Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

Covariance functions for body weight from birth to maturity in Nellore cows

The objective of this study was to estimate (co)variance functions using random regression models on Legendre polynomials for the analysis of repeated measures of BW from birth to adult age. A total of 82,064 records from 8,145 females were analyzed. Different models were compared. The models included additive direct and maternal effects, and animal and maternal permanent environmental effects as random terms. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of animal age (cubic regression) were considered as random co-variables. Eight models with polynomials of third to sixth order were used to describe additive direct and maternal effects, and animal and maternal permanent environmental effects. Residual effects were modeled using 1 (i.e., assuming homogeneity of variances across all ages) or 5 age classes. The model with 5 classes was the best to describe the trajectory of residuals along the growth curve. The model including fourth- and sixth-order polynomials for additive direct and animal permanent environmental effects, respectively, and third-order polynomials for maternal genetic and maternal permanent environmental effects were the best. Estimates of (co) variance obtained with the multi-trait and random regression models were similar. Direct heritability estimates obtained with the random regression models followed a trend similar to that obtained with the multi-trait model. The largest estimates of maternal heritability were those of BW taken close to 240 d of age. In general, estimates of correlation between BW from birth to 8 yr of age decreased with increasing distance between ages.

Orthogonal models, structure crossing, nesting and inference

We intend to study the algebraic structure of the simple orthogonal models to use them, through binary operations as building blocks in the construction of more complex orthogonal models. We start by presenting some matrix results considering Commutative Jordan Algebras of symmetric matrices, CJAs. Next, we use these results to study the algebraic structure of orthogonal models, obtained by crossing and nesting simpler ones. Then, we study the normal models with OBS, which can also be orthogonal models. We intend to study normal models with OBS (Orthogonal Block Structure), NOBS (Normal Orthogonal Block Structure), obtaining condition for having complete and suffcient statistics, having UMVUE, is unbiased estimators with minimal covariance matrices whatever the variance components. Lastly, see ([Pereira et al. (2014)]), we study the algebraic structure of orthogonal models, mixed models whose variance covariance matrices are all positive semi definite, linear combinations of known orthogonal pairwise orthogonal projection matrices, OPOPM, and whose least square estimators, LSE, of estimable vectors are best linear unbiased estimator, BLUE, whatever the variance components, so they are uniformly BLUE, UBLUE. From the results of the algebraic structure we will get explicit expressions for the LSE of these models.

Improved estimation of the covariance matrix of stock returns with an application to portofolio selection

This paper proposes to estimate the covariance matrix of stock returnsby an optimally weighted average of two existing estimators: the samplecovariance matrix and single-index covariance matrix. This method isgenerally known as shrinkage, and it is standard in decision theory andin empirical Bayesian statistics. Our shrinkage estimator can be seenas a way to account for extra-market covariance without having to specifyan arbitrary multi-factor structure. For NYSE and AMEX stock returns from1972 to 1995, it can be used to select portfolios with significantly lowerout-of-sample variance than a set of existing estimators, includingmulti-factor models.

Structural macro factors and the affine term structure of interest rates

This work consists of three essays investigating the ability of structural macroeconomic models to price zero coupon U.S. government bonds. 1. A small scale 3 factor DSGE model implying constant term premium is able to provide reasonable a fit for the term structure only at the expense of the persistence parameters of the structural shocks. The test of the structural model against one that has constant but unrestricted prices of risk parameters shows that the exogenous prices of risk-model is only weakly preferred. We provide an MLE based variance-covariance matrix of the Metropolis Proposal Density that improves convergence speeds in MCMC chains. 2. Affine in observable macro-variables, prices of risk specification is excessively flexible and provides term-structure fit without significantly altering the structural parameters. The exogenous component of the SDF is separating the macro part of the model from the term structure and the good term structure fit has as a driving force an extremely volatile SDF and an implied average short rate that is inexplicable. We conclude that the no arbitrage restrictions do not suffice to temper the SDF, thus there is need for more restrictions. We introduce a penalty-function methodology that proves useful in showing that affine prices of risk specifications are able to reconcile stable macro-dynamics with good term structure fit and a plausible SDF. 3. The level factor is reproduced most importantly by the preference shock to which it is strongly and positively related but technology and monetary shocks, with negative loadings, are also contributing to its replication. The slope factor is only related to the monetary policy shocks and it is poorly explained. We find that there are gains in in- and out-of-sample forecast of consumption and inflation if term structure information is used in a time varying hybrid prices of risk setting. In-sample yield forecast are better in models with non-stationary shocks for the period 1982-1988. After this period, time varying market price of risk models provide better in-sample forecasts. For the period 2005-2008, out of sample forecast of consumption and inflation are better if term structure information is incorporated in the DSGE model but yields are better forecasted by a pure macro DSGE model.

Quantification de la relation séquence-activité de l’ARN par prédiction de structure tridimensionnelle

Dans un premier temps, nous avons modélisé la structure d’une famille d’ARN avec une grammaire de graphes afin d’identifier les séquences qui en font partie. Plusieurs autres méthodes de modélisation ont été développées, telles que des grammaires stochastiques hors-contexte, des modèles de covariance, des profils de structures secondaires et des réseaux de contraintes. Ces méthodes de modélisation se basent sur la structure secondaire classique comparativement à nos grammaires de graphes qui se basent sur les motifs cycliques de nucléotides. Pour exemplifier notre modèle, nous avons utilisé la boucle E du ribosome qui contient le motif Sarcin-Ricin qui a été largement étudié depuis sa découverte par cristallographie aux rayons X au début des années 90. Nous avons construit une grammaire de graphes pour la structure du motif Sarcin-Ricin et avons dérivé toutes les séquences qui peuvent s’y replier. La pertinence biologique de ces séquences a été confirmée par une comparaison des séquences d’un alignement de plus de 800 séquences ribosomiques bactériennes. Cette comparaison a soulevée des alignements alternatifs pour quelques unes des séquences que nous avons supportés par des prédictions de structures secondaires et tertiaires. Les motifs cycliques de nucléotides ont été observés par les membres de notre laboratoire dans l'ARN dont la structure tertiaire a été résolue expérimentalement. Une étude des séquences et des structures tertiaires de chaque cycle composant la structure du Sarcin-Ricin a révélé que l'espace des séquences dépend grandement des interactions entre tous les nucléotides à proximité dans l’espace tridimensionnel, c’est-à-dire pas uniquement entre deux paires de bases adjacentes. Le nombre de séquences générées par la grammaire de graphes est plus petit que ceux des méthodes basées sur la structure secondaire classique. Cela suggère l’importance du contexte pour la relation entre la séquence et la structure, d’où l’utilisation d’une grammaire de graphes contextuelle plus expressive que les grammaires hors-contexte. Les grammaires de graphes que nous avons développées ne tiennent compte que de la structure tertiaire et négligent les interactions de groupes chimiques spécifiques avec des éléments extra-moléculaires, comme d’autres macromolécules ou ligands. Dans un deuxième temps et pour tenir compte de ces interactions, nous avons développé un modèle qui tient compte de la position des groupes chimiques à la surface des structures tertiaires. L’hypothèse étant que les groupes chimiques à des positions conservées dans des séquences prédéterminées actives, qui sont déplacés dans des séquences inactives pour une fonction précise, ont de plus grandes chances d’être impliqués dans des interactions avec des facteurs. En poursuivant avec l’exemple de la boucle E, nous avons cherché les groupes de cette boucle qui pourraient être impliqués dans des interactions avec des facteurs d'élongation. Une fois les groupes identifiés, on peut prédire par modélisation tridimensionnelle les séquences qui positionnent correctement ces groupes dans leurs structures tertiaires. Il existe quelques modèles pour adresser ce problème, telles que des descripteurs de molécules, des matrices d’adjacences de nucléotides et ceux basé sur la thermodynamique. Cependant, tous ces modèles utilisent une représentation trop simplifiée de la structure d’ARN, ce qui limite leur applicabilité. Nous avons appliqué notre modèle sur les structures tertiaires d’un ensemble de variants d’une séquence d’une instance du Sarcin-Ricin d’un ribosome bactérien. L’équipe de Wool à l’université de Chicago a déjà étudié cette instance expérimentalement en testant la viabilité de 12 variants. Ils ont déterminé 4 variants viables et 8 létaux. Nous avons utilisé cet ensemble de 12 séquences pour l’entraînement de notre modèle et nous avons déterminé un ensemble de propriétés essentielles à leur fonction biologique. Pour chaque variant de l’ensemble d’entraînement nous avons construit des modèles de structures tertiaires. Nous avons ensuite mesuré les charges partielles des atomes exposés sur la surface et encodé cette information dans des vecteurs. Nous avons utilisé l’analyse des composantes principales pour transformer les vecteurs en un ensemble de variables non corrélées, qu’on appelle les composantes principales. En utilisant la distance Euclidienne pondérée et l’algorithme du plus proche voisin, nous avons appliqué la technique du « Leave-One-Out Cross-Validation » pour choisir les meilleurs paramètres pour prédire l’activité d’une nouvelle séquence en la faisant correspondre à ces composantes principales. Finalement, nous avons confirmé le pouvoir prédictif du modèle à l’aide d’un nouvel ensemble de 8 variants dont la viabilité à été vérifiée expérimentalement dans notre laboratoire. En conclusion, les grammaires de graphes permettent de modéliser la relation entre la séquence et la structure d’un élément structural d’ARN, comme la boucle E contenant le motif Sarcin-Ricin du ribosome. Les applications vont de la correction à l’aide à l'alignement de séquences jusqu’au design de séquences ayant une structure prédéterminée. Nous avons également développé un modèle pour tenir compte des interactions spécifiques liées à une fonction biologique donnée, soit avec des facteurs environnants. Notre modèle est basé sur la conservation de l'exposition des groupes chimiques qui sont impliqués dans ces interactions. Ce modèle nous a permis de prédire l’activité biologique d’un ensemble de variants de la boucle E du ribosome qui se lie à des facteurs d'élongation.

Infrared and millimetre-wave scintillometry in the suburban environment – Part 1: Structure parameters

Scintillometry, a form of ground-based remote sensing, provides the capability to estimate surface heat fluxes over scales of a few hundred metres to kilometres. Measurements are spatial averages, making this technique particularly valuable over areas with moderate heterogeneity such as mixed agricultural or urban environments. In this study, we present the structure parameters of temperature and humidity, which can be related to the sensible and latent heat fluxes through similarity theory, for a suburban area in the UK. The fluxes are provided in the second paper of this two-part series. A millimetre-wave scintillometer was combined with an infrared scintillometer along a 5.5 km path over northern Swindon. The pairing of these two wavelengths offers sensitivity to both temperature and humidity fluctuations, and the correlation between wavelengths is also used to retrieve the path-averaged temperature–humidity correlation. Comparison is made with structure parameters calculated from an eddy covariance station located close to the centre of the scintillometer path. The performance of the measurement techniques under different conditions is discussed. Similar behaviour is seen between the two data sets at sub-daily timescales. For the two summer-to-winter periods presented here, similar evolution is displayed across the seasons. A higher vegetation fraction within the scintillometer source area is consistent with the lower Bowen ratio observed (midday Bowen ratio < 1) compared with more built-up areas around the eddy covariance station. The energy partitioning is further explored in the companion paper.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Electromagnetic structure and weak decay of meson K in a light-front QCD-inspired model

The kaon electromagnetic (e.m.) form factor is reviewed considering a light-front constituent quark model. In this approach, it is discussed the relevance of the quark-antiquark pair terms for the full covariance of the e.m. current. It is also verified, by considering a QCD dynamical model, that a good agreement with experimental data can be obtained for the kaon weak decay constant once a probability of about 80% of the valence component is taken into account.

Covariance for electromagnetic current for two bosons at higher order in the light front

We show that the electromagnetic current for a system composed by two charged bosons has a structure of many bodies even in the impulse approximation, when described in the time x +. In terms of the two body component for the bound state, the current contains two body operators. We discuss the process of pair creation by the photon and interpret it as a zero mode contribution to the current and its consequences for the components of currents in the light front. © 2010 American Institute of Physics.

A Thalamic-Fronto-Parietal Structural Covariance Network Emerging in the Course of Recovery from Hand Paresis after Ischemic Stroke.

AIM To describe structural covariance networks of gray matter volume (GMV) change in 28 patients with first-ever stroke to the primary sensorimotor cortices, and to investigate their relationship to hand function recovery and local GMV change. METHODS Tensor-based morphometry maps derived from high-resolution structural images were subject to principal component analyses to identify the networks. We calculated correlations between network expression and local GMV change, sensorimotor hand function and lesion volume. To verify which of the structural covariance networks of GMV change have a significant relationship to hand function, we performed an additional multivariate regression approach. RESULTS Expression of the second network, explaining 9.1% of variance, correlated with GMV increase in the medio-dorsal (md) thalamus and hand motor skill. Patients with positive expression coefficients were distinguished by significantly higher GMV increase of this structure during stroke recovery. Significant nodes of this network were located in md thalamus, dorsolateral prefrontal cortex, and higher order sensorimotor cortices. Parameter of hand function had a unique relationship to the network and depended on an interaction between network expression and lesion volume. Inversely, network expression is limited in patients with large lesion volumes. CONCLUSION Chronic phase of sensorimotor cortical stroke has been characterized by a large scale co-varying structural network in the ipsilesional hemisphere associated specifically with sensorimotor hand skill. Its expression is related to GMV increase of md thalamus, one constituent of the network, and correlated with the cortico-striato-thalamic loop involved in control of motor execution and higher order sensorimotor cortices. A close relation between expression of this network with degree of recovery might indicate reduced compensatory resources in the impaired subgroup.

Mean dynamic topography and oceanographic parameters estimated from an inverse model and satellite geodesy, with link to model result in one single NetCDF file (392 MB), including the inverse data error covariance

Geostrophic surface velocities can be derived from the gradients of the mean dynamic topography-the difference between the mean sea surface and the geoid. Therefore, independently observed mean dynamic topography data are valuable input parameters and constraints for ocean circulation models. For a successful fit to observational dynamic topography data, not only the mean dynamic topography on the particular ocean model grid is required, but also information about its inverse covariance matrix. The calculation of the mean dynamic topography from satellite-based gravity field models and altimetric sea surface height measurements, however, is not straightforward. For this purpose, we previously developed an integrated approach to combining these two different observation groups in a consistent way without using the common filter approaches (Becker et al. in J Geodyn 59(60):99-110, 2012, doi:10.1016/j.jog.2011.07.0069; Becker in Konsistente Kombination von Schwerefeld, Altimetrie und hydrographischen Daten zur Modellierung der dynamischen Ozeantopographie, 2012, http://nbn-resolving.de/nbn:de:hbz:5n-29199). Within this combination method, the full spectral range of the observations is considered. Further, it allows the direct determination of the normal equations (i.e., the inverse of the error covariance matrix) of the mean dynamic topography on arbitrary grids, which is one of the requirements for ocean data assimilation. In this paper, we report progress through selection and improved processing of altimetric data sets. We focus on the preprocessing steps of along-track altimetry data from Jason-1 and Envisat to obtain a mean sea surface profile. During this procedure, a rigorous variance propagation is accomplished, so that, for the first time, the full covariance matrix of the mean sea surface is available. The combination of the mean profile and a combined GRACE/GOCE gravity field model yields a mean dynamic topography model for the North Atlantic Ocean that is characterized by a defined set of assumptions. We show that including the geodetically derived mean dynamic topography with the full error structure in a 3D stationary inverse ocean model improves modeled oceanographic features over previous estimates.

Hurricane disturbance and recovery of energy balance, CO2 fluxes and canopy structure in a mangrove forest of the Florida Everglades

Eddy covariance (EC) estimates of carbon dioxide (CO2) fluxes and energy balance are examined to investigate the functional responses of a mature mangrove forest to a disturbance generated by Hurricane Wilma on October 24, 2005 in the Florida Everglades. At the EC site, high winds from the hurricane caused nearly 100% defoliation in the upper canopy and widespread tree mortality. Soil temperatures down to -50 cm increased, and air temperature lapse rates within the forest canopy switched from statically stable to statically unstable conditions following the disturbance. Unstable conditions allowed more efficient transport of water vapor and CO2 from the surface up to the upper canopy layer. Significant increases in latent heat fluxes (LE) and nighttime net ecosystem exchange (NEE) were also observed and sensible heat fluxes (H) as a proportion of net radiation decreased significantly in response to the disturbance. Many of these impacts persisted through much of the study period through 2009. However, local albedo and MODIS (Moderate Resolution Imaging Spectro-radiometer) data (the Enhanced Vegetation Index) indicated a substantial proportion of active leaf area recovered before the EC measurements began 1 year after the storm. Observed changes in the vertical distribution and the degree of clumping in newly emerged leaves may have affected the energy balance. Direct comparisons of daytime NEE values from before the storm and after our measurements resumed did not show substantial or consistent differences that could be attributed to the disturbance. Regression analyses on seasonal time scales were required to differentiate the storm's impact on monthly average daytime NEE from the changes caused by interannual variability in other environmental drivers. The effects of the storm were apparent on annual time scales, and CO2 uptake remained approximately 250 g C m-2 yr-1 lower in 2009 compared to the average annual values measured in 2004-2005. Dry season CO2 uptake was relatively more affected by the disturbance than wet season values. Complex leaf regeneration dynamics on damaged trees during ecosystem recovery are hypothesized to lead to the variable dry versus wet season impacts on daytime NEE. In contrast, nighttime CO2 release (i.e., nighttime respiration) was consistently and significantly greater, possibly as a result of the enhanced decomposition of litter and coarse woody debris generated by the storm, and this effect was most apparent in the wet seasons compared to the dry seasons. The largest pre- and post-storm differences in NEE coincided roughly with the delayed peak in cumulative mortality of stems in 2007-2008. Across the hurricane-impacted region, cumulative tree mortality rates were also closely correlated with declines in peat surface elevation. Mangrove forest-atmosphere interactions are interpreted with respect to the damage and recovery of stand dynamics and soil accretion processes following the hurricane.

Modeling Light Use Efficiency in a Subtropical Mangrove Forest Equipped with CO2 Eddy Covariance °C

Despite the importance of mangrove ecosystems in the global carbon budget, the relationships between environmental drivers and carbon dynamics in these forests remain poorly understood. This limited understanding is partly a result of the challenges associated with in situ flux studies. Tower-based CO2 eddy covariance (EC) systems are installed in only a few mangrove forests worldwide, and the longest EC record from the Florida Everglades contains less than 9 years of observations. A primary goal of the present study was to develop a methodology to estimate canopy-scale photosynthetic light use efficiency in this forest. These tower-based observations represent a basis for associating CO2 fluxes with canopy light use properties, and thus provide the means for utilizing satellite-based reflectance data for larger scale investigations. We present a model for mangrove canopy light use efficiency utilizing the enhanced green vegetation index (EVI) derived from the Moderate Resolution Imaging Spectroradiometer (MODIS) that is capable of predicting changes in mangrove forest CO2 fluxes caused by a hurricane disturbance and changes in regional environmental conditions, including temperature and salinity. Model parameters are solved for in a Bayesian framework. The model structure requires estimates of ecosystem respiration (RE), and we present the first ever tower-based estimates of mangrove forest RE derived from nighttime CO2 fluxes. Our investigation is also the first to show the effects of salinity on mangrove forest CO2 uptake, which declines 5% per each 10 parts per thousand (ppt) increase in salinity. Light use efficiency in this forest declines with increasing daily photosynthetic active radiation, which is an important departure from the assumption of constant light use efficiency typically applied in satellite-driven models. The model developed here provides a framework for estimating CO2 uptake by these forests from reflectance data and information about environmental conditions.

Changes In Chromatin Structure In Nih 3t3 Cells Induced By Valproic Acid And Trichostatin A.

Valproic acid (VPA) and trichostatin A (TSA) are known histone deacetylase inhibitors (HDACIs) with epigenetic activity that affect chromatin supra-organization, nuclear architecture, and cellular proliferation, particularly in tumor cells. In this study, chromatin remodeling with effects extending to heterochromatic areas was investigated by image analysis in non-transformed NIH 3T3 cells treated for different periods with different doses of VPA and TSA under conditions that indicated no loss of cell viability. Image analysis revealed chromatin decondensation that affected not only euchromatin but also heterochromatin, concomitant with a decreased activity of histone deacetylases and a general increase in histone H3 acetylation. Heterochromatin protein 1-α (HP1-α), identified immunocytochemically, was depleted from the pericentromeric heterochromatin following exposure to both HDACIs. Drastic changes affecting cell proliferation and micronucleation but not alteration in CCND2 expression and in ratios of Bcl-2/Bax expression and cell death occurred following a 48-h exposure of the NIH 3T3 cells particularly in response to higher doses of VPA. Our results demonstrated that even low doses of VPA (0.05 mM) and TSA (10 ng/ml) treatments for 1 h can affect chromatin structure, including that of the heterochromatin areas, in non-transformed cells. HP1-α depletion, probably related to histone demethylation at H3K9me3, in addition to the effect of VPA and TSA on histone H3 acetylation, is induced on NIH 3T3 cells. Despite these facts, alterations in cell proliferation and micronucleation, possibly depending on mitotic spindle defects, require a longer exposure to higher doses of VPA and TSA.