Estimation of contribution of changes in classic risk factors to trends in coronary-event rates across the WHO MONICA Project populations

Background. From the mid-1980s to mid-1990s, the WHO MONICA Project monitored coronary events and classic risk factors for coronary heart disease (CHD) in 38 populations from 21 countries. We assessed the extent to which changes in these risk factors explain the variation in the trends in coronary-event rates, across the populations. Methods. In men and women aged 35-64 years, non-fatal myocardial infarction and coronary deaths were registered continuously to assess trends in rates of coronary events. We carried out population surveys to estimate trends in risk factors. Trends in event rates were regressed on trends in risk score and in individual risk factors. Findings. Smoking rates decreased in most male populations but trends were mixed in women; mean blood pressures and cholesterol concentrations decreased, body-mass index increased, and overall risk scores and coronary-event rates decreased. The model of trends in 10-year coronary-event rates against risk scores and single risk factors showed a poor fit, but this was improved with a 4-year time lag for coronary events. The explanatory power of the analyses was limited by imprecision of the estimates and homogeneity of trends in the study populations. Interpretation. Changes in the classic risk factors seem to partly explain the variation in population trends in CHD. Residual variance is attributable to difficulties in measurement and analysis, including time lag, and to factors that were not included, such as medical interventions. The results support prevention policies based on the classic risk factors but suggest potential for prevention beyond these.

Cavity-aided quantum parameter estimation in a bosonic double-well Josephson junction

We describe an apparatus designed to make non-demolition measurements on a Bose-Einstein condensate (BEC) trapped in a double-well optical cavity. This apparatus contains, as well as the bosonic gas and the trap, an optical cavity. We show how the interaction between the light and the atoms, under appropriate conditions, can allow for a weakly disturbing yet highly precise measurement of the population imbalance between the two wells and its variance. We show that the setting is well suited for the implementation of quantum-limited estimation strategies for the inference of the key parameters defining the evolution of the atomic system and based on measurements performed on the cavity field. This would enable {\it de facto} Hamiltonian diagnosis via a highly controllable quantum probe.

Small Area Estimation of the Mean Price of the Habitation Transaction in Portugal: Methodological and Practical Issues

The Portuguese National Statistical Institute intends to produce estimations for the mean price of the habitation transation.

New methods for meta-analysis under a fixed effects framework, with frequentist and Bayesian estimation.

Thesis (Ph.D.)--University of Washington, 2015

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Estimating the spatial scales of regionalized variables by nested sampling, hierarchical analysis of variance and residual maximum likelihood

The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

Estimating the spatial scales of regionalized variables by nested sampling, hierarchical analysis of variance and residual maximum likelihood

The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

Estimation following selection of the largest of two normal means

This paper considers the problem of estimation when one of a number of populations, assumed normal with known common variance, is selected on the basis of it having the largest observed mean. Conditional on selection of the population, the observed mean is a biased estimate of the true mean. This problem arises in the analysis of clinical trials in which selection is made between a number of experimental treatments that are compared with each other either with or without an additional control treatment. Attempts to obtain approximately unbiased estimates in this setting have been proposed by Shen [2001. An improved method of evaluating drug effect in a multiple dose clinical trial. Statist. Medicine 20, 1913–1929] and Stallard and Todd [2005. Point estimates and confidence regions for sequential trials involving selection. J. Statist. Plann. Inference 135, 402–419]. This paper explores the problem in the simple setting in which two experimental treatments are compared in a single analysis. It is shown that in this case the estimate of Stallard and Todd is the maximum-likelihood estimate (m.l.e.), and this is compared with the estimate proposed by Shen. In particular, it is shown that the m.l.e. has infinite expectation whatever the true value of the mean being estimated. We show that there is no conditionally unbiased estimator, and propose a new family of approximately conditionally unbiased estimators, comparing these with the estimators suggested by Shen.

Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Time series multistep-ahead predictability estimation and ranking

A predictability index was defined as the ratio of the variance of the optimal prediction to the variance of the original time series by Granger and Anderson (1976) and Bhansali (1989). A new simplified algorithm for estimating the predictability index is introduced and the new estimator is shown to be a simple and effective tool in applications of predictability ranking and as an aid in the preliminary analysis of time series. The relationship between the predictability index and the position of the poles and lag p of a time series which can be modelled as an AR(p) model are also investigated. The effectiveness of the algorithm is demonstrated using numerical examples including an application to stock prices.

Estimation of Gaussian process regression model using probability distance measures

A new class of parameter estimation algorithms is introduced for Gaussian process regression (GPR) models. It is shown that the integration of the GPR model with probability distance measures of (i) the integrated square error and (ii) Kullback–Leibler (K–L) divergence are analytically tractable. An efficient coordinate descent algorithm is proposed to iteratively estimate the kernel width using golden section search which includes a fast gradient descent algorithm as an inner loop to estimate the noise variance. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Estimation of the mean quality-adjusted survival using a multistate model for the sojourn times

In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

Novel Statistical Methods in Quantitative Genetics : Modeling Genetic Variance for Quantitative Trait Loci Mapping and Genomic Evaluation

This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision.  Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes.  The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).