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MCMC
Terms modified by MCMC Selected AbstractsData cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methodsECOLOGY LETTERS, Issue 7 2007Subhash R. Lele Abstract We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise. [source] TK/TD dose,response modeling of toxicityENVIRONMETRICS, Issue 5 2007Munni Begum Abstract In environmental cancer risk assessment of a toxic chemical, the main focus is in understanding induced target organ toxicity that may in turn lead to carcinogenicity. Mathematical models based on systems of ordinary differential equations with biologically relevant parameters are tenable methods for describing the disposition of chemicals in target organs. In evaluation of a toxic chemical, dose,response assessment often addresses only toxicodynamics (TD) of the chemical, while its toxicokinetics (TK) do not enter into consideration. The primary objective of this research is to integrate both TK and TD in evaluation of toxic chemicals while performing dose,response assessment. Population models, with hierarchical setup and nonlinear predictors, for TK concentration and TD effect measures are considered. A one-compartment model with biologically relevant parameters, such as organ volume, uptake rate and excretion rate, or clearance, is used to derive the TK predictor while a two parameter Emax model is used as a predictor for TD measures. Inference of the model parameters with nonnegative and assay's Limit of Detection (LOD) constraints was carried out by Bayesian approaches using Markov Chain Monte Carlo (MCMC) techniques. Copyright © 2006 John Wiley & Sons, Ltd. [source] Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo ApproachEUROPEAN FINANCIAL MANAGEMENT, Issue 3 2008Manuel Ammann G12 Abstract We use Markov Chain Monte Carlo (MCMC) methods for the parameter estimation and the testing of conditional asset pricing models. In contrast to traditional approaches, it is truly conditional because the assumption that time variation in betas is driven by a set of conditioning variables is not necessary. Moreover, the approach has exact finite sample properties and accounts for errors-in-variables. Using S&P 500 panel data, we analyse the empirical performance of the CAPM and theFama and French (1993)three-factor model. We find that time-variation of betas in the CAPM and the time variation of the coefficients for the size factor (SMB) and the distress factor (HML) in the three-factor model improve the empirical performance. Therefore, our findings are consistent with time variation of firm-specific exposure to market risk, systematic credit risk and systematic size effects. However, a Bayesian model comparison trading off goodness of fit and model complexity indicates that the conditional CAPM performs best, followed by the conditional three-factor model, the unconditional CAPM, and the unconditional three-factor model. [source] MCMC-based linkage analysis for complex traits on general pedigrees: multipoint analysis with a two-locus model and a polygenic componentGENETIC EPIDEMIOLOGY, Issue 2 2007Yun Ju Sung Abstract We describe a new program lm_twoqtl, part of the MORGAN package, for parametric linkage analysis with a quantitative trait locus (QTL) model having one or two QTLs and a polygenic component, which models additional familial correlation from other unlinked QTLs. The program has no restriction on number of markers or complexity of pedigrees, facilitating use of more complex models with general pedigrees. This is the first available program that can handle a model with both two QTLs and a polygenic component. Competing programs use only simpler models: one QTL, one QTL plus a polygenic component, or variance components (VC). Use of simple models when they are incorrect, as for complex traits that are influenced by multiple genes, can bias estimates of QTL location or reduce power to detect linkage. We compute the likelihood with Markov Chain Monte Carlo (MCMC) realization of segregation indicators at the hypothesized QTL locations conditional on marker data, summation over phased multilocus genotypes of founders, and peeling of the polygenic component. Simulated examples, with various sized pedigrees, show that two-QTL analysis correctly identifies the location of both QTLs, even when they are closely linked, whereas other analyses, including the VC approach, fail to identify the location of QTLs with modest contribution. Our examples illustrate the advantage of parametric linkage analysis with two QTLs, which provides higher power for linkage detection and better localization than use of simpler models. Genet. Epidemiol. © 2006 Wiley-Liss, Inc. [source] Finding starting points for Markov chain Monte Carlo analysis of genetic data from large and complex pedigreesGENETIC EPIDEMIOLOGY, Issue 1 2003Yuqun Luo Abstract Genetic data from founder populations are advantageous for studies of complex traits that are often plagued by the problem of genetic heterogeneity. However, the desire to analyze large and complex pedigrees that often arise from such populations, coupled with the need to handle many linked and highly polymorphic loci simultaneously, poses challenges to current standard approaches. A viable alternative to solving such problems is via Markov chain Monte Carlo (MCMC) procedures, where a Markov chain, defined on the state space of a latent variable (e.g., genotypic configuration or inheritance vector), is constructed. However, finding starting points for the Markov chains is a difficult problem when the pedigree is not single-locus peelable; methods proposed in the literature have not yielded completely satisfactory solutions. We propose a generalization of the heated Gibbs sampler with relaxed penetrances (HGRP) of Lin et al., ([1993] IMA J. Math. Appl. Med. Biol. 10:1,17) to search for starting points. HGRP guarantees that a starting point will be found if there is no error in the data, but the chain usually needs to be run for a long time if the pedigree is extremely large and complex. By introducing a forcing step, the current algorithm substantially reduces the state space, and hence effectively speeds up the process of finding a starting point. Our algorithm also has a built-in preprocessing procedure for Mendelian error detection. The algorithm has been applied to both simulated and real data on two large and complex Hutterite pedigrees under many settings, and good results are obtained. The algorithm has been implemented in a user-friendly package called START. Genet Epidemiol 25:14,24, 2003. © 2003 Wiley-Liss, Inc. [source] A score for Bayesian genome screeningGENETIC EPIDEMIOLOGY, Issue 3 2003E. Warwick Daw Abstract Bayesian Monte Carlo Markov chain (MCMC) techniques have shown promise in dissecting complex genetic traits. The methods introduced by Heath ([1997], Am. J. Hum. Genet. 61:748,760), and implemented in the program Loki, have been able to localize genes for complex traits in both real and simulated data sets. Loki estimates the posterior probability of quantitative trait loci (QTL) at locations on a chromosome in an iterative MCMC process. Unfortunately, interpretation of the results and assessment of their significance have been difficult. Here, we introduce a score, the log of the posterior placement probability ratio (LOP), for assessing oligogenic QTL detection and localization. The LOP is the log of the posterior probability of linkage to the real chromosome divided by the posterior probability of linkage to an unlinked pseudochromosome, with marker informativeness similar to the marker data on the real chromosome. Since the LOP cannot be calculated exactly, we estimate it in simultaneous MCMC on both real and pseudochromosomes. We investigate empirically the distributional properties of the LOP in the presence and absence of trait genes. The LOP is not subject to trait model misspecification in the way a lod score may be, and we show that the LOP can detect linkage for loci of small effect when the lod score cannot. We show how, in the absence of linkage, an empirical distribution of the LOP may be estimated by simulation and used to provide an assessment of linkage detection significance. Genet Epidemiol 24:181,190, 2003. © 2003 Wiley-Liss, Inc. [source] Case studies in Bayesian segmentation applied to CD controlINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 5 2003A.R. Taylor Identifying step changes in historical process and controller output variables can lead to improved process understanding and fault resolution in control system performance analysis. This paper describes an application of Bayesian methods in the search for statistically significant temporal segmentations in the data collected by a cross directional (CD) control system in an industrial web forming process. CD control systems give rise to vector observations which are often transformed through orthogonal bases for control and performance analysis. In this paper two models which exploit basis function representations of vector times series data are segmented. The first of these is a power spectrum model based on the asymptotic Chi-squared approximation which allows large data sets to be processed. The second approach, more capable of detecting small changes, but as a result is more computationally demanding, is a special case of the multivariate linear model. Given the statistical model of the data, inference regarding the number and location of the change-points is based on numerical Bayesian methods known as Markov chain Monte Carlo (MCMC). The methods are applied to real data and the resulting segmentation relates to real process events. Copyright © 2003 John Wiley & Sons, Ltd. [source] GSEVM v.2: MCMC software to analyze genetically structured environmental variance modelsJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 3 2010N. Ibáñez-Escriche Summary This note provides a description of software that allows to fit Bayesian genetically structured variance models using Markov chain Monte Carlo (MCMC). The gsevm v.2 program was written in Fortran 90. The DOS and Unix executable programs, the user's guide, and some example files are freely available for research purposes at http://www.bdporc.irta.es/estudis.jsp. The main feature of the program is to compute Monte Carlo estimates of marginal posterior distributions of parameters of interest. The program is quite flexible, allowing the user to fit a variety of linear models at the level of the mean and the logvariance. [source] Identifiability of parameters and behaviour of MCMC chains: a case study using the reaction norm modelJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 2 2009M.M. Shariati Summary Markov chain Monte Carlo (MCMC) enables fitting complex hierarchical models that may adequately reflect the process of data generation. Some of these models may contain more parameters than can be uniquely inferred from the distribution of the data, causing non-identifiability. The reaction norm model with unknown covariates (RNUC) is a model in which unknown environmental effects can be inferred jointly with the remaining parameters. The problem of identifiability of parameters at the level of the likelihood and the associated behaviour of MCMC chains were discussed using the RNUC as an example. It was shown theoretically that when environmental effects (covariates) are considered as random effects, estimable functions of the fixed effects, (co)variance components and genetic effects are identifiable as well as the environmental effects. When the environmental effects are treated as fixed and there are other fixed factors in the model, the contrasts involving environmental effects, the variance of environmental sensitivities (genetic slopes) and the residual variance are the only identifiable parameters. These different identifiability scenarios were generated by changing the formulation of the model and the structure of the data and the models were then implemented via MCMC. The output of MCMC sampling schemes was interpreted in the light of the theoretical findings. The erratic behaviour of the MCMC chains was shown to be associated with identifiability problems in the likelihood, despite propriety of posterior distributions, achieved by arbitrarily chosen uniform (bounded) priors. In some cases, very long chains were needed before the pattern of behaviour of the chain may signal the existence of problems. The paper serves as a warning concerning the implementation of complex models where identifiability problems can be difficult to detect a priori. We conclude that it would be good practice to experiment with a proposed model and to understand its features before embarking on a full MCMC implementation. [source] Rapid haplotype reconstruction in pedigrees with dense marker mapsJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 1 2004J. J. Windig Summary Reconstruction of marker phases is not straightforward when parents are untyped. In these cases information from other relatives has to be used. In dense marker maps, however, the space of possible haplotype configurations tends to be too large for procedures such as Monte Carlo Markov chains (MCMC) to be finished within a reasonable time. We developed an algorithm that is fast and generally finds the most probable haplotype. The basic idea is to use, the smallest informative marker brackets in offspring, for each marker interval. By using only information from the offspring and analysing each marker interval separately, the lengthy analysis of large numbers of different haplotype configurations is avoided. Nevertheless the most probable haplotype can be found quickly provided the marker map is dense and enough offspring are available. Simulations are provided to indicate how well the algorithm works at different combinations of marker density, number of offspring and number of alleles per marker. In situations where the algorithm reconstruction of the most probable haplotype is not guaranteed, the algorithm may still provide a haplotype close to the optimum, i.e. a suitable starting point for numeric optimization algorithms. Zusammenfassung Die Rekonstruktion der Kopplungsphasen von Markern ist nicht unkompliziert, wenn die Typisierung der Eltern fehlt. In derartigen Fällen müssen Informationen von Verwandten genutzt werden. In dichten Markerkarten tendiert der Bereich für mögliche Haplotypenkonfigurationen jedoch dazu, zu groß zu werden, um Verfahren wie Monte Carlo Markov Chains (MCMC) in einem angemessenen Zeitrahmen anzuwenden. Wir entwickelten einen Algorithmus, der schnell ist und im Allgemeinen die wahrscheinlichsten Haplotypen findet. Die grundlegende Idee dabei bestand darin, für jeden Markerintervall erstfolgende informative Markern am linker und rechter Zeite in den Nachkommen zu nutzen. Durch die ausschließliche Nutzung von Nachkommeninformationen und durch die separate Analyse von Markerintervallen, wird die langatmige Analyse großer Anzahlen unterschiedlicher Haplotypenkonfigurationen umgangen. Dennoch kann der wahrscheinlichste Haplotyp schnell gefunden werden, vorausgesetzt die Markerkarte ist dicht und ausreichend Nachkommen sind verfügbar. Simulationen werden zur Verfügung gestellt, um zu zeigen wie gut der Algorithmus bei unterschiedlichen Kombinationen von Markerdichte, Anzahl von Nachkommen und Allelen pro Marker arbeitet. In Situationen, wo die algorithmische Rekonstruktion des wahrscheinlichsten Haplotypen nicht garantiert werden kann, kann der Algorithmus dennoch einen Haplotypen nahe des Optimums bereitstellen, z.B. einen geeigneten Startpunkt für numerische Optimierungsalgorithmen. [source] Bayesian inference strategies for the prediction of genetic merit using threshold models with an application to calving ease scores in Italian Piemontese cattleJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 4 2002K. Kizilkaya Summary First parity calving difficulty scores from Italian Piemontese cattle were analysed using a threshold mixed effects model. The model included the fixed effects of age of dam and sex of calf and their interaction and the random effects of sire, maternal grandsire, and herd-year-season. Covariances between sire and maternal grandsire effects were modelled using a numerator relationship matrix based on male ancestors. Field data consisted of 23 953 records collected between 1989 and 1998 from 4741 herd-year-seasons. Variance and covariance components were estimated using two alternative approximate marginal maximum likelihood (MML) methods, one based on expectation-maximization (EM) and the other based on Laplacian integration. Inferences were compared to those based on three separate runs or sequences of Markov Chain Monte Carlo (MCMC) sampling in order to assess the validity of approximate MML estimates derived from data with similar size and design structure. Point estimates of direct heritability were 0.24, 0.25 and 0.26 for EM, Laplacian and MCMC (posterior mean), respectively, whereas corresponding maternal heritability estimates were 0.10, 0.11 and 0.12, respectively. The covariance between additive direct and maternal effects was found to be not different from zero based on MCMC-derived confidence sets. The conventional joint modal estimates of sire effects and associated standard errors based on MML estimates of variance and covariance components differed little from the respective posterior means and standard deviations derived from MCMC. Therefore, there may be little need to pursue computation-intensive MCMC methods for inference on genetic parameters and genetic merits using conventional threshold sire and maternal grandsire models for large datasets on calving ease. Zusammenfassung Die Kalbeschwierigkeiten bei italienischen Piemonteser Erstkalbskühen wurden mittels eines gemischten Threshold Modells untersucht. Im Modell wurden die fixen Einflüsse vom Alter der Kuh und dem Geschlecht des Kalbes, der Interaktion zwischen beiden und die zufälligen Effekte des Großvaters der Mutter und der Herden-Jahr-Saisonklasse berücksichtigt. Die Kovarianz zwischen dem Vater der Kuh und dem Großvater der Mutter wurde über die nur auf väterlicher Verwandtschaft basierenden Verwandtschaftsmatrix berücksichtigt. Es wurden insgesamt 23953 Datensätze aus den Jahren 1989 bis 1998 von 4741 Herden-Jahr-Saisonklassen ausgewertet. Die Varianz- und Kovarianzkomponenten wurden mittels zweier verschiedener approximativer marginal Maximum Likelihood (MML) Methoden geschätzt, die erste basierend auf Expectation-Maximierung (EM) und die zweite auf Laplacian Integration. Rückschlüsse wurden verglichen mit solchen, basierend auf drei einzelne Läufe oder Sequenzen von Markov Chain Monte Carlo (MCMC) Stichproben, um die Gültigkeit der approximativen MML Schätzer aus Daten mit ähnlicher Größe und Struktur zu prüfen. Die Punktschätzer der direkten Heritabilität lagen bei 0,24; 0,25 und 0,26 für EM, Laplacian und MCMC (Posterior Mean), während die entsprechenden maternalen Heritabilitäten bei 0,10, 0,11 und 0,12 lagen. Die Kovarianz zwischen dem direkten additiven und dem maternalen Effekt wurden als nicht von Null verschieden geschätzt, basierend auf MCMC abgeleiteten Konfidenzintervallen. Die konventionellen Schätzer der Vatereffekte und deren Standardfehler aus den MML-Schätzungen der Varianz- und Kovarianzkomponenten differieren leicht von denen aus der MCMC Analyse. Daraus folgend besteht wenig Bedarf die rechenintensiven MCMC-Methoden anzuwenden, um genetische Parameter und den genetischen Erfolg zu schätzen, wenn konventionelle Threshold Modelle für große Datensätze mit Vätern und mütterlichen Großvätern mit Kalbeschwierigkeiten genutzt werden. [source] Bayesian conformational analysis of ring molecules through reversible jump MCMCJOURNAL OF CHEMOMETRICS, Issue 8 2005Kim Nolsøe Abstract In this paper, we address the problem of classifying the conformations of m -membered rings using experimental observations obtained by crystal structure analysis. We formulate a model for the data generation mechanism that consists in a multidimensional mixture model. We perform inference for the proportions and the components in a Bayesian framework, implementing a Markov chain Monte Carlo (MCMC) reversible jump algorithm to obtain samples of the posterior distributions. The method is illustrated on a simulated data set and on real data corresponding to cyclo-octane structures. Copyright © 2005 John Wiley & Sons, Ltd. [source] Generalizability in Item Response ModelingJOURNAL OF EDUCATIONAL MEASUREMENT, Issue 2 2007Derek C. Briggs An approach called generalizability in item response modeling (GIRM) is introduced in this article. The GIRM approach essentially incorporates the sampling model of generalizability theory (GT) into the scaling model of item response theory (IRT) by making distributional assumptions about the relevant measurement facets. By specifying a random effects measurement model, and taking advantage of the flexibility of Markov Chain Monte Carlo (MCMC) estimation methods, it becomes possible to estimate GT variance components simultaneously with traditional IRT parameters. It is shown how GT and IRT can be linked together, in the context of a single-facet measurement design with binary items. Using both simulated and empirical data with the software WinBUGS, the GIRM approach is shown to produce results comparable to those from a standard GT analysis, while also producing results from a random effects IRT model. [source] The use of marker-based relationship information to estimate the heritability of body weight in a natural population: a cautionary taleJOURNAL OF EVOLUTIONARY BIOLOGY, Issue 1 2002S. C. Thomas A number of procedures have been developed that allow the genetic parameters of natural populations to be estimated using relationship information inferred from marker data rather than known pedigrees. Three published approaches are available; the regression, pair-wise likelihood and Markov Chain Monte Carlo (MCMC) sib-ship reconstruction methods. These were applied to body weight and molecular data collected from the Soay sheep population of St. Kilda, which has a previously determined pedigree. The regression and pair-wise likelihood approaches do not specify an exact pedigree and yielded unreliable heritability estimates, that were sensitive to alteration of the fixed effects. The MCMC method, which specifies a pedigree prior to heritability estimation, yielded results closer to those determined using the known pedigree. In populations of low average relationship, such as the Soay sheep population, determination of a reliable pedigree is more useful than indirect approaches that do not specify a pedigree. [source] Forecasting stock prices using a hierarchical Bayesian approachJOURNAL OF FORECASTING, Issue 1 2005Jun Ying Abstract The Ohlson model is evaluated using quarterly data from stocks in the Dow Jones Index. A hierarchical Bayesian approach is developed to simultaneously estimate the unknown coefficients in the time series regression model for each company by pooling information across firms. Both estimation and prediction are carried out by the Markov chain Monte Carlo (MCMC) method. Our empirical results show that our forecast based on the hierarchical Bayes method is generally adequate for future prediction, and improves upon the classical method. Copyright © 2005 John Wiley & Sons, Ltd. [source] An outlier robust hierarchical Bayes model for forecasting: the case of Hong KongJOURNAL OF FORECASTING, Issue 2 2004William W. Chow Abstract This paper introduces a Bayesian forecasting model that accommodates innovative outliers. The hierarchical specification of prior distributions allows an identification of observations contaminated by these outliers and endogenously determines the hyperparameters of the Minnesota prior. Estimation and prediction are performed using Markov chain Monte Carlo (MCMC) methods. The model forecasts the Hong Kong economy more accurately than the standard V AR and performs in line with other complicated BV AR models. It is also shown that the model is capable of finding most of the outliers in various simulation experiments. Copyright © 2004 John Wiley & Sons, Ltd. [source] Approaches to Evaluate Water Quality Model Parameter Uncertainty for Adaptive TMDL Implementation,JOURNAL OF THE AMERICAN WATER RESOURCES ASSOCIATION, Issue 6 2007Craig A. Stow Abstract:, The National Research Council recommended Adaptive Total Maximum Daily Load implementation with the recognition that the predictive uncertainty of water quality models can be high. Quantifying predictive uncertainty provides important information for model selection and decision-making. We review five methods that have been used with water quality models to evaluate model parameter and predictive uncertainty. These methods (1) Regionalized Sensitivity Analysis, (2) Generalized Likelihood Uncertainty Estimation, (3) Bayesian Monte Carlo, (4) Importance Sampling, and (5) Markov Chain Monte Carlo (MCMC) are based on similar concepts; their development over time was facilitated by the increasing availability of fast, cheap computers. Using a Streeter-Phelps model as an example we show that, applied consistently, these methods give compatible results. Thus, all of these methods can, in principle, provide useful sets of parameter values that can be used to evaluate model predictive uncertainty, though, in practice, some are quickly limited by the "curse of dimensionality" or may have difficulty evaluating irregularly shaped parameter spaces. Adaptive implementation invites model updating, as new data become available reflecting water-body responses to pollutant load reductions, and a Bayesian approach using MCMC is particularly handy for that task. [source] Inference in molecular population geneticsJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Issue 4 2000Matthew Stephens Full likelihood-based inference for modern population genetics data presents methodological and computational challenges. The problem is of considerable practical importance and has attracted recent attention, with the development of algorithms based on importance sampling (IS) and Markov chain Monte Carlo (MCMC) sampling. Here we introduce a new IS algorithm. The optimal proposal distribution for these problems can be characterized, and we exploit a detailed analysis of genealogical processes to develop a practicable approximation to it. We compare the new method with existing algorithms on a variety of genetic examples. Our approach substantially outperforms existing IS algorithms, with efficiency typically improved by several orders of magnitude. The new method also compares favourably with existing MCMC methods in some problems, and less favourably in others, suggesting that both IS and MCMC methods have a continuing role to play in this area. We offer insights into the relative advantages of each approach, and we discuss diagnostics in the IS framework. [source] Bayesian analysis of switching ARCH modelsJOURNAL OF TIME SERIES ANALYSIS, Issue 4 2002SYLVIA KAUFMANN We consider a time series model with autoregressive conditional heteroscedasticity that is subject to changes in regime. The regimes evolve according to a multistate latent Markov switching process with unknown transition probabilities, and it is the constant in the variance process of the innovations that is subject to regime shifts. The joint estimation of the latent process and all model parameters is performed within a Bayesian framework using the method of Markov chain Monte Carlo (MCMC) simulation. We perform model selection with respect to the number of states and the number of autoregressive parameters in the variance process using Bayes factors and model likelihoods. To this aim, the model likelihood is estimated by the method of bridge sampling. The usefulness of the sampler is demonstrated by applying it to the data set previously used by Hamilton and Susmel (1994) who investigated models with switching autoregressive conditional heteroscedasticity using maximum likelihood methods. The paper concludes with some issues related to maximum likelihood methods, to classical model selection, and to potential straightforward extensions of the model presented here. [source] A phylogeny of anisopterous dragonflies (Insecta, Odonata) using mtRNA genes and mixed nucleotide/doublet modelsJOURNAL OF ZOOLOGICAL SYSTEMATICS AND EVOLUTIONARY RESEARCH, Issue 4 2008G. Fleck Abstract The application of mixed nucleotide/doublet substitution models has recently received attention in RNA-based phylogenetics. Within a Bayesian approach, it was shown that mixed models outperformed analyses relying on simple nucleotide models. We analysed an mt RNA data set of dragonflies representing all major lineages of Anisoptera plus outgroups, using a mixed model in a Bayesian and parsimony (MP) approach. We used a published mt 16S rRNA secondary consensus structure model and inferred consensus models for the mt 12S rRNA and tRNA valine. Secondary structure information was used to set data partitions for paired and unpaired sites on which doublet or nucleotide models were applied, respectively. Several different doublet models are currently available of which we chose the most appropriate one by a Bayes factor test. The MP reconstructions relied on recoded data for paired sites in order to account for character covariance and an application of the ratchet strategy to find most parsimonious trees. Bayesian and parsimony reconstructions are partly differently resolved, indicating sensitivity of the reconstructions to model specification. Our analyses depict a tree in which the damselfly family Lestidae is sister group to a monophyletic clade Epiophlebia + Anisoptera, contradicting recent morphological and molecular work. In Bayesian analyses, we found a deep split between Libelluloidea and a clade ,Aeshnoidea' within Anisoptera largely congruent with Tillyard's early ideas of anisopteran evolution, which had been based on evidently plesiomorphic character states. However, parsimony analysis did not support a clade ,Aeshnoidea', but instead, placed Gomphidae as sister taxon to Libelluloidea. Monophyly of Libelluloidea is only modestly supported, and many inter-family relationships within Libelluloidea do not receive substantial support in Bayesian and parsimony analyses. We checked whether high Bayesian node support was inflated owing to either: (i) wrong secondary consensus structures; (ii) under-sampling of the MCMC process, thereby missing other local maxima; or (iii) unrealistic prior assumptions on topologies or branch lengths. We found that different consensus structure models exert strong influence on the reconstruction, which demonstrates the importance of taxon-specific realistic secondary structure models in RNA phylogenetics. [source] A Bayesian Kepler periodogram detects a second planet in HD 208487MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Issue 4 2007P. C. Gregory ABSTRACT An automatic Bayesian Kepler periodogram has been developed for identifying and characterizing multiple planetary orbits in precision radial velocity data. The periodogram is powered by a parallel tempering Markov chain Monte Carlo (MCMC) algorithm which is capable of efficiently exploring a multiplanet model parameter space. The periodogram employs an alternative method for converting the time of an observation to true anomaly that enables it to handle much larger data sets without a significant increase in computation time. Improvements in the periodogram and further tests using data from HD 208487 have resulted in the detection of a second planet with a period of 90982,92 d, an eccentricity of 0.370.26,0.20, a semimajor axis of 1.870.13,0.14 au and an M sin i= 0.45+0.11,0.13MJ. The revised parameters of the first planet are period = 129.8 ± 0.4 d, eccentricity = 0.20 ± 0.09, semimajor axis = 0.51 ± 0.02 au and M sin i= 0.41 ± 0.05 MJ. Particular attention is paid to several methods for calculating the model marginal likelihood which is used to compare the probabilities of models with different numbers of planets. [source] The 1,1000 ,m spectral energy distributions of far-infrared galaxiesMONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Issue 2 2006A. Sajina ABSTRACT Galaxies selected at 170 ,m by the Infrared Space Observatory (ISO) Far-IR BACKground (FIRBACK) survey represent the brightest ,10 per cent of the cosmic infrared background. Examining their nature in detail is therefore crucial for constraining models of galaxy evolution. Here, we combine Spitzer archival data with previous near-infrared (near-IR), far-IR, and submillimetre (submm) observations of a representative sample of 22 FIRBACK galaxies spanning three orders of magnitude in IR luminosity. We fit a flexible, multicomponent, empirical SED model of star-forming galaxies designed to model the entire ,1,1000 ,m wavelength range. The fits are performed with a Markov Chain Monte Carlo (MCMC) approach, allowing for meaningful uncertainties to be derived. This approach also highlights degeneracies such as between Td and ,, which we discuss in detail. From these fits and standard relations we derive: LIR, LPAH, star formation rate (SFR), ,V, M*, Mdust, Td, and ,. We look at a variety of correlations between these and combinations thereof in order to examine the physical nature of these galaxies. Our conclusions are supplemented by morphological examination of the sources, and comparison with local samples. We find the bulk of our sample to be consistent with fairly standard size and mass disc galaxies with somewhat enhanced star formation relative to local spirals, but likely not bona fide starbursts. A few higher- z luminous infrared galaxies (LIGs) and ultraluminous infrared galaxies (ULIGs) are also present, but contrary to expectation, they are weak mid-IR emitters and overall are consistent with star formation over an extended cold region rather than concentrated in the nuclear regions. We discuss the implications of this study for understanding populations detected at other wavelengths, such as the bright 850-,m Submillimetre Common-User Bolometer Array (SCUBA) sources or the faint Spitzer 24-,m sources. [source] Advanced Statistical Analysis as a Novel Tool to Pneumatic Conveying Monitoring and Control Strategy DevelopmentPARTICLE & PARTICLE SYSTEMS CHARACTERIZATION, Issue 3-4 2006Andrzej Romanowski Abstract Behaviour of powder flow in pneumatic conveying has been investigated for many years, though it still remains a challenging task both practically and theoretically, especially when considering monitoring and control issues. Better understanding of the gas-solids flow structures can be beneficial for the design and operation of pneumatic transport installations. This paper covers a novel approach for providing the quantitative description in terms of parameter values useful for monitoring and control of this process with the use of Electrical Capacitance Tomography (ECT). The use of Bayesian statistics for analysis of ECT data allows the direct estimation of control parameters. This paper presents how this characteristic parameters estimation can be accomplished without the need for reconstruction and image post processing, which was a classical endeavour whenever tomography was applied. It is achieved using a ,high-level' statistical Bayesian modelling combined with a Markov chain Monte Carlo (MCMC) sampling algorithm. Advanced statistics is applied to data analysis for measurements coming from the part of phenomena present in the horizontal section of pneumatic conveyor during slug formation. [source] Application of a Bayesian Approach to the Tomographic Analysis of Hopper FlowPARTICLE & PARTICLE SYSTEMS CHARACTERIZATION, Issue 4 2005Krzysztof Grudzien Abstract This paper presents a new approach to the analysis of data on powder flow from electrical capacitance tomography (ECT) using probability modelling and Bayesian statistics. The methodology is illustrated for powder flow in a hopper. The purpose, and special features, of this approach is that ,high-level' statistical Bayesian modelling combined with a Markov chain Monte Carlo (MCMC) sampling algorithm allows direct estimation of control parameters of industrial processes in contrast to usually applied ,low-level', pixel-based methods of data analysis. This enables reliable recognition of key process features in a quantitative manner. The main difficulty when investigating hopper flow with ECT is due to the need to measure small differences in particle packing density. The MCMC protocol enables more robust identification of the responses of such complex systems. This paper demonstrates the feasibility of the approach for a simple case of particulate material flow during discharging of a hopper. It is concluded that these approaches can offer significant advantages for the analysis and control of some industrial powder and other multi-phase flow processes. [source] Correcting for Survey Misreports Using Auxiliary Information with an Application to Estimating TurnoutAMERICAN JOURNAL OF POLITICAL SCIENCE, Issue 3 2010Jonathan N. Katz Misreporting is a problem that plagues researchers who use survey data. In this article, we develop a parametric model that corrects for misclassified binary responses using information on the misreporting patterns obtained from auxiliary data sources. The model is implemented within the Bayesian framework via Markov Chain Monte Carlo (MCMC) methods and can be easily extended to address other problems exhibited by survey data, such as missing response and/or covariate values. While the model is fully general, we illustrate its application in the context of estimating models of turnout using data from the American National Elections Studies. [source] A full-factor multivariate GARCH modelTHE ECONOMETRICS JOURNAL, Issue 2 2003I. D. Vrontos A new multivariate time series model with time varying conditional variances and covariances is presented and analysed. A complete analysis of the proposed model is presented consisting of parameter estimation, model selection and volatility prediction. Classical and Bayesian techniques are used for the estimation of the model parameters. It turns out that the construction of our proposed model allows easy maximum likelihood estimation and construction of well-mixing Markov chain Monte Carlo (MCMC) algorithms. Bayesian model selection is addressed using MCMC model composition. The problem of accounting for model uncertainty is considered using Bayesian model averaging. We provide implementation details and illustrations using daily rates of return on eight stocks of the US market. [source] A Bayesian Spatial Multimarker Genetic Random-Effect Model for Fine-Scale MappingANNALS OF HUMAN GENETICS, Issue 5 2008M.-Y. Tsai Summary Multiple markers in linkage disequilibrium (LD) are usually used to localize the disease gene location. These markers may contribute to the disease etiology simultaneously. In contrast to the single-locus tests, we propose a genetic random effects model that accounts for the dependence between loci via their spatial structures. In this model, the locus-specific random effects measure not only the genetic disease risk, but also the correlations between markers. In other words, the model incorporates this relation in both mean and covariance structures, and the variance components play important roles. We consider two different settings for the spatial relations. The first is our proposal, relative distance function (RDF), which is intuitive in the sense that markers nearby are likely to correlate with each other. The second setting is a common exponential decay function (EDF). Under each setting, the inference of the genetic parameters is fully Bayesian with Markov chain Monte Carlo (MCMC) sampling. We demonstrate the validity and the utility of the proposed approach with two real datasets and simulation studies. The analyses show that the proposed model with either one of two spatial correlations performs better as compared with the single locus analysis. In addition, under the RDF model, a more precise estimate for the disease locus can be obtained even when the candidate markers are fairly dense. In all simulations, the inference under the true model provides unbiased estimates of the genetic parameters, and the model with the spatial correlation structure does lead to greater confidence interval coverage probabilities. [source] Identifying Modifier Loci in Existing Genome Scan DataANNALS OF HUMAN GENETICS, Issue 5 2008E. W. Daw Summary In many genetic disorders in which a primary disease-causing locus has been identified, evidence exists for additional trait variation due to genetic factors. These findings have led to studies seeking secondary ,modifier' loci. Identification of modifier loci provides insight into disease mechanisms and may provide additional screening and treatment targets. We believe that modifier loci can be identified by re-analysis of genome screen data while controlling for primary locus effects. To test this hypothesis, we simulated multiple replicates of typical genome screening data on to two real family structures from a study of hypertrophic cardiomyopathy. With this marker data, we simulated two trait models with characteristics similar to one measure of hypertrophic cardiomyopathy. Both trait models included 3 genes. In the first, the trait was influenced by a primary gene, a secondary ,modifier' gene, and a third very small effect gene. In the second, we modeled an interaction between the first two genes. We examined power and false positive rates to map the secondary locus while controlling for the effect of the primary locus with two types of analyses. First, we examined Monte Carlo Markov chain (MCMC) simultaneous segregation and linkage analysis as implemented in Loki, for which we calculated two scoring statistics. Second, we calculated LOD scores using an individual-specific liability class based on the quantitative trait value. We found that both methods produced scores that are significant on a genome-wide level in some replicates. We conclude that mapping of modifier loci in existing samples is possible with these methods. [source] European Mathematical Genetics Meeting, Heidelberg, Germany, 12th,13th April 2007ANNALS OF HUMAN GENETICS, Issue 4 2007Article first published online: 28 MAY 200 Saurabh Ghosh 11 Indian Statistical Institute, Kolkata, India High correlations between two quantitative traits may be either due to common genetic factors or common environmental factors or a combination of both. In this study, we develop statistical methods to extract the contribution of a common QTL to the total correlation between the components of a bivariate phenotype. Using data on bivariate phenotypes and marker genotypes for sib-pairs, we propose a test for linkage between a common QTL and a marker locus based on the conditional cross-sib trait correlations (trait 1 of sib 1 , trait 2 of sib 2 and conversely) given the identity-by-descent sharing at the marker locus. The null hypothesis cannot be rejected unless there exists a common QTL. We use Monte-Carlo simulations to evaluate the performance of the proposed test under different trait parameters and quantitative trait distributions. An application of the method is illustrated using data on two alcohol-related phenotypes from the Collaborative Study On The Genetics Of Alcoholism project. Rémi Kazma 1 , Catherine Bonaïti-Pellié 1 , Emmanuelle Génin 12 INSERM UMR-S535 and Université Paris Sud, Villejuif, 94817, France Keywords: Gene-environment interaction, sibling recurrence risk, exposure correlation Gene-environment interactions may play important roles in complex disease susceptibility but their detection is often difficult. Here we show how gene-environment interactions can be detected by investigating the degree of familial aggregation according to the exposure of the probands. In case of gene-environment interaction, the distribution of genotypes of affected individuals, and consequently the risk in relatives, depends on their exposure. We developed a test comparing the risks in sibs according to the proband exposure. To evaluate the properties of this new test, we derived the formulas for calculating the expected risks in sibs according to the exposure of probands for various values of exposure frequency, relative risk due to exposure alone, frequencies of latent susceptibility genotypes, genetic relative risks and interaction coefficients. We find that the ratio of risks when the proband is exposed and not exposed is a good indicator of the interaction effect. We evaluate the power of the test for various sample sizes of affected individuals. We conclude that this test is valuable for diseases with moderate familial aggregation, only when the role of the exposure has been clearly evidenced. Since a correlation for exposure among sibs might lead to a difference in risks among sibs in the different proband exposure strata, we also add an exposure correlation coefficient in the model. Interestingly, we find that when this correlation is correctly accounted for, the power of the test is not decreased and might even be significantly increased. Andrea Callegaro 1 , Hans J.C. Van Houwelingen 1 , Jeanine Houwing-Duistermaat 13 Dept. of Medical Statistics and Bioinformatics, Leiden University Medical Center, The Netherlands Keywords: Survival analysis, age at onset, score test, linkage analysis Non parametric linkage (NPL) analysis compares the identical by descent (IBD) sharing in sibling pairs to the expected IBD sharing under the hypothesis of no linkage. Often information is available on the marginal cumulative hazards (for example breast cancer incidence curves). Our aim is to extend the NPL methods by taking into account the age at onset of selected sibling pairs using these known marginal hazards. Li and Zhong (2002) proposed a (retrospective) likelihood ratio test based on an additive frailty model for genetic linkage analysis. From their model we derive a score statistic for selected samples which turns out to be a weighed NPL method. The weights depend on the marginal cumulative hazards and on the frailty parameter. A second approach is based on a simple gamma shared frailty model. Here, we simply test whether the score function of the frailty parameter depends on the excess IBD. We compare the performance of these methods using simulated data. Céline Bellenguez 1 , Carole Ober 2 , Catherine Bourgain 14 INSERM U535 and University Paris Sud, Villejuif, France 5 Department of Human Genetics, The University of Chicago, USA Keywords: Linkage analysis, linkage disequilibrium, high density SNP data Compared with microsatellite markers, high density SNP maps should be more informative for linkage analyses. However, because they are much closer, SNPs present important linkage disequilibrium (LD), which biases classical nonparametric multipoint analyses. This problem is even stronger in population isolates where LD extends over larger regions with a more stochastic pattern. We investigate the issue of linkage analysis with a 500K SNP map in a large and inbred 1840-member Hutterite pedigree, phenotyped for asthma. Using an efficient pedigree breaking strategy, we first identified linked regions with a 5cM microsatellite map, on which we focused to evaluate the SNP map. The only method that models LD in the NPL analysis is limited in both the pedigree size and the number of markers (Abecasis and Wigginton, 2005) and therefore could not be used. Instead, we studied methods that identify sets of SNPs with maximum linkage information content in our pedigree and no LD-driven bias. Both algorithms that directly remove pairs of SNPs in high LD and clustering methods were evaluated. Null simulations were performed to control that Zlr calculated with the SNP sets were not falsely inflated. Preliminary results suggest that although LD is strong in such populations, linkage information content slightly better than that of microsatellite maps can be extracted from dense SNP maps, provided that a careful marker selection is conducted. In particular, we show that the specific LD pattern requires considering LD between a wide range of marker pairs rather than only in predefined blocks. Peter Van Loo 1,2,3 , Stein Aerts 1,2 , Diether Lambrechts 4,5 , Bernard Thienpont 2 , Sunit Maity 4,5 , Bert Coessens 3 , Frederik De Smet 4,5 , Leon-Charles Tranchevent 3 , Bart De Moor 2 , Koen Devriendt 3 , Peter Marynen 1,2 , Bassem Hassan 1,2 , Peter Carmeliet 4,5 , Yves Moreau 36 Department of Molecular and Developmental Genetics, VIB, Belgium 7 Department of Human Genetics, University of Leuven, Belgium 8 Bioinformatics group, Department of Electrical Engineering, University of Leuven, Belgium 9 Department of Transgene Technology and Gene Therapy, VIB, Belgium 10 Center for Transgene Technology and Gene Therapy, University of Leuven, Belgium Keywords: Bioinformatics, gene prioritization, data fusion The identification of genes involved in health and disease remains a formidable challenge. Here, we describe a novel bioinformatics method to prioritize candidate genes underlying pathways or diseases, based on their similarity to genes known to be involved in these processes. It is freely accessible as an interactive software tool, ENDEAVOUR, at http://www.esat.kuleuven.be/endeavour. Unlike previous methods, ENDEAVOUR generates distinct prioritizations from multiple heterogeneous data sources, which are then integrated, or fused, into one global ranking using order statistics. ENDEAVOUR prioritizes candidate genes in a three-step process. First, information about a disease or pathway is gathered from a set of known "training" genes by consulting multiple data sources. Next, the candidate genes are ranked based on similarity with the training properties obtained in the first step, resulting in one prioritized list for each data source. Finally, ENDEAVOUR fuses each of these rankings into a single global ranking, providing an overall prioritization of the candidate genes. Validation of ENDEAVOUR revealed it was able to efficiently prioritize 627 genes in disease data sets and 76 genes in biological pathway sets, identify candidates of 16 mono- or polygenic diseases, and discover regulatory genes of myeloid differentiation. Furthermore, the approach identified YPEL1 as a novel gene involved in craniofacial development from a 2-Mb chromosomal region, deleted in some patients with DiGeorge-like birth defects. Finally, we are currently evaluating a pipeline combining array-CGH, ENDEAVOUR and in vivo validation in zebrafish to identify novel genes involved in congenital heart defects. Mark Broom 1 , Graeme Ruxton 2 , Rebecca Kilner 311 Mathematics Dept., University of Sussex, UK 12 Division of Environmental and Evolutionary Biology, University of Glasgow, UK 13 Department of Zoology, University of Cambridge, UK Keywords: Evolutionarily stable strategy, parasitism, asymmetric game Brood parasites chicks vary in the harm that they do to their companions in the nest. In this presentation we use game-theoretic methods to model this variation. Our model considers hosts which potentially abandon single nestlings and instead choose to re-allocate their reproductive effort to future breeding, irrespective of whether the abandoned chick is the host's young or a brood parasite's. The parasite chick must decide whether or not to kill host young by balancing the benefits from reduced competition in the nest against the risk of desertion by host parents. The model predicts that three different types of evolutionarily stable strategies can exist. (1) Hosts routinely rear depleted broods, the brood parasite always kills host young and the host never then abandons the nest. (2) When adult survival after deserting single offspring is very high, hosts always abandon broods of a single nestling and the parasite never kills host offspring, effectively holding them as hostages to prevent nest desertion. (3) Intermediate strategies, in which parasites sometimes kill their nest-mates and host parents sometimes desert nests that contain only a single chick, can also be evolutionarily stable. We provide quantitative descriptions of how the values given to ecological and behavioral parameters of the host-parasite system influence the likelihood of each strategy and compare our results with real host-brood parasite associations in nature. Martin Harrison 114 Mathematics Dept, University of Sussex, UK Keywords: Brood parasitism, games, host, parasite The interaction between hosts and parasites in bird populations has been studied extensively. Game theoretical methods have been used to model this interaction previously, but this has not been studied extensively taking into account the sequential nature of this game. We consider a model allowing the host and parasite to make a number of decisions, which depend on a number of natural factors. The host lays an egg, a parasite bird will arrive at the nest with a certain probability and then chooses to destroy a number of the host eggs and lay one of it's own. With some destruction occurring, either natural or through the actions of the parasite, the host chooses to continue, eject an egg (hoping to eject the parasite) or abandon the nest. Once the eggs have hatched the game then falls to the parasite chick versus the host. The chick chooses to destroy or eject a number of eggs. The final decision is made by the host, choosing whether to raise or abandon the chicks that are in the nest. We consider various natural parameters and probabilities which influence these decisions. We then use this model to look at real-world situations of the interactions of the Reed Warbler and two different parasites, the Common Cuckoo and the Brown-Headed Cowbird. These two parasites have different methods in the way that they parasitize the nests of their hosts. The hosts in turn have a different reaction to these parasites. Arne Jochens 1 , Amke Caliebe 2 , Uwe Roesler 1 , Michael Krawczak 215 Mathematical Seminar, University of Kiel, Germany 16 Institute of Medical Informatics and Statistics, University of Kiel, Germany Keywords: Stepwise mutation model, microsatellite, recursion equation, temporal behaviour We consider the stepwise mutation model which occurs, e.g., in microsatellite loci. Let X(t,i) denote the allelic state of individual i at time t. We compute expectation, variance and covariance of X(t,i), i=1,,,N, and provide a recursion equation for P(X(t,i)=z). Because the variance of X(t,i) goes to infinity as t grows, for the description of the temporal behaviour, we regard the scaled process X(t,i)-X(t,1). The results furnish a better understanding of the behaviour of the stepwise mutation model and may in future be used to derive tests for neutrality under this model. Paul O'Reilly 1 , Ewan Birney 2 , David Balding 117 Statistical Genetics, Department of Epidemiology and Public Health, Imperial, College London, UK 18 European Bioinformatics Institute, EMBL, Cambridge, UK Keywords: Positive selection, Recombination rate, LD, Genome-wide, Natural Selection In recent years efforts to develop population genetics methods that estimate rates of recombination and levels of natural selection in the human genome have intensified. However, since the two processes have an intimately related impact on genetic variation their inference is vulnerable to confounding. Genomic regions subject to recent selection are likely to have a relatively recent common ancestor and consequently less opportunity for historical recombinations that are detectable in contemporary populations. Here we show that selection can reduce the population-based recombination rate estimate substantially. In genome-wide studies for detecting selection we observe a tendency to highlight loci that are subject to low levels of recombination. We find that the outlier approach commonly adopted in such studies may have low power unless variable recombination is accounted for. We introduce a new genome-wide method for detecting selection that exploits the sensitivity to recent selection of methods for estimating recombination rates, while accounting for variable recombination using pedigree data. Through simulations we demonstrate the high power of the Ped/Pop approach to discriminate between neutral and adaptive evolution, particularly in the context of choosing outliers from a genome-wide distribution. Although methods have been developed showing good power to detect selection ,in action', the corresponding window of opportunity is small. In contrast, the power of the Ped/Pop method is maintained for many generations after the fixation of an advantageous variant Sarah Griffiths 1 , Frank Dudbridge 120 MRC Biostatistics Unit, Cambridge, UK Keywords: Genetic association, multimarker tag, haplotype, likelihood analysis In association studies it is generally too expensive to genotype all variants in all subjects. We can exploit linkage disequilibrium between SNPs to select a subset that captures the variation in a training data set obtained either through direct resequencing or a public resource such as the HapMap. These ,tag SNPs' are then genotyped in the whole sample. Multimarker tagging is a more aggressive adaptation of pairwise tagging that allows for combinations of two or more tag SNPs to predict an untyped SNP. Here we describe a new method for directly testing the association of an untyped SNP using a multimarker tag. Previously, other investigators have suggested testing a specific tag haplotype, or performing a weighted analysis using weights derived from the training data. However these approaches do not properly account for the imperfect correlation between the tag haplotype and the untyped SNP. Here we describe a straightforward approach to testing untyped SNPs using a missing-data likelihood analysis, including the tag markers as nuisance parameters. The training data is stacked on top of the main body of genotype data so there is information on how the tag markers predict the genotype of the untyped SNP. The uncertainty in this prediction is automatically taken into account in the likelihood analysis. This approach yields more power and also a more accurate prediction of the odds ratio of the untyped SNP. Anke Schulz 1 , Christine Fischer 2 , Jenny Chang-Claude 1 , Lars Beckmann 121 Division of Cancer Epidemiology, German Cancer Research Center (DKFZ) Heidelberg, Germany 22 Institute of Human Genetics, University of Heidelberg, Germany Keywords: Haplotype, haplotype sharing, entropy, Mantel statistics, marker selection We previously introduced a new method to map genes involved in complex diseases, using haplotype sharing-based Mantel statistics to correlate genetic and phenotypic similarity. Although the Mantel statistic is powerful in narrowing down candidate regions, the precise localization of a gene is hampered in genomic regions where linkage disequilibrium is so high that neighboring markers are found to be significant at similar magnitude and we are not able to discriminate between them. Here, we present a new approach to localize susceptibility genes by combining haplotype sharing-based Mantel statistics with an iterative entropy-based marker selection algorithm. For each marker at which the Mantel statistic is evaluated, the algorithm selects a subset of surrounding markers. The subset is chosen to maximize multilocus linkage disequilibrium, which is measured by the normalized entropy difference introduced by Nothnagel et al. (2002). We evaluated the algorithm with respect to type I error and power. Its ability to localize the disease variant was compared to the localization (i) without marker selection and (ii) considering haplotype block structure. Case-control samples were simulated from a set of 18 haplotypes, consisting of 15 SNPs in two haplotype blocks. The new algorithm gave correct type I error and yielded similar power to detect the disease locus compared to the alternative approaches. The neighboring markers were clearly less often significant than the causal locus, and also less often significant compared to the alternative approaches. Thus the new algorithm improved the precision of the localization of susceptibility genes. Mark M. Iles 123 Section of Epidemiology and Biostatistics, LIMM, University of Leeds, UK Keywords: tSNP, tagging, association, HapMap Tagging SNPs (tSNPs) are commonly used to capture genetic diversity cost-effectively. However, it is important that the efficacy of tSNPs is correctly estimated, otherwise coverage may be insufficient. If the pilot sample from which tSNPs are chosen is too small or the initial marker map too sparse, tSNP efficacy may be overestimated. An existing estimation method based on bootstrapping goes some way to correct for insufficient sample size and overfitting, but does not completely solve the problem. We describe a novel method, based on exclusion of haplotypes, that improves on the bootstrap approach. Using simulated data, the extent of the sample size problem is investigated and the performance of the bootstrap and the novel method are compared. We incorporate an existing method adjusting for marker density by ,SNP-dropping'. We find that insufficient sample size can cause large overestimates in tSNP efficacy, even with as many as 100 individuals, and the problem worsens as the region studied increases in size. Both the bootstrap and novel method correct much of this overestimate, with our novel method consistently outperforming the bootstrap method. We conclude that a combination of insufficient sample size and overfitting may lead to overestimation of tSNP efficacy and underpowering of studies based on tSNPs. Our novel approach corrects for much of this bias and is superior to the previous method. Sample sizes larger than previously suggested may still be required for accurate estimation of tSNP efficacy. This has obvious ramifications for the selection of tSNPs from HapMap data. Claudio Verzilli 1 , Juliet Chapman 1 , Aroon Hingorani 2 , Juan Pablo-Casas 1 , Tina Shah 2 , Liam Smeeth 1 , John Whittaker 124 Department of Epidemiology and Population Health, London School of Hygiene and Tropical Medicine, UK 25 Division of Medicine, University College London, UK Keywords: Meta-analysis, Genetic association studies We present a Bayesian hierarchical model for the meta-analysis of candidate gene studies with a continuous outcome. Such studies often report results from association tests for different, possibly study-specific and non-overlapping markers (typically SNPs) in the same genetic region. Meta analyses of the results at each marker in isolation are seldom appropriate as they ignore the correlation that may exist between markers due to linkage disequlibrium (LD) and cannot assess the relative importance of variants at each marker. Also such marker-wise meta analyses are restricted to only those studies that have typed the marker in question, with a potential loss of power. A better strategy is one which incorporates information about the LD between markers so that any combined estimate of the effect of each variant is corrected for the effect of other variants, as in multiple regression. Here we develop a Bayesian hierarchical linear regression that models the observed genotype group means and uses pairwise LD measurements between markers as prior information to make posterior inference on adjusted effects. The approach is applied to the meta analysis of 24 studies assessing the effect of 7 variants in the C-reactive protein (CRP) gene region on plasma CRP levels, an inflammatory biomarker shown in observational studies to be positively associated with cardiovascular disease. Cathryn M. Lewis 1 , Christopher G. Mathew 1 , Theresa M. Marteau 226 Dept. of Medical and Molecular Genetics, King's College London, UK 27 Department of Psychology, King's College London, UK Keywords: Risk, genetics, CARD15, smoking, model Recently progress has been made in identifying mutations that confer susceptibility to complex diseases, with the potential to use these mutations in determining disease risk. We developed methods to estimate disease risk based on genotype relative risks (for a gene G), exposure to an environmental factor (E), and family history (with recurrence risk ,R for a relative of type R). ,R must be partitioned into the risk due to G (which is modelled independently) and the residual risk. The risk model was then applied to Crohn's disease (CD), a severe gastrointestinal disease for which smoking increases disease risk approximately 2-fold, and mutations in CARD15 confer increased risks of 2.25 (for carriers of a single mutation) and 9.3 (for carriers of two mutations). CARD15 accounts for only a small proportion of the genetic component of CD, with a gene-specific ,S, CARD15 of 1.16, from a total sibling relative risk of ,S= 27. CD risks were estimated for high-risk individuals who are siblings of a CD case, and who also smoke. The CD risk to such individuals who carry two CARD15 mutations is approximately 0.34, and for those carrying a single CARD15 mutation the risk is 0.08, compared to a population prevalence of approximately 0.001. These results imply that complex disease genes may be valuable in estimating with greater precision than has hitherto been possible disease risks in specific, easily identified subgroups of the population with a view to prevention. Yurii Aulchenko 128 Department of Epidemiology & Biostatistics, Erasmus Medical Centre Rotterdam, The Netherlands Keywords: Compression, information, bzip2, genome-wide SNP data, statistical genetics With advances in molecular technology, studies accessing millions of genetic polymorphisms in thousands of study subjects will soon become common. Such studies generate large amounts of data, whose effective storage and management is a challenge to the modern statistical genetics. Standard file compression utilities, such as Zip, Gzip and Bzip2, may be helpful to minimise the storage requirements. Less obvious is the fact that the data compression techniques may be also used in the analysis of genetic data. It is known that the efficiency of a particular compression algorithm depends on the probability structure of the data. In this work, we compared different standard and customised tools using the data from human HapMap project. Secondly, we investigate the potential uses of data compression techniques for the analysis of linkage, association and linkage disequilibrium Suzanne Leal 1 , Bingshan Li 129 Department of Molecular and Human Genetics, Baylor College of Medicine, Houston, USA Keywords: Consanguineous pedigrees, missing genotype data Missing genotype data can increase false-positive evidence for linkage when either parametric or nonparametric analysis is carried out ignoring intermarker linkage disequilibrium (LD). Previously it was demonstrated by Huang et al (2005) that no bias occurs in this situation for affected sib-pairs with unrelated parents when either both parents are genotyped or genotype data is available for two additional unaffected siblings when parental genotypes are missing. However, this is not the case for consanguineous pedigrees, where missing genotype data for any pedigree member within a consanguinity loop can increase false-positive evidence of linkage. The false-positive evidence for linkage is further increased when cryptic consanguinity is present. The amount of false-positive evidence for linkage is highly dependent on which family members are genotyped. When parental genotype data is available, the false-positive evidence for linkage is usually not as strong as when parental genotype data is unavailable. Which family members will aid in the reduction of false-positive evidence of linkage is highly dependent on which other family members are genotyped. For a pedigree with an affected proband whose first-cousin parents have been genotyped, further reduction in the false-positive evidence of linkage can be obtained by including genotype data from additional affected siblings of the proband or genotype data from the proband's sibling-grandparents. When parental genotypes are not available, false-positive evidence for linkage can be reduced by including in the analysis genotype data from either unaffected siblings of the proband or the proband's married-in-grandparents. Najaf Amin 1 , Yurii Aulchenko 130 Department of Epidemiology & Biostatistics, Erasmus Medical Centre Rotterdam, The Netherlands Keywords: Genomic Control, pedigree structure, quantitative traits The Genomic Control (GC) method was originally developed to control for population stratification and cryptic relatedness in association studies. This method assumes that the effect of population substructure on the test statistics is essentially constant across the genome, and therefore unassociated markers can be used to estimate the effect of confounding onto the test statistic. The properties of GC method were extensively investigated for different stratification scenarios, and compared to alternative methods, such as the transmission-disequilibrium test. The potential of this method to correct not for occasional cryptic relations, but for regular pedigree structure, however, was not investigated before. In this work we investigate the potential of the GC method for pedigree-based association analysis of quantitative traits. The power and type one error of the method was compared to standard methods, such as the measured genotype (MG) approach and quantitative trait transmission-disequilibrium test. In human pedigrees, with trait heritability varying from 30 to 80%, the power of MG and GC approach was always higher than that of TDT. GC had correct type 1 error and its power was close to that of MG under moderate heritability (30%), but decreased with higher heritability. William Astle 1 , Chris Holmes 2 , David Balding 131 Department of Epidemiology and Public Health, Imperial College London, UK 32 Department of Statistics, University of Oxford, UK Keywords: Population structure, association studies, genetic epidemiology, statistical genetics In the analysis of population association studies, Genomic Control (Devlin & Roeder, 1999) (GC) adjusts the Armitage test statistic to correct the type I error for the effects of population substructure, but its power is often sub-optimal. Turbo Genomic Control (TGC) generalises GC to incorporate co-variation of relatedness and phenotype, retaining control over type I error while improving power. TGC is similar to the method of Yu et al. (2006), but we extend it to binary (case-control) in addition to quantitative phenotypes, we implement improved estimation of relatedness coefficients, and we derive an explicit statistic that generalizes the Armitage test statistic and is fast to compute. TGC also has similarities to EIGENSTRAT (Price et al., 2006) which is a new method based on principle components analysis. The problems of population structure(Clayton et al., 2005) and cryptic relatedness (Voight & Pritchard, 2005) are essentially the same: if patterns of shared ancestry differ between cases and controls, whether distant (coancestry) or recent (cryptic relatedness), false positives can arise and power can be diminished. With large numbers of widely-spaced genetic markers, coancestry can now be measured accurately for each pair of individuals via patterns of allele-sharing. Instead of modelling subpopulations, we work instead with a coancestry coefficient for each pair of individuals in the study. We explain the relationships between TGC, GC and EIGENSTRAT. We present simulation studies and real data analyses to illustrate the power advantage of TGC in a range of scenarios incorporating both substructure and cryptic relatedness. References Clayton, D. G.et al. (2005) Population structure, differential bias and genomic control in a large-scale case-control association study. Nature Genetics37(11) November 2005. Devlin, B. & Roeder, K. (1999) Genomic control for association studies. Biometics55(4) December 1999. Price, A. L.et al. (2006) Principal components analysis corrects for stratification in genome-wide association studies. Nature Genetics38(8) (August 2006). Voight, B. J. & Pritchard, J. K. (2005) Confounding from cryptic relatedness in case-control association studies. Public Library of Science Genetics1(3) September 2005. Yu, J.et al. (2006) A unified mixed-model method for association mapping that accounts for multiple levels of relatedness. Nature Genetics38(2) February 2006. Hervé Perdry 1 , Marie-Claude Babron 1 , Françoise Clerget-Darpoux 133 INSERM U535 and Univ. Paris Sud, UMR-S 535, Villejuif, France Keywords: Modifier genes, case-parents trios, ordered transmission disequilibrium test A modifying locus is a polymorphic locus, distinct from the disease locus, which leads to differences in the disease phenotype, either by modifying the penetrance of the disease allele, or by modifying the expression of the disease. The effect of such a locus is a clinical heterogeneity that can be reflected by the values of an appropriate covariate, such as the age of onset, or the severity of the disease. We designed the Ordered Transmission Disequilibrium Test (OTDT) to test for a relation between the clinical heterogeneity, expressed by the covariate, and marker genotypes of a candidate gene. The method applies to trio families with one affected child and his parents. Each family member is genotyped at a bi-allelic marker M of a candidate gene. To each of the families is associated a covariate value; the families are ordered on the values of this covariate. As the TDT (Spielman et al. 1993), the OTDT is based on the observation of the transmission rate T of a given allele at M. The OTDT aims to find a critical value of the covariate which separates the sample of families in two subsamples in which the transmission rates are significantly different. We investigate the power of the method by simulations under various genetic models and covariate distributions. Acknowledgments H Perdry is funded by ARSEP. Pascal Croiseau 1 , Heather Cordell 2 , Emmanuelle Génin 134 INSERM U535 and University Paris Sud, UMR-S535, Villejuif, France 35 Institute of Human Genetics, Newcastle University, UK Keywords: Association, missing data, conditionnal logistic regression Missing data is an important problem in association studies. Several methods used to test for association need that individuals be genotyped at the full set of markers. Individuals with missing data need to be excluded from the analysis. This could involve an important decrease in sample size and a loss of information. If the disease susceptibility locus (DSL) is poorly typed, it is also possible that a marker in linkage disequilibrium gives a stronger association signal than the DSL. One may then falsely conclude that the marker is more likely to be the DSL. We recently developed a Multiple Imputation method to infer missing data on case-parent trios Starting from the observed data, a few number of complete data sets are generated by Markov-Chain Monte Carlo approach. These complete datasets are analysed using standard statistical package and the results are combined as described in Little & Rubin (2002). Here we report the results of simulations performed to examine, for different patterns of missing data, how often the true DSL gives the highest association score among different loci in LD. We found that multiple imputation usually correctly detect the DSL site even if the percentage of missing data is high. This is not the case for the naïve approach that consists in discarding trios with missing data. In conclusion, Multiple imputation presents the advantage of being easy to use and flexible and is therefore a promising tool in the search for DSL involved in complex diseases. Salma Kotti 1 , Heike Bickeböller 2 , Françoise Clerget-Darpoux 136 University Paris Sud, UMR-S535, Villejuif, France 37 Department of Genetic Epidemiology, Medical School, University of Göttingen, Germany Keywords: Genotype relative risk, internal controls, Family based analyses Family based analyses using internal controls are very popular both for detecting the effect of a genetic factor and for estimating the relative disease risk on the corresponding genotypes. Two different procedures are often applied to reconstitute internal controls. The first one considers one pseudocontrol genotype formed by the parental non-transmitted alleles called also 1:1 matching of alleles, while the second corresponds to three pseudocontrols corresponding to all genotypes formed by the parental alleles except the one of the case (1:3 matching). Many studies have compared between the two procedures in terms of the power and have concluded that the difference depends on the underlying genetic model and the allele frequencies. However, the estimation of the Genotype Relative Risk (GRR) under the two procedures has not been studied. Based on the fact that on the 1:1 matching, the control group is composed of the alleles untransmitted to the affected child and on the 1:3 matching, the control group is composed amongst alleles already transmitted to the affected child, we expect a difference on the GRR estimation. In fact, we suspect that the second procedure leads to biased estimation of the GRRs. We will analytically derive the GRR estimators for the 1:1 and 1:3 matching and will present the results at the meeting. Family based analyses using internal controls are very popular both for detecting the effect of a genetic factor and for estimating the relative disease risk on the corresponding genotypes. Two different procedures are often applied to reconstitute internal controls. The first one considers one pseudocontrol genotype formed by the parental non-transmitted alleles called also 1:1 matching of alleles, while the second corresponds to three pseudocontrols corresponding to all genotypes formed by the parental alleles except the one of the case (1:3 matching). Many studies have compared between the two procedures in terms of the power and have concluded that the difference depends on the underlying genetic model and the allele frequencies. However, the estimation of the Genotype Relative Risk (GRR) under the two procedures has not been studied. Based on the fact that on the 1:1 matching, the control group is composed of the alleles untransmitted to the affected child and on the 1:3 matching, the control group is composed amongst alleles already transmitted to the affected child, we expect a difference on the GRR estimation. In fact, we suspect that the second procedure leads to biased estimation of the GRR. We will analytically derive the GRR estimator for the 1:1 and 1:3 matching and will present the results at the meeting. Luigi Palla 1 , David Siegmund 239 Department of Mathematics,Free University Amsterdam, The Netherlands 40 Department of Statistics, Stanford University, California, USA Keywords: TDT, assortative mating, inbreeding, statistical power A substantial amount of Assortative Mating (AM) is often recorded on physical and psychological, dichotomous as well as quantitative traits that are supposed to have a multifactorial genetic component. In particular AM has the effect of increasing the genetic variance, even more than inbreeding because it acts across loci beside within loci, when the trait has a multifactorial origin. Under the assumption of a polygenic model for AM dating back to Wright (1921) and refined by Crow and Felsenstein (1968,1982), the effect of assortative mating on the power to detect genetic association in the Transmission Disequilibrium Test (TDT) is explored as parameters, such as the effective number of genes and the allelic frequency vary. The power is reflected by the non centrality parameter of the TDT and is expressed as a function of the number of trios, the relative risk of the heterozygous genotype and the allele frequency (Siegmund and Yakir, 2007). The noncentrality parameter of the relevant score statistic is updated considering the effect of AM which is expressed in terms of an ,effective' inbreeding coefficient. In particular, for dichotomous traits it is apparent that the higher the number of genes involved in the trait, the lower the loss in power due to AM. Finally an attempt is made to extend this relation to the Q-TDT (Rabinowitz, 1997), which involves considering the effect of AM also on the phenotypic variance of the trait of interest, under the assumption that AM affects only its additive genetic component. References Crow, & Felsenstein, (1968). The effect of assortative mating on the genetic composition of a population. Eugen.Quart.15, 87,97. Rabinowitz,, 1997. A Transmission Disequilibrium Test for Quantitative Trait Loci. Human Heredity47, 342,350. Siegmund, & Yakir, (2007) Statistics of gene mapping, Springer. Wright, (1921). System of mating.III. Assortative mating based on somatic resemblance. Genetics6, 144,161. Jérémie Nsengimana 1 , Ben D Brown 2 , Alistair S Hall 2 , Jenny H Barrett 141 Leeds Institute of Molecular Medicine, University of Leeds, UK 42 Leeds Institute for Genetics, Health and Therapeutics, University of Leeds, UK Keywords: Inflammatory genes, haplotype, coronary artery disease Genetic Risk of Acute Coronary Events (GRACE) is an initiative to collect cases of coronary artery disease (CAD) and their unaffected siblings in the UK and to use them to map genetic variants increasing disease risk. The aim of the present study was to test the association between CAD and 51 single nucleotide polymorphisms (SNPs) and their haplotypes from 35 inflammatory genes. Genotype data were available for 1154 persons affected before age 66 (including 48% before age 50) and their 1545 unaffected siblings (891 discordant families). Each SNP was tested for association to CAD, and haplotypes within genes or gene clusters were tested using FBAT (Rabinowitz & Laird, 2000). For the most significant results, genetic effect size was estimated using conditional logistic regression (CLR) within STATA adjusting for other risk factors. Haplotypes were assigned using HAPLORE (Zhang et al., 2005), which considers all parental mating types consistent with offspring genotypes and assigns them a probability of occurence. This probability was used in CLR to weight the haplotypes. In the single SNP analysis, several SNPs showed some evidence for association, including one SNP in the interleukin-1A gene. Analysing haplotypes in the interleukin-1 gene cluster, a common 3-SNP haplotype was found to increase the risk of CAD (P = 0.009). In an additive genetic model adjusting for covariates the odds ratio (OR) for this haplotype is 1.56 (95% CI: 1.16-2.10, p = 0.004) for early-onset CAD (before age 50). This study illustrates the utility of haplotype analysis in family-based association studies to investigate candidate genes. References Rabinowitz, D. & Laird, N. M. (2000) Hum Hered50, 211,223. Zhang, K., Sun, F. & Zhao, H. (2005) Bioinformatics21, 90,103. Andrea Foulkes 1 , Recai Yucel 1 , Xiaohong Li 143 Division of Biostatistics, University of Massachusetts, USA Keywords: Haploytpe, high-dimensional, mixed modeling The explosion of molecular level information coupled with large epidemiological studies presents an exciting opportunity to uncover the genetic underpinnings of complex diseases; however, several analytical challenges remain to be addressed. Characterizing the components to complex diseases inevitably requires consideration of synergies across multiple genetic loci and environmental and demographic factors. In addition, it is critical to capture information on allelic phase, that is whether alleles within a gene are in cis (on the same chromosome) or in trans (on different chromosomes.) In associations studies of unrelated individuals, this alignment of alleles within a chromosomal copy is generally not observed. We address the potential ambiguity in allelic phase in this high dimensional data setting using mixed effects models. Both a semi-parametric and fully likelihood-based approach to estimation are considered to account for missingness in cluster identifiers. In the first case, we apply a multiple imputation procedure coupled with a first stage expectation maximization algorithm for parameter estimation. A bootstrap approach is employed to assess sensitivity to variability induced by parameter estimation. Secondly, a fully likelihood-based approach using an expectation conditional maximization algorithm is described. Notably, these models allow for characterizing high-order gene-gene interactions while providing a flexible statistical framework to account for the confounding or mediating role of person specific covariates. The proposed method is applied to data arising from a cohort of human immunodeficiency virus type-1 (HIV-1) infected individuals at risk for therapy associated dyslipidemia. Simulation studies demonstrate reasonable power and control of family-wise type 1 error rates. Vivien Marquard 1 , Lars Beckmann 1 , Jenny Chang-Claude 144 Division of Cancer Epidemiology, German Cancer Research Center (DKFZ) Heidelberg, Germany Keywords: Genotyping errors, type I error, haplotype-based association methods It has been shown in several simulation studies that genotyping errors may have a great impact on the type I error of statistical methods used in genetic association analysis of complex diseases. Our aim was to investigate type I error rates in a case-control study, when differential and non-differential genotyping errors were introduced in realistic scenarios. We simulated case-control data sets, where individual genotypes were drawn from a haplotype distribution of 18 haplotypes with 15 markers in the APM1 gene. Genotyping errors were introduced following the unrestricted and symmetric with 0 edges error models described by Heid et al. (2006). In six scenarios, errors resulted from changes of one allele to another with predefined probabilities of 1%, 2.5% or 10%, respectively. A multiple number of errors per haplotype was possible and could vary between 0 and 15, the number of markers investigated. We examined three association methods: Mantel statistics using haplotype-sharing; a haplotype-specific score test; and Armitage trend test for single markers. The type I error rates were not influenced for any of all the three methods for a genotyping error rate of less than 1%. For higher error rates and differential errors, the type I error of the Mantel statistic was only slightly and of the Armitage trend test moderately increased. The type I error rates of the score test were highly increased. The type I error rates were correct for all three methods for non-differential errors. Further investigations will be carried out with different frequencies of differential error rates and focus on power. Arne Neumann 1 , Dörthe Malzahn 1 , Martina Müller 2 , Heike Bickeböller 145 Department of Genetic Epidemiology, Medical School, University of Göttingen, Germany 46 GSF-National Research Center for Environment and Health, Neuherberg & IBE-Institute of Epidemiology, Ludwig-Maximilians University München, Germany Keywords: Interaction, longitudinal, nonparametric Longitudinal data show the time dependent course of phenotypic traits. In this contribution, we consider longitudinal cohort studies and investigate the association between two candidate genes and a dependent quantitative longitudinal phenotype. The set-up defines a factorial design which allows us to test simultaneously for the overall gene effect of the loci as well as for possible gene-gene and gene time interaction. The latter would induce genetically based time-profile differences in the longitudinal phenotype. We adopt a non-parametric statistical test to genetic epidemiological cohort studies and investigate its performance by simulation studies. The statistical test was originally developed for longitudinal clinical studies (Brunner, Munzel, Puri, 1999 J Multivariate Anal 70:286-317). It is non-parametric in the sense that no assumptions are made about the underlying distribution of the quantitative phenotype. Longitudinal observations belonging to the same individual can be arbitrarily dependent on one another for the different time points whereas trait observations of different individuals are independent. The two loci are assumed to be statistically independent. Our simulations show that the nonparametric test is comparable with ANOVA in terms of power of detecting gene-gene and gene-time interaction in an ANOVA favourable setting. Rebecca Hein 1 , Lars Beckmann 1 , Jenny Chang-Claude 147 Division of Cancer Epidemiology, German Cancer Research Center (DKFZ) Heidelberg, Germany Keywords: Indirect association studies, interaction effects, linkage disequilibrium, marker allele frequency Association studies accounting for gene-environment interactions (GxE) may be useful for detecting genetic effects and identifying important environmental effect modifiers. Current technology facilitates very dense marker spacing in genetic association studies; however, the true disease variant(s) may not be genotyped. In this situation, an association between a gene and a phenotype may still be detectable, using genetic markers associated with the true disease variant(s) (indirect association). Zondervan and Cardon [2004] showed that the odds ratios (OR) of markers which are associated with the disease variant depend highly on the linkage disequilibrium (LD) between the variant and the markers, and whether the allele frequencies match and thereby influence the sample size needed to detect genetic association. We examined the influence of LD and allele frequencies on the sample size needed to detect GxE in indirect association studies, and provide tables for sample size estimation. For discordant allele frequencies and incomplete LD, sample sizes can be unfeasibly large. The influence of both factors is stronger for disease loci with small rather than moderate to high disease allele frequencies. A decline in D' of e.g. 5% has less impact on sample size than increasing the difference in allele frequencies by the same percentage. Assuming 80% power, large interaction effects can be detected using smaller sample sizes than those needed for the detection of main effects. The detection of interaction effects involving rare alleles may not be possible. Focussing only on marker density can be a limited strategy in indirect association studies for GxE. Cyril Dalmasso 1 , Emmanuelle Génin 2 , Catherine Bourgain 2 , Philippe Broët 148 JE 2492 , Univ. Paris-Sud, France 49 INSERM UMR-S 535 and University Paris Sud, Villejuif, France Keywords: Linkage analysis, Multiple testing, False Discovery Rate, Mixture model In the context of genome-wide linkage analyses, where a large number of statistical tests are simultaneously performed, the False Discovery Rate (FDR) that is defined as the expected proportion of false discoveries among all discoveries is nowadays widely used for taking into account the multiple testing problem. Other related criteria have been considered such as the local False Discovery Rate (lFDR) that is a variant of the FDR giving to each test its own measure of significance. The lFDR is defined as the posterior probability that a null hypothesis is true. Most of the proposed methods for estimating the lFDR or the FDR rely on distributional assumption under the null hypothesis. However, in observational studies, the empirical null distribution may be very different from the theoretical one. In this work, we propose a mixture model based approach that provides estimates of the lFDR and the FDR in the context of large-scale variance component linkage analyses. In particular, this approach allows estimating the empirical null distribution, this latter being a key quantity for any simultaneous inference procedure. The proposed method is applied on a real dataset. Arief Gusnanto 1 , Frank Dudbridge 150 MRC Biostatistics Unit, Cambridge UK Keywords: Significance, genome-wide, association, permutation, multiplicity Genome-wide association scans have introduced statistical challenges, mainly in the multiplicity of thousands of tests. The question of what constitutes a significant finding remains somewhat unresolved. Permutation testing is very time-consuming, whereas Bayesian arguments struggle to distinguish direct from indirect association. It seems attractive to summarise the multiplicity in a simple form that allows users to avoid time-consuming permutations. A standard significance level would facilitate reporting of results and reduce the need for permutation tests. This is potentially important because current scans do not have full coverage of the whole genome, and yet, the implicit multiplicity is genome-wide. We discuss some proposed summaries, with reference to the empirical null distribution of the multiple tests, approximated through a large number of random permutations. Using genome-wide data from the Wellcome Trust Case-Control Consortium, we use a sub-sampling approach with increasing density to estimate the nominal p-value to obtain family-wise significance of 5%. The results indicate that the significance level is converging to about 1e-7 as the marker spacing becomes infinitely dense. We considered the concept of an effective number of independent tests, and showed that when used in a Bonferroni correction, the number varies with the overall significance level, but is roughly constant in the region of interest. We compared several estimators of the effective number of tests, and showed that in the region of significance of interest, Patterson's eigenvalue based estimator gives approximately the right family-wise error rate. Michael Nothnagel 1 , Amke Caliebe 1 , Michael Krawczak 151 Institute of Medical Informatics and Statistics, University Clinic Schleswig-Holstein, University of Kiel, Germany Keywords: Association scans, Bayesian framework, posterior odds, genetic risk, multiplicative model Whole-genome association scans have been suggested to be a cost-efficient way to survey genetic variation and to map genetic disease factors. We used a Bayesian framework to investigate the posterior odds of a genuine association under multiplicative disease models. We demonstrate that the p value alone is not a sufficient means to evaluate the findings in association studies. We suggest that likelihood ratios should accompany p values in association reports. We argue, that, given the reported results of whole-genome scans, more associations should have been successfully replicated if the consistently made assumptions about considerable genetic risks were correct. We conclude that it is very likely that the vast majority of relative genetic risks are only of the order of 1.2 or lower. Clive Hoggart 1 , Maria De Iorio 1 , John Whittakker 2 , David Balding 152 Department of Epidemiology and Public Health, Imperial College London, UK 53 Department of Epidemiology and Public Health, London School of Hygiene and Tropical Medicine, UK Keywords: Genome-wide association analyses, shrinkage priors, Lasso Testing one SNP at a time does not fully realise the potential of genome-wide association studies to identify multiple causal variants of small effect, which is a plausible scenario for many complex diseases. Moreover, many simulation studies assume a single causal variant and so more complex realities are ignored. Analysing large numbers of variants simultaneously is now becoming feasible, thanks to developments in Bayesian stochastic search methods. We pose the problem of SNP selection as variable selection in a regression model. In contrast to single SNP tests this approach simultaneously models the effect of all SNPs. SNPs are selected by a Bayesian interpretation of the lasso (Tibshirani, 1996); the maximum a posterior (MAP) estimate of the regression coefficients, which have been given independent, double exponential prior distributions. The double exponential distribution is an example of a shrinkage prior, MAP estimates with shrinkage priors can be zero, thus all SNPs with non zero regression coefficients are selected. In addition to the commonly-used double exponential (Laplace) prior, we also implement the normal exponential gamma prior distribution. We show that use of the Laplace prior improves SNP selection in comparison with single -SNP tests, and that the normal exponential gamma prior leads to a further improvement. Our method is fast and can handle very large numbers of SNPs: we demonstrate its performance using both simulated and real genome-wide data sets with 500 K SNPs, which can be analysed in 2 hours on a desktop workstation. Mickael Guedj 1,2 , Jerome Wojcik 2 , Gregory Nuel 154 Laboratoire Statistique et Génome, Université d'Evry, Evry France 55 Serono Pharmaceutical Research Institute, Plan-les-Ouates, Switzerland Keywords: Local Replication, Local Score, Association In gene-mapping, replication of initial findings has been put forwards as the approach of choice for filtering false-positives from true signals for underlying loci. In practice, such replications are however too poorly observed. Besides the statistical and technical-related factors (lack of power, multiple-testing, stratification, quality control,) inconsistent conclusions obtained from independent populations might result from real biological differences. In particular, the high degree of variation in the strength of LD among populations of different origins is a major challenge to the discovery of genes. Seeking for Local Replications (defined as the presence of a signal of association in a same genomic region among populations) instead of strict replications (same locus, same risk allele) may lead to more reliable results. Recently, a multi-markers approach based on the Local Score statistic has been proposed as a simple and efficient way to select candidate genomic regions at the first stage of genome-wide association studies. Here we propose an extension of this approach adapted to replicated association studies. Based on simulations, this method appears promising. In particular it outperforms classical simple-marker strategies to detect modest-effect genes. Additionally it constitutes, to our knowledge, a first framework dedicated to the detection of such Local Replications. Juliet Chapman 1 , Claudio Verzilli 1 , John Whittaker 156 Department of Epidemiology and Public Health, London School of Hygiene and Tropical Medicine, UK Keywords: FDR, Association studies, Bayesian model selection As genomewide association studies become commonplace there is debate as to how such studies might be analysed and what we might hope to gain from the data. It is clear that standard single locus approaches are limited in that they do not adjust for the effects of other loci and problematic since it is not obvious how to adjust for multiple comparisons. False discovery rates have been suggested, but it is unclear how well these will cope with highly correlated genetic data. We consider the validity of standard false discovery rates in large scale association studies. We also show that a Bayesian procedure has advantages in detecting causal loci amongst a large number of dependant SNPs and investigate properties of a Bayesian FDR. Peter Kraft 157 Harvard School of Public Health, Boston USA Keywords: Gene-environment interaction, genome-wide association scans Appropriately analyzed two-stage designs,where a subset of available subjects are genotyped on a genome-wide panel of markers at the first stage and then a much smaller subset of the most promising markers are genotyped on the remaining subjects,can have nearly as much power as a single-stage study where all subjects are genotyped on the genome-wide panel yet can be much less expensive. Typically, the "most promising" markers are selected based on evidence for a marginal association between genotypes and disease. Subsequently, the few markers found to be associated with disease at the end of the second stage are interrogated for evidence of gene-environment interaction, mainly to understand their impact on disease etiology and public health impact. However, this approach may miss variants which have a sizeable effect restricted to one exposure stratum and therefore only a modest marginal effect. We have proposed to use information on the joint effects of genes and a discrete list of environmental exposures at the initial screening stage to select promising markers for the second stage [Kraft et al Hum Hered 2007]. This approach optimizes power to detect variants that have a sizeable marginal effect and variants that have a small marginal effect but a sizeable effect in a stratum defined by an environmental exposure. As an example, I discuss a proposed genome-wide association scan for Type II diabetes susceptibility variants based in several large nested case-control studies. Beate Glaser 1 , Peter Holmans 158 Biostatistics and Bioinformatics Unit, Cardiff University, School of Medicine, Heath Park, Cardiff, UK Keywords: Combined case-control and trios analysis, Power, False-positive rate, Simulation, Association studies The statistical power of genetic association studies can be enhanced by combining the analysis of case-control with parent-offspring trio samples. Various combined analysis techniques have been recently developed; as yet, there have been no comparisons of their power. This work was performed with the aim of identifying the most powerful method among available combined techniques including test statistics developed by Kazeem and Farrall (2005), Nagelkerke and colleagues (2004) and Dudbridge (2006), as well as a simple combination of ,2-statistics from single samples. Simulation studies were performed to investigate their power under different additive, multiplicative, dominant and recessive disease models. False-positive rates were determined by studying the type I error rates under null models including models with unequal allele frequencies between the single case-control and trios samples. We identified three techniques with equivalent power and false-positive rates, which included modifications of the three main approaches: 1) the unmodified combined Odds ratio estimate by Kazeem & Farrall (2005), 2) a modified approach of the combined risk ratio estimate by Nagelkerke & colleagues (2004) and 3) a modified technique for a combined risk ratio estimate by Dudbridge (2006). Our work highlights the importance of studies investigating test performance criteria of novel methods, as they will help users to select the optimal approach within a range of available analysis techniques. David Almorza 1 , M.V. Kandus 2 , Juan Carlos Salerno 2 , Rafael Boggio 359 Facultad de Ciencias del Trabajo, University of Cádiz, Spain 60 Instituto de Genética IGEAF, Buenos Aires, Argentina 61 Universidad Nacional de La Plata, Buenos Aires, Argentina Keywords: Principal component analysis, maize, ear weight, inbred lines The objective of this work was to evaluate the relationship among different traits of the ear of maize inbred lines and to group genotypes according to its performance. Ten inbred lines developed at IGEAF (INTA Castelar) and five public inbred lines as checks were used. A field trial was carried out in Castelar, Buenos Aires (34° 36' S , 58° 39' W) using a complete randomize design with three replications. At harvest, individual weight (P.E.), diameter (D.E.), row number (N.H.) and length (L.E.) of the ear were assessed. A principal component analysis, PCA, (Infostat 2005) was used, and the variability of the data was depicted with a biplot. Principal components 1 and 2 (CP1 and CP2) explained 90% of the data variability. CP1 was correlated with P.E., L.E. and D.E., meanwhile CP2 was correlated with N.H. We found that individual weight (P.E.) was more correlated with diameter of the ear (D.E.) than with length (L.E). Five groups of inbred lines were distinguished: with high P.E. and mean N.H. (04-70, 04-73, 04-101 and MO17), with high P.E. but less N.H. (04-61 and B14), with mean P.E. and N.H. (B73, 04-123 and 04-96), with high N.H. but less P.E. (LP109, 04-8, 04-91 and 04-76) and with low P.E. and low N.H. (LP521 and 04-104). The use of PCA showed which variables had more incidence in ear weight and how is the correlation among them. Moreover, the different groups found with this analysis allow the evaluation of inbred lines by several traits simultaneously. Sven Knüppel 1 , Anja Bauerfeind 1 , Klaus Rohde 162 Department of Bioinformatics, MDC Berlin, Germany Keywords: Haplotypes, association studies, case-control, nuclear families The area of gene chip technology provides a plethora of phase-unknown SNP genotypes in order to find significant association to some genetic trait. To circumvent possibly low information content of a single SNP one groups successive SNPs and estimates haplotypes. Haplotype estimation, however, may reveal ambiguous haplotype pairs and bias the application of statistical methods. Zaykin et al. (Hum Hered, 53:79-91, 2002) proposed the construction of a design matrix to take this ambiguity into account. Here we present a set of functions written for the Statistical package R, which carries out haplotype estimation on the basis of the EM-algorithm for individuals (case-control) or nuclear families. The construction of a design matrix on basis of estimated haplotypes or haplotype pairs allows application of standard methods for association studies (linear, logistic regression), as well as statistical methods as haplotype sharing statistics and TDT-Test. Applications of these methods to genome-wide association screens will be demonstrated. Manuela Zucknick 1 , Chris Holmes 2 , Sylvia Richardson 163 Department of Epidemiology and Public Health, Imperial College London, UK 64 Department of Statistics, Oxford Center for Gene Function, University of Oxford, UK Keywords: Bayesian, variable selection, MCMC, large p, small n, structured dependence In large-scale genomic applications vast numbers of markers or genes are scanned to find a few candidates which are linked to a particular phenotype. Statistically, this is a variable selection problem in the "large p, small n" situation where many more variables than samples are available. An additional feature is the complex dependence structure which is often observed among the markers/genes due to linkage disequilibrium or their joint involvement in biological processes. Bayesian variable selection methods using indicator variables are well suited to the problem. Binary phenotypes like disease status are common and both Bayesian probit and logistic regression can be applied in this context. We argue that logistic regression models are both easier to tune and to interpret than probit models and implement the approach by Holmes & Held (2006). Because the model space is vast, MCMC methods are used as stochastic search algorithms with the aim to quickly find regions of high posterior probability. In a trade-off between fast-updating but slow-moving single-gene Metropolis-Hastings samplers and computationally expensive full Gibbs sampling, we propose to employ the dependence structure among the genes/markers to help decide which variables to update together. Also, parallel tempering methods are used to aid bold moves and help avoid getting trapped in local optima. Mixing and convergence of the resulting Markov chains are evaluated and compared to standard samplers in both a simulation study and in an application to a gene expression data set. Reference Holmes, C. C. & Held, L. (2006) Bayesian auxiliary variable models for binary and multinomial regression. Bayesian Analysis1, 145,168. Dawn Teare 165 MMGE, University of Sheffield, UK Keywords: CNP, family-based analysis, MCMC Evidence is accumulating that segmental copy number polymorphisms (CNPs) may represent a significant portion of human genetic variation. These highly polymorphic systems require handling as phenotypes rather than co-dominant markers, placing new demands on family-based analyses. We present an integrated approach to meet these challenges in the form of a graphical model, where the underlying discrete CNP phenotype is inferred from the (single or replicate) quantitative measure within the analysis, whilst assuming an allele based system segregating through the pedigree. [source] Falling and explosive, dormant, and rising markets via multiple-regime financial time series modelsAPPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 1 2010Cathy W. S. Chen Abstract A multiple-regime threshold nonlinear financial time series model, with a fat-tailed error distribution, is discussed and Bayesian estimation and inference are considered. Furthermore, approximate Bayesian posterior model comparison among competing models with different numbers of regimes is considered which is effectively a test for the number of required regimes. An adaptive Markov chain Monte Carlo (MCMC) sampling scheme is designed, while importance sampling is employed to estimate Bayesian residuals for model diagnostic testing. Our modeling framework provides a parsimonious representation of well-known stylized features of financial time series and facilitates statistical inference in the presence of high or explosive persistence and dynamic conditional volatility. We focus on the three-regime case where the main feature of the model is to capturing of mean and volatility asymmetries in financial markets, while allowing an explosive volatility regime. A simulation study highlights the properties of our MCMC estimators and the accuracy and favourable performance as a model selection tool, compared with a deviance criterion, of the posterior model probability approximation method. An empirical study of eight international oil and gas markets provides strong support for the three-regime model over its competitors, in most markets, in terms of model posterior probability and in showing three distinct regime behaviours: falling/explosive, dormant and rising markets. Copyright © 2009 John Wiley & Sons, Ltd. [source] | ||||||||||||||||||||||