Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (Penaeus esculentus) in Moreton Bay (Australia) using logbook data

It is common to model the dynamics of fisheries using natural and fishing mortality rates estimated independently using two separate analyses. Fishing mortality is routinely estimated from widely available logbook data, whereas natural mortality estimations have often required more specific, less frequently available, data. However, in the case of the fishery for brown tiger prawn (Penaeus esculentus) in Moreton Bay, both fishing and natural mortality rates have been estimated from logbook data. The present work extended the fishing mortality model to incorporate an eco-physiological response of tiger prawn to temperature, and allowed recruitment timing to vary from year to year. These ecological characteristics of the dynamics of this fishery were ignored in the separate model that estimated natural mortality. Therefore, we propose to estimate both natural and fishing mortality rates within a single model using a consistent set of hypotheses. This approach was applied to Moreton Bay brown tiger prawn data collected between 1990 and 2010. Natural mortality was estimated by maximum likelihood to be equal to 0.032 ± 0.002 week−1, approximately 30% lower than the fixed value used in previous models of this fishery (0.045 week−1).

Estimation of discard mortality of sablefish (Anoplopoma fimbria) in Alaska longline fisheries

Sablefish (Anoplopoma fimbria) are often caught incidentally in longline fisheries and discarded, but the extent of mortality after release is unknown, which creates uncertainty for estimates of total mortality. We analyzed data from 10,427 fish that were tagged in research surveys and recovered in surveys and commercial fisheries up to 19 years later and found a decrease in recapture rates for fish originally captured at shallower depths (210–319 m) during the study, sustaining severe hooking injuries, and sustaining amphipod predation injuries. The overall estimated discard mortality rate was 11.71%. This estimate is based on an assumed survival rate of 96.5% for fish with minor hooking injuries and the observed recapture rates for sablefish at each level of severity of hook injury. This estimate may be lower than what actually occurs in commercial fisheries because fish are likely not handled as carefully as those in our study. Comparing our results with data on the relative occurrence of the severity of hooking injuries in longline fisheries may lead to more accurate accounting of total mortality attributable to fishing and to improved management of this species.

Empirical equations for the estimation of natural mortality in Mediterranean teleosts

Empirical relationships were established linking estimates of the instantaneous rate of natural mortality (M), the von Bertalanffy growth parameters, L sub( infinity ) (or W sub( infinity )) and K, and annual mean water temperature in 56 stocks of Mediterranean teleosts fish. It is suggested that these relationships generate for these fish more reliable estimates of M than the widely-used model of Pauly (1980, J. Cons. CIEM 33(3):175-192), which was based on 175 fish stocks, but included only five stocks from the Mediterranean.

Estimation of fishing mortality and migration coefficient of the fishery of juvenile Macrobrachium rosenbergii from Kalu River in Maharashtra

The freshwater prawn, Macrobrachium rosenbergii breeds in estuaries and the juveniles after completion of their larval stage start their upward migration towards rivers. It is at this stage fishing of juveniles takes place in river mouths. Kalu River near Titwala, in Maharashtra is estimated based on data presented by Indulkar and Shirgur (1995) for 1991 and 1992 fishing seasons. The fishing mortality was estimated to be 1.50 and 1.28 for a fishing season of 3 months in 1991 and 1992 respectively, while the migration coefficient was computed to be 3.53 during the fishing season. As the average exploitation rate during the study period was only 0.24, the juveniles are not heavily fished and there is a scope for almost doubling the present catch to about 4 million seeds per fishing season.

Estimation of IRT Parameters over a Small Sample. Bootstrapping of the Item Responses

2000 Mathematics Subject Classification: 97C40.

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.

Multi-objective Estimation of Distribution Algorithm Based on Joint Modeling of Objectives and Variables

This paper proposes a new multi-objective estimation of distribution algorithm (EDA) based on joint modeling of objectives and variables. This EDA uses the multi-dimensional Bayesian network as its probabilistic model. In this way it can capture the dependencies between objectives, variables and objectives, as well as the dependencies learnt between variables in other Bayesian network-based EDAs. This model leads to a problem decomposition that helps the proposed algorithm to find better trade-off solutions to the multi-objective problem. In addition to Pareto set approximation, the algorithm is also able to estimate the structure of the multi-objective problem. To apply the algorithm to many-objective problems, the algorithm includes four different ranking methods proposed in the literature for this purpose. The algorithm is applied to the set of walking fish group (WFG) problems, and its optimization performance is compared with an evolutionary algorithm and another multi-objective EDA. The experimental results show that the proposed algorithm performs significantly better on many of the problems and for different objective space dimensions, and achieves comparable results on some compared with the other algorithms.

The role of lower partial moments in stochastic modeling

Lower partial moments plays an important role in the analysis of risks and in income/poverty studies. In the present paper, we further investigate its importance in stochastic modeling and prove some characterization theorems arising out of it. We also identify its relationships with other important applied models such as weighted and equilibrium models. Finally, some applications of lower partial moments in poverty studies are also examined

An extension of an over-dispersion test for count data

While over-dispersion in capture–recapture studies is well known to lead to poor estimation of population size, current diagnostic tools to detect the presence of heterogeneity have not been specifically developed for capture–recapture studies. To address this, a simple and efficient method of testing for over-dispersion in zero-truncated count data is developed and evaluated. The proposed method generalizes an over-dispersion test previously suggested for un-truncated count data and may also be used for testing residual over-dispersion in zero-inflation data. Simulations suggest that the asymptotic distribution of the test statistic is standard normal and that this approximation is also reasonable for small sample sizes. The method is also shown to be more efficient than an existing test for over-dispersion adapted for the capture–recapture setting. Studies with zero-truncated and zero-inflated count data are used to illustrate the test procedures.

On the nature of over-dispersion in motor vehicle crash prediction models

Statistical modeling of traffic crashes has been of interest to researchers for decades. Over the most recent decade many crash models have accounted for extra-variation in crash counts—variation over and above that accounted for by the Poisson density. The extra-variation – or dispersion – is theorized to capture unaccounted for variation in crashes across sites. The majority of studies have assumed fixed dispersion parameters in over-dispersed crash models—tantamount to assuming that unaccounted for variation is proportional to the expected crash count. Miaou and Lord [Miaou, S.P., Lord, D., 2003. Modeling traffic crash-flow relationships for intersections: dispersion parameter, functional form, and Bayes versus empirical Bayes methods. Transport. Res. Rec. 1840, 31–40] challenged the fixed dispersion parameter assumption, and examined various dispersion parameter relationships when modeling urban signalized intersection accidents in Toronto. They suggested that further work is needed to determine the appropriateness of the findings for rural as well as other intersection types, to corroborate their findings, and to explore alternative dispersion functions. This study builds upon the work of Miaou and Lord, with exploration of additional dispersion functions, the use of an independent data set, and presents an opportunity to corroborate their findings. Data from Georgia are used in this study. A Bayesian modeling approach with non-informative priors is adopted, using sampling-based estimation via Markov Chain Monte Carlo (MCMC) and the Gibbs sampler. A total of eight model specifications were developed; four of them employed traffic flows as explanatory factors in mean structure while the remainder of them included geometric factors in addition to major and minor road traffic flows. The models were compared and contrasted using the significance of coefficients, standard deviance, chi-square goodness-of-fit, and deviance information criteria (DIC) statistics. The findings indicate that the modeling of the dispersion parameter, which essentially explains the extra-variance structure, depends greatly on how the mean structure is modeled. In the presence of a well-defined mean function, the extra-variance structure generally becomes insignificant, i.e. the variance structure is a simple function of the mean. It appears that extra-variation is a function of covariates when the mean structure (expected crash count) is poorly specified and suffers from omitted variables. In contrast, when sufficient explanatory variables are used to model the mean (expected crash count), extra-Poisson variation is not significantly related to these variables. If these results are generalizable, they suggest that model specification may be improved by testing extra-variation functions for significance. They also suggest that known influences of expected crash counts are likely to be different than factors that might help to explain unaccounted for variation in crashes across sites

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L-infinity. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L∞. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Nonparametric Estimation of Survivor Function in Bivariate Competing Risk Models’

So far, in the bivariate set up, the analysis of lifetime (failure time) data with multiple causes of failure is done by treating each cause of failure separately. with failures from other causes considered as independent censoring. This approach is unrealistic in many situations. For example, in the analysis of mortality data on married couples one would be interested to compare the hazards for the same cause of death as well as to check whether death due to one cause is more important for the partners’ risk of death from other causes. In reliability analysis. one often has systems with more than one component and many systems. subsystems and components have more than one cause of failure. Design of high-reliability systems generally requires that the individual system components have extremely high reliability even after long periods of time. Knowledge of the failure behaviour of a component can lead to savings in its cost of production and maintenance and. in some cases, to the preservation of human life. For the purpose of improving reliability. it is necessary to identify the cause of failure down to the component level. By treating each cause of failure separately with failures from other causes considered as independent censoring, the analysis of lifetime data would be incomplete. Motivated by this. we introduce a new approach for the analysis of bivariate competing risk data using the bivariate vector hazard rate of Johnson and Kotz (1975).

Impact of age and comorbidities on long-term survival of patients with high-risk prostate cancer treated with radical prostatectomy: a multi-institutional competing-risks analysis

Survival after surgical treatment using competing-risk analysis has been previously examined in patients with prostate cancer (PCa). However, the combined effect of age and comorbidities has not been assessed in patients with high-risk PCa who might have heterogeneous rates of competing mortality despite the presence of aggressive disease.