Physical Sciences and Mathematics Commons^™

Joint Estimation Of Multiple Graphical Models From High Dimensional Time Series, Huitong Qiu, Fang Han, Han Liu, Brian Caffo

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this manuscript the problem of jointly estimating multiple graphical models in high dimensions is considered. It is assumed that the data are collected from n subjects, each of which consists of m non-independent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a measure of the closeness between subjects. A kernel based method for jointly estimating all graphical models is proposed. Theoretically, under a double asymptotic framework, where both (m,n) and the dimension d can increase, the explicit rate of convergence in parameter estimation is provided, thus characterizing the strength one can borrow …

Exchange–Rates Volatility In Nigeria: Application Of Garch Models With Exogenous Break, Bala A. Dahiru, Joseph O. Asemota

CBN Journal of Applied Statistics (JAS)

This paper examines exchange–rate volatility with GARCH models using monthly exchange–rate return series from 1985:1 to 2011:7 for Naira/US dollar return and from 2004:1 to 2011:7 for Naira/British Pounds and Naira/Euro returns. The study compare estimates of variants of GARCH models with break in respect of the US dollar rates with exogenously determined break points. Our results reveal presence of volatility in the three currencies and equally indicate that most of the asymmetric models rejected the existence of a leverage effect except for models with volatility break. Evaluating the models through standard information criteria, volatility persistence and the log likelihood …

Geographic And Temporal Epidemiology Of Campylobacteriosis, Jennifer Weisent

Doctoral Dissertations

Campylobacteriosis is a leading cause of gastroenteritis in the United States. The focus of this research was to (i) analyze and predict spatial and temporal patterns and associations for campylobacteriosis risk and (ii) compare the utility of advanced modeling methods. Laboratory-confirmed Campylobacter case data, obtained from the Foodborne Diseases Active Surveillance Network were used in all investigations.

We compared the accuracy of forecasting techniques for campylobacteriosis risk in Minnesota, Oregon and Georgia and found that time series regression, decomposition, and Box-Jenkins Autoregressive Integrated Moving Averages reliably predict monthly risk of infection for campylobacteriosis. Decomposition provided the fastest, most accurate, user-friendly …

Predicting Human Movement Type Based On Multiple Accelerometers Using Movelets, Bing He, Jiawei Bai, Annemarie Koster, Casserotti Paolo, Nancy Glynn, Tamara B. Harris, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

We introduce statistical methods for prediction of types of human movement based on three tri-axial accelerometers worn simultaneously at the hip, left, and right wrist. We compare the individual performance of the three accelerometers using movelets and propose a new prediction algorithm that integrates the information from all three accelerometers. The development is motivated by a study of 20 older subjects who were instructed to perform 15 different types of activities during in-laboratory sessions. The differences in the prediction performance for different activity types among the three accelerometers reveal subtle yet important insights into how the intrinsic physical features of …

Interactions Between Serotypes Of Dengue Highlight Epidemiological Impact Of Cross-Immunity, Nicholas Reich, Sourya Shrestha, Aaron King, Pejman Rohani, Justin Lessler, Siripen Kalayanarooj, In-Kyu Yoon, Robert Gibbons, Donald Burke, Derek Cummings

Nicholas G Reich

Dengue, a mosquito-borne virus of humans, infects over 50 million people annually. Infection with any of the four dengue serotypes induces protective immunity to that serotype, but does not confer long-term protection against infection by other serotypes. The immunological interactions between sero- types are of central importance in understanding epidemiological dynamics and anticipating the impact of dengue vaccines. We analysed a 38-year time series with 12 197 serotyped dengue infections from a hospital in Bangkok, Thailand. Using novel mechanistic models to represent different hypothesized immune interactions between serotypes, we found strong evidence that infec- tion with dengue provides substantial short-term …