Data dependence in ordinary programs /

Thesis (M. S.)--University of Illinois at Urbana-Champaign.

Tests pour la dépendance entre les sections dans un modèle de Poisson

Les simulations et figures ont été réalisées avec le logiciel R.

Programa computacional para ajuste de curvas polinomiais em experimentos envolvendo dados longitudinais

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Partition alignment in three dimensional unstructured mesh multi-physics modelling

Unstructured mesh codes for modelling continuum physics phenomena have evolved to provide the facility to model complex interacting systems. Parallelisation of such codes using single Program Multi Data (SPMD) domain decomposition techniques implemented with message passing has been demonstrated to provide high parallel efficiency, scalability to large numbers of processors P and portability across a wide range of parallel platforms. High efficiency, especially for large P requires that load balance is achieved in each parallel loop. For a code in which loops span a variety of mesh entity types, for example, elements, faces and vertices, some compromise is required between load balance for each entity type and the quantity of inter-processor communication required to satisfy data dependence between processors.

EUNIS habitat's thresholds for the Western coast of the Iberian Peninsula — A Portuguese case study

The European Nature Information System (EUNIS) has been implemented for the establishment of a marine European habitats inventory. Its hierarchical classification is defined and relies on environmental variables which primarily constrain biological communities (e.g. substrate types, sea energy level, depth and light penetration). The EUNIS habitat classification scheme relies on thresholds (e.g. fraction of light and energy) which are based on expert judgment or on the empirical analysis of the above environmental data. The present paper proposes to establish and validate an appropriate threshold for energy classes (high, moderate and low) and for subtidal biological zonation (infralittoral and circalittoral) suitable for EUNIS habitat classification of the Western Iberian coast. Kineticwave-induced energy and the fraction of photosynthetically available light exerted on the marine bottom were respectively assigned to the presence of kelp (Saccorhiza polyschides, Laminaria hyperborea and Laminaria ochroleuca) and seaweed species in general. Both data were statistically described, ordered fromthe largest to the smallest and percentile analyseswere independently performed. The threshold between infralittoral and circalittoral was based on the first quartile while the ‘moderate energy’ class was established between the 12.5 and 87.5 percentiles. To avoid data dependence on sampling locations and assess the confidence interval a bootstrap technique was applied. According to this analysis,more than 75% of seaweeds are present at locations where more than 3.65% of the surface light reaches the sea bottom. The range of energy levels estimated using S. polyschides data, indicate that on the IberianWest coast the ‘moderate energy’ areas are between 0.00303 and 0.04385 N/m2 of wave-induced energy. The lack of agreement between different studies in different regions of Europe suggests the need for more standardization in the future. However, the obtained thresholds in the present study will be very useful in the near future to implement and establish the Iberian EUNIS habitats inventory.

Estimating Two-Stage Models for Genetic Influences on Alcohol, Tobacco or Drug Use Initiation and Dependence Vulnerability in Twin and Family Data

Genetic research on risk of alcohol, tobacco or drug dependence must make allowance for the partial overlap of risk-factors for initiation of use, and risk-factors for dependence or other outcomes in users. Except in the extreme cases where genetic and environmental risk-factors for initiation and dependence overlap completely or are uncorrelated, there is no consensus about how best to estimate the magnitude of genetic or environmental correlations between Initiation and Dependence in twin and family data. We explore by computer simulation the biases to estimates of genetic and environmental parameters caused by model misspecification when Initiation can only be defined as a binary variable. For plausible simulated parameter values, the two-stage genetic models that we consider yield estimates of genetic and environmental variances for Dependence that, although biased, are not very discrepant from the true values. However, estimates of genetic (or environmental) correlations between Initiation and Dependence may be seriously biased, and may differ markedly under different two-stage models. Such estimates may have little credibility unless external data favor selection of one particular model. These problems can be avoided if Initiation can be assessed as a multiple-category variable (e.g. never versus early-onset versus later onset user), with at least two categories measurable in users at risk for dependence. Under these conditions, under certain distributional assumptions., recovery of simulated genetic and environmental correlations becomes possible, Illustrative application of the model to Australian twin data on smoking confirmed substantial heritability of smoking persistence (42%) with minimal overlap with genetic influences on initiation.

Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data

We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32

Modelling the consequences of a reduction in alcohol consumption among patients with alcohol dependence based on real-life observational data.

BACKGROUND: Most available pharmacotherapies for alcohol-dependent patients target abstinence; however, reduced alcohol consumption may be a more realistic goal. Using randomized clinical trial (RCT) data, a previous microsimulation model evaluated the clinical relevance of reduced consumption in terms of avoided alcohol-attributable events. Using real-life observational data, the current analysis aimed to adapt the model and confirm previous findings about the clinical relevance of reduced alcohol consumption. METHODS: Based on the prospective observational CONTROL study, evaluating daily alcohol consumption among alcohol-dependent patients, the model predicted the probability of drinking any alcohol during a given day. Predicted daily alcohol consumption was simulated in a hypothetical sample of 200,000 patients observed over a year. Individual total alcohol consumption (TAC) and number of heavy drinking days (HDD) were derived. Using published risk equations, probabilities of alcohol-attributable adverse health events (e.g., hospitalizations or death) corresponding to simulated consumptions were computed, and aggregated for categories of patients defined by HDDs and TAC (expressed per 100,000 patient-years). Sensitivity analyses tested model robustness. RESULTS: Shifting from >220 HDDs per year to 120-140 HDDs and shifting from 36,000-39,000 g TAC per year (120-130 g/day) to 15,000-18,000 g TAC per year (50-60 g/day) impacted substantially on the incidence of events (14,588 and 6148 events avoided per 100,000 patient-years, respectively). Results were robust to sensitivity analyses. CONCLUSIONS: This study corroborates the previous microsimulation modeling approach and, using real-life data, confirms RCT-based findings that reduced alcohol consumption is a relevant objective for consideration in alcohol dependence management to improve public health.

Another Look at the Null of Stationary Real Exchange Rates: Panel Data with Structural Breaks and Cross-section Dependence

This paper re-examines the null of stationary of real exchange rate for a panel of seventeen OECD developed countries during the post-Bretton Woods era. Our analysis simultaneously considers both the presence of cross-section dependence and multiple structural breaks that have not received much attention in previous panel methods of long-run PPP. Empirical results indicate that there is little evidence in favor of PPP hypothesis when the analysis does not account for structural breaks. This conclusion is reversed when structural breaks are considered in computation of the panel statistics. We also compute point estimates of half-life separately for idiosyncratic and common factor components and find that it is always below one year.

The dependence of high-latitude dayside ionospheric flows on the North-South component of the IMF: A high time resolution correlation analysis using EISCAT “Polar” and AMPTE UKS and IRM data

In 1984 and 1985 a series of experiments was undertaken in which dayside ionospheric flows were measured by the EISCAT “Polar” experiment, while observations of the solar wind and interplanetary magnetic field (IMF) were made by the AMPTE UKS and IRM spacecraft upstream from the Earth's bow shock. As a result, 40 h of simultaneous data were acquired, which are analysed in this paper to investigate the relationship between the ionospheric flow and the North-South (Bz) component of the IMF. The ionospheric flow data have 2.5 min resolution, and cover the dayside local time sector from ∼ 09:30 to ∼ 18:30 M.L.T. and the latitude range from 70.8° to 74.3°. Using cross-correlation analysis it is shown that clear relationships do exist between the ionospheric flow and IMF Bz, but that the form of the relations depends strongly on latitude and local time. These dependencies are readily interpreted in terms of a twinvortex flow pattern in which the magnitude and latitudinal extent of the flows become successively larger as Bz becomes successively more negative. Detailed maps of the flow are derived for a range of Bz values (between ± 4 nT) which clearly demonstrate the presence of these effects in the data. The data also suggest that the morning reversal in the East-West component of flow moves to earlier local times as Bz, declines in value and becomes negative. The correlation analysis also provides information on the ionospheric response time to changes in IMF Bz, it being found that the response is very rapid indeed. The most rapid response occurs in the noon to mid-afternoon sector, where the westward flows of the dusk cell respond with a delay of 3.9 ± 2.2 min to changes in the North-South field at the subsolar magnetopause. The flows appear to evolve in form over the subsequent ~ 5 min interval, however, as indicated by the longer response times found for the northward component of flow in this sector (6.7 ±2.2 min), and in data from earlier and later local times. No evidence is found for a latitudinal gradient in response time; changes in flow take place coherently in time across the entire radar field-of-view.

Analyzing the dependence structure of microarray data: a copula–based approach

The main aim of this Ph.D. dissertation is the study of clustering dependent data by means of copula functions with particular emphasis on microarray data. Copula functions are a popular multivariate modeling tool in each field where the multivariate dependence is of great interest and their use in clustering has not been still investigated. The first part of this work contains the review of the literature of clustering methods, copula functions and microarray experiments. The attention focuses on the K–means (Hartigan, 1975; Hartigan and Wong, 1979), the hierarchical (Everitt, 1974) and the model–based (Fraley and Raftery, 1998, 1999, 2000, 2007) clustering techniques because their performance is compared. Then, the probabilistic interpretation of the Sklar’s theorem (Sklar’s, 1959), the estimation methods for copulas like the Inference for Margins (Joe and Xu, 1996) and the Archimedean and Elliptical copula families are presented. In the end, applications of clustering methods and copulas to the genetic and microarray experiments are highlighted. The second part contains the original contribution proposed. A simulation study is performed in order to evaluate the performance of the K–means and the hierarchical bottom–up clustering methods in identifying clusters according to the dependence structure of the data generating process. Different simulations are performed by varying different conditions (e.g., the kind of margins (distinct, overlapping and nested) and the value of the dependence parameter ) and the results are evaluated by means of different measures of performance. In light of the simulation results and of the limits of the two investigated clustering methods, a new clustering algorithm based on copula functions (‘CoClust’ in brief) is proposed. The basic idea, the iterative procedure of the CoClust and the description of the written R functions with their output are given. The CoClust algorithm is tested on simulated data (by varying the number of clusters, the copula models, the dependence parameter value and the degree of overlap of margins) and is compared with the performance of model–based clustering by using different measures of performance, like the percentage of well–identified number of clusters and the not rejection percentage of H0 on . It is shown that the CoClust algorithm allows to overcome all observed limits of the other investigated clustering techniques and is able to identify clusters according to the dependence structure of the data independently of the degree of overlap of margins and the strength of the dependence. The CoClust uses a criterion based on the maximized log–likelihood function of the copula and can virtually account for any possible dependence relationship between observations. Many peculiar characteristics are shown for the CoClust, e.g. its capability of identifying the true number of clusters and the fact that it does not require a starting classification. Finally, the CoClust algorithm is applied to the real microarray data of Hedenfalk et al. (2001) both to the gene expressions observed in three different cancer samples and to the columns (tumor samples) of the whole data matrix.