Physical Sciences and Mathematics Commons^™

Worldwide Variation In The Doubling Time Of Alzheimer's Disease Incidence Rates, Kathryn Ziegler-Graham, Ron Brookmeyer, Elizabeth Johnson, H. Michael Arrighi

Ron Brookmeyer

Background The doubling time is the number of chronological years for the age-specific incidence rate to double in magnitude. Doubling times describe the rate of increase of the risk of Alzheimer's disease (AD) with advancing age. Estimates of doubling times of AD assist in understanding disease etiology and forecasting future disease prevalence. The objective of this study was to investigate regional and gender differences in the doubling of AD age-specific incidence rates.

Methods We identified all studies in the peer review literature that reported age-specific incidence rates for AD. We modeled the logarithm of the incidence rate as a linear …

Bayesian Identification, Selection And Estimation Of Functions In High-Dimensional Additive Models, Anastasios Panagiotelis, Michael Smith

Michael Stanley Smith

In this paper we propose an approach to both estimate and select unknown smooth functions in an additive model with potentially many functions. Each function is written as a linear combination of basis terms, with coefficients regularized by a proper linearly constrained Gaussian prior. Given any potentially rank deficient prior precision matrix, we show how to derive linear constraints so that the corresponding effect is identified in the additive model. This allows for the use of a wide range of bases and precision matrices in priors for regularization. By introducing indicator variables, each constrained Gaussian prior is augmented with a …

Bayesian Density Forecasting Of Intraday Electricity Prices Using Multivariate Skew T Distributions, Anastasios Panagiotelis, Michael Smith

Michael Stanley Smith

Electricity spot prices exhibit strong time series properties, including substantial periodicity, both inter-day and intraday serial correlation, heavy tails and skewness. In this paper we capture these characteristics using a first order vector autoregressive model with exogenous effects and a skew t distributed disturbance. The vector is longitudinal, in that it comprises observations on the spot price at intervals during a day. A band two inverse scale matrix is employed for the disturbance, as well as a sparse autoregressive coefficient matrix. This corresponds to a parsimonious dependency structure that directly relates an observation to the two immediately prior, and the …

Teacher's Solutions Manual For Yates, Moore And Starnes's The Practice Of Statistics, Brad Hartlaub

Brad Hartlaub

Optimum Healthcare Image Smoothing And Restoration Based On The Two-Dimensional Arma Model, Terry O'Neill, Jack Penm, Johathan Penm

Terry O'Neill