LIKELIHOOD ESTIMATION OF CONJUGACY RELATIONSHIPS IN LINEAR MODELS WITH APPLICATIONS TO HIGH-THROUGHPUT GENOMICS

In the simultaneous estimation of a large number of related quantities, multilevel models provide a formal mechanism for efficiently making use of the ensemble of information for deriving individual estimates. In this article we investigate the ability of the likelihood to identify the relationship between signal and noise in multilevel linear mixed models. Specifically, we consider the ability of the likelihood to diagnose conjugacy or independence between the signals and noises. Our work was motivated by the analysis of data from high-throughput experiments in genomics. The proposed model leads to a more flexible family. However, we further demonstrate that adequately capitalizing on the benefits of a well fitting fully-specified likelihood in the terms of gene ranking is difficult.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

A continuous-time MILP model for short-term scheduling of make-and-pack production processes

In process industries, make-and-pack production is used to produce food and beverages, chemicals, and metal products, among others. This type of production process allows the fabrication of a wide range of products in relatively small amounts using the same equipment. In this article, we consider a real-world production process (cf. Honkomp et al. 2000. The curse of reality – why process scheduling optimization problems are diffcult in practice. Computers & Chemical Engineering, 24, 323–328.) comprising sequence-dependent changeover times, multipurpose storage units with limited capacities, quarantine times, batch splitting, partial equipment connectivity, and transfer times. The planning problem consists of computing a production schedule such that a given demand of packed products is fulfilled, all technological constraints are satisfied, and the production makespan is minimised. None of the models in the literature covers all of the technological constraints that occur in such make-and-pack production processes. To close this gap, we develop an efficient mixed-integer linear programming model that is based on a continuous time domain and general-precedence variables. We propose novel types of symmetry-breaking constraints and a preprocessing procedure to improve the model performance. In an experimental analysis, we show that small- and moderate-sized instances can be solved to optimality within short CPU times.

Quantitative 1H-magnetic resonance spectroscopy of human brain: Influence of composition and parameterization of the basis set in linear combination model-fitting

Localized short-echo-time (1)H-MR spectra of human brain contain contributions of many low-molecular-weight metabolites and baseline contributions of macromolecules. Two approaches to model such spectra are compared and the data acquisition sequence, optimized for reproducibility, is presented. Modeling relies on prior knowledge constraints and linear combination of metabolite spectra. Investigated was what can be gained by basis parameterization, i.e., description of basis spectra as sums of parametric lineshapes. Effects of basis composition and addition of experimentally measured macromolecular baselines were investigated also. Both fitting methods yielded quantitatively similar values, model deviations, error estimates, and reproducibility in the evaluation of 64 spectra of human gray and white matter from 40 subjects. Major advantages of parameterized basis functions are the possibilities to evaluate fitting parameters separately, to treat subgroup spectra as independent moieties, and to incorporate deviations from straightforward metabolite models. It was found that most of the 22 basis metabolites used may provide meaningful data when comparing patient cohorts. In individual spectra, sums of closely related metabolites are often more meaningful. Inclusion of a macromolecular basis component leads to relatively small, but significantly different tissue content for most metabolites. It provides a means to quantitate baseline contributions that may contain crucial clinical information.

Decadal Variability in the Northeast Pacific in a Physical-Ecosystem Model: Role of Mixed Layer Depth and Trophic Interactions

A basin-wide interdecadal change in both the physical state and the ecology of the North Pacific occurred near the end of 1976. Here we use a physical-ecosystem model to examine whether changes in the physical environment associated with the 1976-1977 transition influenced the lower trophic levels of the food web and if so by what means. The physical component is an ocean general circulation model, while the biological component contains 10 compartments: two phytoplankton, two zooplankton, two detritus pools, nitrate, ammonium, silicate, and carbon dioxide. The model is forced with observed atmospheric fields during 1960-1999. During spring, there is a similar to 40% reduction in plankton biomass in all four plankton groups during 1977-1988 relative to 1970-1976 in the central Gulf of Alaska (GOA). The epoch difference in plankton appears to be controlled by the mixed layer depth. Enhanced Ekman pumping after 1976 caused the halocline to shoal, and thus the mixed layer depth, which extends to the top of the halocline in late winter, did not penetrate as deep in the central GOA. As a result, more phytoplankton remained in the euphotic zone, and phytoplankton biomass began to increase earlier in the year after the 1976 transition. Zooplankton biomass also increased, but then grazing pressure led to a strong decrease in phytoplankton by April followed by a drop in zooplankton by May: Essentially, the mean seasonal cycle of plankton biomass was shifted earlier in the year. As the seasonal cycle progressed, the difference in plankton concentrations between epochs reversed sign again, leading to slightly greater zooplankton biomass during summer in the later epoch.

An MBLP model for scheduling assessment centers

Firms aim at assigning qualified and motivated people to jobs. Human resources managers often conduct assessment centers before making such personnel decisions. By means of an assessment center, the potential and skills of job applicants can be assessed more objectively. For the scheduling of such assessment centers, we present a formulation as a mixed-binary linear program and report on computational results for four real-life examples.

A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

Accuracy of linear measurements using three imaging modalities: two lateral cephalograms and one 3D model from CBCT data

BACKGROUND The aim of this study was to evaluate the accuracy of linear measurements on three imaging modalities: lateral cephalograms from a cephalometric machine with a 3 m source-to-mid-sagittal-plane distance (SMD), from a machine with 1.5 m SMD and 3D models from cone-beam computed tomography (CBCT) data. METHODS Twenty-one dry human skulls were used. Lateral cephalograms were taken, using two cephalometric devices: one with a 3 m SMD and one with a 1.5 m SMD. CBCT scans were taken by 3D Accuitomo® 170, and 3D surface models were created in Maxilim® software. Thirteen linear measurements were completed twice by two observers with a 4 week interval. Direct physical measurements by a digital calliper were defined as the gold standard. Statistical analysis was performed. RESULTS Nasion-Point A was significantly different from the gold standard in all methods. More statistically significant differences were found on the measurements of the 3 m SMD cephalograms in comparison to the other methods. Intra- and inter-observer agreement based on 3D measurements was slightly better than others. LIMITATIONS Dry human skulls without soft tissues were used. Therefore, the results have to be interpreted with caution, as they do not fully represent clinical conditions. CONCLUSIONS 3D measurements resulted in a better observer agreement. The accuracy of the measurements based on CBCT and 1.5 m SMD cephalogram was better than a 3 m SMD cephalogram. These findings demonstrated the linear measurements accuracy and reliability of 3D measurements based on CBCT data when compared to 2D techniques. Future studies should focus on the implementation of 3D cephalometry in clinical practice.

A randomized trial of the effects of the noble gases helium and argon on neuroprotection in a rodent cardiac arrest model.

BACKGROUND The noble gas xenon is considered as a neuroprotective agent, but availability of the gas is limited. Studies on neuroprotection with the abundant noble gases helium and argon demonstrated mixed results, and data regarding neuroprotection after cardiac arrest are scant. We tested the hypothesis that administration of 50% helium or 50% argon for 24 h after resuscitation from cardiac arrest improves clinical and histological outcome in our 8 min rat cardiac arrest model. METHODS Forty animals had cardiac arrest induced with intravenous potassium/esmolol and were randomized to post-resuscitation ventilation with either helium/oxygen, argon/oxygen or air/oxygen for 24 h. Eight additional animals without cardiac arrest served as reference, these animals were not randomized and not included into the statistical analysis. Primary outcome was assessment of neuronal damage in histology of the region I of hippocampus proper (CA1) from those animals surviving until day 5. Secondary outcome was evaluation of neurobehavior by daily testing of a Neurodeficit Score (NDS), the Tape Removal Test (TRT), a simple vertical pole test (VPT) and the Open Field Test (OFT). Because of the non-parametric distribution of the data, the histological assessments were compared with the Kruskal-Wallis test. Treatment effect in repeated measured assessments was estimated with a linear regression with clustered robust standard errors (SE), where normality is less important. RESULTS Twenty-nine out of 40 rats survived until day 5 with significant initial deficits in neurobehavioral, but rapid improvement within all groups randomized to cardiac arrest. There were no statistical significant differences between groups neither in the histological nor in neurobehavioral assessment. CONCLUSIONS The replacement of air with either helium or argon in a 50:50 air/oxygen mixture for 24 h did not improve histological or clinical outcome in rats subjected to 8 min of cardiac arrest.