Home About us Contact
|
Home About us Contact | ||
|
|
||
Transition Probabilities (transition + probability)
Kinds of Transition Probabilities Selected AbstractsEstimating Transition Probabilities from Aggregate Samples Plus Partial Transition DataBIOMETRICS, Issue 3 2000D. L. Hawkins Summary. Longitudinal studies often collect only aggregate data, which allows only inefficient transition probability estimates. Barring enormous aggregate samples, improving the efficiency of transition probability estimates seems to be impossible without additional partial-transition data. This paper discusses several sampling plans that collect data of both types, as well as a methodology that combines them into efficient estimates of transition probabilities. The method handles both fixed and time-dependent categorical covariates and requires no assumptions (e.g., time homogeneity, Markov) about the population evolution. [source] MLE and Bayesian Inference of Age-Dependent Sensitivity and Transition Probability in Periodic ScreeningBIOMETRICS, Issue 4 2005Dongfeng 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] Climatology of near-surface wind patterns over SwitzerlandINTERNATIONAL JOURNAL OF CLIMATOLOGY, Issue 7 2001Rudolf O. Weber Abstract Over complex, mountainous terrain the near-surface winds can form intricate patterns as large-scale winds and locally forced wind systems interplay. Switzerland, with its mountainous topography and dense meteorological network of 115 automated surface stations, ideally serves as a study area for such wind system interactions. Applying an automated classification scheme to the wind data of one single year (1995), 16 distinct near-surface flow patterns were found. These patterns also show characteristic distributions in magnitude and areal extent of temperature, global radiation and precipitation. An 18-year climatology of flow patterns was created with an identification method for fewer stations. This allowed the determination of annual and diurnal variations in the frequencies of occurrence of the different flow patterns, revealing pronounced daytime and night-time classes characterized by thermally forced winds. Transition probabilities between the flow patterns were computed as well. The relationship between the near-surface wind patterns and the synoptic flow situation was investigated with a comparison with synoptic weather types defined for the Alpine region. The results show clear but not unequivocal interdependencies between the synoptic weather type and the near-surface flow pattern. Copyright © 2001 Royal Meteorological Society [source] Cost-effectiveness of screening for hepatopulmonary syndrome in liver transplant candidates,LIVER TRANSPLANTATION, Issue 2 2007D. Neil Roberts The hepatopulmonary syndrome (HPS) is present in 15,20% of patients with cirrhosis undergoing orthotopic liver transplantation (OLT) evaluation. Both preoperative and post-OLT mortality is increased in HPS patients particularly when hypoxemia is severe. Screening for HPS could enhance detection of OLT candidates with sufficient hypoxemia to merit higher priority for transplant and thereby decrease mortality. However, the cost-effectiveness of such an approach has not been assessed. Our objective was to perform a cost-effectiveness analysis from a third-party payer's perspective of screening for HPS in liver OLT candidates. The costs and outcomes of 3 different strategies were compared: (1) no screening, (2) screening patients with a validated dyspnea questionnaire, and (3) screening all patients with pulse oximetry. Arterial blood gas analyses and contrast echocardiography were performed in patients with dyspnea or a pulse oximetry (SpO2) ,97% to define the presence of HPS. A Markov model was constructed simulating the natural history of cirrhosis in a cohort of patients 50 years old over a time horizon of their remaining life expectancy. Transition probabilities were obtained from published data available through Medline and U.S. vital statistics. Costs represented Medicare reimbursement data at our institution. Costs and health effects were discounted at a 3% annual rate. No screening was associated with a total cost of $291,898 and a life expectancy of 11.131 years. Screening with pulse oximetry was associated with a cost of $299,719 and a life expectancy of 12.27 years. Screening patients with the dyspnea-fatigue index was associated with a cost and life expectancy of $300,278 and 12.28 years, respectively. The incremental cost-effectiveness ratio of screening with pulse oximetry (compared to no screening) was $6,867 per life year gained, whereas that of the dyspnea-fatigue index (compared to pulse oximetry) was $55,900 per life year gained. The cost-effectiveness of screening depended on the prevalence and severity of HPS, and the choice of screening strategy was dependent on the sensitivity of the screening modality. In conclusion, screening for HPS, especially with pulse oximetry, is a cost-effective strategy that improves survival in transplant candidates predominantly by targeting the transplant to the subgroup of patients most likely to benefit. The utility of screening depends on the prevalence and severity of HPS in the target population. Liver Transpl, 2006. © 2006 AASLD. [source] Survival, movement, and resource use of the butterfly Parnassius clodiusECOLOGICAL ENTOMOLOGY, Issue 2 2004Julia N. Auckland Abstract., 1. A mark,recapture study was conducted on the American Apollo butterfly Parnassius clodius Menetries during three field seasons (1998,2000) to examine its movement patterns over the course of a season within a sagebrush meadow in Grand Teton National Park, Wyoming, U.S.A. The study examined how resources affected butterfly distribution patterns and used mark,recapture data to gain insight into movement differences between sexes and over time. 2. The average straight-line movement of P. clodius was 202 m day,1, adjusted for sampling effort at different distances. Movement estimates in all 3 years were highly correlated with the average distance between plots sampled. 3. Butterfly abundance was correlated positively with per cent cover of its host plant Dicentra uniflora, but this relationship decreased in importance during the peak of the flight period when individuals may be more interested in finding mates. There was a weak, positive correlation between butterfly abundance and the abundance of its primary nectar source, Eriogonum umbellatum in 1999, but no relationship in 2000. 4. Survival, recapture, and transition probabilities were estimated using open population, capture,recapture models. Survival and recapture probability decreased over the course of each season, while the probability of moving between plots increased. Recapture probability was significantly lower for females than for males among all 3 years, but there was no difference between the sexes in survival rate. [source] Assessment of short-term association between health outcomes and ozone concentrations using a Markov regression modelENVIRONMETRICS, Issue 3 2003Abdelkrim Zeghnoun Abstract Longitudinal binary data are often used in panel studies where short-term associations between air pollutants and respiratory health outcomes are investigated. A Markov regression model in which the transition probabilities depend on the covariates, as well as the past responses, was used to study the short-term association between daily ozone (O3) concentrations and respiratory health outcomes in a panel of schoolchildren in Armentičres, Northern France. The results suggest that there was a small but statistically significant association between O3 and children's cough episodes. A 10,,g/m3 increase in O3 concentrations was associated with a 13.9,% increase in cough symptoms (CI,95%,=,1.2,28.1%). The use of a Markov regression model can be useful as it permits one to address easily both the regression objective and the stochastic dependence between successive observations. However, it is important to verify the sensitivity of the Markov regression parameters to the time-dependence structure. In this study, it was found that, although what happened on the previous day was a strong predictor of what happened on the current day, this did not contradict the O3 -respiratory symptom associations. Compared to the Markov regression model, the signs of the parameter estimates of marginal and random-intercept models remain the same. The magnitudes of the O3 effects were also essentially the same in the three models, whose confidence intervals overlapped. Copyright © 2003 John Wiley & Sons, Ltd. [source] A LIKELIHOOD FRAMEWORK FOR INFERRING THE EVOLUTION OF GEOGRAPHIC RANGE ON PHYLOGENETIC TREESEVOLUTION, Issue 11 2005Richard H. Ree Abstract At a time when historical biogeography appears to be again expanding its scope after a period of focusing primarily on discerning area relationships using cladograms, new inference methods are needed to bring more kinds of data to bear on questions about the geographic history of lineages. Here we describe a likelihood framework for inferring the evolution of geographic range on phylogenies that models lineage dispersal and local extinction in a set of discrete areas as stochastic events in continuous time. Unlike existing methods for estimating ancestral areas, such as dispersal-vicariance analysis, this approach incorporates information on the timing of both lineage divergences and the availability of connections between areas (dispersal routes). Monte Carlo methods are used to estimate branch-specific transition probabilities for geographic ranges, enabling the likelihood of the data (observed species distributions) to be evaluated for a given phylogeny and parameterized paleogeographic model. We demonstrate how the method can be used to address two biogeographic questions: What were the ancestral geographic ranges on a phylogenetic tree? How were those ancestral ranges affected by speciation and inherited by the daughter lineages at cladogenesis events? For illustration we use hypothetical examples and an analysis of a Northern Hemisphere plant clade (Cercis), comparing and contrasting inferences to those obtained from dispersal-vicariance analysis. Although the particular model we implement is somewhat simplistic, the framework itself is flexible and could readily be modified to incorporate additional sources of information and also be extended to address other aspects of historical biogeography. [source] Estimation of stage-specific fibrosis progression rates in chronic hepatitis C virus infection: A meta-analysis and meta-regression,HEPATOLOGY, Issue 2 2008Hla-Hla Thein Published estimates of liver fibrosis progression in individuals with chronic hepatitis C virus (HCV) infection are heterogeneous. We aimed to estimate stage-specific fibrosis progression rates and their determinants in these individuals. A systematic review of published prognostic studies was undertaken. Study inclusion criteria were as follows: (1) presence of HCV infection determined by serological assays; (2) available information about age at assessment of liver disease or HCV acquisition; (3) duration of HCV infection; and (4) histological and/or clinical diagnosis of cirrhosis. Annual stage-specific transition probabilities (F0,F1, , , F3,F4) were derived using the Markov maximum likelihood estimation method and a meta-analysis was performed. The impact of potential covariates was evaluated using meta-regression. A total of 111 studies of individuals with chronic HCV infection (n = 33,121) were included. Based on the random effects model, the estimated annual mean (95% confidence interval) stage-specific transition probabilities were: F0,F1 0.117 (0.104,0.130); F1,F2 0.085 (0.075,0.096); F2,F3 0.120 (0.109,0.133); and F3,F4 0.116 (0.104,0.129). The estimated prevalence of cirrhosis at 20 years after the infection was 16% (14%,19%) for all studies, 18% (15%,21%) for cross-sectional/retrospective studies, 7% (4%,14%) for retrospective-prospective studies, 18% (16%,21%) for studies conducted in clinical settings, and 7% (4%,12%) for studies conducted in nonclinical settings. Duration of infection was the most consistent factor significantly associated with progression of fibrosis. Conclusion: Our large systematic review provides increased precision in estimating fibrosis progression in chronic HCV infection and supports nonlinear disease progression. Estimates of progression to cirrhosis from studies conducted in clinical settings were lower than previous estimates. (HEPATOLOGY 2008.) [source] Modeling the hepatitis C virus epidemic in France using the temporal pattern of hepatocellular carcinoma deathsHEPATOLOGY, Issue 3 2002Jenny Griffiths Deuffic et al. developed a compartmentalized model that characterized the evolution and spread of the hepatitis C virus (HCV) within France. There were various parameters defining the age- and sex-dependent transition probabilities between chronic hepatitis and cirrhosis in need of determination to completely specify their model. These were estimated by means of a weighted least-squares procedure that was executed numerically. The objective function used was based on the distribution of the age at death from hepatocellular carcinoma (HCC) rather than the temporal pattern of deaths due to HCC from 1979 to 1995. In this report, we investigate the impact of using an objective function based on the temporal pattern of deaths. We show that the dynamics of the epidemic can be quite different, in particular, short-term prediction of HCC deaths by HCV infection and times to death from onset of disease. [source] Integral evaluation in semiconductor device modelling using simulated annealing with Bose,Einstein statisticsINTERNATIONAL JOURNAL OF NUMERICAL MODELLING: ELECTRONIC NETWORKS, DEVICES AND FIELDS, Issue 4 2007E.A.B. Cole Abstract Fermi integrals arise in the mathematical and numerical modelling of microwave semiconductor devices. In particular, associated Fermi integrals involving two arguments arise in the modelling of HEMTs, in which quantum wells form at the material interfaces. The numerical evaluation of these associated integrals is time consuming. In this paper, these associated integrals are replaced by simpler functions which depend on a small number of optimal parameters. These parameters are found by optimizing a suitable cost function using a genetic algorithm with simulated annealing. A new method is introduced whereby the transition probabilities of the simulated annealing process are based on the Bose,Einstein distribution function, rather than on the more usual Maxwell,Boltzmann statistics or Tsallis statistics. Results are presented for the simulation of a four-layer HEMT, and show the effect of the approximation for the associated Fermi integrals. A comparison is made of the convergence properties of the three different statistics used in the simulated annealing process. Copyright © 2007 John Wiley & Sons, Ltd. [source] Transition probability coefficients and the stability of finite difference schemes for the diffusion and Telegraphers' equationsINTERNATIONAL JOURNAL OF NUMERICAL MODELLING: ELECTRONIC NETWORKS, DEVICES AND FIELDS, Issue 3 2002Michal J. Malachowski A probabilistic approach has been used to analyse the stability of the various finite difference formulations for propagation of signals on a lossy transmission line. If the sign of certain transition probabilities is negative, then the algorithm is found to be unstable. We extend the concept to consider the effects of space and time discretizations on the signs of the coefficients in a probabilistic finite difference implementation of the Telegraphers' equation and draw parallels with the transmission line matrix (TLM) technique. Copyright © 2002 John Wiley & Sons, Ltd. [source] Theoretical calculations of transition probabilities and oscillator strengths for Ti III and Ti IVINTERNATIONAL JOURNAL OF QUANTUM CHEMISTRY, Issue 2 2009Tian-Yi Zhang Abstract Due to the complicated electronic configuration of atoms and ions of the transition metal elements, the studies for properties such as transition probabilities and oscillator strengths for these atoms and ions are not systematic. Because of the existence in a variety of stellar objects and wide use in the field of astrophysics, titanium has long been of interest for many researchers. In this article within the Weakest Bound Electron Potential Model (WBEPM) theory, comprehensive set of calculations for transition probabilities and oscillator strengths for Ti III and Ti IV are performed. Many of our results had no previous experimental or theoretical values, so these predictive results could be of some value to the workers in this field. © 2008 Wiley Periodicals, Inc. Int J Quantum Chem, 2009 [source] H, control for discrete-time Markovian jump linear systems with partly unknown transition probabilitiesINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 8 2009Lixian Zhang Abstract In this paper, the problem of H, control for a class of discrete-time Markovian jump linear system with partly unknown transition probabilities is investigated. The class of systems under consideration is more general, which covers the systems with completely known and completely unknown transition probabilities as two special cases. Moreover, in contrast to the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. The H, controllers to be designed include state feedback and dynamic output feedback, since the latter covers the static one. The sufficient conditions for the existence of the desired controllers are derived within the matrix inequalities framework, and a cone complementary linearization algorithm is exploited to solve the latent equation constraints in the output-feedback control case. Two numerical examples are provided to show the validness and potential of the developed theoretical results. Copyright © 2008 John Wiley & Sons, Ltd. [source] An enhanced Markov chain based model for the narrowband LMS channel in built-up areasINTERNATIONAL JOURNAL OF SATELLITE COMMUNICATIONS AND NETWORKING, Issue 2 2005F. Perez-Fontán Abstract In this paper, a technique to derive the transition probabilities for a Markov chain model for the land mobile satellite (LMS) channel in built-up areas is presented. This technique contributes to improving empirically derived parameters in that it can account for elevation and street orientation effects as well as building density. Physical-statistical or ,virtual city' techniques are used to relate observed edification statistics to signal attenuation statistics. This methodology can also be applied to generating correlated time-series for simultaneous links to a constellation of satellites from the same mobile terminal. The proposed approach also allows the generation of enhanced time-series which take into account diffuse multipath and diffraction effects. Copyright © 2005 John Wiley & Sons, Ltd. [source] Physical,statistical methods for determining state transition probabilities in mobile-satellite channel modelsINTERNATIONAL JOURNAL OF SATELLITE COMMUNICATIONS AND NETWORKING, Issue 3 2001S. R. Saunders Abstract Signal propagation in land mobile satellite (LMS) communication systems has for the last decade become an essential consideration, especially when high-rate data services are involved. As far as urban or suburban built-up areas are concerned, the extent of the influence is mainly restricted to the roadside obstacles, since the satellite is positioned at relatively high elevation angles in most practical situations. Probably, the most common model currently used for representing the LMS channel is the Lutz model, which uses two states to represent line-of-sight and non-line-of-sight conditions. Transitions between these states are described by transition probabilities which are a function of the environment and the satellite elevation angles. Similarly, an extension to the model allows a four-state description to be used for the states associated with a pair of satellites used in a dual-diversity configuration. Calculation of the transition probabilities then requires knowledge of the correlation between the two channels, which in turn depends on the spatial characteristics of the local environment around the mobile. In both cases, the transition probabilities have been derived basically from measurements in the past. In the new approaches described in this paper, physical,statistical principles are applied to construct analytical formulas for the probabilities of shadowing and the correlation between states. These expressions apply particularly to systems operated in built-up environments, and have been checked against numerical experiments and against direct measurements. In both cases excellent agreement is obtained. Copyright © 2001 John Wiley & Sons, Ltd. [source] A Cost-Benefit Analysis of External Hip Protectors in the Nursing Home SettingJOURNAL OF AMERICAN GERIATRICS SOCIETY, Issue 2 2005Lisa A. Honkanen MD Objectives: To estimate potential cost savings generated by a program of hip protectors in the nursing home from a Medicare perspective. Design: A state-transition Markov model considering short-term and long-term outcomes of hip protectors for a hypothetical nursing home population, stratified by age, sex, and functional status. Costs, transition probabilities between health states, and estimates of hip protectors' effectiveness were derived from published secondary data. Setting: Nursing home facilities in the United States. Participants: Hypothetical cohort of permanent nursing home residents aged 65 and older without a previous hip fracture. Intervention: Program of hip protectors reimbursed by Medicare. Measurements: Number of fractures, life years, and dollars saved. Results: Three pairs of hip protectors replaced annually would result in a weighted average lifetime absolute risk reduction for hip fracture of 8.5%, with net lifetime savings to Medicare of $223 per resident. When the annual cost of hip protectors is less than $151 per person, relative risk of fracture is less than or equal to 0.65 with hip protectors, or adherence is greater than 42%, hip protectors are cost saving to Medicare over a wide range of assumptions. Extrapolating these results to the estimated population of U.S. nursing home residents without a previous hip fracture, Medicare could save $136 million in the first year of a hip-protector reimbursement program. Conclusion: From a Medicare perspective, hip protectors are a cost-saving intervention in the nursing home setting when hip protector effectiveness is less than or equal to 0.65 over the remaining lifetime of subjects. [source] Effect of current reproduction on apparent survival, breeding dispersal, and future reproduction in barn swallows assessed by multistate capture,recapture modelsJOURNAL OF ANIMAL ECOLOGY, Issue 3 2009Michael Schaub Summary 1Theoretical models predict a negative effect of current reproduction on breeding dispersal, survival and future reproduction, and many studies confirm these predictions. Yet, results of most previous studies may be difficult to interpret because the fate of the affected individuals cannot always be observed. Detection is almost always imperfect and some individuals emigrate from the study area, resulting in biased estimates of both survival and dispersal. 2Most studies bypass these problems with strong assumptions. We use a multistate capture,recapture model that does not require these assumptions. States are defined based on classes of reproductive success and on observed dispersal events within the study area. By accounting for imperfect detection within the study area, the model allows estimation of the effect of reproductive success on apparent survival, dispersal probabilities within the study area and the annual transition probabilities among classes of reproductive success. Based on an assumption about the estimate of real survival, the model allows the estimation of total dispersal that is not specific to a fixed study area. 3We applied this model to capture,recapture data of 2262 adult barn swallows (Hirundo rustica) sampled from 1997,2004 in eight local populations in Switzerland. 4We found that dispersal within the study area decreased with increasing reproductive success in both sexes, that reproductive success was not affected by preceding dispersal and that apparent survival of females but not of males increased with increasing reproductive success. Apparent survival of females with high reproductive success was identical to apparent survival of males suggesting that this estimate of apparent survival (0·48) was close to true survival. Total breeding dispersal was generally higher in females and it increased with decreasing reproductive success in both sexes. Current reproductive success depended on reproductive success in the preceding year suggesting that individual differences were of importance. 5Our study highlights that reproductive success was an important factor affecting breeding dispersal and population turnover. While unsuccessful males mainly remained in the local populations, many unsuccessful females left them. Population turnover of adult swallows was mainly due to unsuccessful females. [source] Multiscale patterns of movement in fragmented landscapes and consequences on demography of the snail kite in FloridaJOURNAL OF ANIMAL ECOLOGY, Issue 2 2006JULIEN MARTIN Summary 1Habitat loss and fragmentation are major factors affecting vertebrate populations. A major effect of these habitat alterations is that they reduce movement of organisms. Despite the accepted importance of movement in driving the dynamics of many natural populations, movement of vertebrates in fragmented landscapes have seldom been estimated with robust statistical methods. 2We estimated movement probabilities of snail kites Rosthramus sociabilis within the remaining wetlands in Florida. Using both radio-telemetry and banding information, we used a multistate modelling approach to estimate transition probabilities at two temporal scales (month; year) and multiple spatial scales. We examined kite movement among wetlands altered by three different levels of fragmentation: among wetlands separated by small physical barriers (e.g. road); among wetlands separated by moderate amount of matrix (< 5 km); and among wetlands separated by extensive matrix areas (> 15 km). 3Kites moved extensively among contiguous wetlands (movement probability 0·29 per month), but significantly less among isolated wetlands (movement probability 0·10 per month). 4Kites showed high levels of annual site fidelity to most isolated wetlands (probability ranged from 0·72 to 0·95 per year). 5We tested the effects of patch size and interpatch distance on movement. Our modelling indicated an effect of both distance and patch size on juveniles' movement (but not adult) when examining movements among fragments. 6Only a small proportion of kites escaped a regional drought by moving to refugia (wetlands less affected by drought). Many individuals died after the drought. During drought adult survival dropped by 16% while juvenile survival dropped by 86% (possibly because juveniles were less likely to reach refugia). 7We hypothesize that fragmentation may decrease kite's resistance to drought by restricting exploratory behaviour. [source] Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneityJOURNAL OF APPLIED ECONOMETRICS, Issue 6 2008Tong Li This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantities of economic interest such as the average partial effect and average transition probabilities can be readily obtained as a by-product of the Markov chain Monte Carlo run. We apply our method to study female labor supply using a panel data set from the National Longitudinal Survey of Youth 1979. Copyright © 2008 John Wiley & Sons, Ltd. [source] Basic ingredients of free energy calculations: A reviewJOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 8 2010Clara D. Christ Abstract Methods to compute free energy differences between different states of a molecular system are reviewed with the aim of identifying their basic ingredients and their utility when applied in practice to biomolecular systems. A free energy calculation is comprised of three basic components: (i) a suitable model or Hamiltonian, (ii) a sampling protocol with which one can generate a representative ensemble of molecular configurations, and (iii) an estimator of the free energy difference itself. Alternative sampling protocols can be distinguished according to whether one or more states are to be sampled. In cases where only a single state is considered, six alternative techniques could be distinguished: (i) changing the dynamics, (ii) deforming the energy surface, (iii) extending the dimensionality, (iv) perturbing the forces, (v) reducing the number of degrees of freedom, and (vi) multi-copy approaches. In cases where multiple states are to be sampled, the three primary techniques are staging, importance sampling, and adiabatic decoupling. Estimators of the free energy can be classified as global methods that either count the number of times a given state is sampled or use energy differences. Or, they can be classified as local methods that either make use of the force or are based on transition probabilities. Finally, this overview of the available techniques and how they can be best used in a practical context is aimed at helping the reader choose the most appropriate combination of approaches for the biomolecular system, Hamiltonian and free energy difference of interest. © 2009 Wiley Periodicals, Inc. J Comput Chem, 2010 [source] Demography of American chestnut populations: effects of a pathogen and a hyperparasiteJOURNAL OF ECOLOGY, Issue 4 2004ANITA L. DAVELOS Summary 1Matrix models were used to evaluate the effect of chestnut blight infection on transition probabilities and population growth rates for American chestnuts. Disease-free, epidemic and recovering (i.e. pathogen infected with a double-stranded (ds) RNA hypovirus) populations were compared. 2Population growth rates (,) did not differ significantly over time or with disease status. However, predicted stable stage distributions differed between population types, with disease-free and recovering populations more similar to each other than either was to epidemic populations. 3Survival had the highest proportional contribution to population growth rates as revealed by elasticity analyses. However, reductions in stasis of the largest trees contributed most to reductions in population growth rate when comparing diseased with disease-free populations using LTRE. 4The presence of hypovirus reduces pathogen virulence, allowing individual American chestnut trees to increase in size. Where dsRNA has spread, chestnut populations in Michigan have attained population dynamics similar to those found in disease-free populations. 5Matrix models and life table response experiments can be used to detect important pathogen-mediated changes in the dynamics of host populations. [source] The multi-chain Markov switching modelJOURNAL OF FORECASTING, Issue 7 2005Edoardo Otranto Abstract In many real phenomena the behaviour of a certain variable, subject to different regimes, depends on the state of other variables or the same variable observed in other subjects, so the knowledge of the state of the latter could be important to forecast the state of the former. In this paper a particular multivariate Markov switching model is developed to represent this case. The transition probabilities of this model are characterized by the dependence on the regime of the other variables. The estimation of the transition probabilities provides useful information for the researcher to forecast the regime of the variables analysed. Theoretical background and an application are shown. Copyright © 2005 John Wiley & Sons, Ltd. [source] Stochastic modeling of usage patterns in a web-based information systemJOURNAL OF THE AMERICAN SOCIETY FOR INFORMATION SCIENCE AND TECHNOLOGY, Issue 7 2002Hui-Min Chen Users move from one state (or task) to another in an information system's labyrinth as they try to accomplish their work, and the amount of time they spend in each state varies. This article uses continuous-time stochastic models, mainly based on semi-Markov chains, to derive user state transition patterns (both in rates and in probabilities) in a Web-based information system. The methodology was demonstrated with 126,925 search sessions drawn from the transaction logs of the University of California's MELVYL® library catalog system (www.melvyl.ucop.edu). First, user sessions were categorized into six groups based on their similar use of the system. Second, by using a three-layer hierarchical taxonomy of the system Web pages, user sessions in each usage group were transformed into a sequence of states. All the usage groups but one have third-order sequential dependency in state transitions. The sole exception has fourth-order sequential dependency. The transition rates as well as transition probabilities of the semi-Markov model provide a background for interpreting user behavior probabilistically, at various levels of detail. Finally, the differences in derived usage patterns between usage groups were tested statistically. The test results showed that different groups have distinct patterns of system use. Knowledge of the extent of sequential dependency is beneficial because it allows one to predict a user's next move in a search space based on the past moves that have been made. It can also be used to help customize the design of the user interface to the system to facilitate interaction. The group CL6 labeled "knowledgeable and sophisticated usage" and the group CL7 labeled "unsophisticated usage" both had third-order sequential dependency and had the same most-frequently occurring search pattern: screen display, record display, screen display, and record display. The group CL8 called "highly interactive use with good search results" had fourth-order sequential dependency, and its most frequently occurring pattern was the same as CL6 and CL7 with one more screen display action added. The group CL13, called "known-item searching" had third-order sequential dependency, and its most frequently occurring pattern was index access, search with retrievals, screen display, and record display. Group CL14 called "help intensive searching," and CL18 called "relatively unsuccessful" both had third-order sequential dependency, and for both groups the most frequently occurring pattern was index access, search without retrievals, index access, and again, search without retrievals. [source] Incidence-based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life-tablesJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Issue 1 2008Ehsan Khoman Summary., Will the UK's aging population be fit and independent, or suffer from greater chronic ill health? Life expectancy of healthy people represents the expected number of years of healthy well-being that a life-table cohort would experience if age-specific rates of mortality and disability prevailed throughout the cohort's lifetime. Robust estimation of this life expectancy is thus essential for examining whether additional years of life are spent in good health and whether life expectancy is increasing faster than the decline of rates of disability. The paper examines a means of generating estimates of life expectancy for people who are healthy and unhealthy for the UK that are consistent with exogenous population mortality data. The method takes population transition matrices and adjusts these in a statistically coherent way so as to render them consistent with aggregate life-tables. [source] A latent Markov model for detecting patterns of criminal activityJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Issue 1 2007Francesco Bartolucci Summary., The paper investigates the problem of determining patterns of criminal behaviour from official criminal histories, concentrating on the variety and type of offending convictions. The analysis is carried out on the basis of a multivariate latent Markov model which allows for discrete covariates affecting the initial and the transition probabilities of the latent process. We also show some simplifications which reduce the number of parameters substantially; we include a Rasch-like parameterization of the conditional distribution of the response variables given the latent process and a constraint of partial homogeneity of the latent Markov chain. For the maximum likelihood estimation of the model we outline an EM algorithm based on recursions known in the hidden Markov literature, which make the estimation feasible also when the number of time occasions is large. Through this model, we analyse the conviction histories of a cohort of offenders who were born in England and Wales in 1953. The final model identifies five latent classes and specifies common transition probabilities for males and females between 5-year age periods, but with different initial probabilities. [source] Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilitiesJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Issue 2 2006Francesco Bartolucci Summary., For a class of latent Markov models for discrete variables having a longitudinal structure, we introduce an approach for formulating and testing linear hypotheses on the transition probabilities of the latent process. For the maximum likelihood estimation of a latent Markov model under hypotheses of this type, we outline an EM algorithm that is based on well-known recursions in the hidden Markov literature. We also show that, under certain assumptions, the asymptotic null distribution of the likelihood ratio statistic for testing a linear hypothesis on the transition probabilities of a latent Markov model, against a less stringent linear hypothesis on the transition probabilities of the same model, is of type. As a particular case, we derive the asymptotic distribution of the likelihood ratio statistic between a latent class model and its latent Markov version, which may be used to test the hypothesis of absence of transition between latent states. The approach is illustrated through a series of simulations and two applications, the first of which is based on educational testing data that have been collected within the National Assessment of Educational Progress 1996, and the second on data, concerning the use of marijuana, which have been collected within the National Youth Survey 1976,1980. [source] Autoregressive processes with data-driven regime switchingJOURNAL OF TIME SERIES ANALYSIS, Issue 5 2009Joseph Tadjuidje Kamgaing Abstract., We develop a switching-regime vector autoregressive model in which changes in regimes are governed by an underlying Markov process. In contrast to the typical hidden Markov approach, we allow the transition probabilities of the underlying Markov process to depend on past values of the time series and exogenous variables. Such processes have potential applications in finance and neuroscience. In the latter, the brain activity at time t (measured by electroencephalograms) will be modelled as a function of both its past values as well as exogenous variables (such as visual or somatosensory stimuli). In this article, we establish stationarity, geometric ergodicity and existence of moments for these processes under suitable conditions on the parameters of the model. Such properties are important for understanding the stability properties of the model as well as for deriving the asymptotic behaviour of various statistics and model parameter estimators. [source] Kernel matching scheme for block bootstrap of time series dataJOURNAL OF TIME SERIES ANALYSIS, Issue 2 2004Tae Yoon Kim Abstract., The block bootstrap for time series consists in randomly resampling blocks of the original data with replacement and aligning these blocks into a bootstrap sample. Recently several matching schemes for the block bootstraps have been suggested to improve its performance by reduction of bias [Bernoulli 4 (1998), 305]. The matching schemes are usually achieved by aligning with higher likelihood those blocks which match at their ends. The kernel matching scheme we consider here takes some of the dependence structure of the data into account and is based on a kernel estimate of the conditional lag one distribution. In this article transition probabilities of the kernel matching scheme are investigated in detail by concentrating on a simple case. Our results here discuss theoretical properties of the transition probability matrix including ergodicity, which shows the potential of the matching scheme for bias reduction. [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] Reconstructing and predicting the hepatitis C virus epidemic in Greece: increasing trends of cirrhosis and hepatocellular carcinoma despite the decline in incidence of HCV infectionJOURNAL OF VIRAL HEPATITIS, Issue 4 2004V. Sypsa Summary., In this study, a comprehensive methodology for modelling the hepatitis C virus (HCV) epidemic is proposed to predict the future disease burden and assess whether the recent decline in the incidence of HCV may affect the future occurrence of cirrhosis and hepatocellular carcinoma (HCC) cases. Using the prevalence of HCV, the distribution of chronic hepatitis C (CHC) patients within the various transmission groups and their infection-onset times, it was possible to reconstruct the incident infections per year in the past that progressed to CHC in Greece. The natural history of the disease was simulated in subcohorts of newly infected subjects using transition probabilities derived either empirically between fibrosis stages 0,4 or from literature review. Annual estimates of the incidence and prevalence of CHC by fibrosis stage, HCC and mortality in Greece were obtained up to 2030. HCV incidence peaked in the late 1980s at five new infections/10 000 person-years. Under the assumption of 20,100% decline in HCV incidence after 1990, the cumulative number of incident cirrhosis and HCC cases from 2002,2030 was projected to be lower by 9.6,48.2% and 5.9,29.5%, respectively, than that estimated under the assumption of no decline. However, the prevalent cirrhotic/HCC cases and HCV-related deaths are predicted to decline in the next 30 years only under the assumption of complete elimination of new HCV infections after 1990. Despite the progress in the reduction of HCV transmission, primary prevention does not seem adequate to reverse the rise in the incidence of cirrhosis and HCC. [source] | |||||||||||||||||||||||||||||||