A Bayesian Analysis of Spectral ARMA Model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Bayesian approach for constructing genetic maps when markers are miscoded

The advent of molecular markers has created opportunities for a better understanding of quantitative inheritance and for developing novel strategies for genetic improvement of agricultural species, using information on quantitative trait loci (QTL). A QTL analysis relies on accurate genetic marker maps. At present, most statistical methods used for map construction ignore the fact that molecular data may be read with error. Often, however, there is ambiguity about some marker genotypes. A Bayesian MCMC approach for inferences about a genetic marker map when random miscoding of genotypes occurs is presented, and simulated and real data sets are analyzed. The results suggest that unless there is strong reason to believe that genotypes are ascertained without error, the proposed approach provides more reliable inference on the genetic map.

A bayesian analysis for the parameters of the exponential-logarithmic distribution

The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. Bayesian estimation requires the selection of prior distributions for all parameters of the model. In this case, researchers usually seek to choose a prior that has little information on the parameters, allowing the data to be very informative relative to the prior information. Assuming some noninformative prior distributions, we present a Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods. Jeffreys prior is derived for the parameters of exponential-logarithmic distribution and compared with other common priors such as beta, gamma, and uniform distributions. In this article, we show through a simulation study that the maximum likelihood estimate may not exist except under restrictive conditions. In addition, the posterior density is sometimes bimodal when an improper prior density is used. © 2013 Copyright Taylor and Francis Group, LLC.

Genetic parameters for milk yield, lactation length and calving intervals of murrah buffaloes from brazil

The major objective of this study was to estimate heritability and genetic correlations between milk yield (MY) and calving interval (CI) and lactation length (LL) in Murrah buffaloes using Bayesian inference. The database used belongs to the genetic improvement program of four buffalo herds from Brazil. To obtain the estimates of variance and covariance, bivariate analyses were performed with the Gibbs sampler, using the program MTGSAM. The heritability coefficient estimates were 0.28, 0.03 and 0.15 for MY, CI and LL, respectively. The genetic correlations between MY and LL was moderate (0.48). However, the genetic correlation between MY and CI showed large HPD regions (highest posterior density interval). Milk yield was the only trait with clear potential for genetic improvement by direct mass selection. The genetic correlation between MY and LL indicates that indirect selection using milk yield is a potentially beneficialstrategy.Theinterpretation of the estimated genetic correlation between MY and CI is difficult and could be spurious. ©2013 Sociedade Brasileira de Zootecnia.

Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais utilizando a distribuição t multivariada

The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

Extração automática de contornos de telhados de edifícios em um modelo digital de elevação, utilizando inferência Bayesiana e campos aleatórios de Markov

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estimativas de parâmetros genéticos para a produção de leite e idade ao primeiro parto em vacas da raça pardo-suiça utilizando amostrador de Gibbs

Registros de 2.981 lactações de vacas da raça Pardo-Suiça, distribuídas em 62 rebanhos, com parições nos anos de 1980 a 2002, foram utilizados para verificar a influência de fatores genéticos e não genéticos, sobre a produção de leite e idade ao primeiro parto. O modelo empregado incluiu os efeitos fixos de rebanho, ano e estação de parto, além dos efeitos aleatórios de animal e ambiente temporário. Para a produção de leite, além dos efeitos fixos descritos anteriormente, incluíram-se também os efeitos linear da duração da lactação e linear e quadrático da idade da vaca ao parto, como co-variáveis. Na estimação dos componentes de (co) variâncias foi utilizada a inferência Bayesiana por meio de amostrador de Gibbs, com tamanho de cadeia de 1.500.000 rounds e período de queima 500.000 rounds. A frequência de amostragem foi de 500 rounds. As médias estimadas para produção de leite e idade ao primeiro parto foram iguais a 5347,47 1849,13 kg e 29,65 4,51 meses, respectivamente. Os efeitos de rebanho, ano de parto e duração da lactação, influenciaram significativamente a produção de leite (P< 0,01). A idade ao primeiro parto foi influenciada pelos efeitos de rebanho, ano de parto (P<0,01), além do efeito de estação de parto (P<0,05). As estimativas de herdabilidade obtidas para a produção de leite e idade ao primeiro parto foram iguais a 0,23 e 0,18, respectivamente. A correlação genética entre as duas foi igual a -0,31. A tendência genética e fenotípica, em função do reprodutor, para produção de leite foi de 1,09 kg e 115,34 kg de leite, respectivamente, para cada ano de produção. Para idade ao primeiro parto, os valores genéticos dos reprodutores tornaram-se negativos a partir de 1988, com redução aproximada de 0,05 meses a cada ano e fenotipicamente verificou-se uma redução de 32 para 28 meses de idade ao primeiro. Filhas de touros com alto valor genético para produção de leite tendem a apresentar crescimento mais acelerado ou maturidade fisiológica a uma idade mais precoce, diminuindo a idade ao primeiro parto.

Interação genótipo x ambiente para a produção de leite na espécie bubalina utilizando inferência Bayesiana por meio de Amostradores de Gibbs

Com o objetivo de verificar a existência da interação genótipo x ambiente, sob a forma de heterogeneidade de variâncias para a produção de leite na espécie bubalina e o seu impacto na avaliação genética dos animais, utilizando a inferência Bayesiana por meio de Amostrador de Gibbs, foram utilizados 5.484 registros de produção de leite referentes à produções de 2.994 búfalas predominantemente Murrah, filhas de 150 reprodutores, acasalados com 1130 matrizes, cujos partos ocorreram entre os anos de 1974 e 2004. Os registros foram provenientes do Programa de Melhoramento Genético dos Bubalinos (PROMEBUL) com a adição de registros provenientes do rebanho da EMBRAPA Amazônia Oriental -EAO, localizada em Belém, Pará. Foram estabelecidas classes de rebanho-ano de parto e de acordo com o desvio padrão de cada classe, os registros de produção de leite foram classificados em classes de alto e baixo desvio-padrão fenotípico. Posteriormente, os dados foram analisados desconsiderando e considerando as classes de desvio-padrão. O modelo utilizado empregou os efeitos fixos referentes às classes de rebanho-ano, mês de parto e covariáveis idade da fêmea ao parto e duração da lactação, além do efeito aleatório de animal, ambiente permanente e ambiente temporário. Para os efeitos fixos, foi assumido distribuição à priori uniforme e para os componentes de (co)variâncias foram assumidas distribuições priori qui-quadrado inversa e Wishart invertida. As médias observadas e desvio-padrão para produção de leite nas classes de alto e baixo desvio-padrão e em análise geral, foram iguais a 1870,21±758,78, 1900,50±587,76 e 1885,48±677,98, respectivamente. As médias posteriores para os componentes de variâncias foram maiores na classe de alto desvio-padrão. A herdabilidade obtida na classe de alto desvio-padrão foi próxima do valor observado na análise geral e inferior ao valor encontrado na classe de baixo desvio-padrão fenotípico. A correlação genética para produção de leite entre as classes de desvio-padrão foi igual a 0,58. As correlações de Spearman entre os valores genéticos para a produção de leite obtidos em análise geral com os valores obtidos nas classes de alto e baixo desvio padrão foram iguais a 0,94 e 0,93, respectivamente, para todos os reprodutores. Para uma amostra dos 10 melhores reprodutores, as mesmas correlações foram iguais a 0,94 e 0,47, respectivamente. Tais resultados revelam presença de heterogeneidade de variâncias entre rebanhos e esta heterogeneidade de variâncias é resultante de fatores ambientais, que podem levar a uma classificação errônea dos melhores reprodutores geneticamente para a produção leite.

Productive and reproductive traits in Murrah breed from Brazil

Major objective of this study was to estimate heritability and genetic correlations between milk yield (MY) and calving interval (CI) and lactation length (LL) in Murrah buffaloes using Bayesian inference. The database used belongs to the genetic improvement program of four buffalo herds from Brazil. To obtain the estimates of variance and covariance, bivariate analyses were performed with the Gibbs sampler, using the program MTGSAM. The heritability coefficient estimates were 0.28, 0.03 and 0.15 for MY, CI and LL, respectively. The genetic correlations between MY and LL was moderate (0.48). However, the genetic correlation between MY and CI showed large HPD regions (highest posterior density interval). Milk yield was the only trait with clear potential for genetic improvement by direct mass selection. The genetic correlation between MY-LL indicates that indirect selection using milk yield is a potentially beneficial strategy. The interpretation of the estimated genetic correlation between MY-CI is difficult and could be spurious.

Bayesian inference for two-parameter gamma distribution assuming different noninformative priors

In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are investigated. We show that the maximal data information prior provides in an improper posterior density and that the different choices of the parameter of interest lead to different reference priors in this case. Based on the simulated data sets, the Bayesian estimates and credible intervals for the unknown parameters are computed and the performance of the prior distributions are evaluated. The Bayesian analysis is conducted using the Markov Chain Monte Carlo (MCMC) methods to generate samples from the posterior distributions under the above priors.

The FGM bivariate lifetime copula model: a bayesian approach

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

A Bayesian analysis of the Conway-Maxwell-Poisson cure rate model

The purpose of this paper is to develop a Bayesian analysis for the right-censored survival data when immune or cured individuals may be present in the population from which the data is taken. In our approach the number of competing causes of the event of interest follows the Conway-Maxwell-Poisson distribution which generalizes the Poisson distribution. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the proposed model. Also, some discussions on the model selection and an illustration with a real data set are considered.

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Genetic relationship between growth and reproductive traits in Nellore cattle

The objective of this study was to evaluate the genetic relationship between postweaning weight gain (PWG), heifer pregnancy (HP), scrotal circumference (SC) at 18 months of age, stayability at 6 years of age (STAY) and finishing visual score at 18 months of age (PREC), and to determine the potential of these traits as selection criteria for the genetic improvement of growth and reproduction in Nellore cattle. The HP was defined as the observation that a heifer conceived and remained pregnant, which was assessed by rectal palpation at 60 days. The STAY was defined as whether or not a cow calved every year up to the age of 6 years, given that she was provided the opportunity to breed. The Bayesian linear-threshold analysis via the Gibbs sampler was used to estimate the variance and covariance components applying a multitrait model. Posterior mean estimates of direct heritability were 0.15 +/- 0.00, 0.42 +/- 0.02, 0.49 +/- 0.01, 0.11 +/- 0.01 and 0.19 +/- 0.00 for PWG, HP, SC, STAY and PREC, respectively. The genetic correlations between traits ranged from 0.17 to 0.62. The traits studied generally have potential for use as selection criteria in genetic breeding programs. The genetic correlations between all traits show that selection for one of these traits does not imply the loss of the others.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.