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Full-Text Articles in Statistical Models

Modeling Longitudinal Data Using A Pair-Copula Decomposition Of Serial Dependence, Michael S. Smith, Aleksey Min, Carlos Almeida, Claudia Czado Nov 2010

Modeling Longitudinal Data Using A Pair-Copula Decomposition Of Serial Dependence, Michael S. Smith, Aleksey Min, Carlos Almeida, Claudia Czado

Michael Stanley Smith

Copulas have proven to be very successful tools for the flexible modelling of cross-sectional dependence. In this paper we express the dependence structure of continuous-valued time series data using a sequence of bivariate copulas. This corresponds to a type of decomposition recently called a ‘vine’ in the graphical models literature, where each copula is entitled a ‘pair-copula’. We propose a Bayesian approach for the estimation of this dependence structure for longitudinal data. Bayesian selection ideas are used to identify any independence pair-copulas, with the end result being a parsimonious representation of a time-inhomogeneous Markov process of varying order. Estimates are …


Wavelet-Based Functional Linear Mixed Models: An Application To Measurement Error–Corrected Distributed Lag Models, Elizabeth J. Malloy, Jeffrey S. Morris, Sara D. Adar, Helen Suh, Diane R. Gold, Brent A. Coull Jan 2010

Wavelet-Based Functional Linear Mixed Models: An Application To Measurement Error–Corrected Distributed Lag Models, Elizabeth J. Malloy, Jeffrey S. Morris, Sara D. Adar, Helen Suh, Diane R. Gold, Brent A. Coull

Jeffrey S. Morris

Frequently, exposure data are measured over time on a grid of discrete values that collectively define a functional observation. In many applications, researchers are interested in using these measurements as covariates to predict a scalar response in a regression setting, with interest focusing on the most biologically relevant time window of exposure. One example is in panel studies of the health effects of particulate matter (PM), where particle levels are measured over time. In such studies, there are many more values of the functional data than observations in the data set so that regularization of the corresponding functional regression coefficient …


Members’ Discoveries: Fatal Flaws In Cancer Research, Jeffrey S. Morris Jan 2010

Members’ Discoveries: Fatal Flaws In Cancer Research, Jeffrey S. Morris

Jeffrey S. Morris

A recent article published in The Annals of Applied Statistics (AOAS) by two MD Anderson researchers—Keith Baggerly and Kevin Coombes—dissects results from a highly-influential series of medical papers involving genomics-driven personalized cancer therapy, and outlines a series of simple yet fatal flaws that raises serious questions about the veracity of the original results. Having immediate and strong impact, this paper, along with related work, is providing the impetus for new standards of reproducibility in scientific research.


Statistical Contributions To Proteomic Research, Jeffrey S. Morris, Keith A. Baggerly, Howard B. Gutstein, Kevin R. Coombes Jan 2010

Statistical Contributions To Proteomic Research, Jeffrey S. Morris, Keith A. Baggerly, Howard B. Gutstein, Kevin R. Coombes

Jeffrey S. Morris

Proteomic profiling has the potential to impact the diagnosis, prognosis, and treatment of various diseases. A number of different proteomic technologies are available that allow us to look at many proteins at once, and all of them yield complex data that raise significant quantitative challenges. Inadequate attention to these quantitative issues can prevent these studies from achieving their desired goals, and can even lead to invalid results. In this chapter, we describe various ways the involvement of statisticians or other quantitative scientists in the study team can contribute to the success of proteomic research, and we outline some of the …


Informatics And Statistics For Analyzing 2-D Gel Electrophoresis Images, Andrew W. Dowsey, Jeffrey S. Morris, Howard G. Gutstein, Guang Z. Yang Jan 2010

Informatics And Statistics For Analyzing 2-D Gel Electrophoresis Images, Andrew W. Dowsey, Jeffrey S. Morris, Howard G. Gutstein, Guang Z. Yang

Jeffrey S. Morris

Whilst recent progress in ‘shotgun’ peptide separation by integrated liquid chromatography and mass spectrometry (LC/MS) has enabled its use as a sensitive analytical technique, proteome coverage and reproducibility is still limited and obtaining enough replicate runs for biomarker discovery is a challenge. For these reasons, recent research demonstrates the continuing need for protein separation by two-dimensional gel electrophoresis (2-DE). However, with traditional 2-DE informatics, the digitized images are reduced to symbolic data though spot detection and quantification before proteins are compared for differential expression by spot matching. Recently, a more robust and automated paradigm has emerged where gels are directly …


Bayesian Random Segmentationmodels To Identify Shared Copy Number Aberrations For Array Cgh Data, Veerabhadran Baladandayuthapani, Yuan Ji, Rajesh Talluri, Luis E. Nieto-Barajas, Jeffrey S. Morris Jan 2010

Bayesian Random Segmentationmodels To Identify Shared Copy Number Aberrations For Array Cgh Data, Veerabhadran Baladandayuthapani, Yuan Ji, Rajesh Talluri, Luis E. Nieto-Barajas, Jeffrey S. Morris

Jeffrey S. Morris

Array-based comparative genomic hybridization (aCGH) is a high-resolution high-throughput technique for studying the genetic basis of cancer. The resulting data consists of log fluorescence ratios as a function of the genomic DNA location and provides a cytogenetic representation of the relative DNA copy number variation. Analysis of such data typically involves estimation of the underlying copy number state at each location and segmenting regions of DNA with similar copy number states. Most current methods proceed by modeling a single sample/array at a time, and thus fail to borrow strength across multiple samples to infer shared regions of copy number aberrations. …


Bayesian Inference For A Periodic Stochastic Volatility Model Of Intraday Electricity Prices, Michael S. Smith Dec 2009

Bayesian Inference For A Periodic Stochastic Volatility Model Of Intraday Electricity Prices, Michael S. Smith

Michael Stanley Smith

The Gaussian stochastic volatility model is extended to allow for periodic autoregressions (PAR) in both the level and log-volatility process. Each PAR is represented as a first order vector autoregression for a longitudinal vector of length equal to the period. The periodic stochastic volatility model is therefore expressed as a multivariate stochastic volatility model. Bayesian posterior inference is computed using a Markov chain Monte Carlo scheme for the multivariate representation. A circular prior that exploits the periodicity is suggested for the log-variance of the log-volatilities. The approach is applied to estimate a periodic stochastic volatility model for half-hourly electricity prices …


Bayesian Skew Selection For Multivariate Models, Michael S. Smith, Anastasios Panagiotelis Dec 2009

Bayesian Skew Selection For Multivariate Models, Michael S. Smith, Anastasios Panagiotelis

Michael Stanley Smith

We develop a Bayesian approach for the selection of skew in multivariate skew t distributions constructed through hidden conditioning in the manners suggested by either Azzalini and Capitanio (2003) or Sahu, Dey and Branco~(2003). We show that the skew coefficients for each margin are the same for the standardized versions of both distributions. We introduce binary indicators to denote whether there is symmetry, or skew, in each dimension. We adopt a proper beta prior on each non-zero skew coefficient, and derive the corresponding prior on the skew parameters. In both distributions we show that as the degrees of freedom increases, …