Study of a wind-wave numerical model and its integration with ocean and oil-spill numerical models

The ability to represent the transport and fate of an oil slick at the sea surface is a formidable task. By using an accurate numerical representation of oil evolution and movement in seawater, the possibility to asses and reduce the oil-spill pollution risk can be greatly improved. The blowing of the wind on the sea surface generates ocean waves, which give rise to transport of pollutants by wave-induced velocities that are known as Stokes’ Drift velocities. The Stokes’ Drift transport associated to a random gravity wave field is a function of the wave Energy Spectra that statistically fully describe it and that can be provided by a wave numerical model. Therefore, in order to perform an accurate numerical simulation of the oil motion in seawater, a coupling of the oil-spill model with a wave forecasting model is needed. In this Thesis work, the coupling of the MEDSLIK-II oil-spill numerical model with the SWAN wind-wave numerical model has been performed and tested. In order to improve the knowledge of the wind-wave model and its numerical performances, a preliminary sensitivity study to different SWAN model configuration has been carried out. The SWAN model results have been compared with the ISPRA directional buoys located at Venezia, Ancona and Monopoli and the best model settings have been detected. Then, high resolution currents provided by a relocatable model (SURF) have been used to force both the wave and the oil-spill models and its coupling with the SWAN model has been tested. The trajectories of four drifters have been simulated by using JONSWAP parametric spectra or SWAN directional-frequency energy output spectra and results have been compared with the real paths traveled by the drifters.

Coarse-grained peptide models: conformational sampling, peptide association and dynamical properties for peptides

In dieser Arbeit wird ein vergröbertes (engl. coarse-grained, CG) Simulationsmodell für Peptide in wässriger Lösung entwickelt. In einem CG Verfahren reduziert man die Anzahl der Freiheitsgrade des Systems, so dass manrngrössere Systeme auf längeren Zeitskalen untersuchen kann. Die Wechselwirkungspotentiale des CG Modells sind so aufgebaut, dass die Peptid Konformationen eines höher aufgelösten (atomistischen) Modells reproduziert werden.rnIn dieser Arbeit wird der Einfluss unterschiedlicher bindender Wechsel-rnwirkungspotentiale in der CG Simulation untersucht, insbesondere daraufhin,rnin wie weit das Konformationsgleichgewicht der atomistischen Simulation reproduziert werden kann. Im CG Verfahren verliert man per Konstruktionrnmikroskopische strukturelle Details des Peptids, zum Beispiel, Korrelationen zwischen Freiheitsgraden entlang der Peptidkette. In der Dissertationrnwird gezeigt, dass diese “verlorenen” Eigenschaften in einem Rückabbildungsverfahren wiederhergestellt werden können, in dem die atomistischen Freiheitsgrade wieder in die CG-Strukturen eingefügt werden. Dies gelingt, solange die Konformationen des CG Modells grundsätzlich gut mit der atomistischen Ebene übereinstimmen. Die erwähnten Korrelationen spielen einerngrosse Rolle bei der Bildung von Sekundärstrukturen und sind somit vonrnentscheidender Bedeutung für ein realistisches Ensemble von Peptidkonformationen. Es wird gezeigt, dass für eine gute Übereinstimmung zwischen CG und atomistischen Kettenkonformationen spezielle bindende Wechselwirkungen wie zum Beispiel 1-5 Bindungs- und 1,3,5-Winkelpotentiale erforderlich sind. Die intramolekularen Parameter (d.h. Bindungen, Winkel, Torsionen), die für kurze Oligopeptide parametrisiert wurden, sind übertragbarrnauf längere Peptidsequenzen. Allerdings können diese gebundenen Wechselwirkungen nur in Kombination mit solchen nichtbindenden Wechselwirkungspotentialen kombiniert werden, die bei der Parametrisierung verwendet werden, sind also zum Beispiel nicht ohne weiteres mit einem andere Wasser-Modell kombinierbar. Da die Energielandschaft in CG-Simulationen glatter ist als im atomistischen Modell, gibt es eine Beschleunigung in der Dynamik. Diese Beschleunigung ist unterschiedlich für verschiedene dynamische Prozesse, zum Beispiel für verschiedene Arten von Bewegungen (Rotation und Translation). Dies ist ein wichtiger Aspekt bei der Untersuchung der Kinetik von Strukturbildungsprozessen, zum Beispiel Peptid Aggregation.rn

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Computer simulation studies of vector spin glasses

Die vorliegende Doktorarbeit befasst sich mit klassischen Vektor-Spingläsern eine Art von ungeordneten Magneten - auf verschiedenen Gittertypen. Da siernbedeutsam für eine experimentelle Realisierung sind, ist ein theoretisches Verständnis von Spinglas-Modellen mit wenigen Spinkomponenten und niedriger Gitterdimension von großer Bedeutung. Da sich dies jedoch als sehr schwierigrnerweist, sind neue, aussichtsreiche Ansätze nötig. Diese Arbeit betrachtet daher den Limesrnunendlich vieler Spindimensionen. Darin entstehen mehrere Vereinfachungen im Vergleichrnzu Modellen niedriger Spindimension, so dass für dieses bedeutsame Problem Eigenschaften sowohl bei Temperatur Null als auch bei endlichen Temperaturenrnüberwiegend mit numerischen Methoden ermittelt werden. Sowohl hyperkubische Gitter als auch ein vielseitiges 1d-Modell werden betrachtet. Letzteres erlaubt es, unterschiedliche Universalitätsklassen durch bloßes Abstimmen eines einzigen Parameters zu untersuchen. "Finite-size scaling''-Formen, kritische Exponenten, Quotienten kritischer Exponenten und andere kritische Größen werden nahegelegt und mit numerischen Ergebnissen verglichen. Eine detaillierte Beschreibung der Herleitungen aller numerisch ausgewerteter Gleichungen wird ebenso angegeben. Bei Temperatur Null wird eine gründliche Untersuchung der Grundzustände und Defektenergien gemacht. Eine Reihe interessanter Größen wird analysiert und insbesondere die untere kritische Dimension bestimmt. Bei endlicher Temperatur sind der Ordnungsparameter und die Spinglas-Suszeptibilität über die numerisch berechnete Korrelationsmatrix zugänglich. Das Spinglas-Modell im Limes unendlich vieler Spinkomponenten kann man als Ausgangspunkt zur Untersuchung der natürlicheren Modelle mit niedriger Spindimension betrachten. Wünschenswert wäre natürlich ein Modell, das die Vorteile des ersten mit den Eigenschaften des zweiten verbände. Daher wird in Modell mit Anisotropie vorgeschlagen und getestet, mit welchem versucht wird, dieses Ziel zu erreichen. Es wird auf reizvolle Wege hingewiesen, das Modell zu nutzen und eine tiefergehende Beschäftigung anzuregen. Zuletzt werden sogenannte "real-space" Renormierungsgruppenrechnungen sowohl analytisch als auch numerisch für endlich-dimensionale Vektor-Spingläser mit endlicher Anzahl von Spinkomponenten durchgeführt. Dies wird mit einer zuvor bestimmten neuen Migdal-Kadanoff Rekursionsrelation geschehen. Neben anderen Größen wird die untere kritische Dimension bestimmt.

Scale bridging concepts in molecular simulation : coarse-graining and thermodynamic coupling

In dieser Arbeit wurden Simulation von Flüssigkeiten auf molekularer Ebene durchgeführt, wobei unterschiedliche Multi-Skalen Techniken verwendet wurden. Diese erlauben eine effektive Beschreibung der Flüssigkeit, die weniger Rechenzeit im Computer benötigt und somit Phänomene auf längeren Zeit- und Längenskalen beschreiben kann.rnrnEin wesentlicher Aspekt ist dabei ein vereinfachtes (“coarse-grained”) Modell, welches in einem systematischen Verfahren aus Simulationen des detaillierten Modells gewonnen wird. Dabei werden ausgewählte Eigenschaften des detaillierten Modells (z.B. Paar-Korrelationsfunktion, Druck, etc) reproduziert.rnrnEs wurden Algorithmen untersucht, die eine gleichzeitige Kopplung von detaillierten und vereinfachten Modell erlauben (“Adaptive Resolution Scheme”, AdResS). Dabei wird das detaillierte Modell in einem vordefinierten Teilvolumen der Flüssigkeit (z.B. nahe einer Oberfläche) verwendet, während der Rest mithilfe des vereinfachten Modells beschrieben wird.rnrnHierzu wurde eine Methode (“Thermodynamische Kraft”) entwickelt um die Kopplung auch dann zu ermöglichen, wenn die Modelle in verschiedenen thermodynamischen Zuständen befinden. Zudem wurde ein neuartiger Algorithmus der Kopplung beschrieben (H-AdResS) der die Kopplung mittels einer Hamilton-Funktion beschreibt. In diesem Algorithmus ist eine zur Thermodynamischen Kraft analoge Korrektur mit weniger Rechenaufwand möglich.rnrnAls Anwendung dieser grundlegenden Techniken wurden Pfadintegral Molekulardynamik (MD) Simulationen von Wasser untersucht. Mithilfe dieser Methode ist es möglich, quantenmechanische Effekte der Kerne (Delokalisation, Nullpunktsenergie) in die Simulation einzubeziehen. Hierbei wurde zuerst eine Multi-Skalen Technik (“Force-matching”) verwendet um eine effektive Wechselwirkung aus einer detaillierten Simulation auf Basis der Dichtefunktionaltheorie zu extrahieren. Die Pfadintegral MD Simulation verbessert die Beschreibung der intra-molekularen Struktur im Vergleich mit experimentellen Daten. Das Modell eignet sich auch zur gleichzeitigen Kopplung in einer Simulation, wobei ein Wassermolekül (beschrieben durch 48 Punktteilchen im Pfadintegral-MD Modell) mit einem vereinfachten Modell (ein Punktteilchen) gekoppelt wird. Auf diese Weise konnte eine Wasser-Vakuum Grenzfläche simuliert werden, wobei nur die Oberfläche im Pfadintegral Modell und der Rest im vereinfachten Modell beschrieben wird.

Development of models and methods to simulate peptide-assisted nucleation and growth of calcium-minerals

In den vergangenen Jahren wurden einige bislang unbekannte Phänomene experimentell beobachtet, wie etwa die Existenz unterschiedlicher Prä-Nukleations-Strukturen. Diese haben zu einem neuen Verständnis von Prozessen, die auf molekularer Ebene während der Nukleation und dem Wachstum von Kristallen auftreten, beigetragen. Die Auswirkungen solcher Prä-Nukleations-Strukturen auf den Prozess der Biomineralisation sind noch nicht hinreichend verstanden. Die Mechanismen, mittels derer biomolekulare Modifikatoren, wie Peptide, mit Prä-Nukleations-Strukturen interagieren und somit den Nukleationsprozess von Mineralen beeinflussen könnten, sind vielfältig. Molekulare Simulationen sind zur Analyse der Formation von Prä-Nukleations-Strukturen in Anwesenheit von Modifikatoren gut geeignet. Die vorliegende Arbeit beschreibt einen Ansatz zur Analyse der Interaktion von Peptiden mit den in Lösung befindlichen Bestandteilen der entstehenden Kristalle mit Hilfe von Molekular-Dynamik Simulationen.rnUm informative Simulationen zu ermöglichen, wurde in einem ersten Schritt die Qualität bestehender Kraftfelder im Hinblick auf die Beschreibung von mit Calciumionen interagierenden Oligoglutamaten in wässrigen Lösungen untersucht. Es zeigte sich, dass große Unstimmigkeiten zwischen etablierten Kraftfeldern bestehen, und dass keines der untersuchten Kraftfelder eine realistische Beschreibung der Ionen-Paarung dieser komplexen Ionen widerspiegelte. Daher wurde eine Strategie zur Optimierung bestehender biomolekularer Kraftfelder in dieser Hinsicht entwickelt. Relativ geringe Veränderungen der auf die Ionen–Peptid van-der-Waals-Wechselwirkungen bezogenen Parameter reichten aus, um ein verlässliches Modell für das untersuchte System zu erzielen. rnDas umfassende Sampling des Phasenraumes der Systeme stellt aufgrund der zahlreichen Freiheitsgrade und der starken Interaktionen zwischen Calciumionen und Glutamat in Lösung eine besondere Herausforderung dar. Daher wurde die Methode der Biasing Potential Replica Exchange Molekular-Dynamik Simulationen im Hinblick auf das Sampling von Oligoglutamaten justiert und es erfolgte die Simulation von Peptiden verschiedener Kettenlängen in Anwesenheit von Calciumionen. Mit Hilfe der Sketch-Map Analyse konnten im Rahmen der Simulationen zahlreiche stabile Ionen-Peptid-Komplexe identifiziert werden, welche die Formation von Prä-Nukleations-Strukturen beeinflussen könnten. Abhängig von der Kettenlänge des Peptids weisen diese Komplexe charakteristische Abstände zwischen den Calciumionen auf. Diese ähneln einigen Abständen zwischen den Calciumionen in jenen Phasen von Calcium-Oxalat Kristallen, die in Anwesenheit von Oligoglutamaten gewachsen sind. Die Analogie der Abstände zwischen Calciumionen in gelösten Ionen-Peptid-Komplexen und in Calcium-Oxalat Kristallen könnte auf die Bedeutung von Ionen-Peptid-Komplexen im Prozess der Nukleation und des Wachstums von Biomineralen hindeuten und stellt einen möglichen Erklärungsansatz für die Fähigkeit von Oligoglutamaten zur Beeinflussung der Phase des sich formierenden Kristalls dar, die experimentell beobachtet wurde.

Modeling and simulation of fibrinogen and its adsorption behavior

In this thesis different approaches for the modeling and simulation of the blood protein fibrinogen are presented. The approaches are meant to systematically connect the multiple time and length scales involved in the dynamics of fibrinogen in solution and at inorganic surfaces. The first part of the thesis will cover simulations of fibrinogen on an all atom level. Simulations of the fibrinogen protomer and dimer are performed in explicit solvent to characterize the dynamics of fibrinogen in solution. These simulations reveal an unexpectedly large and fast bending motion that is facilitated by molecular hinges located in the coiled-coil region of fibrinogen. This behavior is characterized by a bending and a dihedral angle and the distribution of these angles is measured. As a consequence of the atomistic detail of the simulations it is possible to illuminate small scale behavior in the binding pockets of fibrinogen that hints at a previously unknown allosteric effect. In a second step atomistic simulations of the fibrinogen protomer are performed at graphite and mica surfaces to investigate initial adsorption stages. These simulations highlight the different adsorption mechanisms at the hydrophobic graphite surface and the charged, hydrophilic mica surface. It is found that the initial adsorption happens in a preferred orientation on mica. Many effects of practical interest involve aggregates of many fibrinogen molecules. To investigate such systems, time and length scales need to be simulated that are not attainable in atomistic simulations. It is therefore necessary to develop lower resolution models of fibrinogen. This is done in the second part of the thesis. First a systematically coarse grained model is derived and parametrized based on the atomistic simulations of the first part. In this model the fibrinogen molecule is represented by 45 beads instead of nearly 31,000 atoms. The intra-molecular interactions of the beads are modeled as a heterogeneous elastic network while inter-molecular interactions are assumed to be a combination of electrostatic and van der Waals interaction. A method is presented that determines the charges assigned to beads by matching the electrostatic potential in the atomistic simulation. Lastly a phenomenological model is developed that represents fibrinogen by five beads connected by rigid rods with two hinges. This model only captures the large scale dynamics in the atomistic simulations but can shed light on experimental observations of fibrinogen conformations at inorganic surfaces.

Modelling, simulation and optimization of maintenance considerations on condition based maintenance

Globalization has increased the pressure on organizations and companies to operate in the most efficient and economic way. This tendency promotes that companies concentrate more and more on their core businesses, outsource less profitable departments and services to reduce costs. By contrast to earlier times, companies are highly specialized and have a low real net output ratio. For being able to provide the consumers with the right products, those companies have to collaborate with other suppliers and form large supply chains. An effect of large supply chains is the deficiency of high stocks and stockholding costs. This fact has lead to the rapid spread of Just-in-Time logistic concepts aimed minimizing stock by simultaneous high availability of products. Those concurring goals, minimizing stock by simultaneous high product availability, claim for high availability of the production systems in the way that an incoming order can immediately processed. Besides of design aspects and the quality of the production system, maintenance has a strong impact on production system availability. In the last decades, there has been many attempts to create maintenance models for availability optimization. Most of them concentrated on the availability aspect only without incorporating further aspects as logistics and profitability of the overall system. However, production system operator’s main intention is to optimize the profitability of the production system and not the availability of the production system. Thus, classic models, limited to represent and optimize maintenance strategies under the light of availability, fail. A novel approach, incorporating all financial impacting processes of and around a production system, is needed. The proposed model is subdivided into three parts, maintenance module, production module and connection module. This subdivision provides easy maintainability and simple extendability. Within those modules, all aspect of production process are modeled. Main part of the work lies in the extended maintenance and failure module that offers a representation of different maintenance strategies but also incorporates the effect of over-maintaining and failed maintenance (maintenance induced failures). Order release and seizing of the production system are modeled in the production part. Due to computational power limitation, it was not possible to run the simulation and the optimization with the fully developed production model. Thus, the production model was reduced to a black-box without higher degree of details.

A framework for cyber-physical system simulation

In these last years, systems engineering has became one of the major research domains. The complexity of systems has increased constantly and nowadays Cyber-Physical Systems (CPS) are a category of particular interest: these, are systems composed by a cyber part (computer-based algorithms) that monitor and control some physical processes. Their development and simulation are both complex due to the importance of the interaction between the cyber and the physical entities: there are a lot of models written in different languages that need to exchange information among each other. Normally people use an orchestrator that takes care of the simulation of the models and the exchange of informations. This orchestrator is developed manually and this is a tedious and long work. Our proposition is to achieve to generate the orchestrator automatically through the use of Co-Modeling, i.e. by modeling the coordination. Before achieving this ultimate goal, it is important to understand the mechanisms and de facto standards that could be used in a co-modeling framework. So, I studied the use of a technology employed for co-simulation in the industry: FMI. In order to better understand the FMI standard, I realized an automatic export, in the FMI format, of the models realized in an existing software for discrete modeling: TimeSquare. I also developed a simple physical model in the existing open source openmodelica tool. Later, I started to understand how works an orchestrator, developing a simple one: this will be useful in future to generate an orchestrator automatically.

Secondary skull fractures in head wounds inflicted by captive bolt guns: autopsy findings and experimental simulation

Apart from one article published by Rabl and Sigrist in 1992 (Rechtsmedizin 2:156-158), there are no further reports on secondary skull fractures in shots from captive bolt guns. Up to now, the pertinent literature places particular emphasis on the absence of indirect lesions away from the impact point, when dealing with the wounding capacity of slaughterer's guns. The recent observation of two suicidal head injuries accompanied by skull fractures far away from the bolt's path gave occasion to experimental studies using simulants (glycerin soap, balls from gelatin) and skull brain models. As far as ballistic soap was concerned, the dimensions of the bolt's channel were assessed by multi-slice computed tomography before cutting the blocks open. The test shots to gelatin balls and to skull-brain models were documented by means of a high-speed motion camera. As expected, the typical temporary cavity effect of bullets fired from conventional guns could not be observed when captive bolt stunners were discharged. Nevertheless, the visualized transfer of kinetic energy justifies the assumption that the secondary fractures seen in thin parts of the skull were caused by a hydraulic burst effect.

Coupling biomechanics to a cellular level model: An approach to patient-specific image driven multi-scale and multi-physics tumor simulation

Modeling of tumor growth has been performed according to various approaches addressing different biocomplexity levels and spatiotemporal scales. Mathematical treatments range from partial differential equation based diffusion models to rule-based cellular level simulators, aiming at both improving our quantitative understanding of the underlying biological processes and, in the mid- and long term, constructing reliable multi-scale predictive platforms to support patient-individualized treatment planning and optimization. The aim of this paper is to establish a multi-scale and multi-physics approach to tumor modeling taking into account both the cellular and the macroscopic mechanical level. Therefore, an already developed biomodel of clinical tumor growth and response to treatment is self-consistently coupled with a biomechanical model. Results are presented for the free growth case of the imageable component of an initially point-like glioblastoma multiforme tumor. The composite model leads to significant tumor shape corrections that are achieved through the utilization of environmental pressure information and the application of biomechanical principles. Using the ratio of smallest to largest moment of inertia of the tumor material to quantify the effect of our coupled approach, we have found a tumor shape correction of 20\% by coupling biomechanics to the cellular simulator as compared to a cellular simulation without preferred growth directions. We conclude that the integration of the two models provides additional morphological insight into realistic tumor growth behavior. Therefore, it might be used for the development of an advanced oncosimulator focusing on tumor types for which morphology plays an important role in surgical and/or radio-therapeutic treatment planning.

A Framework for the Automation of Discrete-Event Simulation Experiments

Simulation is an important resource for researchers in diverse fields. However, many researchers have found flaws in the methodology of published simulation studies and have described the state of the simulation community as being in a crisis of credibility. This work describes the project of the Simulation Automation Framework for Experiments (SAFE), which addresses the issues that undermine credibility by automating the workflow in the execution of simulation studies. Automation reduces the number of opportunities for users to introduce error in the scientific process thereby improvingthe credibility of the final results. Automation also eases the job of simulation users and allows them to focus on the design of models and the analysis of results rather than on the complexities of the workflow.

Surveillance and simulation of bovine spongiform encephalopathy and scrapie in small ruminants in Switzerland

BACKGROUND: After bovine spongiform encephalopathy (BSE) emerged in European cattle livestock in 1986 a fundamental question was whether the agent established also in the small ruminants' population. In Switzerland transmissible spongiform encephalopathies (TSEs) in small ruminants have been monitored since 1990. While in the most recent TSE cases a BSE infection could be excluded, for historical cases techniques to discriminate scrapie from BSE had not been available at the time of diagnosis and thus their status remained unclear. We herein applied state-of-the-art techniques to retrospectively classify these animals and to re-analyze the affected flocks for secondary cases. These results were the basis for models, simulating the course of TSEs over a period of 70 years. The aim was to come to a statistically based overall assessment of the TSE situation in the domestic small ruminant population in Switzerland. RESULTS: In sum 16 TSE cases were identified in small ruminants in Switzerland since 1981, of which eight were atypical and six were classical scrapie. In two animals retrospective analysis did not allow any further classification due to the lack of appropriate tissue samples. We found no evidence for an infection with the BSE agent in the cases under investigation. In none of the affected flocks, secondary cases were identified. A Bayesian prevalence calculation resulted in most likely estimates of one case of BSE, five cases of classical scrapie and 21 cases of atypical scrapie per 100'000 small ruminants. According to our models none of the TSEs is considered to cause a broader epidemic in Switzerland. In a closed population, they are rather expected to fade out in the next decades or, in case of a sporadic origin, may remain at a very low level. CONCLUSIONS: In summary, these data indicate that despite a significant epidemic of BSE in cattle, there is no evidence that BSE established in the small ruminant population in Switzerland. Classical and atypical scrapie both occur at a very low level and are not expected to escalate into an epidemic. In this situation the extent of TSE surveillance in small ruminants requires reevaluation based on cost-benefit analysis.

Fitting ACE Structural Equation Models to Case-Control Family Data

Investigators interested in whether a disease aggregates in families often collect case-control family data, which consist of disease status and covariate information for families selected via case or control probands. Here, we focus on the use of case-control family data to investigate the relative contributions to the disease of additive genetic effects (A), shared family environment (C), and unique environment (E). To this end, we describe a ACE model for binary family data and then introduce an approach to fitting the model to case-control family data. The structural equation model, which has been described previously, combines a general-family extension of the classic ACE twin model with a (possibly covariate-specific) liability-threshold model for binary outcomes. Our likelihood-based approach to fitting involves conditioning on the proband’s disease status, as well as setting prevalence equal to a pre-specified value that can be estimated from the data themselves if necessary. Simulation experiments suggest that our approach to fitting yields approximately unbiased estimates of the A, C, and E variance components, provided that certain commonly-made assumptions hold. These assumptions include: the usual assumptions for the classic ACE and liability-threshold models; assumptions about shared family environment for relative pairs; and assumptions about the case-control family sampling, including single ascertainment. When our approach is used to fit the ACE model to Austrian case-control family data on depression, the resulting estimate of heritability is very similar to those from previous analyses of twin data.

Posterior Simulation in the Generalized Linear Model with Semiparmetric Random Effects

Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP models include convergence and mixing difficulties. This paper proposes an algorithm based on the Pólya urn scheme that extends the Gibbs sampling algorithms to non-conjugate models with normal base measures and exponential family likelihoods. The algorithm proceeds by making Laplace approximations to the likelihood function, thereby reducing the procedure to that of conjugate normal MDP models. To ensure the validity of the stationary distribution in the non-conjugate case, the proposals are accepted or rejected by a Metropolis-Hastings step. In the special case where the data are normally distributed, the algorithm is identical to the Gibbs sampler.