Bayesian analysis of the error correction model

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

High-breakdown linear discriminant analysis

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

The time course of vasoconstriction and endothelin receptor A expression in pulmonary arterioles of mice continuously exposed to ambient urban levels of air pollution

The present study aimed to verify the time course of the effects of environmental levels of urban air pollution toxicity on lung arterioles. BALB/c mice (n = 56) were continuously exposed to selective chambers equipped with (filtered, F) or without (non-filtered, NF) filter devices for particles and toxic gases for 24 h/day, over 14, 21, 30 or 45 days. After exposure, we evaluated the lumen-wall relationship (an estimator of arteriolar narrowing), endothelial nitric oxide synthase (eNOS) and endothelin type A receptor (ETAr) expression in the vascular wall and inflammatory influx of the peribronchiolar area. Concentrations of fine particulate matter (PM <= 2.5 mu g/m(3)), nitrogen dioxide (NO(2)), black smoke (BS), humidity and temperature in both the environment and inside the chambers were measured daily. Filters cleared 100% of BS and 97% of PM inside the F chamber. The arteriole wall of the lungs of mice from NF chamber had an increased ETAr expression (p <= 0.042) concomitant to a decrease in the lumen/wall ratio (p = 0.02) on the early days of exposure, compared to controls. They also presented a progressive increment of inflammatory influx in the peribronchiolar area during the study (p = 0.04) and decrement of the eNOS expression on the 45th day of exposure in both vascular layers (p <= 0.03). We found that after 14 days of exposure, the ambient levels of air pollutants in Sao Paulo induced vasoconstriction that was associated with an increase in ETAr expression. These vascular results do not appear to be coupled to the progressive inflammatory influx in lung tissue, suggesting a down-regulation of vasoconstrictive mechanisms through an imbalance in the cytokines network. It is likely that these responses are protective measures that decrease tissue damage brought about by continuous exposure to air pollutants. (C) 2010 Elsevier Inc. All rights reserved.

Estimating correlations from epidemiological data in the presence of measurement error

Analysis of a major multi-site epidemiologic study of heart disease has required estimation of the pairwise correlation of several measurements across sub-populations. Because the measurements from each sub-population were subject to sampling variability, the Pearson product moment estimator of these correlations produces biased estimates. This paper proposes a model that takes into account within and between sub-population variation, provides algorithms for obtaining maximum likelihood estimates of these correlations and discusses several approaches for obtaining interval estimates. (C) 1997 by John Wiley & Sons, Ltd.

Myocardial Perfusion Imaging Is a Strong Predictor of Death in Women

OBJECTIVES We sought to assess the prognostic value and risk classification improvement using contemporary single-photon emission computed tomography myocardial perfusion imaging (SPECT-MPI) to predict all-cause mortality. BACKGROUND Myocardial perfusion is a strong estimator of prognosis. Evidence published to date has not established the added prognostic value of SPECT-MPI nor defined an approach to detect improve classification of risk in women from a developing nation. METHODS A total of 2,225 women referred for SPECT-MPI were followed by a mean period of 3.7 +/- 1.4 years. SPECT-MPI results were classified as abnormal on the presence of any perfusion defect. Abnormal scans were further classified as with mild/moderate reversible, severe reversible, partial reversible, or fixed perfusion defects. Risk estimates for incident mortality were categorized as <1%/year, 1% to 2%/year, and >2%/year using Cox proportional hazard models. Risk-adjusted models incorporated clinical risk factors, left ventricular ejection fraction (LVEF), and perfusion variables. RESULTS All-cause death occurred in 139 patients. SPECT-MPI significantly risk stratified the population; patients with abnormal scans had significantly higher death rates compared with patients with normal scans, 13.1% versus 4.0%, respectively (p < 0.001). Cox analysis demonstrated that after adjusting for clinical risk factors and LVEF, SPECT-MPI improved the model discrimination (integrated discrimination index = 0.009; p = 0.02), added significant incremental prognostic information (global chi-square increased from 87.7 to 127.1; p < 0.0001), and improved risk prediction (net reclassification improvement = 0.12; p = 0.005). CONCLUSIONS SPECT-MPI added significant incremental prognostic information to clinical and left ventricular functional variables while enhancing the ability to classify this Brazilian female population into low-and high-risk categories of all-cause mortality. (J Am Coll Cardiol Img 2011;4:880-8) (C) 2011 by the American College of Cardiology Foundation

Chronic exposure to ambient levels of urban particles affects mouse lung development

Rationale- Chronic exposure to air pollution has been associated with adverse effects on children`s lung growth. Objectives: We analyzed the effects of chronic exposure to urban levels of particulate matter (PM) on selected phases of mouse lung development. Methods: The exposure occurred in two open-top chambers (filtered and nonfiltered) placed 20 m from a street with heavy traffic in Sao Paulo, 24 hours/day for 8 months. There was a significant reduction of the levels of PM(2.5) inside the filtered chamber (filtered = 2.9 +/- 3.0 mu g/m(3), nonfiltered = 16.8 +/- 8.3 mu g/m(3); P = 0.001). At this exposure site, vehicular sources are the major components of PM(2.5) (PM <= 2.5 mu m). Exposure of the parental generation in the two chambers occurred from the 10th to the 120th days of life. After mating and birth of offspring, a crossover of mothers and pups occurred within the chambers, resulting in four groups of pups: nonexposed, prenatal, postnatal, and pre+postnatal. Offspring were killed at the age of 15 (n = 42) and 90 (n = 35) days; lungs were analyzed by morphometry for surface to volume ratio (as an estimator of alveolization). Pressure-volume curves were performed in the older groups, using a 20-ml plethysmograph. Measurements and Main Results: Mice exposed to PM(2.5) pre+postnatally presented a smaller surface to volume ratio when compared with nonexposed animals (P = 0.036). The pre+postnatal group presented reduced inspiratory and expiratory volumes at higher levels of transpulmonary pressure (P = 0.001). There were no differences among prenatal and postnatal exposure and nonexposed animals. Conclusions: Our data provide anatomical and functional support to the concept that chronic exposure to urban PM affects lung growth.

Crotamine toxicity and efficacy in mouse models of melanoma

Objectives: Selective anticancer cell activity for both cell-penetrating and cationic antimicrobial peptides has previously been reported. As crotamine possesses activities similar to both of these, this study investigates crotamine`s anticancer toxicity in vitro and in vivo. Research design and methods: In vitro cancer cell viability was evaluated after treatment with 1 and 5 mu g/ml of crotamine. In vivo crotamine cytotoxic effects in C57Bl/6J mice bearing B16-F10 primary cutaneous melanoma were tested, with two groups each containing 35 mice. The crotamine-treated group received 1 mu g/day of crotamine per animal, subcutaneously which was well tolerated; the untreated group received a placebo. Results: Crotamine at 5 mu g/ml was lethal to B16-F10, Mia PaCa-2 and SK-Mel-28 cells and inoffensive to normal cells. In vivo crotamine treatment over 21 days significantly delayed tumor implantation, inhibited tumor growth and prolonged the lifespan of the mice. Mice in the crotamine-treated group survived at significantly higher rates (n = 30/35) than those in the untreated group (n = 7/35) (significance calculated with the Kaplan-Meier estimator). The average tumor weight in the untreated group was 4.60 g but was only about 0.27 g in the crotamine-treated mice, if detectable. Conclusions: These data warrant further exploration of crotamine as a tumor inhibition compound.

A Comparison of the Home Range Sizes of Mainland and Island Populations of Black-Faced Lion Tamarins (Leontopithecus caissara) Using Different Spatial Analysis

The critically endangered black-faced lion tamarin, Leontopithecus caissara, has a restricted geographical distribution consisting of small mainland and island populations, each with distinct habitats in coastal southeastern Brazil. Necessary conservation management actions require an assessment of whether differences in habitats are reflected in use of space by the species. We studied two tamarin groups on the mainland at Sao Paulo state between August 2005 and March 2007, and compared the results with data from Superagui Island. Three home range estimators were used: minimum convex polygon (MCP), Kernel, and the new technique presented dissolved monthly polygons (DMP). These resulted, respectively, in home ranges of 345, 297, and 282 ha for the 12-month duration of the study. Spatial overlap of mainland groups was extensive, whereas temporal overlap was not, a pattern that indicates resource partitioning is an important strategy to avoid intraspecific competition. L. caissara large home ranges seem to be dynamic, with constant incorporation of new areas and abandonment of others through time. The main difference between mainland and island groups is the amount and variety of sleeping sites. A better understanding of the home range sizes, day range lengths, and territorial behavior of this species will aid in developing better management strategies for its protection. Additionally, the presented DMP protocol is a useful improvement over the MCP method as it results in more realistic home range sizes for wildlife species. Am. J. Primatol. 73: 1114-1126, 2011. (C) 2011 Wiley Periodicals, Inc.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

The folding of knotted proteins: insights from lattice simulations

We carry out systematic Monte Carlo simulations of Go lattice proteins to investigate and compare the folding processes of two model proteins whose native structures differ from each other due to the presence of a trefoil knot located near the terminus of one of the protein chains. We show that the folding time of the knotted fold is larger than that of the unknotted protein and that this difference in folding time is particularly striking in the temperature region below the optimal folding temperature. Both proteins display similar folding transition temperatures, which is indicative of similar thermal stabilities. By using the folding probability reaction coordinate as an estimator of folding progression we have found out that the formation of the knot is mainly a late folding event in our shallow knot system.

Geostatistical Mapping of Outfall Plume Dispersion Data gathered with an autonomous underwater vehicle

The main purpose of this study was to examine the applicability of geostatistical modeling to obtain valuable information for assessing the environmental impact of sewage outfall discharges. The data set used was obtained in a monitoring campaign to S. Jacinto outfall, located off the Portuguese west coast near Aveiro region, using an AUV. The Matheron’s classical estimator was used the compute the experimental semivariogram which was fitted to three theoretical models: spherical, exponential and gaussian. The cross-validation procedure suggested the best semivariogram model and ordinary kriging was used to obtain the predictions of salinity at unknown locations. The generated map shows clearly the plume dispersion in the studied area, indicating that the effluent does not reach the near by beaches. Our study suggests that an optimal design for the AUV sampling trajectory from a geostatistical prediction point of view, can help to compute more precise predictions and hence to quantify more accurately dilution. Moreover, since accurate measurements of plume’s dilution are rare, these studies might be very helpful in the future for validation of dispersion models.

Caracterização das rejeições na pescaria de demersais nos Açores

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 26 de Fevereiro de 2014, Universidade dos Açores.

Imported and autochthonous cases in the dynamics of dengue epidemics in Brazil

OBJECTIVE: To estimate the basic reproduction number (R0) of dengue fever including both imported and autochthonous cases. METHODS: The study was conducted based on epidemiological data of the 2003 dengue epidemic in Brasília, Brazil. The basic reproduction number is estimated from the epidemic curve, fitting linearly the increase of initial cases. Aiming at simulating an epidemic with both autochthonous and imported cases, a "susceptible-infectious-resistant" compartmental model was designed, in which the imported cases were considered as an external forcing. The ratio between R0 of imported versus autochthonous cases was used as an estimator of real R0. RESULTS: The comparison of both reproduction numbers (only autochthonous versus all cases) showed that considering all cases as autochthonous yielded a R0 above one, although the real R0 was below one. The same results were seen when the method was applied on simulated epidemics with fixed R0. This method was also compared to some previous proposed methods by other authors and showed that the latter underestimated R0 values. CONCLUSIONS: It was shown that the inclusion of both imported and autochthonous cases is crucial for the modeling of the epidemic dynamics, and thus provides critical information for decision makers in charge of prevention and control of this disease.

Cross-cultural validity of the demand-control questionnaire: Swedish and Brazilian workers

OBJECTIVE To evaluate the cross-cultural validity of the Demand-Control Questionnaire, comparing the original Swedish questionnaire with the Brazilian version. METHODS We compared data from 362 Swedish and 399 Brazilian health workers. Confirmatory and exploratory factor analyses were performed to test structural validity, using the robust weighted least squares mean and variance-adjusted (WLSMV) estimator. Construct validity, using hypotheses testing, was evaluated through the inspection of the mean score distribution of the scale dimensions according to sociodemographic and social support at work variables. RESULTS The confirmatory and exploratory factor analyses supported the instrument in three dimensions (for Swedish and Brazilians): psychological demands, skill discretion and decision authority. The best-fit model was achieved by including an error correlation between work fast and work intensely (psychological demands) and removing the item repetitive work (skill discretion). Hypotheses testing showed that workers with university degree had higher scores on skill discretion and decision authority and those with high levels of Social Support at Work had lower scores on psychological demands and higher scores on decision authority. CONCLUSIONS The results supported the equivalent dimensional structures across the two culturally different work contexts. Skill discretion and decision authority formed two distinct dimensions and the item repetitive work should be removed.

Renewable power forecast to scheduling of thermal units

In this work is discussed the importance of the renewable production forecast in an island environment. A probabilistic forecast based on kernel density estimators is proposed. The aggregation of these forecasts, allows the determination of thermal generation amount needed to schedule and operating a power grid of an island with high penetration of renewable generation. A case study based on electric system of S. Miguel Island is presented. The results show that the forecast techniques are an imperative tool help the grid management.