Management interventions in dairy herds: exploring within herd uncertainty using an integrated Bayesian model

Knowledge of the efficacy of an intervention for disease control on an individual farm is essential to make good decisions on preventive healthcare, but the uncertainty in outcome associated with undertaking a specific control strategy has rarely been considered in veterinary medicine. The purpose of this research was to explore the uncertainty in change in disease incidence and financial benefit that could occur on different farms, when two effective farm management interventions are undertaken. Bovine mastitis was used as an example disease and the research was conducted using data from an intervention study as prior information within an integrated Bayesian simulation model. Predictions were made of the reduction in clinical mastitis within 30 days of calving on 52 farms, attributable to the application of two herd interventions previously reported as effective; rotation of dry cow pasture and differential dry cow therapy. Results indicated that there were important degrees of uncertainty in the predicted reduction in clinical mastitis for individual farms when either intervention was undertaken; the magnitude of the 95% credible intervals for reduced clinical mastitis incidence were substantial and of clinical relevance. The large uncertainty associated with the predicted reduction in clinical mastitis attributable to the interventions resulted in important variability in possible financial outcomes for each farm. The uncertainty in outcome associated with farm control measures illustrates the difficulty facing a veterinary clinician when making an on-farm decision and highlights the importance of iterative herd health procedures (continual evaluation, reassessment and adjusted interventions) to optimise health in an individual herd.

Using a Bayesian model for estimating air borne infection risks: Fusarium head blight.

2016

Using a bayesian model for estimating air borne infection risks: wheat blast.

2016

Model selection and the vectorial misspecification-resistant information criterion in multivariate time series

The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.

Modulation of effective connectivity during emotional processing by Delta(9)-tetrahydrocannabinol and cannabidiol

Cannabis sativa, the most widely used illicit drug, has profound effects on levels of anxiety in animals and humans. Although recent studies have helped provide a better understanding of the neurofunctional correlates of these effects, indicating the involvement of the amygdala and cingulate cortex, their reciprocal influence is still mostly unknown. In this study dynamic causal modelling (DCM) and Bayesian model selection (BMS) were used to explore the effects of pure compounds of C. sativa [600 mg of cannabidiol (CBD) and 10 mg Delta(9)-tetrahydrocannabinol (Delta(9)-THC)] on prefrontal-subcortical effective connectivity in 15 healthy subjects who underwent a double-blind randomized, placebo-controlled fMRI paradigm while viewing faces which elicited different levels of anxiety. In the placebo condition, BMS identified a model with driving inputs entering via the anterior cingulate and forward intrinsic connectivity between the amygdala and the anterior cingulate as the best fit. CBD but not Delta(9)-THC disrupted forward connectivity between these regions during the neural response to fearful faces. This is the first study to show that the disruption of prefrontal-subocrtical connectivity by CBD may represent neurophysiological correlates of its anxiolytic properties.

Using Helix-coil Models to Study Protein Unfolded States

An abstract of a thesis devoted to using helix-coil models to study unfolded states.\\

Research on polypeptide unfolded states has received much more attention in the last decade or so than it has in the past. Unfolded states are thought to be implicated in various

misfolding diseases and likely play crucial roles in protein folding equilibria and folding rates. Structural characterization of unfolded states has proven to be

much more difficult than the now well established practice of determining the structures of folded proteins. This is largely because many core assumptions underlying

folded structure determination methods are invalid for unfolded states. This has led to a dearth of knowledge concerning the nature of unfolded state conformational

distributions. While many aspects of unfolded state structure are not well known, there does exist a significant body of work stretching back half a century that

has been focused on structural characterization of marginally stable polypeptide systems. This body of work represents an extensive collection of experimental

data and biophysical models associated with describing helix-coil equilibria in polypeptide systems. Much of the work on unfolded states in the last decade has not been devoted

specifically to the improvement of our understanding of helix-coil equilibria, which arguably is the most well characterized of the various conformational equilibria

that likely contribute to unfolded state conformational distributions. This thesis seeks to provide a deeper investigation of helix-coil equilibria using modern

statistical data analysis and biophysical modeling techniques. The studies contained within seek to provide deeper insights and new perspectives on what we presumably

know very well about protein unfolded states. \\

Chapter 1 gives an overview of recent and historical work on studying protein unfolded states. The study of helix-coil equilibria is placed in the context

of the general field of unfolded state research and the basics of helix-coil models are introduced.\\

Chapter 2 introduces the newest incarnation of a sophisticated helix-coil model. State of the art modern statistical techniques are employed to estimate the energies

of various physical interactions that serve to influence helix-coil equilibria. A new Bayesian model selection approach is utilized to test many long-standing

hypotheses concerning the physical nature of the helix-coil transition. Some assumptions made in previous models are shown to be invalid and the new model

exhibits greatly improved predictive performance relative to its predecessor. \\

Chapter 3 introduces a new statistical model that can be used to interpret amide exchange measurements. As amide exchange can serve as a probe for residue-specific

properties of helix-coil ensembles, the new model provides a novel and robust method to use these types of measurements to characterize helix-coil ensembles experimentally

and test the position-specific predictions of helix-coil models. The statistical model is shown to perform exceedingly better than the most commonly used

method for interpreting amide exchange data. The estimates of the model obtained from amide exchange measurements on an example helical peptide

also show a remarkable consistency with the predictions of the helix-coil model. \\

Chapter 4 involves a study of helix-coil ensembles through the enumeration of helix-coil configurations. Aside from providing new insights into helix-coil ensembles,

this chapter also introduces a new method by which helix-coil models can be extended to calculate new types of observables. Future work on this approach could potentially

allow helix-coil models to move into use domains that were previously inaccessible and reserved for other types of unfolded state models that were introduced in chapter 1.

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with a single unrestricted model and either do model selection or model averaging in an automatic and computationally efficient manner. We apply our methods to a large UK macroeconomic model.

A flexible model for survival data with a cure rate: a Bayesian approach

In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov chain Monte Carlo (MCMC) methods. We also present some discussion on model selection and an illustration with a real dataset.

Bayesian binary regression model: an application to in-hospital death after AMI prediction

Um modelo bayesiano de regressão binária é desenvolvido para predizer óbito hospitalar em pacientes acometidos por infarto agudo do miocárdio. Métodos de Monte Carlo via Cadeias de Markov (MCMC) são usados para fazer inferência e validação. Uma estratégia para construção de modelos, baseada no uso do fator de Bayes, é proposta e aspectos de validação são extensivamente discutidos neste artigo, incluindo a distribuição a posteriori para o índice de concordância e análise de resíduos. A determinação de fatores de risco, baseados em variáveis disponíveis na chegada do paciente ao hospital, é muito importante para a tomada de decisão sobre o curso do tratamento. O modelo identificado se revela fortemente confiável e acurado, com uma taxa de classificação correta de 88% e um índice de concordância de 83%.

The FGM bivariate lifetime copula model: a bayesian approach

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

A Bayesian analysis of the Conway-Maxwell-Poisson cure rate model

The purpose of this paper is to develop a Bayesian analysis for the right-censored survival data when immune or cured individuals may be present in the population from which the data is taken. In our approach the number of competing causes of the event of interest follows the Conway-Maxwell-Poisson distribution which generalizes the Poisson distribution. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the proposed model. Also, some discussions on the model selection and an illustration with a real data set are considered.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

Context tree selection: A unifying view

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.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Model Uncertainty in Panel Vector Autoregressive Models.

We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities across cross-sectional units. The resulting BMA framework can find a parsimonious PVAR specification, thus dealing with overparameterization concerns. We use these methods in an application involving the euro area sovereign debt crisis and show that our methods perform better than alternatives. Our findings contradict a simple view of the sovereign debt crisis which divides the euro zone into groups of core and peripheral countries and worries about financial contagion within the latter group.