, 95% confidence interval: 0.79, 1.45). Time to subsequent BCC tumors using the Andersen-Gill model resulted in a lower estimated hazard among the daily sunscreen application group, although statistical significance was not reached (hazard ratio = 0.82, 95% confidence interval: 0.59, 1.15). Similarly, both the Wei-Lin-Weissfeld marginal-hazards and the Prentice-Williams-Peterson gap-time models revealed trends toward a lower risk of subsequent BCC tumors among the sunscreen intervention group. These results demonstrate the importance of conducting multiple-event analysis for recurring events, as risk factors for a single event may differ from those where repeated events are considered.