Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated margional residual vector by the Cholesky decomposition of the inverse of the estimated margional variance matrix. The resulting "rotated" residuals are used to construct an empirical cumulative distribution function and pointwise standard errors. The theoretical framework, including conditions and asymptotic properties, involves technical details that are motivated by Lange and Ryan (1989), Pierce (1982), and Randles (1982). Our method appears to work well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series). Our methods can produce satisfactory results even for models that do not satisfy all of the technical conditions stated in our theory.

Simulation of Drosophila circadian oscillations, mutations, and light responses by a model with VRI, PDP-1, and CLK.

A model of Drosophila circadian rhythm generation was developed to represent feedback loops based on transcriptional regulation of per, Clk (dclock), Pdp-1, and vri (vrille). The model postulates that histone acetylation kinetics make transcriptional activation a nonlinear function of [CLK]. Such a nonlinearity is essential to simulate robust circadian oscillations of transcription in our model and in previous models. Simulations suggest that two positive feedback loops involving Clk are not essential for oscillations, because oscillations of [PER] were preserved when Clk, vri, or Pdp-1 expression was fixed. However, eliminating positive feedback by fixing vri expression altered the oscillation period. Eliminating the negative feedback loop in which PER represses per expression abolished oscillations. Simulations of per or Clk null mutations, of per overexpression, and of vri, Clk, or Pdp-1 heterozygous null mutations altered model behavior in ways similar to experimental data. The model simulated a photic phase-response curve resembling experimental curves, and oscillations entrained to simulated light-dark cycles. Temperature compensation of oscillation period could be simulated if temperature elevation slowed PER nuclear entry or PER phosphorylation. The model makes experimental predictions, some of which could be tested in transgenic Drosophila.

Search for direct top squark pair production in events with a Z boson, b-jets and missing transverse momentum in √s=8 TeV pp collisions with the ATLAS detector

A search is presented for direct top squark pair production using events with at least two leptons including a same-flavour opposite-sign pair with invariant mass consistent with the Z boson mass, jets tagged as originating from b-quarks and missing transverse momentum. The analysis is performed with proton–proton collision data at √ s = 8 TeV collected with the ATLAS detector at the LHC in 2012 corresponding to an integrated luminosity of 20.3 fb−1. No excess beyond the Standard Model expectation is observed. Interpretations of the results are provided in models based on the direct pair production of the heavier top squark state (˜t2) followed by the decay to the lighter top squark state (˜t1) via ˜t2 → Z ˜t1, and for ˜t1 pair production in natural gaugemediated supersymmetry breaking scenarios where the neutralino (˜χ 01 ) is the next-to-lightest supersymmetric particle and decays producing a Z boson and a gravitino ( ˜G ) via the ˜χ 01→ Z ˜G process.

Simulation study of joint transition and Weibull survival model with shared parameters

This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation. ^

Age model for the time between 3.45 and 2.45 Ma of ODP Site 189-1172

Calcareous nannoplankton assemblages and benthic d18O isotopes of Pliocene deep-sea sediments of ODP site 1172 (East of Tasmania) have been studied to improve our knowledge of the Southern Ocean paleoceanography. Our study site is located just north of the Subtropical Front (STF), an ideal setting to monitor migrations of the STF during our study period, between 3.45 and 2.45 Ma. The assemblage identified at ODP site 1172 has been interpreted as characteristic for the transitional zone water mass, located south of the STF, based on: (i) the low abundances (< 1%) of subtropical taxa, (ii) relatively high percentages of Coccolithus pelagicus, a subpolar type species, (iii) abundances from 2-10% of Calcidiscus leptoporus, a species that frequently inhabits the zone south of the STF and (iv) the high abundances of small Noelaerhabdaceae which at present dominates the zone south of the STF. Across our interval the calcareous nannoplankton manifests glacial-interglacial variability. We have identified cold events, characterized by high abundances of C. pelagicus which coincide with glacial periods, except during G7. After 3.1 Ma cold events are more frequent, in concordance with global cooling trends. Around 2.75 Ma, the interglacial stage G7 is characterized by anomalous low temperatures which most likely are linked to definite closure of the Central American Seaway (CAS), an event that is believed to have had global consequences. A gradual increase of very small Reticulofenestra across our section marks a significant trend in the small Noelaerhabdaceae species group and has been linked to a general enhanced mixing of the water column in agreement with previous studies. It is suggested that a rapid decline of small Gephyrocapsa after isotopic stage G7 might be related to the cooling observed in our study site after the closure of the CAS.

Salinization Model with links to source files

This computational model of irrigation agriculture is used to study the effects of salinization in Mesopotamia. Scholars have long suspected that central and southern Mesopotamia present environments which limited agricultural production over long-term periods. In regions such as central Mesopotamia, where salinization likely affected settlement in different periods but was more manageable than in more southern regions, fallowing regimes, natural and engineered leaching, and decisions made on when to crop were strategies applied in order to limit the effects of salinization. The model is used to assess the effectiveness of these coping strategies by incorporating projected climate, soil, and landscape conditions with agricultural practices. The simulation results not only demonstrate the effectiveness and limitations of techniques to inhibiting progressive salinization but can be compared with the archaeological record in order to determine if the results correspond to past events and help to interpret past settlement history.

Simulation analysis of the EU ELV/RoHS directives based on an applied general equilibrium model with Melitz-type trade specification

This paper explores the potential usefulness of an AGE model with the Melitz-type trade specification to assess economic effects of technical regulations, taking the case of the EU ELV/RoHS directives as an example. Simulation experiments reveal that: (1) raising the fixed exporting cost to make sales in the EU market brings results that exports of the targeted commodities (motor vehicles and parts for ELV and electronic equipment for RoHS) to the EU from outside regions/countries expand while the domestic trade in the EU shrinks when the importer's preference for variety (PfV) is not strong; (2) if the PfV is not strong, policy changes that may bring reduction in the number of firms enable survived producers with high productivity to expand production to be large-scale mass producers fully enjoying the fruit of economies of scale; and (3) When the strength of the importer's PfV is changed from zero to unity, there is the value that totally changes simulation results and their interpretations.

Design of envelope amplifier based on interleaved multiphase buck converter with minimum time control for RF application

In this paper, an interleaved multiphase buck converter with minimum time control strategy for envelope amplifiers in high efficiency RF power amplifiers is proposed. The solution for the envelope amplifier is to combine the proposed converter with a linear regulator in series. High efficiency of envelope amplifier can be obtained through modulating the supply voltage of the linear regulator. Instead of tracking the envelope, the buck converter has discrete output voltage that corresponding to particular duty cycles which achieve total ripple cancellation. The transient model for minimum time control is explained, and the calculation of transient times that are pre-calculated and inserted into a lookup table is presented. The filter design trade-off that limits capability of envelope modulation is also discussed. The experimental results verify the fast voltage transient obtained with a 4-phase buck prototype.

Multiphase Buck Converter with Minimum Time Control Strategy for RF Envelope Modulation

Power amplifier supplied with constant supply voltage has very low efficiency in the transmitter. A DC-DC converter in series with a linear regulator can be used to obtain voltage modulation. Since this converter should be able to change the output voltage very fast, a multiphase buck converter with a minimum time control strategy is proposed. To modulate supply voltage of the envelope amplifier, the multiphase converter works with some particular duty cycle (i/n, i=1, 2 ... n, n is the number of phase) to generate discrete output voltages, and in these duty cycles the output current ripple can be completely cancelled. The transition times for the minimum time are pre-calculated and inserted in a look-up table. The theoretical background, the system model that is necessary in order to calculate the transition times and the experimental results obtained with a 4-phase buck prototype are given

B2DI a bayesian BDI agent model with causal belief updating based on MSBN

In this paper, we introduce B2DI model that extends BDI model to perform Bayesian inference under uncertainty. For scalability and flexibility purposes, Multiply Sectioned Bayesian Network (MSBN) technology has been selected and adapted to BDI agent reasoning. A belief update mechanism has been defined for agents, whose belief models are connected by public shared beliefs, and the certainty of these beliefs is updated based on MSBN. The classical BDI agent architecture has been extended in order to manage uncertainty using Bayesian reasoning. The resulting extended model, so-called B2DI, proposes a new control loop. The proposed B2DI model has been evaluated in a network fault diagnosis scenario. The evaluation has compared this model with two previously developed agent models. The evaluation has been carried out with a real testbed diagnosis scenario using JADEX. As a result, the proposed model exhibits significant improvements in the cost and time required to carry out a reliable diagnosis.

The SEIQS stochastic epidemic model with external source of infection

This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

Establishment of a confluent monolayer model with human primary trophoblast cells: novel insights into placental glucose transport

STUDY HYPOTHESIS Using optimized conditions, primary trophoblast cells isolated from human term placenta can develop a confluent monolayer in vitro, which morphologically and functionally resembles the microvilli structure found in vivo. STUDY FINDING We report the successful establishment of a confluent human primary trophoblast monolayer using pre-coated polycarbonate inserts, where the integrity and functionality was validated by cell morphology, biophysical features, cellular marker expression and secretion, and asymmetric glucose transport. WHAT IS KNOWN ALREADY Human trophoblast cells form the initial barrier between maternal and fetal blood to regulate materno-fetal exchange processes. Although the method for isolating pure human cytotrophoblast cells was developed almost 30 years ago, a functional in vitro model with primary trophoblasts forming a confluent monolayer is still lacking. STUDY DESIGN, SAMPLES/MATERIALS, METHODS Human term cytotrophoblasts were isolated by enzymatic digestion and density gradient separation. The purity of the primary cells was evaluated by flow cytometry using the trophoblast-specific marker cytokeratin 7, and vimentin as an indicator for potentially contaminating cells. We screened different coating matrices for high cell viability to optimize the growth conditions for primary trophoblasts on polycarbonate inserts. During culture, cell confluency and polarity were monitored daily by determining transepithelial electrical resistance (TEER) and permeability properties of florescent dyes. The time course of syncytia-related gene expression and hCG secretion during syncytialization were assessed by quantitative RT-PCR and enzyme-linked immunosorbent assay, respectively. The morphology of cultured trophoblasts after 5 days was determined by light microscopy, scanning electron microscopy (SEM) and transmission electron microscopy (TEM). Membrane makers were visualized using confocal microscopy. Additionally, glucose transport studies were performed on the polarized trophoblasts in the same system. MAIN RESULTS AND THE ROLE OF CHANCE During 5-day culture, the highly pure trophoblasts were cultured on inserts coated with reconstituted basement membrane matrix . They exhibited a confluent polarized monolayer, with a modest TEER and a size-dependent apparent permeability coefficient (Papp) to fluorescently labeled compounds (MW ∼400-70 000 Da). The syncytialization progress was characterized by gradually increasing mRNA levels of fusogen genes and elevating hCG secretion. SEM analyses confirmed a confluent trophoblast layer with numerous microvilli, and TEM revealed a monolayer with tight junctions. Immunocytochemistry on the confluent trophoblasts showed positivity for the cell-cell adhesion molecule E-cadherin, the tight junction protein 1 (ZO-1) and the membrane proteins ATP-binding cassette transporter A1 (ABCA1) and glucose transporter 1 (GLUT1). Applying this model to study the bidirectional transport of a non-metabolizable glucose derivative indicated a carrier-mediated placental glucose transport mechanism with asymmetric kinetics. LIMITATIONS, REASONS FOR CAUTION The current study is only focused on primary trophoblast cells isolated from healthy placentas delivered at term. It remains to be evaluated whether this system can be extended to pathological trophoblasts isolated from diverse gestational diseases. WIDER IMPLICATIONS OF THE FINDINGS These findings confirmed the physiological properties of the newly developed human trophoblast barrier, which can be applied to study the exchange of endobiotics and xenobiotics between the maternal and fetal compartment, as well as intracellular metabolism, paracellular contributions and regulatory mechanisms influencing the vectorial transport of molecules. LARGE-SCALE DATA Not applicable. STUDY FUNDING AND COMPETING INTERESTS This study was supported by the Swiss National Center of Competence in Research, NCCR TransCure, University of Bern, Switzerland, and the Swiss National Science Foundation (grant no. 310030_149958, C.A.). All authors declare that their participation in the study did not involve factual or potential conflicts of interests.

Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)

Regular vine copulas are multivariate dependence models constructed from pair-copulas (bivariate copulas). In this paper, we allow the dependence parameters of the pair-copulas in a D-vine decomposition to be potentially time-varying, following a nonlinear restricted ARMA(1,m) process, in order to obtain a very flexible dependence model for applications to multivariate financial return data. We investigate the dependence among the broad stock market indexes from Germany (DAX), France (CAC 40), Britain (FTSE 100), the United States (S&P 500) and Brazil (IBOVESPA) both in a crisis and in a non-crisis period. We find evidence of stronger dependence among the indexes in bear markets. Surprisingly, though, the dynamic D-vine copula indicates the occurrence of a sharp decrease in dependence between the indexes FTSE and CAC in the beginning of 2011, and also between CAC and DAX during mid-2011 and in the beginning of 2008, suggesting the absence of contagion in these cases. We also evaluate the dynamic D-vine copula with respect to Value-at-Risk (VaR) forecasting accuracy in crisis periods. The dynamic D-vine outperforms the static D-vine in terms of predictive accuracy for our real data sets.

Is socioeconomic position early in life associated with physical activity during adulthood following the accumulation of risk model with additive effects?

L'activité physique améliore la santé, mais seulement 4.8% des Canadiens atteignent le niveau recommandé. La position socio-économique est un des déterminants de l'activité physique les plus importants. Elle est associée à l’activité physique de manière transversale à l’adolescence et à l’âge adulte. Cette thèse a tenté de déterminer s'il y a une association à long terme entre la position socio-économique au début du parcours de vie et l’activité physique à l’âge adulte. S'il y en avait une, un deuxième objectif était de déterminer quel modèle théorique en épidémiologie des parcours de vie décrivait le mieux sa forme. Cette thèse comprend trois articles: une recension systématique et deux recherches originales. Dans la recension systématique, des recherches ont été faites dans Medline et EMBASE pour trouver les études ayant mesuré la position socio-économique avant l'âge de 18 ans et l'activité physique à ≥18 ans. Dans les deux recherches originales, la modélisation par équations structurelles a été utilisée pour comparer trois modèles alternatifs en épidémiologie des parcours de vie: le modèle d’accumulation de risque avec effets additifs, le modèle d’accumulation de risque avec effet déclenché et le modèle de période critique. Ces modèles ont été comparés dans deux cohortes prospectives représentatives à l'échelle nationale: la 1970 British birth cohort (n=16,571; première recherche) et l’Enquête longitudinale nationale sur les enfants et les jeunes (n=16,903; deuxième recherche). Dans la recension systématique, 10 619 articles ont été passés en revue par deux chercheurs indépendants et 42 ont été retenus. Pour le résultat «activité physique» (tous types et mesures confondus), une association significative avec la position socio-économique durant l’enfance fut trouvée dans 26/42 études (61,9%). Quand seulement l’activité physique durant les loisirs a été considérée, une association significative fut trouvée dans 21/31 études (67,7%). Dans un sous-échantillon de 21 études ayant une méthodologie plus forte, les proportions d’études ayant trouvé une association furent plus hautes : 15/21 (71,4%) pour tous les types et toutes les mesures d’activité physique et 12/15 (80%) pour l’activité physique de loisir seulement. Dans notre première recherche originale sur les données de la British birth cohort, pour la classe sociale, nous avons trouvé que le modèle d’accumulation de risque avec effets additifs s’est ajusté le mieux chez les hommes et les femmes pour l’activité physique de loisir, au travail et durant les transports. Dans notre deuxième recherche originale sur les données canadiennes sur l'activité physique de loisir, nous avons trouvé que chez les hommes, le modèle de période critique s’est ajusté le mieux aux données pour le niveau d’éducation et le revenu, alors que chez les femmes, le modèle d’accumulation de risque avec effets additifs s’est ajusté le mieux pour le revenu, tandis que le niveau d’éducation ne s’est ajusté à aucun des modèles testés. En conclusion, notre recension systématique indique que la position socio-économique au début du parcours de vie est associée à la pratique d'activité physique à l'âge adulte. Les résultats de nos deux recherches originales suggèrent un patron d’associations le mieux représenté par le modèle d’accumulation de risque avec effets additifs.