897 resultados para estimation of dynamic structural models


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Inferring population admixture from genetic data and quantifying it is a difficult but crucial task in evolutionary and conservation biology. Unfortunately state-of-the-art probabilistic approaches are computationally demanding. Effectively exploiting the computational power of modern multiprocessor systems can thus have a positive impact to Monte Carlo-based simulation of admixture modeling. A novel parallel approach is briefly described and promising results on its message passing interface (MPI)-based C implementation are reported.

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This chapter introduces ABMs, their construction, and the pros and cons of their use. Although relatively new, agent-basedmodels (ABMs) have great potential for use in ecotoxicological research – their primary advantage being the realistic simulations that can be constructed and particularly their explicit handling of space and time in simulations. Examples are provided of their use in ecotoxicology primarily exemplified by different implementations of the ALMaSS system. These examples presented demonstrate how multiple stressors, landscape structure, details regarding toxicology, animal behavior, and socioeconomic effects can and should be taken into account when constructing simulations for risk assessment. Like ecological systems, in ABMs the behavior at the system level is not simply the mean of the component responses, but the sum of the often nonlinear interactions between components in the system; hence this modeling approach opens the door to implementing and testing much more realistic and holistic ecotoxicological models than are currently used.

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We focus on the comparison of three statistical models used to estimate the treatment effect in metaanalysis when individually pooled data are available. The models are two conventional models, namely a multi-level and a model based upon an approximate likelihood, and a newly developed model, the profile likelihood model which might be viewed as an extension of the Mantel-Haenszel approach. To exemplify these methods, we use results from a meta-analysis of 22 trials to prevent respiratory tract infections. We show that by using the multi-level approach, in the case of baseline heterogeneity, the number of clusters or components is considerably over-estimated. The approximate and profile likelihood method showed nearly the same pattern for the treatment effect distribution. To provide more evidence two simulation studies are accomplished. The profile likelihood can be considered as a clear alternative to the approximate likelihood model. In the case of strong baseline heterogeneity, the profile likelihood method shows superior behaviour when compared with the multi-level model. Copyright (C) 2006 John Wiley & Sons, Ltd.

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Biologists frequently attempt to infer the character states at ancestral nodes of a phylogeny from the distribution of traits observed in contemporary organisms. Because phylogenies are normally inferences from data, it is desirable to account for the uncertainty in estimates of the tree and its branch lengths when making inferences about ancestral states or other comparative parameters. Here we present a general Bayesian approach for testing comparative hypotheses across statistically justified samples of phylogenies, focusing on the specific issue of reconstructing ancestral states. The method uses Markov chain Monte Carlo techniques for sampling phylogenetic trees and for investigating the parameters of a statistical model of trait evolution. We describe how to combine information about the uncertainty of the phylogeny with uncertainty in the estimate of the ancestral state. Our approach does not constrain the sample of trees only to those that contain the ancestral node or nodes of interest, and we show how to reconstruct ancestral states of uncertain nodes using a most-recent-common-ancestor approach. We illustrate the methods with data on ribonuclease evolution in the Artiodactyla. Software implementing the methods ( BayesMultiState) is available from the authors.

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This article introduces a new general method for genealogical inference that samples independent genealogical histories using importance sampling (IS) and then samples other parameters with Markov chain Monte Carlo (MCMC). It is then possible to more easily utilize the advantages of importance sampling in a fully Bayesian framework. The method is applied to the problem of estimating recent changes in effective population size from temporally spaced gene frequency data. The method gives the posterior distribution of effective population size at the time of the oldest sample and at the time of the most recent sample, assuming a model of exponential growth or decline during the interval. The effect of changes in number of alleles, number of loci, and sample size on the accuracy of the method is described using test simulations, and it is concluded that these have an approximately equivalent effect. The method is used on three example data sets and problems in interpreting the posterior densities are highlighted and discussed.

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We have studied growth and estimated recruitment of massive coral colonies at three sites, Kaledupa, Hoga and Sampela, separated by about 1.5 km in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. There was significantly higher species richness (P<0.05), coral cover (P<0.05) and rugosity (P<0.01) at Kaledupa than at Sampela. A model for coral reef growth has been developed based on a rational polynomial function, where dx/dt is an index of coral growth with time; W is the variable (for example, coral weight, coral length or coral area), up to the power of n in the numerator and m in the denominator; a1……an and b1…bm are constants. The values for n and m represent the degree of the polynomial, and can relate to the morphology of the coral. The model was used to simulate typical coral growth curves, and tested using published data obtained by weighing coral colonies underwater in reefs on the south-west coast of Curaçao [‘Neth. J. Sea Res. 10 (1976) 285’]. The model proved an accurate fit to the data, and parameters were obtained for a number of coral species. Surface area data was obtained on over 1200 massive corals at three different sites in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. The year of an individual's recruitment was calculated from knowledge of the growth rate modified by application of the rational polynomial model. The estimated pattern of recruitment was variable, with little numbers of massive corals settling and growing before 1950 at the heavily used site, Sampela, relative to the reef site with little or no human use, Kaledupa, and the intermediate site, Hoga. There was a significantly greater sedimentation rate at Sampela than at either Kaledupa (P<0.0001) or Hoga (P<0.0005). The relative mean abundance of fish families present at the reef crests at the three sites, determined using digital video photography, did not correlate with sedimentation rates, underwater visibility or lack of large non-branching coral colonies. Radial growth rates of three genera of non-branching corals were significantly lower at Sampela than at Kaledupa or at Hoga, and there was a high correlation (r=0.89) between radial growth rates and underwater visibility. Porites spp. was the most abundant coral over all the sites and at all depths followed by Favites (P<0.04) and Favia spp. (P<0.03). Colony ages of Porites corals were significantly lower at the 5 m reef flat on the Sampela reef than at the same depth on both other reefs (P<0.005). At Sampela, only 2.8% of corals on the 5 m reef crest are of a size to have survived from before 1950. The Scleractinian coral community of Sampela is severely impacted by depositing sediments which can lead to the suffocation of corals, whilst also decreasing light penetration resulting in decreased growth and calcification rates. The net loss of material from Sampela, if not checked, could result in the loss of this protective barrier which would be to the detriment of the sublittoral sand flats and hence the Sampela village.

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Presented herein is an experimental design that allows the effects of several radiative forcing factors on climate to be estimated as precisely as possible from a limited suite of atmosphere-only general circulation model (GCM) integrations. The forcings include the combined effect of observed changes in sea surface temperatures, sea ice extent, stratospheric (volcanic) aerosols, and solar output, plus the individual effects of several anthropogenic forcings. A single linear statistical model is used to estimate the forcing effects, each of which is represented by its global mean radiative forcing. The strong colinearity in time between the various anthropogenic forcings provides a technical problem that is overcome through the design of the experiment. This design uses every combination of anthropogenic forcing rather than having a few highly replicated ensembles, which is more commonly used in climate studies. Not only is this design highly efficient for a given number of integrations, but it also allows the estimation of (nonadditive) interactions between pairs of anthropogenic forcings. The simulated land surface air temperature changes since 1871 have been analyzed. The changes in natural and oceanic forcing, which itself contains some forcing from anthropogenic and natural influences, have the most influence. For the global mean, increasing greenhouse gases and the indirect aerosol effect had the largest anthropogenic effects. It was also found that an interaction between these two anthropogenic effects in the atmosphere-only GCM exists. This interaction is similar in magnitude to the individual effects of changing tropospheric and stratospheric ozone concentrations or to the direct (sulfate) aerosol effect. Various diagnostics are used to evaluate the fit of the statistical model. For the global mean, this shows that the land temperature response is proportional to the global mean radiative forcing, reinforcing the use of radiative forcing as a measure of climate change. The diagnostic tests also show that the linear model was suitable for analyses of land surface air temperature at each GCM grid point. Therefore, the linear model provides precise estimates of the space time signals for all forcing factors under consideration. For simulated 50-hPa temperatures, results show that tropospheric ozone increases have contributed to stratospheric cooling over the twentieth century almost as much as changes in well-mixed greenhouse gases.

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This paper presents an approach for automatic classification of pulsed Terahertz (THz), or T-ray, signals highlighting their potential in biomedical, pharmaceutical and security applications. T-ray classification systems supply a wealth of information about test samples and make possible the discrimination of heterogeneous layers within an object. In this paper, a novel technique involving the use of Auto Regressive (AR) and Auto Regressive Moving Average (ARMA) models on the wavelet transforms of measured T-ray pulse data is presented. Two example applications are examined - the classi. cation of normal human bone (NHB) osteoblasts against human osteosarcoma (HOS) cells and the identification of six different powder samples. A variety of model types and orders are used to generate descriptive features for subsequent classification. Wavelet-based de-noising with soft threshold shrinkage is applied to the measured T-ray signals prior to modeling. For classi. cation, a simple Mahalanobis distance classi. er is used. After feature extraction, classi. cation accuracy for cancerous and normal cell types is 93%, whereas for powders, it is 98%.

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This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.