On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Robust statistical modeling of portfolios

Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, portfolios constructed using robust approaches are able to capture just the dynamics of the usual days, which constitute the majority of the business days. In this paper we propose an statistical model and a robust estimation procedure to obtain an e±cient frontier which would take into account the behavior of both the usual and most of the atypical days. We show, using real data and simulations, that portfolios constructed in this way require less frequent rebalancing, and may yield higher expected returns for any risk level.

Factors affecting the technical efficiency of production of the Brazilian banking system : a comparison of four statistical models in the context of data envelopment analysis

This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order to assess the significance of factors affecting inefficiency. These are nonparametric Analysis of Covariance, maximum likelihood using a family of exponential distributions, maximum likelihood using a family of truncated normal distributions, and the normal Tobit model. The sole focus of the paper is on a combined measure of output and the data analyzed refers to the year 2001. The factors of interest in the analysis and likely to affect efficiency are bank nature (multiple and commercial), bank type (credit, business, bursary and retail), bank size (large, medium, small and micro), bank control (private and public), bank origin (domestic and foreign), and non-performing loans. The latter is a measure of bank risk. All quantitative variables, including non-performing loans, are measured on a per employee basis. The best fits to the data are provided by the exponential family and the nonparametric Analysis of Covariance. The significance of a factor however varies according to the model fit although it can be said that there is some agreements between the best models. A highly significant association in all models fitted is observed only for nonperforming loans. The nonparametric Analysis of Covariance is more consistent with the inefficiency median responses observed for the qualitative factors. The findings of the analysis reinforce the significant association of the level of bank inefficiency, measured by DEA residuals, with the risk of bank failure.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

Signal transduction-related responses to phytohormones and environmental challenges in sugarcane

Background: Sugarcane is an increasingly economically and environmentally important C4 grass, used for the production of sugar and bioethanol, a low-carbon emission fuel. Sugarcane originated from crosses of Saccharum species and is noted for its unique capacity to accumulate high amounts of sucrose in its stems. Environmental stresses limit enormously sugarcane productivity worldwide. To investigate transcriptome changes in response to environmental inputs that alter yield we used cDNA microarrays to profile expression of 1,545 genes in plants submitted to drought, phosphate starvation, herbivory and N-2-fixing endophytic bacteria. We also investigated the response to phytohormones (abscisic acid and methyl jasmonate). The arrayed elements correspond mostly to genes involved in signal transduction, hormone biosynthesis, transcription factors, novel genes and genes corresponding to unknown proteins.Results: Adopting an outliers searching method 179 genes with strikingly different expression levels were identified as differentially expressed in at least one of the treatments analysed. Self Organizing Maps were used to cluster the expression profiles of 695 genes that showed a highly correlated expression pattern among replicates. The expression data for 22 genes was evaluated for 36 experimental data points by quantitative RT-PCR indicating a validation rate of 80.5% using three biological experimental replicates. The SUCAST Database was created that provides public access to the data described in this work, linked to tissue expression profiling and the SUCAST gene category and sequence analysis. The SUCAST database also includes a categorization of the sugarcane kinome based on a phylogenetic grouping that included 182 undefined kinases.Conclusion: An extensive study on the sugarcane transcriptome was performed. Sugarcane genes responsive to phytohormones and to challenges sugarcane commonly deals with in the field were identified. Additionally, the protein kinases were annotated based on a phylogenetic approach. The experimental design and statistical analysis applied proved robust to unravel genes associated with a diverse array of conditions attributing novel functions to previously unknown or undefined genes. The data consolidated in the SUCAST database resource can guide further studies and be useful for the development of improved sugarcane varieties.

Genomics-based design of defined growth media for the plant pathogen Xylella fastidiosa

Based on the genetic analysis of the phytopathogen Xylella fastidiosa genome, five media with defined composition were developed and the growth abilities of this fastidious prokaryote were evaluated in liquid media and on solid plates. All media had a common salt composition and included the same amounts of glucose and vitamins but differed in their amino acid content. XDM1 medium contained amino acids threonine, serine, glycine, alanine, aspartic acid and glutamic acid, for which complete degradation pathways occur in X fastidiosa; XDM2 included serine and methionine, amino acids for which biosynthetic enzymes are absent, plus asparagine and glutamine, which are abundant in the xylem sap; XDM3 had the same composition as XDM2 but with asparagine replaced by aspartic acid due to the presence of complete degradation pathway for aspartic acid; XDM4 was a minimal medium with glutamine as a sole nitrogen source; XDM5 had the same composition as XDM4, plus methionine. The liquid and solidified XDM2 and XDM3 media were the most effective for the growth of X. fastidiosa. This work opens the opportunity for the in silico design of bacterial defined media once their genome is sequenced. (C) 2002 Federation of European Microbiological Societies. Published by Elsevier B.V. B.V. All rights reserved.

A comparison of statistical methods for genomic selection in a mice population

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Economic-statistical design of the (X)over-bar chart used to control a wandering process mean using genetic algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Study of charge transport in blends of natural rubber and poly(o-methoxyaniline) based on a resistor network statistical model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Comparative genomics analyses of citrus-associated bacteria

Xylella fastidiosa 9a5c (XF-9a5c) and Xanthomonas axonopodis pv. citri (XAC) are bacteria that infect citrus plants. Sequencing of the genomes of these strains is complete and comparative analyses are now under way with the genomes of other bacteria of the same genera. In this review, we present an overview of this comparative genomic work. We also present a detailed genomic comparison between XF-9a5a and XAC. Based on this analysis, genes and operons were identified that might be relevant for adaptation to citrus. XAC has two copies of a type II secretion system, a large number of cell wall-degrading enzymes and sugar transporters, a complete energy metabolism, a whole set of avirulence genes associated with a type III secretion system, and a complete flagellar and chemotatic system. By contrast, XF-9a5c possesses more genes involved with type IV pili biosynthesis than does XAC, contains genes encoding for production of colicins, and has 4 copies of Type I restriction/modification system while XAC has only one.

Contributions and perspectives of chicken genomics in Brazil: from biological model to export commodity

Chicken is one of the most important sources of animal protein for human consumption, and breeding programmes have been responsible for constant improvements in production efficiency and product quality. Furthermore, chicken has largely contributed to fundamental discoveries in biology for the last 100 years. In this article we review recent developments in poultry genomics and their contribution to adding functional information to the already existing structural genomics, including the availability of the complete genome sequence, a comprehensive collection of mRNA sequences ( ESTs), microarray platforms, and their use to complement QTL mapping strategies in the identification of genes that underlie complex traits. Efforts of the Brazilian Poultry Genomics Programme in this area resulted in generation of a resource population, which was used for identification of Quantitative Trait Loci ( QTL) regions, generation of ESTs and candidate gene studies that contributed to furthering our understanding of the complex biological processes involved in growth and muscular development in chicken.

Anatomic study of the mandibular foramen, lingula and antilingula in dry mandibles, and its statistical relationship between the true lingula and the antilingula

The authors verified the anatomical location of the mandibular foramen, lingula and antilingula in dry mandibles, aiming to obtain information that could be used when performing mandibular osteotomies. Forty-four mandibles (88 sides) were evaluated. The distances were measured using a sliding calliper, with the mandibles fixed in a reproducible position. Results showed that the mandibular foramen is on average 5.82 mm below the lingula. Regarding the statistical comparison between the mandibular foramen entrance and the anti lingula position, there is no correlation between the position of those two structures in the studied sample. The mandibular foramen is slightly posterior in relation to the centre of the ramus. The lingula is an important anatomic landmark for ramus surgery, and for determining the distance to the mandibular foramen entrance. The use of the antilingula as a landmark for the position of the vertical ramus osteotomy is not recommended.

Statistical methods for assessing agreement between double readings of clinical measurements

Statistical analysis of data is crucial in cephalometric investigations. There are certainly excellent examples of good statistical practice in the field, but some articles published worldwide have carried out inappropriate analyses. Objective: The purpose of this study was to show that when the double records of each patient are traced on the same occasion, a control chart for differences between readings needs to be drawn, and limits of agreement and coefficients of repeatability must be calculated. Material and methods: Data from a well-known paper in Orthodontics were used for showing common statistical practices in cephalometric investigations and for proposing a new technique of analysis. Results: A scatter plot of the two radiograph readings and the two model readings with the respective regression lines are shown. Also, a control chart for the mean of the differences between radiograph readings was obtained and a coefficient of repeatability was calculated. Conclusions: A standard error assuming that mean differences are zero, which is referred to in Orthodontics and Facial Orthopedics as the Dahlberg error, can be calculated only for estimating precision if accuracy is already proven. When double readings are collected, limits of agreement and coefficients of repeatability must be calculated. A graph with differences of readings should be presented and outliers discussed.