Home  About us  Contact
 

Probability Models (probability + models)

Distribution by Scientific Domains
Mathematics and Statistics76%

Selected Abstracts

Probability Models for DNA Sequence Evolution, Second Edition by Richard Durrett

INTERNATIONAL STATISTICAL REVIEW, Issue 2 2009
Jayanta K. Ghosh
No abstract is available for this article. [source]

Probability Models for DNA Sequence Evolution (2nd edn.). R. Durrett (2008).

BIOMETRICAL JOURNAL, Issue 3 2009
New York: Springer.
No abstract is available for this article. [source]

Probability Models for DNA Sequence Evolution by DURRETT, R.

BIOMETRICS, Issue 3 2009
Article first published online: 14 SEP 200
No abstract is available for this article. [source]

DURRETT, R. Probability Models for DNA Sequence Evolution.

BIOMETRICS, Issue 1 2003
2002. viii + 240 pp. $69.95/£52.50., New York, Springer
No abstract is available for this article. [source]

Probability models for pine twisting rust (Melampsora pinitorqua) damage in Scots pine (Pinus sylvestris) stands in Finland

FOREST PATHOLOGY, Issue 1 2005
U. Mattila
Summary Factors affecting the probability that pine twisting rust (Melampsora pinitorqua) damage occur in a Scots pine (Pinus sylvestris) stand were analysed using the 7th Finnish National Forest Inventory data (NFI7) from southern Finland in 1977,1983. The inventory was based on systematic sampling. The NFI7 data was measured in clusters, each of which consisted of 21 sample plots. In addition to the stand and site characteristics measured for forest management planning purposes, the data included records of damage by pine twisting rust and occurrence of aspens (Populus tremula, the other host plant of the pathogen) in the stands. Two multilevel logit models were developed for predicting the overall probability of pine twisting rust damage and the probability of severe pine twisting rust damage. Site and stand characteristics were used as explanatory variables in the models. Residual variance in the models was studied on the inventory crew, cluster and year levels. The occurrence of aspens and site fertility were the most important factors increasing the probability that pine twisting rust damage will occur in a stand. The damage probability also decreased with increasing effective temperature sum calculated for the location. The overall damage probability was equally high on peatlands and on mineral soil if there were aspens in the stand. If, however, there were no aspens in the stand, the probability of damage was higher on mineral soils than on peatlands. In addition, the overall probability was lower in naturally regenerated stands than in planted or sown stands, and it decreased with increasing mean age of pines. In both models, the residual variance was significant on the both the inventory crew and the cluster levels. Résumé Les facteurs de probabilité d'occurrence d'un dégât de rouille courbeuse (Melampsora pinitorqua) dans un peuplement de Pin sylvestre (Pinus sylvestris) ont été analysés en utilisant les données du 7 Inventaire Forestier National de Finlande (NF17) pour la Finlande du Sud et la période 1977,1983. L'inventaire est basé sur un échantillonnage systématique. Les données de NF17 sont mesurées dans des groupes constitués de 21 placettes. En plus des caractéristiques de la station et du peuplement mesurées à des fins de gestion forestière, les données comprennent des notations de dégâts par la rouille courbeuse et de présence des trembles (hôte alternant de 1'agent pathogène) dans les peuplements. Des modèles logit multiniveaux ont été développés pour prédire la probabilité globale de dégât de rouille courbeuse et la probabilité de dégât sévère. Les caractéristiques de la station et du peuplement ont été utilisées comme variables explicatives dans les modèles. La variance résiduelle des modèles a étéétudiée au niveau de 1'observateur, du groupe de placettes et de 1'année. La présence de trembles et la fertilité de la station sont les facteurs les plus importants d'augmentation de la probabilité de dégât de rouille dans un peuplement. D'autre part, la probabilité de dégât décroît avec la somme des températures effectives calculée pour le site. La probabilité globale de dégât est aussi élevée sur sols de tourbières que sur sols minéraux dans le cas où des trembles sont présents dans le peuplement. En 1'absence de trembles dans le peuplement, la probabilité de dégât est plus importante sur sols minéraux qu'en tourbières. Enfin, la probabilité de dégât est plus faible dans les peuplements régénérés naturellement que dans les peuplements semés ou plantés, et elle décroít avec 1'âge moyen des pins. Pour les deux modèles, la variance résiduelle est significative au niveau observateur et groupe de parcelles. Zusammenfassung Faktoren, die die Wahrscheinlichkeit einer Schädigung durch den Kieferndrehrost (Melampsora pinitorqua) in Beständen von Pinus sylvestris beeinflussen, wurden anhand der Daten der 7. Finnischen Nationalen Forstinventur (NF17) aus den Jahren 1977,1983 in Südfinnland untersucht. Die Datenerhebung basierte auf einer systematischen Probenahme. Die NF17 Daten wurden in Clustern erhoben, jedes Cluster bestand aus 21 Probeflächen. Neben den Bestandes- und Standortsmerkmalen, die für die forstliche Planung erhoben wurden, wurden Angaben zum Befall (schwach, stark) mit Kieferndrehrost und zum Vorkommen von Zitter-Pappel (Populus tremula, alternativer Wirt des Pathogens) berücksichtigt. Es wurden zwei Multi Logit - Modelle entwickelt zur Vorhersage der Gesamtwahrscheinlichkeit einer Kieferndrehrost-Schädigung sowie der Wahrscheinlichkeit einer schweren Schädigung durch den Pilz. Die Standorts- und Bestandesmerkmale wurden als erklärende Variablen verwendet. In den Modellen wurde die Restvarianz bezüglich Inventur-Erhebungsgruppe, Cluster und Jahr geprüft. Das Vorkommen von Zitter-Pappel und die Bodenfertilität waren die wichtigsten Faktoren für eine zunehmende Wahrscheinlichkeit einer Kieferndrehrost-Schädigung auf Bestandesebene. Die Schadenswahrscheinlichkeit verringerte sich mit zunehmender Temperatursumme, die für den Standort berechnet wurde. Die Gesamtschadenswahrscheinlichkeit war auf Torf- und Mineralböden gleich hoch, sofern Zitter-Pappeln im Bestand vorkamen. Ohne Zitter-Pappeln war die Schadenswahrscheinlichkeit auf Mineralböden höher. Zudem war die Gesamtschadenswahrscheinlichkeit in natürlich regenerierten Beständen niedriger als in gepflanzten oder gesäten Beständen, und sie nahm mit zunehmendem Durchschnittsalter der Kiefern ab. In beiden Modellen war die Restvarianz auf der Ebene der Inventur-Erhebungsgruppe und der Probecluster signifikant. [source]

Quantifying the Effects of Mask Metadata Disclosure and Multiple Releases on the Confidentiality of Geographically Masked Health Data

GEOGRAPHICAL ANALYSIS, Issue 1 2008
Dale L. Zimmerman
The availability of individual-level health data presents opportunities for monitoring the distribution and spread of emergent, acute, and chronic conditions, as well as challenges with respect to maintaining the anonymity of persons with health conditions. Particularly when such data are mapped as point locations, concerns arise regarding the ease with which individual identities may be determined by linking geographic coordinates to digital street networks, then determining residential addresses and, finally, names of occupants at specific addresses. The utility of such data sets must therefore be balanced against the requirements of protecting the confidentiality of individuals whose identities might be revealed through the availability of precise and accurate locational data. Recent literature has pointed toward geographic masking as a means for striking an appropriate balance between data utility and confidentiality. However, questions remain as to whether certain characteristics of the mask (mask metadata) should be disclosed to data users and whether two or more distinct masked versions of the data can be released without breaching confidentiality. In this article, we address these questions by quantifying the extent to which the disclosure of mask metadata and the release of multiple masked versions may affect confidentiality, with a view toward providing guidance to custodians of health data sets. The masks considered include perturbation, areal aggregation, and their combination. Confidentiality is measured by the areas of confidence regions for individuals' locations, which are derived under the probability models governing the masks, conditioned on the disclosed mask metadata. [source]

The Relationship between Hospital Volume and Mortality in Mechanical Ventilation: An Instrumental Variable Analysis

HEALTH SERVICES RESEARCH, Issue 3 2009
Jeremy M. Kahn
Objective. To examine the relationship between hospital volume and mortality for nonsurgical patients receiving mechanical ventilation. Data Sources. Pennsylvania state discharge records from July 1, 2004, to June 30, 2006, linked to the Pennsylvania Department of Health death records and the 2000 United States Census. Study Design. We categorized all general acute care hospitals in Pennsylvania (n=169) by the annual number of nonsurgical, mechanically ventilated discharges according to previous criteria. To estimate the relationship between annual volume and 30-day mortality, we fit linear probability models using administrative risk adjustment, clinical risk adjustment, and an instrumental variable approach. Principle Findings. Using a clinical measure of risk adjustment, we observed a significant reduction in the probability of 30-day mortality at higher volume hospitals (,300 admissions per year) compared with lower volume hospitals (<300 patients per year; absolute risk reduction: 3.4%, p=.04). No significant volume,outcome relationship was observed using only administrative risk adjustment. Using the distance from the patient's home to the nearest higher volume hospital as an instrument, the volume,outcome relationship was greater than observed using clinical risk adjustment (absolute risk reduction: 7.0%, p=.01). Conclusions. Care in higher volume hospitals is independently associated with a reduction in mortality for patients receiving mechanical ventilation. Adequate risk adjustment is essential in order to obtained unbiased estimates of the volume,outcome relationship. [source]

Linkage Disequilibrium Mapping of Disease Susceptibility Genes in Human Populations

INTERNATIONAL STATISTICAL REVIEW, Issue 1 2000
David Clayton
Summary The paper reviews recent work on statistical methods for using linkage disequilibrium to locate disease susceptibility genes, given a set of marker genes at known positions in the genome. The paper starts by considering a simple deterministic model for linkage disequilibrium and discusses recent attempts to elaborate it to include the effects of stochastic influences, of "drift", by the use of either Writht-Fisher models or by approaches based on the coalescence of the genealogy of the sample of disease chromosomes. Most of this first part of the paper concerns a series of diallelic markers and, in this case, the models so far proposed are hierarchical probability models for multivariate binary data. Likelihoods are intractable and most approaches to linkage disequilibrium mapping amount to marginal models for pairwise associations between individual markers and the disease susceptibility locus. Approaches to evalutation of a full likelihood require Monte Carlo methods in order to integrate over the large number of unknowns. The fact that the initial state of the stochastic process which has led to present-day allele frequencies is unknown is noted and its implications for the hierarchical probability model is discussed. Difficulties and opportunities arising as a result of more polymorphic markers and extended marker haplotypes are indicated. Connections between the hierarchical modelling approach and methods based upon identity by descent and haplotype sharing by seemingly unrelated case are explored. Finally problems resulting from unknown modes of inheritance, incomplete penetrance, and "phenocopies" are briefly reviewed. Résumé Ce papier est une revue des travaux récents, protant sur les méthodes statistiques qui utilisent I'étude, des liaisons désé, quilib rées, pour identifer les génes, de susceptibilité des maladies,ápartir d'une série, de marqueurs de géncs á des positions définies du génome,. Le papier commence par considérer, un modéle, détéministe, simple pour liaisons déséquilibr,ées, puis nous discutons les améliorations, ré centes proposées, de ce modéle, dans but de tenir compte des effects des influences stochastiques soit en utilisant les modéles, de wright-fisher, soit par des approches basées, sur la coalescence de la géné alogic de I'échantillon, des chromosomes malades. La plupart de cette premiére, partie porte sur une série, de marqueurs dialléliques et, dans ce cas, les modéles, proposés, sont des modéles, hiérerchiques, probabilistes pour dinnées, binaires multivariées. Les viaisemblances n'ont pas de forme analytique et la plupart des approches pour la cartographie des liaisons déséquilibrées, sont équivalentes aux modéles, marginaux pour dinnées, appariées, entre des marqueurs individuels et le géne, de susceptibilité de la maladie.Pour évaluer, la vriausemblance compléte, des méthodes de Monte carlo sont nécessaires, afin d'intégrer, le large nombre d; inconnues. Le fait que l'état, initial du process stochastique qui a conduit éla fré, quence, allélique, actuel soit inconnu est á noter et ses implications pour le modéle, hiérarchique, probabiliste sont discutées.Les difficultés, et implications issues de marqueurs polumorphiques et de marquers haplotypes sont dévéloppées.Les liens entire l'approche de modélisation, hiérerchique, et les méthodes, d'analyse d'identite pardescendance et les haplotypes partagés, par des cas apparement non apparentés, sont explorés. Enfin les problémes, relatifs à des modes de transmission inconnus,à des pénétrances, incomplé, tes, et aux "phénocopies" sont briévenment evoqués. [source]

Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 3 2008
Claudia Czado
Abstract The internal-rating-based Basel II approach increases the need for the development of more realistic default probability models. In this paper, we follow the approach taken in McNeil A and Wendin J 7 (J. Empirical Finance 2007) by constructing generalized linear mixed models for estimating default probabilities from annual data on companies with different credit ratings. The models considered, in contrast to McNeil A and Wendin J 7 (J. Empirical Finance 2007), allow parsimonious parametric models to capture simultaneously dependencies of the default probabilities on time and credit ratings. Macro-economic variables can also be included. Estimation of all model parameters are facilitated with a Bayesian approach using Markov chain Monte Carlo methods. Special emphasis is given to the investigation of predictive capabilities of the models considered. In particular, predictable model specifications are used. The empirical study using default data from Standard and Poor's gives evidence that the correlation between credit ratings further apart decreases and is higher than the one induced by the autoregressive time dynamics. Copyright © 2008 John Wiley & Sons, Ltd. [source]

Random rates of growth and return: introducing the expo-normal distribution

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 1 2002
Olivier de La Grandville
Abstract Expected values and standard deviations of the geometric means of independent positive random variables are useful indicators of the long-term profitability of an investment, or survival of a biological population. Often these quantities cannot be evaluated in a closed form, or even if they can, there may be a choice between several probability models for the ,annual' growth factors. This paper formulates approximations for geometric means and standard deviations. It evaluates their performance and compares the best of them with the exact values for selected probability models of the annual factors. Among these is a new model for annual log-returns, called the expo-normal law. This is the law of log X, where X has a normal law conditioned on X>0. Its properties are developed in some detail. It is found that for the ranges of annual means and standard deviations typically encountered in financial applications, the longer horizon values depend little on the choice of probability model, and that, where possible, exact evaluation is computationally simpler than using approximations. Copyright © 2002 John Wiley & Sons, Ltd. [source]

Joint Regression Analysis of Correlated Data Using Gaussian Copulas

BIOMETRICS, Issue 1 2009
Peter X.-K.
Summary This article concerns a new joint modeling approach for correlated data analysis. Utilizing Gaussian copulas, we present a unified and flexible machinery to integrate separate one-dimensional generalized linear models (GLMs) into a joint regression analysis of continuous, discrete, and mixed correlated outcomes. This essentially leads to a multivariate analogue of the univariate GLM theory and hence an efficiency gain in the estimation of regression coefficients. The availability of joint probability models enables us to develop a full maximum likelihood inference. Numerical illustrations are focused on regression models for discrete correlated data, including multidimensional logistic regression models and a joint model for mixed normal and binary outcomes. In the simulation studies, the proposed copula-based joint model is compared to the popular generalized estimating equations, which is a moment-based estimating equation method to join univariate GLMs. Two real-world data examples are used in the illustration. [source]

Site Occupancy Models with Heterogeneous Detection Probabilities

BIOMETRICS, Issue 1 2006
J. Andrew Royle
Summary Models for estimating the probability of occurrence of a species in the presence of imperfect detection are important in many ecological disciplines. In these "site occupancy" models, the possibility of heterogeneity in detection probabilities among sites must be considered because variation in abundance (and other factors) among sampled sites induces variation in detection probability (p). In this article, I develop occurrence probability models that allow for heterogeneous detection probabilities by considering several common classes of mixture distributions for p. For any mixing distribution, the likelihood has the general form of a zero-inflated binomial mixture for which inference based upon integrated likelihood is straightforward. A recent paper by Link (2003, Biometrics59, 1123,1130) demonstrates that in closed population models used for estimating population size, different classes of mixture distributions are indistinguishable from data, yet can produce very different inferences about population size. I demonstrate that this problem can also arise in models for estimating site occupancy in the presence of heterogeneous detection probabilities. The implications of this are discussed in the context of an application to avian survey data and the development of animal monitoring programs. [source]

MLE and Bayesian Inference of Age-Dependent Sensitivity and Transition Probability in Periodic Screening

BIOMETRICS, Issue 4 2005
Dongfeng Wu
Summary This article extends previous probability models for periodic breast cancer screening examinations. The specific aim is to provide statistical inference for age dependence of sensitivity and the transition probability from the disease free to the preclinical state. The setting is a periodic screening program in which a cohort of initially asymptomatic women undergo a sequence of breast cancer screening exams. We use age as a covariate in the estimation of screening sensitivity and the transition probability simultaneously, both from a frequentist point of view and within a Bayesian framework. We apply our method to the Health Insurance Plan of Greater New York study of female breast cancer and give age-dependent sensitivity and transition probability density estimates. The inferential methodology we develop is also applicable when analyzing studies of modalities for early detection of other types of progressive chronic diseases. [source]