919 resultados para Markov-switching modelate
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Background: The Brazilian population is mainly descendant from European colonizers, Africans and Native Americans. Some Afro-descendants lived in small isolated communities since the slavery period. The epidemiological status of HBV infection in Quilombos communities from northeast of Brazil remains unknown. The aim of this study was to characterize the HBV genotypes circulating inside a Quilombo isolated community from Maranhao State, Brazil. Methods: Seventy-two samples from Frechal Quilombo community at Maranhao were collected. All serum samples were screened by enzyme-linked immunosorbent assays for the presence of hepatitis B surface antigen ( HBsAg). HBsAg positive samples were submitted to DNA extraction and a fragment of 1306 bp partially comprising HBsAg and polymerase coding regions (S/POL) was amplified by nested PCR and its nucleotide sequence was determined. Viral isolates were genotyped by phylogenetic analysis using reference sequences from each genotype obtained from GenBank (n = 320). Sequences were aligned using Muscle software and edited in the SE-AL software. Bayesian phylogenetic analyses were conducted using Markov Chain Monte Carlo (MCMC) method to obtain the MCC tree using BEAST v.1.5.3. Results: Of the 72 individuals, 9 (12.5%) were HBsAg-positive and 4 of them were successfully sequenced for the 1306 bp fragment. All these samples were genotype A1 and grouped together with other sequences reported from Brazil. Conclusions: The present study represents the first report on the HBV genotypes characterization of this community in the Maranhao state in Brazil where a high HBsAg frequency was found. In this study, we reported a high frequency of HBV infection and the exclusive presence of subgenotype A1 in an Afro-descendent community in the Maranhao State, Brazil.
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Background: GB virus C (GBV-C) is an enveloped positive-sense ssRNA virus belonging to the Flaviviridae family. Studies on the genetic variability of the GBV-C reveals the existence of six genotypes: genotype 1 predominates in West Africa, genotype 2 in Europe and America, genotype 3 in Asia, genotype 4 in Southwest Asia, genotype 5 in South Africa and genotype 6 in Indonesia. The aim of this study was to determine the frequency and genotypic distribution of GBV-C in the Colombian population. Methods: Two groups were analyzed: i) 408 Colombian blood donors infected with HCV (n = 250) and HBV (n = 158) from Bogota and ii) 99 indigenous people with HBV infection from Leticia, Amazonas. A fragment of 344 bp from the 5' untranslated region (5' UTR) was amplified by nested RT PCR. Viral sequences were genotyped by phylogenetic analysis using reference sequences from each genotype obtained from GenBank (n = 160). Bayesian phylogenetic analyses were conducted using Markov chain Monte Carlo (MCMC) approach to obtain the MCC tree using BEAST v. 1.5.3. Results: Among blood donors, from 158 HBsAg positive samples, eight 5.06% (n = 8) were positive for GBV-C and from 250 anti-HCV positive samples, 3.2%(n = 8) were positive for GBV-C. Also, 7.7% (n = 7) GBV-C positive samples were found among indigenous people from Leticia. A phylogenetic analysis revealed the presence of the following GBV-C genotypes among blood donors: 2a (41.6%), 1 (33.3%), 3 (16.6%) and 2b (8.3%). All genotype 1 sequences were found in co-infection with HBV and 4/5 sequences genotype 2a were found in co-infection with HCV. All sequences from indigenous people from Leticia were classified as genotype 3. The presence of GBV-C infection was not correlated with the sex (p = 0.43), age (p = 0.38) or origin (p = 0.17). Conclusions: It was found a high frequency of GBV-C genotype 1 and 2 in blood donors. The presence of genotype 3 in indigenous population was previously reported from Santa Marta region in Colombia and in native people from Venezuela and Bolivia. This fact may be correlated to the ancient movements of Asian people to South America a long time ago.
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This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.
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The dynamics and mechanism of migration of a vacancy point defect in a two-dimensional (2D) colloidal crystal are studied using numerical simulations. We find that the migration of a vacancy is always realized by topology switching between its different configurations. From the temperature dependence of the topology switch frequencies, we obtain the activation energies for possible topology transitions associated with the vacancy diffusion in the 2D crystal. (C) 2011 American Institute of Physics. [doi:10.1063/1.3615287]
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Large-scale cortical networks exhibit characteristic topological properties that shape communication between brain regions and global cortical dynamics. Analysis of complex networks allows the description of connectedness, distance, clustering, and centrality that reveal different aspects of how the network's nodes communicate. Here, we focus on a novel analysis of complex walks in a series of mammalian cortical networks that model potential dynamics of information flow between individual brain regions. We introduce two new measures called absorption and driftness. Absorption is the average length of random walks between any two nodes, and takes into account all paths that may diffuse activity throughout the network. Driftness is the ratio between absorption and the corresponding shortest path length. For a given node of the network, we also define four related measurements, namely in-and out-absorption as well as in-and out-driftness, as the averages of the corresponding measures from all nodes to that node, and from that node to all nodes, respectively. We find that the cat thalamo-cortical system incorporates features of two classic network topologies, Erdos-Renyi graphs with respect to in-absorption and in-driftness, and configuration models with respect to out-absorption and out-driftness. Moreover, taken together these four measures separate the network nodes based on broad functional roles (visual, auditory, somatomotor, and frontolimbic).
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We have determined two-photon absorption and nonlinear refraction spectra of the 50BO(1.5) - (50-x)PbF(2) - xPbO glasses (with x = 25, 35, 50 cationic %) at the range of the 470 and 1550 nm. The replacement of fluor atoms by oxygen leads to an increase in the third-order susceptibility, due to the formation of non-bridging oxygens (NBO). The nonlinear index of refraction is one order of magnitude higher than the one for fused silica, and it increases almost twice for the sample with x = 50. This sample has also shown promising features for all-optical switching as well as for optical limiting. (C) 2011 Optical Society of America
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Online music databases have increased significantly as a consequence of the rapid growth of the Internet and digital audio, requiring the development of faster and more efficient tools for music content analysis. Musical genres are widely used to organize music collections. In this paper, the problem of automatic single and multi-label music genre classification is addressed by exploring rhythm-based features obtained from a respective complex network representation. A Markov model is built in order to analyse the temporal sequence of rhythmic notation events. Feature analysis is performed by using two multi-variate statistical approaches: principal components analysis (unsupervised) and linear discriminant analysis (supervised). Similarly, two classifiers are applied in order to identify the category of rhythms: parametric Bayesian classifier under the Gaussian hypothesis (supervised) and agglomerative hierarchical clustering (unsupervised). Qualitative results obtained by using the kappa coefficient and the obtained clusters corroborated the effectiveness of the proposed method.
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Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.
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Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.
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We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the sth moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447-1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.
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We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.
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In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.
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Background: Research on life expectancy has demonstrated the negative impact of disability on the health of older adults and its differential effects on women as evidenced by their higher disabled life expectancy (DLE). The goal of the present study was to investigate gender differences in total life expectancy (TLE), disability-free life expectancy (DFLE), and DLE; examine gender differences on personal care assistance among older adults in Sao Paulo, Brazil; and discuss the implications for public policies. Methods: The sample was drawn from two waves (2000, 2006) of the dataset of Salud, Bienestar, y Envejecimiento, a large longitudinal study conducted in Sao Paulo (n = 2,143). The study assessed disability using the activities of daily living (ADL). The interpolation of Markov Chain method was used to estimate gender differences in TLE, DLE, and DFLE. Findings: TLE at age 60 years was approximately 5 years longer for women than men. Women aged 60 years were expected to live 28% of their remaining lives twice the percentage for men with at least one ADL disability. These women also lived more years (M = 0.71, SE = 0.42) with three or more ADL disabilities than men (M = 0.82, SE = 0.16). In terms of personal care assistance, women received more years of assistance than men. Conclusion: Among older adults in Sao Paulo, women lived longer lives but experienced a higher and more severe disability burden than men. In addition, although women received more years of personal assistance than men, women experienced more unmet care assistance needs. Copyright (C) 2011 by the Jacobs Institute of Women`s Health. Published by Elsevier. Inc.
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This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.