The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Patterns of gene expression in the frontal cortex discriminate alcoholic from non-alcoholic individuals

Alcohol dependence is characterized by tolerance, physical dependence, and craving. The neuroadaptations underlying these effects of chronic alcohol abuse are likely due to altered gene expression. Previous gene expression studies using human post-mortem brain demonstrated that several gene families were altered by alcohol abuse. However, most of these changes in gene expression were small. It is not clear if gene expression profiles have sufficient power to discriminate control from alcoholic individuals and how consistent gene expression changes are when a relatively large sample size is examined. In the present study, microarray analysis (similar to 47 000 elements) was performed on the superior frontal cortex of 27 individual human cases ( 14 well characterized alcoholics and 13 matched controls). A partial least squares statistical procedure was applied to identify genes with altered expression levels in alcoholics. We found that genes involved in myelination, ubiquitination, apoptosis, cell adhesion, neurogenesis, and neural disease showed altered expression levels. Importantly, genes involved in neurodegenerative diseases such as Alzheimer's disease were significantly altered suggesting a link between alcoholism and other neurodegenerative conditions. A total of 27 genes identified in this study were previously shown to be changed by alcohol abuse in previous studies of human post-mortem brain. These results revealed a consistent re-programming of gene expression in alcohol abusers that reliably discriminates alcoholic from non-alcoholic individuals.

New concepts for distinguishing the hidden patterns of linkage disequilibrium which underlie association between genotypes and complex phenotypes

A disappointing feature of conventional methods for detecting association between DNA variation and a phenotype of interest is that they tell us little about the hidden pattern of linkage disequilibrium (LD) with the functional variant that is actually responsible for the association. This limitation applies to case-control studies and also to the transmission/disequilibrium test (TDT) and other family-based association methods. Here we present a fresh perspective on genetic association based on two novel concepts called 'LD squares' and 'equi-risk alleles'. These describe and characterize the different patterns of gametic LD which underlie genetic association. These concepts lead to a general principle - the Equi-Risk Allele Segregation Principle - which captures the way in which underlying LD patterns affect the transmission patterns of genetic variants associated with a phenotype. This provides a basis for distinguishing the hidden LD patterns and might help to locate the functional variants responsible for the association.

Enhanced detection-guided NLMS estimation of sparse FIR-modeled signal channels

In various signal-channel-estimation problems, the channel being estimated may be well approximated by a discrete finite impulse response (FIR) model with sparsely separated active or nonzero taps. A common approach to estimating such channels involves a discrete normalized least-mean-square (NLMS) adaptive FIR filter, every tap of which is adapted at each sample interval. Such an approach suffers from slow convergence rates and poor tracking when the required FIR filter is "long." Recently, NLMS-based algorithms have been proposed that employ least-squares-based structural detection techniques to exploit possible sparse channel structure and subsequently provide improved estimation performance. However, these algorithms perform poorly when there is a large dynamic range amongst the active taps. In this paper, we propose two modifications to the previous algorithms, which essentially remove this limitation. The modifications also significantly improve the applicability of the detection technique to structurally time varying channels. Importantly, for sparse channels, the computational cost of the newly proposed detection-guided NLMS estimator is only marginally greater than that of the standard NLMS estimator. Simulations demonstrate the favourable performance of the newly proposed algorithm. © 2006 IEEE.

Factors in the selection of patients for conditional release from their first psychiatric hospitalization

Objective: This study examined a sample of patients in Victoria, Australia, to identify factors in selection for conditional release from an initial hospitalization that occurred within 30 days of entry into the mental health system. Methods: Data were from the Victorian Psychiatric Case Register. All patients first hospitalized and conditionally released between 1990 and 2000 were identified (N = 8,879), and three comparison groups were created. Two groups were hospitalized within 30 days of entering the system: those who were given conditional release and those who were not. A third group was conditionally released from a hospitalization that occurred after or extended beyond 30 days after system entry. Logistic regression identified characteristics that distinguished the first group. Ordinary least-squares regression was used to evaluate the contribution of conditional release early in treatment to reducing inpatient episodes, inpatient days, days per episode, and inpatient days per 30 days in the system. Results: Conditional release early in treatment was used for 11 percent of the sample, or more than a third of those who were eligible for this intervention. Factors significantly associated with selection for early conditional release were those related to a better prognosis ( initial hospitalization at a later age and having greater than an 11th grade education), a lower likelihood of a diagnosis of dementia or schizophrenia, involuntary status at first inpatient admission, and greater community involvement ( being employed and being married). When the analyses controlled for these factors, use of conditional release early in treatment was significantly associated with a reduction in use of subsequent inpatient care.

Minimal Homogeneous Latin Trades

A latin trade is a subset of a latin square which may be replaced with a disjoint mate to obtain a new latin square. A d-homogeneous latin trade is one which intersects each row, each column and each entry of the latin square either 0 or d times. In this paper we give a construction for minimal d-homogeneous latin trades of size dm, for every integer d >= 3, and m >= 1.75d(2) + 3. We also improve this bound for small values of d. Our proof relies on the construction of cyclic sequences whose adjacent sums are distinct. (c) 2006 Elsevier B.V. All rights reserved.

Information geometric measurements of generalisation

Neural networks can be regarded as statistical models, and can be analysed in a Bayesian framework. Generalisation is measured by the performance on independent test data drawn from the same distribution as the training data. Such performance can be quantified by the posterior average of the information divergence between the true and the model distributions. Averaging over the Bayesian posterior guarantees internal coherence; Using information divergence guarantees invariance with respect to representation. The theory generalises the least mean squares theory for linear Gaussian models to general problems of statistical estimation. The main results are: (1)~the ideal optimal estimate is always given by average over the posterior; (2)~the optimal estimate within a computational model is given by the projection of the ideal estimate to the model. This incidentally shows some currently popular methods dealing with hyperpriors are in general unnecessary and misleading. The extension of information divergence to positive normalisable measures reveals a remarkable relation between the dlt dual affine geometry of statistical manifolds and the geometry of the dual pair of Banach spaces Ld and Ldd. It therefore offers conceptual simplification to information geometry. The general conclusion on the issue of evaluating neural network learning rules and other statistical inference methods is that such evaluations are only meaningful under three assumptions: The prior P(p), describing the environment of all the problems; the divergence Dd, specifying the requirement of the task; and the model Q, specifying available computing resources.

Theoretical foundations of neural networks

Neural networks have often been motivated by superficial analogy with biological nervous systems. Recently, however, it has become widely recognised that the effective application of neural networks requires instead a deeper understanding of the theoretical foundations of these models. Insight into neural networks comes from a number of fields including statistical pattern recognition, computational learning theory, statistics, information geometry and statistical mechanics. As an illustration of the importance of understanding the theoretical basis for neural network models, we consider their application to the solution of multi-valued inverse problems. We show how a naive application of the standard least-squares approach can lead to very poor results, and how an appreciation of the underlying statistical goals of the modelling process allows the development of a more general and more powerful formalism which can tackle the problem of multi-modality.

Artefactual structure from least squares multidimensional scaling

We consider the problem of illusory or artefactual structure from the visualisation of high-dimensional structureless data. In particular we examine the role of the distance metric in the use of topographic mappings based on the statistical field of multidimensional scaling. We show that the use of a squared Euclidean metric (i.e. the SSTRESs measure) gives rise to an annular structure when the input data is drawn from a high-dimensional isotropic distribution, and we provide a theoretical justification for this observation.

The use of correlation and regression methods in optometry

Correlation and regression are two of the statistical procedures most widely used by optometrists. However, these tests are often misused or interpreted incorrectly, leading to erroneous conclusions from clinical experiments. This review examines the major statistical tests concerned with correlation and regression that are most likely to arise in clinical investigations in optometry. First, the use, interpretation and limitations of Pearson's product moment correlation coefficient are described. Second, the least squares method of fitting a linear regression to data and for testing how well a regression line fits the data are described. Third, the problems of using linear regression methods in observational studies, if there are errors associated in measuring the independent variable and for predicting a new value of Y for a given X, are discussed. Finally, methods for testing whether a non-linear relationship provides a better fit to the data and for comparing two or more regression lines are considered.

Response-based segmentation using Finite Mixture Partial Least Squares: theoretical foundations and an application to American Customer Satisfaction Index Data

When applying multivariate analysis techniques in information systems and social science disciplines, such as management information systems (MIS) and marketing, the assumption that the empirical data originate from a single homogeneous population is often unrealistic. When applying a causal modeling approach, such as partial least squares (PLS) path modeling, segmentation is a key issue in coping with the problem of heterogeneity in estimated cause-and-effect relationships. This chapter presents a new PLS path modeling approach which classifies units on the basis of the heterogeneity of the estimates in the inner model. If unobserved heterogeneity significantly affects the estimated path model relationships on the aggregate data level, the methodology will allow homogenous groups of observations to be created that exhibit distinctive path model estimates. The approach will, thus, provide differentiated analytical outcomes that permit more precise interpretations of each segment formed. An application on a large data set in an example of the American customer satisfaction index (ACSI) substantiates the methodology’s effectiveness in evaluating PLS path modeling results.

Dispersal in a population of the lichen Hypogymnia physodes

Dispersal of a Hypogymnia physodes (L.) Nyl. population was studied on an isolated Prunus blireiana L. tree at a site in North Seattle, U.S.A. Lichen propagules were trapped on adhesive strips pinned to four sites on the tree for 7 successive days. Soredia of H. physodes were frequently deposited on the strips but thallus fragments were rare. More soredia were deposited on the upper and lower branches than on the trunk, few soredia were deposited on the underside of the branches. The total daily deposition of soredia on the tree was positively correlated with average daily wind speed. Dispersal downwind from the tree was studied with squares of adhesive contact paper pinned to boards and located at intervals up to 25 m from the tree. Soredia and a few thallus fragments were recorded 25 m and 10 m, respectively, downwind on a day when average wind speed was 10.3 m/sec. The dispersal of soredia by wind from four individual thalli was studied over 10 successive days. Soredia were deposited from each thallus on each day mostly within 2 cm of the source. Higher wind speeds were necessary to dispersae soredia on days when the relative humidity was high. Soredia and thallus fragments were also dispersed by splash dispersal. More soredia were splashed furthest at a splash height of 90 cm. These results suggest that initial colonization of the tree by H. physodes may have occurred by wind-dispersed soredia. Subsequent spread probably occurred from established thalli mainly by the dispersal of soredia by wind and rain splash.