Lognormal and gamma mixed negative binomial regression

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a log-normal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples. Copyright 2012 by the author(s)/owner(s).

Do debit cards increase household spending? Evidence from a semiparametric causal analysis of a survey

© Institute of Mathematical Statistics, 2014.Motivated by recent findings in the field of consumer science, this paper evaluates the causal effect of debit cards on household consumption using population-based data from the Italy Survey on Household Income and Wealth (SHIW). Within the Rubin Causal Model, we focus on the estimand of population average treatment effect for the treated (PATT). We consider three existing estimators, based on regression, mixed matching and regression, propensity score weighting, and propose a new doubly-robust estimator. Semiparametric specification based on power series for the potential outcomes and the propensity score is adopted. Cross-validation is used to select the order of the power series. We conduct a simulation study to compare the performance of the estimators. The key assumptions, overlap and unconfoundedness, are systematically assessed and validated in the application. Our empirical results suggest statistically significant positive effects of debit cards on the monthly household spending in Italy.

The evolutionary history of ferns inferred from 25 low-copy nuclear genes.

UNLABELLED: • PREMISE OF THE STUDY: Understanding fern (monilophyte) phylogeny and its evolutionary timescale is critical for broad investigations of the evolution of land plants, and for providing the point of comparison necessary for studying the evolution of the fern sister group, seed plants. Molecular phylogenetic investigations have revolutionized our understanding of fern phylogeny, however, to date, these studies have relied almost exclusively on plastid data.• METHODS: Here we take a curated phylogenomics approach to infer the first broad fern phylogeny from multiple nuclear loci, by combining broad taxon sampling (73 ferns and 12 outgroup species) with focused character sampling (25 loci comprising 35877 bp), along with rigorous alignment, orthology inference and model selection.• KEY RESULTS: Our phylogeny corroborates some earlier inferences and provides novel insights; in particular, we find strong support for Equisetales as sister to the rest of ferns, Marattiales as sister to leptosporangiate ferns, and Dennstaedtiaceae as sister to the eupolypods. Our divergence-time analyses reveal that divergences among the extant fern orders all occurred prior to ∼200 MYA. Finally, our species-tree inferences are congruent with analyses of concatenated data, but generally with lower support. Those cases where species-tree support values are higher than expected involve relationships that have been supported by smaller plastid datasets, suggesting that deep coalescence may be reducing support from the concatenated nuclear data.• CONCLUSIONS: Our study demonstrates the utility of a curated phylogenomics approach to inferring fern phylogeny, and highlights the need to consider underlying data characteristics, along with data quantity, in phylogenetic studies.

Evaluating marker-guided treatment selection strategies

© 2014, The International Biometric Society.A potential venue to improve healthcare efficiency is to effectively tailor individualized treatment strategies by incorporating patient level predictor information such as environmental exposure, biological, and genetic marker measurements. Many useful statistical methods for deriving individualized treatment rules (ITR) have become available in recent years. Prior to adopting any ITR in clinical practice, it is crucial to evaluate its value in improving patient outcomes. Existing methods for quantifying such values mainly consider either a single marker or semi-parametric methods that are subject to bias under model misspecification. In this article, we consider a general setting with multiple markers and propose a two-step robust method to derive ITRs and evaluate their values. We also propose procedures for comparing different ITRs, which can be used to quantify the incremental value of new markers in improving treatment selection. While working models are used in step I to approximate optimal ITRs, we add a layer of calibration to guard against model misspecification and further assess the value of the ITR non-parametrically, which ensures the validity of the inference. To account for the sampling variability of the estimated rules and their corresponding values, we propose a resampling procedure to provide valid confidence intervals for the value functions as well as for the incremental value of new markers for treatment selection. Our proposals are examined through extensive simulation studies and illustrated with the data from a clinical trial that studies the effects of two drug combinations on HIV-1 infected patients.

Experimental measurement of preferences in health care using best-worst scaling (BWS): theoretical and statistical issues.

For optimal solutions in health care, decision makers inevitably must evaluate trade-offs, which call for multi-attribute valuation methods. Researchers have proposed using best-worst scaling (BWS) methods which seek to extract information from respondents by asking them to identify the best and worst items in each choice set. While a companion paper describes the different types of BWS, application and their advantages and downsides, this contribution expounds their relationships with microeconomic theory, which also have implications for statistical inference. This article devotes to the microeconomic foundations of preference measurement, also addressing issues such as scale invariance and scale heterogeneity. Furthermore the paper discusses the basics of preference measurement using rating, ranking and stated choice data in the light of the findings of the preceding section. Moreover the paper gives an introduction to the use of stated choice data and juxtaposes BWS with the microeconomic foundations.

Exploitation of symbolic information in interprocedural dependence analysis

The requirement for a very accurate dependence analysis to underpin software tools to aid the generation of efficient parallel implementations of scalar code is argued. The current status of dependence analysis is shown to be inadequate for the generation of efficient parallel code, causing too many conservative assumptions to be made. This paper summarises the limitations of conventional dependence analysis techniques, and then describes a series of extensions which enable the production of a much more accurate dependence graph. The extensions include analysis of symbolic variables, the development of a symbolic inequality disproof algorithm and its exploitation in a symbolic Banerjee inequality test; the use of inference engine proofs; the exploitation of exact dependence and dependence pre-domination attributes; interprocedural array analysis; conditional variable definition tracing; integer array tracing and division calculations. Analysis case studies on typical numerical code is shown to reduce the total dependencies estimated from conventional analysis by up to 50%. The techniques described in this paper have been embedded within a suite of tools, CAPTools, which combines analysis with user knowledge to produce efficient parallel implementations of numerical mesh based codes.

Some models for discretized series of events

A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.

Temporal management using relative time in knowledge-based process control

In this paper, a knowledge-based approach is proposed for the management of temporal information in process control. A common-sense theory of temporal constraints over processes/events, allowing relative temporal knowledge, is employed here as the temporal basis for the system. This theory supports duration reasoning and consistency checking, and accepts relative temporal knowledge which is in a form normally used by human operators. An architecture for process control is proposed which centres on an historical database consisting of events and processes, together with the qualitative temporal relationships between their occurrences. The dynamics of the system is expressed by means of three types of rule: database updating rules, process control rules, and data deletion rules. An example is provided in the form of a life scheduler, to illustrate the database and the rule sets. The example demonstrates the transitions of the database over time, and identifies the procedure in terms of a state transition model for the application. The dividing instant problem for logical inference is discussed with reference to this process control example, and it is shown how the temporal theory employed can be used to deal with the problem.

A qualitative temporal information system for process control

A general system is presented in this paper which supports the expression of relative temporal knowledge in process control and management. This system allows knowledge of Allen's temporal relations over time elements, which may be both intervals and points. The objectives and characteristics of two major temporal attributes, i.e. ‘transaction time’ and ‘valid time’, are described. A graphical representation for the temporal network is presented, and inference over the network may be made by means of a consistency checker in terms of the graphical representation. An illustrative example of the system as applied to process control and management is provided.

A knowledge-based system to represent spatial reasoning for fire modelling

This paper describes the architecture of the knowledge based system (KBS) component of Smartfire, a fire field modelling tool for use by members of the fire safety engineering community who are not expert in modelling techniques. The KBS captures the qualitative reasoning of an experienced modeller in the assessment of room geometries, so as to set up the important initial parameters of the problem. Fire modelling expertise is an example of geometric and spatial reasoning, which raises representational problems. The approach taken in this project is a qualitative representation of geometric room information based on Forbus’ concept of a metric diagram. This takes the form of a coarse grid, partitioning the domain in each of the three spatial dimensions. Inference over the representation is performed using a case-based reasoning (CBR) component. The CBR component stores example partitions with key set-up parameters; this paper concentrates on the key parameter of grid cell distribution.

Latitudinal phytoplankton distribution and the neutral theory of biodiversity

Aim Recent studies have suggested that global diatom distributions are not limited by dispersal, in the case of both extant species and fossil species, but rather that environmental filtering explains their spatial patterns. Hubbell's neutral theory of biodiversity provides a framework in which to test these alternatives. Our aim is to test whether the structure of marine phytoplankton (diatoms, dinoflagellates and coccolithophores) assemblages across the Atlantic agrees with neutral theory predictions. We asked: (1) whether intersite variance in phytoplankton diversity is explained predominantly by dispersal limitation or by environmental conditions; and (2) whether species abundance distributions are consistent with those expected by the neutral model. Location Meridional transect of the Atlantic (50 degrees N50 degrees S). Methods We estimated the relative contributions of environmental factors and geographic distance to phytoplankton composition using similarity matrices, Mantel tests and variation partitioning of the species composition based upon canonical ordination methods. We compared the species abundance distribution of phytoplankton with the neutral model using Etienne's maximum-likelihood inference method. Results Phytoplankton communities are slightly more determined by niche segregation (24%), than by dispersal limitation and ecological drift (17%). In 60% of communities, the assumption of neutrality in species' abundance distributions could not be rejected. In tropical zones, where oceanic gyres enclose large stable water masses, most communities showed low species immigration rates; in contrast, we infer that communities in temperate areas, out of oligotrophic gyres, have higher rates of species immigration. Conclusions Phytoplankton community structure is consistent with partial niche assembly and partial dispersal and drift assembly (neutral processes). The role of dispersal limitation is almost as important as habitat filtering, a fact that has been largely overlooked in previous studies. Furthermore, the polewards increase in immigration rates of species that we have discovered is probably caused by water mixing conditions and productivity.

Are Prorocentrum hoffmannianum and Prorocentrum belizeanum (Dinophyceae, Prorocentrales), the same species? An integration of morphological and molecular data.

The taxonomic assignment of Prorocentrum species is based on morphological characteristics; however, morphological variability has been found for several taxa isolated from different geographical regions. In this study, we evaluated species boundaries of Prorocentrum hoffmannianum and Prorocentrum belizeanum based on morphological and molecular data. A detailed morphological analysis was done, concentrating on the periflagellar architecture. Molecular analyses were performed on partial Small Sub-Unit (SSU) rDNA, partial Large Sub-Unit (LSU) rDNA, complete Internal Transcribed Spacer Regions (ITS1-5.8S-ITS2), and partial cytochrome b (cob) sequences. We concatenated the SSU-ITS-LSU fragments and constructed a phylogenetic tree using Bayesian Inference (BI) and maximum likelihood (ML) methods. Morphological analyses indicated that the main characters, such as cell size and number of depressions per valve, normally used to distinguish P. hoffmannianum from P. belizeanum, overlapped. No clear differences were found in the periflagellar area architecture. Prorocentrum hoffmannianum and P. belizeanum were a highly supported monophyletic clade separated into three subclades, which broadly corresponded to the sample collection regions. Subtle morphological overlaps found in cell shape, size, and ornamentation lead us to conclude that P. hoffmanianum and P. belizeanum might be considered conspecific. The molecular data analyses did not separate P. hoffmannianum and P. belizeanum into two morphospecies, and thus, we considered them to be the P. hoffmannianum species complex because their clades are separated by their geographic origin. These geographic and genetically distinct clades could be referred to as ribotypes: (A) Belize, (B) Florida-Cuba, (C1) India, and (C2) Australia.

New Zealand chironomids as proxies for human-induced and natural environmental change: Transfer functionsfor temperature and lake production (chlorophyll a)

The analysis of chironomid taxa and environmental datasets from 46 New Zealand lakes identified temperature (February mean air temperature) and lake production (chlorophyll a (Chl a)) as the main drivers of chironomid distribution. Temperature was the strongest driver of chironomid distribution and consequently produced the most robust inference models. We present two possible temperature transfer functions from this dataset. The most robust model (weighted averaging-partial least squares (WA-PLS), n = 36) was based on a dataset with the most productive (Chl a > 10 lg l)1) lakes removed. This model produced a coefficient of determination (r2 jack) of 0.77, and a root mean squared error of prediction (RMSEPjack) of 1.31C. The Chl a transfer function (partial least squares (PLS), n = 37) was far less reliable, with an r2 jack of 0.49 and an RMSEPjack of 0.46 Log10lg l)1. Both of these transfer functions could be improved by a revision of the taxonomy for the New Zealand chironomid taxa, particularly the genus Chironomus. The Chironomus morphotype was common in high altitude, cool, oligotrophic lakes and lowland, warm, eutrophic lakes. This could reflect the widespread distribution of one eurythermic species, or the collective distribution of a number of different Chironomus species with more limited tolerances. The Chl a transfer function could also be improved by inputting mean Chl a values into the inference model rather than the spot measurements that were available for this study.

Nonlinear PCA with Local Approach for Diesel Engine Fault Detection and Diagnosis

This brief examines the application of nonlinear statistical process control to the detection and diagnosis of faults in automotive engines. In this statistical framework, the computed score variables may have a complicated nonparametric distri- bution function, which hampers statistical inference, notably for fault detection and diagnosis. This brief shows that introducing the statistical local approach into nonlinear statistical process control produces statistics that follow a normal distribution, thereby enabling a simple statistical inference for fault detection. Further, for fault diagnosis, this brief introduces a compensation scheme that approximates the fault condition signature. Experimental results from a Volkswagen 1.9-L turbo-charged diesel engine are included.