SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES

In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, natural disaster insurance actuary, quality control schemes, etc. A useful way to make an assessment of extreme events is to estimate the probabilities of exceeding large threshold values and extreme quantiles judged by interested authorities. Such information regarding extremes serves as essential guidance to interested authorities in decision making processes. However, in such a context, data are usually skewed in nature, and the rarity of exceedance of large threshold implies large fluctuations in the distribution's upper tail, precisely where the accuracy is desired mostly. Extreme Value Theory (EVT) is a branch of statistics that characterizes the behavior of upper or lower tails of probability distributions. However, existing methods in EVT for the estimation of small threshold exceedance probabilities and extreme quantiles often lead to poor predictive performance in cases where the underlying sample is not large enough or does not contain values in the distribution's tail. In this dissertation, we shall be concerned with an out of sample semiparametric (SP) method for the estimation of small threshold probabilities and extreme quantiles. The proposed SP method for interval estimation calls for the fusion or integration of a given data sample with external computer generated independent samples. Since more data are used, real as well as artificial, under certain conditions the method produces relatively short yet reliable confidence intervals for small exceedance probabilities and extreme quantiles.

Fault detection with Conditional Gaussian Network

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Factors affecting southern water vole (Arvicola sapidus) detection and occupancy probabilities in Mediterranean farmland

Failure to detect a species at sites where it is present (i.e. imperfect detection) is known to occur frequently, but this is often disregarded in monitoring programs and metapopulation studies. Here we modelled for the first time the probability of patch occupancy by a threatened small mammal, the southern water vole (Arvicola sapidus, while accounting for the probability of detection given occupancy. Based on replicated presence sign surveys conducted in autumn (November–December 2013) and winter (February–March 2014) in a farmland landscape, we used occupancy detection modelling to test the effects of vegetation, sampling effort, observer experience, and rainfall on detection probability. We then assessed whether occupancy was related to patch size, isolation, vegetation, or presence of water, after correcting for imperfect detection. The mean detection probabilities of water vole signs in autumn (0.71) and winter (0.81) indicated that false absences may be generated in about 20–30% of occupied patches surveyed by a single observer on a single occasion. There was no statistical support for the effects of covariates on detectability. After controlling for imperfect detection, the mean probabilities of occupancy in autumn (0.31) and winter (0.29) were positively related to patch size and presence of water, and negatively so, albeit weakly, to patch isolation. Overall, our study underlined the importance of accounting for imperfect detection in sign surveys of small mammals such as water voles, pointing out the need to use occupancy detection modelling together with replicate surveys for accurately estimating occupancy and the factors affecting it.

Validation of the Deardorff model for estimating energy balance components for a sugarcane crop

The quantification of the available energy in the environment is important because it determines photosynthesis, evapotranspiration and, therefore, the final yield of crops. Instruments for measuring the energy balance are costly and indirect estimation alternatives are desirable. This study assessed the Deardorff's model performance during a cycle of a sugarcane crop in Piracicaba, State of São Paulo, Brazil, in comparison to the aerodynamic method. This mechanistic model simulates the energy fluxes (sensible, latent heat and net radiation) at three levels (atmosphere, canopy and soil) using only air temperature, relative humidity and wind speed measured at a reference level above the canopy, crop leaf area index, and some pre-calibrated parameters (canopy albedo, soil emissivity, atmospheric transmissivity and hydrological characteristics of the soil). The analysis was made for different time scales, insolation conditions and seasons (spring, summer and autumn). Analyzing all data of 15 minute intervals, the model presented good performance for net radiation simulation in different insolations and seasons. The latent heat flux in the atmosphere and the sensible heat flux in the atmosphere did not present differences in comparison to data from the aerodynamic method during the autumn. The sensible heat flux in the soil was poorly simulated by the model due to the poor performance of the soil water balance method. The Deardorff's model improved in general the flux simulations in comparison to the aerodynamic method when more insolation was available in the environment.

Allometric models for estimating the phytomass of a secondary Atlantic Forest area of southeastern Brazil

The purpose of this study was to develop and validate equations to estimate the aboveground phytomass of a 30 years old plot of Atlantic Forest. In two plots of 100 m², a total of 82 trees were cut down at ground level. For each tree, height and diameter were measured. Leaves and woody material were separated in order to determine their fresh weights in field conditions. Samples of each fraction were oven dried at 80 °C to constant weight to determine their dry weight. Tree data were divided into two random samples. One sample was used for the development of the regression equations, and the other for validation. The models were developed using single linear regression analysis, where the dependent variable was the dry mass, and the independent variables were height (h), diameter (d) and d²h. The validation was carried out using Pearson correlation coefficient, paired t-Student test and standard error of estimation. The best equations to estimate aboveground phytomass were: lnDW = -3.068+2.522lnd (r² = 0.91; s y/x = 0.67) and lnDW = -3.676+0.951ln d²h (r² = 0.94; s y/x = 0.56).

PENCALC: a program for penetrance estimation in autosomal dominant diseases

We present a computer program developed for estimating penetrance rates in autosomal dominant diseases by means of family kinship and phenotype information contained within the pedigrees. The program also determines the exact 95% credibility interval for the penetrance estimate. Both executable (PenCalc for Windows) and web versions (PenCalcWeb) of the software are available. The web version enables further calculations, such as heterozygosity probabilities and assessment of offspring risks for all individuals in the pedigrees. Both programs can be accessed and down-loaded freely at the home-page address http://www.ib.usp.br/~otto/software.htm.

Effect of CO2 and 1-octen-3-ol attractants for estimating species richness and the abundance of diurnal mosquitoes in the southeastern Atlantic forest, Brazil

Studies have shown that both carbon dioxide (CO2) and octenol (1-octen-3-ol) are effective attractants for mosquitoes. The objective of the present study was to evaluate the attractiveness of 1-octen-3-ol and CO2 for diurnal mosquitoes in the southeastern Atlantic forest. A Latin square experimental design was employed with four treatments: CDC-light trap (CDC-LT), CDC-LT and 1-octen-3-ol, CDC-LT and CO2 and CDC-LT with 1-octen-3-ol and CO2. Results demonstrated that both CDC-CO2 and CDC-CO2-1-octen-3-ol captured a greater number of mosquito species and specimens compared to CDC-1-octen-3-ol; CDC-LT was used as the control. Interestingly, Anopheles (Kerteszia) sp. was generally attracted to 1-octen-3-ol, whereas Aedes serratus was the most abundant species in all Latin square collections. This species was recently shown to be competent to transmit the yellow fever virus and may therefore play a role as a disease vector in rural areas of Brazil.

Estimating HIV-1 incidence using the serologic testing algorithm for recent HIV infections at HIV counseling and testing centers in the city of São Paulo, Brazil

The network of HIV counseling and testing centers in São Paulo, Brazil is a major source of data used to build epidemiological profiles of the client population. We examined HIV-1 incidence from November 2000 to April 2001, comparing epidemiological and socio-behavioral data of recently-infected individuals with those with long-standing infection. A less sensitive ELISA was employed to identify recent infection. The overall incidence of HIV-1 infection was 0.53/100/year (95% CI: 0.31-0.85/100/year): 0.77/100/year for males (95% CI: 0.42-1.27/100/year) and 0.22/100/ year (95% CI: 0.05-0.59/100/year) for females. Overall HIV-1 prevalence was 3.2% (95% CI: 2.8-3.7%), being 4.0% among males (95% CI: 3.3-4.7%) and 2.1% among females (95% CI: 1.6-2.8%). Recent infections accounted for 15% of the total (95% CI: 10.2-20.8%). Recent infection correlated with being younger and male (p = 0.019). Therefore, recent infection was more common among younger males and older females.

NEAR INFRARED SPECTROSCOPY FOR ESTIMATING SUGARCANE BAGASSE CONTENT IN MEDIUM DENSITY FIBERBOARD

Medium density fiberboard (MDF) is an engineered wood product formed by breaking down selected lignin-cellulosic material residuals into fibers, combining it with wax and a resin binder, and then forming panels by applying high temperature and pressure. Because the raw material in the industrial process is ever-changing, the panel industry requires methods for monitoring the composition of their products. The aim of this study was to estimate the ratio of sugarcane (SC) bagasse to Eucalyptus wood in MDF panels using near infrared (NIR) spectroscopy. Principal component analysis (PCA) and partial least square (PLS) regressions were performed. MDF panels having different bagasse contents were easily distinguished from each other by the PCA of their NIR spectra with clearly different patterns of response. The PLS-R models for SC content of these MDF samples presented a strong coefficient of determination (0.96) between the NIR-predicted and Lab-determined values and a low standard error of prediction (similar to 1.5%) in the cross-validations. A key role of resins (adhesives), cellulose, and lignin for such PLS-R calibrations was shown. PLS-DA model correctly classified ninety-four percent of MDF samples by cross-validations and ninety-eight percent of the panels by independent test set. These NIR-based models can be useful to quickly estimate sugarcane bagasse vs. Eucalyptus wood content ratio in unknown MDF samples and to verify the quality of these engineered wood products in an online process.

Estimating cardiovascular risk in patients with type 2 diabetes: a national multicenter study in Brazil

According to Brazilian National Data Survey diabetes is the fifth cause for hospitalization and is one of the ten major causes of mortality in this country. Aims to stratify the estimated cardiovascular risk (eCVR) in a population of type 2 diabetics (T2DM) according to the Framingham prediction equations as well as to determine the association between eCVR with metabolic and clinical control of the disease. Methods From 2000 to 2001 a cross-sectional multicenter study was conducted in 13 public out-patients diabetes/endocrinology clinics from 8 Brazilian cities. The 10-year risk of developing coronary heart disease (CHD) was estimated by the prediction equations described by Wilson et al (Circulation 1998). LDL equations were preferably used; when patients missed LDL data we used total cholesterol equations instead. Results Data from 1382 patients (59.0% female) were analyzed. Median and inter-quartile range (IQ) of age and duration of diabetes were 57.4 (51-65) and 8.8 (3-13) years, respectively without differences according to the gender. Forty-two percent of these patients were overweight and 35.4% were obese (the prevalence of higher BMI and obesity in this T2DM group was significantly higher in women than in men; p < 0.001). The overall estimated eCVR in T2DM patients was 21.4 (13.5-31.3). The eCVR was high (> 20%) in 738 (53.4%), intermediate in 202 (14.6%) and low in 442 (32%) patients. Men [25.1(15.4-37.3)] showed a higher eCVR than women [18.8 (12.4-27.9) p < 0.001]. The most common risk factor was high LDL-cholesterol (80.8%), most frequently found in women than in men (p = 0.01). The median of risk factors present was three (2-4) without gender differences. Overall we observed that 60 (4.3%) of our patients had none, 154(11.1%) one, 310 (22.4%) two, 385 (27.9%) three, 300 (21.7%) four, 149 (10.5%) five and six, (2%) six risk factors. A higher eCVR was noted in overweight or obese patients (p = 0.01 for both groups). No association was found between eCVR with age or a specific type of diabetes treatment. A correlation was found between eCVR and duration of diabetes (p < 0.001), BMI (p < 0.001), creatinine (p < 0.001) and triglycerides levels (p < 0.001) but it was not found with HbA1c, fasting blood glucose and postprandial glucose. A higher eCVR was observed in patients with retinopathy (p < 0.001) and a tendency in patients with microalbuminuria (p = 0.06). Conclusion: our study showed that in this group of Brazilian T2DM the eCVR was correlated with the lipid profile and it was higher in patients with microvascular chronic complications. No correlation was found with glycemic control parameters. These data could explain the failure of intensive glycemic control programs aiming to reduce cardiovascular events observed in some studies.

Kinematic parameters and membership probabilities of open clusters in the Bordeaux PM2000 catalogue

Aims. We derive lists of proper-motions and kinematic membership probabilities for 49 open clusters and possible open clusters in the zone of the Bordeaux PM2000 proper motion catalogue (+ 11 degrees <= delta <= + 18 degrees). We test different parametrisations of the proper motion and position distribution functions and select the most successful one. In the light of those results, we analyse some objects individually. Methods. We differenciate between cluster and field member stars, and assign membership probabilities, by applying a new and fully automated method based on both parametrisations of the proper motion and position distribution functions, and genetic algorithm optimization heuristics associated with a derivative-based hill climbing algorithm for the likelihood optimization. Results. We present a catalogue comprising kinematic parameters and associated membership probability lists for 49 open clusters and possible open clusters in the Bordeaux PM2000 catalogue region. We note that this is the first determination of proper motions for five open clusters. We confirm the non-existence of two kinematic populations in the region of 15 previously suspected non-existent objects.

Merging Resource Availability with Isotope Mixing Models: The Role of Neutral Interaction Assumptions

Background: Bayesian mixing models have allowed for the inclusion of uncertainty and prior information in the analysis of trophic interactions using stable isotopes. Formulating prior distributions is relatively straightforward when incorporating dietary data. However, the use of data that are related, but not directly proportional, to diet (such as prey availability data) is often problematic because such information is not necessarily predictive of diet, and the information required to build a reliable prior distribution for all prey species is often unavailable. Omitting prey availability data impacts the estimation of a predator's diet and introduces the strong assumption of consumer ultrageneralism (where all prey are consumed in equal proportions), particularly when multiple prey have similar isotope values. Methodology: We develop a procedure to incorporate prey availability data into Bayesian mixing models conditional on the similarity of isotope values between two prey. If a pair of prey have similar isotope values (resulting in highly uncertain mixing model results), our model increases the weight of availability data in estimating the contribution of prey to a predator's diet. We test the utility of this method in an intertidal community against independently measured feeding rates. Conclusions: Our results indicate that our weighting procedure increases the accuracy by which consumer diets can be inferred in situations where multiple prey have similar isotope values. This suggests that the exchange of formalism for predictive power is merited, particularly when the relationship between prey availability and a predator's diet cannot be assumed for all species in a system.

Jensen inequalities for tunneling probabilities in complex systems

The Jensen theorem is used to derive inequalities for semiclassical tunneling probabilities for systems involving several degrees of freedom. These Jensen inequalities are used to discuss several aspects of sub-barrier heavy-ion fusion reactions. The inequality hinges on general convexity properties of the tunneling coefficient calculated with the classical action in the classically forbidden region.

Estimating losses in teleportation schemes using the phenomenological operator approach to dissipation in cavity quantum electrodynamics

In this paper, we estimate the losses during teleportation processes requiring either two high-Q cavities or a single bimodal cavity. The estimates were carried out using the phenomenological operator approach introduced by de Almeida et al. [Phys. Rev. A 62, 033815 (2000)].

Collision probabilities in the rarefaction fan of asymmetric exclusion processes

We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate p is an element of (1/2, 1.] and to the left at rate 1 - p, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the initial state has first-class particles to the left of the origin, second-class particles at sites 0 and I, and holes to the right of site I. We show that the probability that the two second-class particles eventually collide is (1 + p)/(3p), where a collision occurs when one of the particles attempts to jump over the other. This also corresponds to the probability that two ASEP processes. started from appropriate initial states and coupled using the so-called ""basic coupling,"" eventually reach the same state. We give various other results about the behaviour of second-class particles in the ASEP. In the totally asymmetric case (p = 1) we explain a further representation in terms of a multi-type particle system, and also use the collision result to derive the probability of coexistence of both clusters in a two-type version of the corner growth model.