Unite and conquer: univariate and multivariate approaches for finding differentially expressed gene sets

Motivation: Recently, many univariate and several multivariate approaches have been suggested for testing differential expression of gene sets between different phenotypes. However, despite a wealth of literature studying their performance on simulated and real biological data, still there is a need to quantify their relative performance when they are testing different null hypotheses.

Results: In this article, we compare the performance of univariate and multivariate tests on both simulated and biological data. In the simulation study we demonstrate that high correlations equally affect the power of both, univariate as well as multivariate tests. In addition, for most of them the power is similarly affected by the dimensionality of the gene set and by the percentage of genes in the set, for which expression is changing between two phenotypes. The application of different test statistics to biological data reveals that three statistics (sum of squared t-tests, Hotelling's T2, N-statistic), testing different null hypotheses, find some common but also some complementing differentially expressed gene sets under specific settings. This demonstrates that due to complementing null hypotheses each test projects on different aspects of the data and for the analysis of biological data it is beneficial to use all three tests simultaneously instead of focusing exclusively on just one.

Statistical-based monitoring of multivariate non-Gaussian systems

The monitoring of multivariate systems that exhibit non-Gaussian behavior is addressed. Existing work advocates the use of independent component analysis (ICA) to extract the underlying non-Gaussian data structure. Since some of the source signals may be Gaussian, the use of principal component analysis (PCA) is proposed to capture the Gaussian and non-Gaussian source signals. A subsequent application of ICA then allows the extraction of non-Gaussian components from the retained principal components (PCs). A further contribution is the utilization of a support vector data description to determine a confidence limit for the non-Gaussian components. Finally, a statistical test is developed for determining how many non-Gaussian components are encapsulated within the retained PCs, and associated monitoring statistics are defined. The utility of the proposed scheme is demonstrated by a simulation example, and the analysis of recorded data from an industrial melter.

Effect of signal intensity normalization on the multivariate analysis of spectral data in complex 'real-world' datasets

Spectral signal intensities, especially in 'real-world' applications with nonstandardized sample presentation due to uncontrolled variables/factors, commonly require additional spectral processing to normalize signal intensity in an effective way. In this study, we have demonstrated the complexity of choosing a normalization routine in the presence of multiple spectrally distinct constituents by probing a dataset of Raman spectra. Variation in absolute signal intensity (90.1% of total variance) of the Raman spectra of these complex biological samples swamps the variation in useful signals (9.4% of total variance), degrading its diagnostic and evaluative potential.

Dynamic Density Forecasts for Multivariate Asset Returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.

Density-dependent prophylaxis and condition-dependent immune function in Lepidopteran larvae: a multivariate approach

1. The risk of parasitism and infectious disease is expected to increase with population density as a consequence of positive density-dependent transmission rates. Therefore, species that encounter large fluctuations in population density are predicted to exhibit plasticity in their immune system, such that investment in costly immune defences is adjusted to match the probability of exposure to parasites and pathogens (i.e. density-dependent prophylaxis).

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

The impact of biomarkers in multivariate algorithms for bladder cancer diagnosis in patients with hematuria

BACKGROUND: We appraised 23 biomarkers previously associated with urothelial cancer in a case-control study. Our aim was to determine whether single biomarkers and/or multivariate algorithms significantly improved on the predictive power of an algorithm based on demographics for prediction of urothelial cancer in patients presenting with hematuria. METHODS: Twenty-two biomarkers in urine and carcinoembryonic antigen (CEA) in serum were evaluated using enzyme-linked immunosorbent assays (ELISAs) and biochip array technology in 2 patient cohorts: 80 patients with urothelial cancer, and 77 controls with confounding pathologies. We used Forward Wald binary logistic regression analyses to create algorithms based on demographic variables designated prior predicted probability (PPP) and multivariate algorithms, which included PPP as a single variable. Areas under the curve (AUC) were determined after receiver-operator characteristic (ROC) analysis for single biomarkers and algorithms. RESULTS: After univariate analysis, 9 biomarkers were differentially expressed (t test; P

Do obesity and sleep problems cluster in the workplace?:A multivariate, multilevel study

OBJECTIVES: The aim of this study was to examine the co-occurrence of obesity and sleep problems among employees and workplaces. METHODS: We obtained data from 39 873 men and women working in 3040 workplaces in 2000-2002 (the Finnish Public Sector Study). Individual- and workplace-level characteristics were considered as correlates of obesity and sleep problems, which were modelled simultaneously using a multivariate, multilevel approach. RESULTS: Of the participants, 11% were obese and 23% reported sleep problems. We found a correlation between obesity and sleep problems at both the individual [correlation coefficient 0.048, covariance 0.047, standard error (SE) 0.005) and workplace (correlation coefficient 0.619, covariance 0.068, SE 0.011) level. The latter, but not the former, correlation remained after adjustment for individual- and workplace-level confounders, such as age, sex, socioeconomic status, shift work, alcohol consumption, job strain, and proportion of temporary employees and manual workers at the workplace. CONCLUSIONS: Obese employees and those with sleep problems tend to cluster in the same workplaces, suggesting that, in addition to targeting individuals at risk, interventions to reduce obesity and sleep problems might benefit from identifying "risky" workplaces.

The size and shape of shells used by hermit crabs: A multivariate analysis of Clibanarius erythropus

Shell attributes Such as weight and shape affect the reproduction, growth, predator avoidance and behaviour of several hermit crab species. Although the importance of these attributes has been extensively investigated, it is still difficult to assess the relative role of size and shape. Multivariate techniques allow concise and efficient quantitative analysis of these multidimensional properties, and this paper aims to understand their role in determining patterns of hermit crab shell use. To this end, a multivariate approach based on a combination of size-unconstrained (shape) PCA and RDA ordination was used to model the biometrics of southern Mediterranean Clibanarius erythropus Populations and their shells. Patterns of shell utilization and morphological gradients demonstrate that size is more important than shape, probably due to the limited availability of empty shells in the environment. The shape (e.g. the degree of shell elongation) and weight of inhabited shells vary considerably in both female and male crabs. However, these variations are clearly accounted for by crab biometrics in males only. Oil the basis of statistical evidence and findings from past studies. it is hypothesized that larger males of adequate size and strength have access to the larger, heavier and relatively more available shells of the globose Osilinus turbinatus, which cannot be used by average-sized males or by females investing energy in egg production. This greater availability allows larger males to select more Suitable Shapes. (C) 2009 Elsevier Masson SAS. All rights reserved.