Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Measurement of Dijet Angular Distributions at s=1.96 TeV and Searches for Quark Compositeness and Extra Spatial Dimensions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurement of Dijet Angular Distributions and Search for Quark Compositeness in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Electrolysis of Molten Mixtures of Galena and Lead Chloride.

Electrolysis of molten mixtures of lead chloride and galena was carried out under various conditions of temperature, time, composition, and current densities; without a diaphram, and with various diaphrams. Continuous runs, with necessary additions of lead sulfide and lead chloride to maintain a melt of the proper composition, were attempted on a small scale.

On low-dimensional projections of high-dimensional distributions

Let P be a probability distribution on q -dimensional space. The so-called Diaconis-Freedman effect means that for a fixed dimension d<of P look like a scale mixture of spherically symmetric Gaussian distributions. The present paper provides necessary and sufficient conditions for this phenomenon in a suitable asymptotic framework with increasing dimension q . It turns out, that the conditions formulated by Diaconis and Freedman (1984) are not only sufficient but necessary as well. Moreover, letting P ^ be the empirical distribution of n independent random vectors with distribution P , we investigate the behavior of the empirical process n √ (P ^ −P) under random projections, conditional on P ^ .

Modeling absolute differences in life expectancy with a censored skew-normal regression approach.

Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest.

Extracting more out of relocation data: building movement models as mixtures of random walks

We present a framework for fitting multiple random walks to animal movement paths consisting of ordered sets of step lengths and turning angles. Each step and turn is assigned to one of a number of random walks, each characteristic of a different behavioral state. Behavioral state assignments may be inferred purely from movement data or may include the habitat type in which the animals are located. Switching between different behavioral states may be modeled explicitly using a state transition matrix estimated directly from data, or switching probabilities may take into account the proximity of animals to landscape features. Model fitting is undertaken within a Bayesian framework using the WinBUGS software. These methods allow for identification of different movement states using several properties of observed paths and lead naturally to the formulation of movement models. Analysis of relocation data from elk released in east-central Ontario, Canada, suggests a biphasic movement behavior: elk are either in an "encamped" state in which step lengths are small and turning angles are high, or in an "exploratory" state, in which daily step lengths are several kilometers and turning angles are small. Animals encamp in open habitat (agricultural fields and opened forest), but the exploratory state is not associated with any particular habitat type.

On the Mahalanobis Distance Classification Criterion for Multidimensional Normal Distributions

Many existing engineering works model the statistical characteristics of the entities under study as normal distributions. These models are eventually used for decision making, requiring in practice the definition of the classification region corresponding to the desired confidence level. Surprisingly enough, however, a great amount of computer vision works using multidimensional normal models leave unspecified or fail to establish correct confidence regions due to misconceptions on the features of Gaussian functions or to wrong analogies with the unidimensional case. The resulting regions incur in deviations that can be unacceptable in high-dimensional models. Here we provide a comprehensive derivation of the optimal confidence regions for multivariate normal distributions of arbitrary dimensionality. To this end, firstly we derive the condition for region optimality of general continuous multidimensional distributions, and then we apply it to the widespread case of the normal probability density function. The obtained results are used to analyze the confidence error incurred by previous works related to vision research, showing that deviations caused by wrong regions may turn into unacceptable as dimensionality increases. To support the theoretical analysis, a quantitative example in the context of moving object detection by means of background modeling is given.

Lacunarity of the Spatial Distributions of Soil Types in Europe.

Lacunarity as a means of quantifying textural properties of spatial distributions suggests a classification into three main classes of the most abundant soils that cover 92% of Europe. Soils with a well-defined self-similar structure of the linear class are related to widespread spatial patterns that are nondominant but ubiquitous at continental scale. Fractal techniques have been increasingly and successfully applied to identify and describe spatial patterns in natural sciences. However, objects with the same fractal dimension can show very different optical properties because of their spatial arrangement. This work focuses primary attention on the geometrical structure of the geographical patterns of soils in Europe. We made use of the European Soil Database to estimate lacunarity indexes of the most abundant soils that cover 92% of the surface of Europe and investigated textural properties of their spatial distribution. We observed three main classes corresponding to three different patterns that displayed the graphs of lacunarity functions, that is, linear, convex, and mixed. They correspond respectively to homogeneous or self-similar, heterogeneous or clustered and those in which behavior can change at different ranges of scales. Finally, we discuss the pedological implications of that classification.

Conditional density approximations with mixtures of polynomials

Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is found. We illustrate and study the methods using data sampled from known parametric distributions, and we demonstrate their applicability by learning models based on real neuroscience data. Finally, we compare the performance of the proposed methods with an approach for learning mixtures of truncated basis functions (MoTBFs). The empirical results show that the proposed methods generally yield models that are comparable to or significantly better than those found using the MoTBF-based method.

Linking genome and proteome by mass spectrometry: Large-scale identification of yeast proteins from two dimensional gels

The function of many of the uncharacterized open reading frames discovered by genomic sequencing can be determined at the level of expressed gene products, the proteome. However, identifying the cognate gene from minute amounts of protein has been one of the major problems in molecular biology. Using yeast as an example, we demonstrate here that mass spectrometric protein identification is a general solution to this problem given a completely sequenced genome. As a first screen, our strategy uses automated laser desorption ionization mass spectrometry of the peptide mixtures produced by in-gel tryptic digestion of a protein. Up to 90% of proteins are identified by searching sequence data bases by lists of peptide masses obtained with high accuracy. The remaining proteins are identified by partially sequencing several peptides of the unseparated mixture by nanoelectrospray tandem mass spectrometry followed by data base searching with multiple peptide sequence tags. In blind trials, the method led to unambiguous identification in all cases. In the largest individual protein identification project to date, a total of 150 gel spots—many of them at subpicomole amounts—were successfully analyzed, greatly enlarging a yeast two-dimensional gel data base. More than 32 proteins were novel and matched to previously uncharacterized open reading frames in the yeast genome. This study establishes that mass spectrometry provides the required throughput, the certainty of identification, and the general applicability to serve as the method of choice to connect genome and proteome.

In vitro cloning of complex mixtures of DNA on microbeads: Physical separation of differentially expressed cDNAs

We describe a method for cloning nucleic acid molecules onto the surfaces of 5-μm microbeads rather than in biological hosts. A unique tag sequence is attached to each molecule, and the tagged library is amplified. Unique tagging of the molecules is achieved by sampling a small fraction (1%) of a very large repertoire of tag sequences. The resulting library is hybridized to microbeads that each carry ≈106 strands complementary to one of the tags. About 105 copies of each molecule are collected on each microbead. Because such clones are segregated on microbeads, they can be operated on simultaneously and then assayed separately. To demonstrate the utility of this approach, we show how to label and extract microbeads bearing clones differentially expressed between two libraries by using a fluorescence-activated cell sorter (FACS). Because no prior information about the cloned molecules is required, this process is obviously useful where sequence databases are incomplete or nonexistent. More importantly, the process also permits the isolation of clones that are expressed only in given tissues or that are differentially expressed between normal and diseased states. Such clones then may be spotted on much more cost-effective, tissue- or disease-directed, low-density planar microarrays.

Sample-to-sample fluctuations of the overlap distributions in the three-dimensional Edwards-Anderson spin glass

We study the sample-to-sample fluctuations of the overlap probability densities from large-scale equilibrium simulations of the three-dimensional Edwards-Anderson spin glass below the critical temperature. Ultrametricity, stochastic stability, and overlap equivalence impose constraints on the moments of the overlap probability densities that can be tested against numerical data. We found small deviations from the Ghirlanda Guerra predictions, which get smaller as system size increases. We also focus on the shape of the overlap distribution, comparing the numerical data to a mean-field-like prediction in which finite-size effects are taken into account by substituting delta functions with broad peaks.