Hardy-Weinberg Equilibrium and the Ternary Plot

The Hardy-Weinberg law, formulated about 100 years ago, states that under certain assumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur in the proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p. There are many statistical tests being used to check whether empirical marker data obeys the Hardy-Weinberg principle. Among these are the classical xi-square test (with or without continuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combination with Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE) are numerical in nature, requiring the computation of a test statistic and a p-value. There is however, ample space for the use of graphics in HWE tests, in particular for the ternary plot. Nowadays, many genetical studies are using genetical markers known as Single Nucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the counts one typically computes genotype frequencies and allele frequencies. These frequencies satisfy the unit-sum constraint, and their analysis therefore falls within the realm of compositional data analysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotype frequencies can be adequately represented in a ternary plot. Compositions that are in exact HWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected in a statistical test are typically “close" to the parabola, whereas compositions that differ significantly from HWE are “far". By rewriting the statistics used to test for HWE in terms of heterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted in the ternary plot. This way, compositions can be tested for HWE purely on the basis of their position in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphical representations where large numbers of SNPs can be tested for HWE in a single graph. Several examples of graphical tests for HWE (implemented in R software), will be shown, using SNP data from different human populations

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

Oppositely charged polyelectrolytes: complex formation and effects of chain asymmetry

The formation of complexes in solutions of oppositely charged polyions has been studied by Monte Carlo simulations. The amount as well as the length, and thus, the absolute charge of one of the polyions have been varied. There is an increasing tendency to form large clusters as the excess of one kind of polyion decreases. When all polyions have the same length, this tendency reaches a maximum near, but off, equivalent amounts of the two types of polyions. When one kind of polyion is made shorter, the propensity to form large clusters decreases and the fluctuations in cluster charge increases. Simple free-energy expressions have been formulated on the basis of a set of simple rules that help rationalize the observations. By calculating cluster distributions in both grand canonical and canonical ensembles, it has been possible to show the extent of finite-size effects in the simulations.

Term structure dynamics and no-arbitrage under the Taylor rule

A determinação da taxa de juros estrutura a termo é um dos temas principais da gestão de ativos financeiros. Considerando a grande importância dos ativos financeiros para a condução das políticas econômicas, é fundamental para compreender a estrutura que é determinado. O principal objetivo deste estudo é estimar a estrutura a termo das taxas de juros brasileiras, juntamente com taxa de juros de curto prazo. A estrutura a termo será modelado com base em um modelo com uma estrutura afim. A estimativa foi feita considerando a inclusão de três fatores latentes e duas variáveis ​​macroeconômicas, através da técnica Bayesiana da Cadeia de Monte Carlo Markov (MCMC).

Rotação diferencial em estrelas do tipo solar

Stellar differential rotation is an important key to understand hydromagnetic stellar dynamos, instabilities, and transport processes in stellar interiors as well as for a better treatment of tides in close binary and star-planet systems. The space-borne high-precision photometry with MOST, CoRoT, and Kepler has provided large and homogeneous datasets. This allows, for the first time, the study of differential rotation statistically robust samples covering almost all stages of stellar evolution. In this sense, we introduce a method to measure a lower limit to the amplitude of surface differential rotation from high-precision evenly sampled photometric time series such as those obtained by space-borne telescopes. It is designed for application to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series is used to select stars that allow an accurate determination of spot rotation periods. A simple two-spot model is applied together with a Bayesian Information Criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty are obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain (hereafter MCMC) approach. We apply our method to the Sun and eight other stars for which previous spot modelling has been performed to compare our results with previous ones. The selected stars are of spectral type F, G and K. Among the main results of this work, We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite to a successful measurement of differential rotation through spot modelling. For a proper MCMC analysis, it is necessary to take into account the strong correlations among different parameters that exists in spot modelling. For the planethosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation. We confirm that the Sun as a star in the optical passband is not suitable for a measurement of the differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison with more sophisticated procedures used until now in the study of stellar differential rotation

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Planning accelerated life tests under Exponentiated-Weibull-Arrhenius model

Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa

Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data.

Modelos lineares generalizados bayesianos para dados longitudinais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Self-Assembly of Poly(4-vynil-N-alkylpyridinium) Bromide onto Silica: Effect of Side-Chain Length on Structural Aspects at a Molecular Level

Self-assembly of poly(4-vynil-N-alkyl)pyridinium bromide with alkyl side chains of 2, 5, 7, 10, or 16 carbons from ethanolic solutions onto flat silica surfaces was studied by means of ellipsometry, atomic force microscopy (AFM), contact angle measurements, and sum-frequency generation (SFG) vibrational spectroscopy in the CH3 and CH2 stretch region. Ab initio quantum-chemical calculations on the N-alkylpyridinium side-group with restricted Hartree-Fock (RHF) method and 6-311G (d,p) basis set were C one to estimate the charge distribution along the pyridinium ring and the alkyl side-chain. SFG results showed that longer side chains promote the disorientation of the alkyl groups at the surface, corroborating with the contact angle values. AFM images revealed film homogeneity, regardless the alkyl side group. However, after 24 h contact with water, ringlike structures appeared on the film surfaces, when the polycation alkyl side chain had 7 or less carbons, and as the alkyl chain increased to 10 or 16 carbons, the films dewetted because the hydrophobic interactions prevailed over the electrostatic interactions between the pyridinium charged groups and the negatively charged SiO2 surface. Under acid conditions (HCl 0.1 mol.L-1), the film mean thickness values decreased up to 50% of original values when the alkyl side chains were ethyl or pentyl groups due to ion-pair disruption, but for longer groups they remained unchanged. Quantum-chemical optimization and Mulliken electron population showed that (i) from C2 to C15 the positive charge at the headgroup (HG) decreased 0.025, while the charge at combined HG + alpha-CH2 increased 0.037; and (ii) for C6 or longer, the alkyl side group presents a tilt in the geometry, moving away from the plane. Such effects summed up over the whole polymer chain give support to suggest that when the side chains are longer than 7 carbons, the hydrophobic interaction decreases film stability and increases acid resistance.

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

A molecular dynamics study of the influence of chain branching on the properties of polymer systems

Die vorliegende Arbeit beschäftigt sich mit dem Einfluß von Kettenverzweigungen unterschiedlicher Topologien auf die statischen Eigenschaften von Polymeren. Diese Untersuchungen werden mit Hilfe von Monte-Carlo- und Molekular-Dynamik-Simulationen durchgeführt.Zunächst werden einige theoretische Konzepte und Modelle eingeführt, welche die Beschreibung von Polymerketten auf mesoskopischen Längenskalen gestatten. Es werden wichtige Bestimmungsgrößen eingeführt und erläutert, welche zur quantitativen Charakterisierung von Verzweigungsstrukturen bei Polymeren geeignet sind. Es wird ebenso auf die verwendeten Optimierungstechniken eingegangen, die bei der Implementierung des Computerprogrammes Verwendung fanden. Untersucht werden neben linearen Polymerketten unterschiedliche Topolgien -Sternpolymere mit variabler Armzahl, Übergang von Sternpolymeren zu linearen Polymeren, Ketten mit variabler Zahl von Seitenketten, reguläre Dendrimere und hyperverzweigte Strukturen - in Abhängigkeit von der Lösungsmittelqualität. Es wird zunächst eine gründliche Analyse des verwendeten Simulationsmodells an sehr langen linearen Einzelketten vorgenommen. Die Skalierungseigenschaften der linearen Ketten werden untersucht in dem gesamten Lösungsmittelbereich vom guten Lösungsmittel bis hin zu weitgehend kollabierten Ketten im schlechten Lösungsmittel. Ein wichtiges Ergebnis dieser Arbeit ist die Bestätigung der Korrekturen zum Skalenverhalten des hydrodynamischen Radius Rh. Dieses Ergebnis war möglich aufgrund der großen gewählten Kettenlängen und der hohen Qualität der erhaltenen Daten in dieser Arbeit, insbesondere bei den linearen ketten, und es steht im Widerspruch zu vielen bisherigen Simulations-Studien und experimentellen Arbeiten. Diese Korrekturen zum Skalenverhalten wurden nicht nur für die linearen Ketten, sondern auch für Sternpolymere mit unterchiedlicher Armzahl gezeigt. Für lineare Ketten wird der Einfluß von Polydispersität untersucht.Es wird gezeigt, daß eine eindeutige Abbildung von Längenskalen zwischen Simulationsmodell und Experiment nicht möglich ist, da die zu diesem Zweck verwendete dimensionslose Größe eine zu schwache Abhängigkeit von der Polymerisation der Ketten besitzt. Ein Vergleich von Simulationsdaten mit industriellem Low-Density-Polyäthylen(LDPE) zeigt, daß LDPE in Form von stark verzweigten Ketten vorliegt.Für reguläre Dendrimere konnte ein hochgradiges Zurückfalten der Arme in die innere Kernregion nachgewiesen werden.

A Bayesian changepoint analysis on spatio-temporal point processes

Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

Statistical Numerical Methods for Eigenvalue Problem. Parallel Implementation

MSC subject classification: 65C05, 65U05.

Angular momentum of S0 galaxies

The aim of this thesis is to study the angular momentum of a sample of S0 galaxies. In the quest to understand whether the formation of S0 galaxies is more closely linked to that of ellipticals or that of spirals, our goal is to compare the amount of their specific angular momentum as a function of stellar mass with respect to spirals. Through kinematic comparison between these different classes of galaxies we aim to understand if a scenario of passive evolution, in which the galaxy’s gas is consumed and the star formation is quenched, can be considered as plausible mechanism to explain the transformation from spirals to S0s. In order to derive the structural and photometric parameters of galaxy sub-components we performed a bulge-disc decomposition of optical images using GALFIT. The stellar kinematic of the galaxies was measured using integral field spectroscopic data from CALIFA survey. The development of new original software, based on a Monte Carlo Markov Chain algorithm, allowed us to obtain the values of the line of sight velocity and velocity dispersion of disc and bulge components. The result that we obtained is that S0 discs have a distribution of stellar specific angular momentum that is in full agreement with that of spiral discs, so the mechanism of simple fading can be considered as one of the most important for transformation from spirals to S0s.