On structure, family and parameter estimation of hierarchical Archimedean copulas

Research on structure determination and parameter estimation of hierarchical Archimedean copulas (HACs) has so far mostly focused on the case in which all appearing Archimedean copulas belong to the same Archimedean family. The present work addresses this issue and proposes a new approach for estimating HACs that involve different Archimedean families. It is based on employing goodness-of-fit test statistics directly into HAC estimation. The approach is summarized in a simple algorithm, its theoretical justification is given and its applicability is illustrated by several experiments, which include estimation of HACs involving up to five different Archimedean families.Comment: 63 pages, one attachment in attachment.pd

Plane-extraction from depth-data using a Gaussian mixture regression model

We propose a novel algorithm for unsupervised extraction of piecewise planar models from depth-data. Among other applications, such models are a good way of enabling autonomous agents (robots, cars, drones, etc.) to effectively perceive their surroundings and to navigate in three dimensions. We propose to do this by fitting the data with a piecewise-linear Gaussian mixture regression model whose components are skewed over planes, making them flat in appearance rather than being ellipsoidal, by embedding an outlier-trimming process that is formally incorporated into the proposed expectation-maximization algorithm, and by selectively fusing contiguous, coplanar components. Part of our motivation is an attempt to estimate more accurate plane-extraction by allowing each model component to make use of all available data through probabilistic clustering. The algorithm is thoroughly evaluated against a standard benchmark and is shown to rank among the best of the existing state-of-the-art methods.Comment: 11 pages, 2 figures, 1 tabl

Digital gene expression analysis of the zebra finch genome

Background: In order to understand patterns of adaptation and molecular evolution it is important to quantify both variation in gene expression and nucleotide sequence divergence. Gene expression profiling in non-model organisms has recently been facilitated by the advent of massively parallel sequencing technology. Here we investigate tissue specific gene expression patterns in the zebra finch (Taeniopygia guttata) with special emphasis on the genes of the major histocompatibility complex (MHC). Results: Almost 2 million 454-sequencing reads from cDNA of six different tissues were assembled and analysed. A total of 11,793 zebra finch transcripts were represented in this EST data, indicating a transcriptome coverage of about 65%. There was a positive correlation between the tissue specificity of gene expression and non-synonymous to synonymous nucleotide substitution ratio of genes, suggesting that genes with a specialised function are evolving at a higher rate (or with less constraint) than genes with a more general function. In line with this, there was also a negative correlation between overall expression levels and expression specificity of contigs. We found evidence for expression of 10 different genes related to the MHC. MHC genes showed relatively tissue specific expression levels and were in general primarily expressed in spleen. Several MHC genes, including MHC class I also showed expression in brain. Furthermore, for all genes with highest levels of expression in spleen there was an overrepresentation of several gene ontology terms related to immune function. Conclusions: Our study highlights the usefulness of next-generation sequence data for quantifying gene expression in the genome as a whole as well as in specific candidate genes. Overall, the data show predicted patterns of gene expression profiles and molecular evolution in the zebra finch genome. Expression of MHC genes in particular, corresponds well with expression patterns in other vertebrates

An optimized procedure greatly improves EST vector contamination removal

<p>Abstract</p> <p>Background</p> <p>The enormous amount of sequence data available in the public domain database has been a gold mine for researchers exploring various themes in life sciences, and hence the quality of such data is of serious concern to researchers. Removal of vector contamination is one of the most significant operations to obtain accurate sequence data containing only a cDNA insert from the basecalls output by an automatic DNA sequencer. Popular bioinformatics programs to accomplish vector trimming include LUCY, cross_match and SeqClean.</p> <p>Results</p> <p>In a recent study, where the program SeqClean was used to remove vector contamination from our test set of EST data compiled through various library construction systems, however, a significant number of errors remained after preliminary trimming. These errors were later almost completely corrected by simply using a re-linearized form of the cloning vector to compare against the target ESTs. The modified trimming procedure for SeqClean was also compared with the trimming efficiency of the other two popular programs, LUCY2, and cross_match. Using SeqClean with a re-linearized form of the cloning vector significantly surpassed the other two programs in all tested conditions, while the performance of the other two programs was not influenced by the modified procedure. Vector contamination in dbEST was also investigated in this study: 2203 out of the 48212 ESTs sampled from dbEST (2007-04-18 freeze) were found to match sequences in UNIVEC.</p> <p>Conclusion</p> <p>Vector contamination remains a serious concern to the data quality in the public sequence database nowadays. Based on the results presented here, we feel that our modified procedure with SeqClean should be recommended to all researchers for the task of vector removal from EST or genomic sequences.</p

Single nucleotide polymorphisms from Theobroma cacao expressed sequence tags associated with witches' broom disease in cacao

In order to increase the efficiency of cacao tree resistance to witches¿ broom disease, which is caused by Moniliophthora perniciosa (Tricholomataceae), we looked for molecular markers that could help in the selection of resistant cacao genotypes. Among the different markers useful for developing marker-assisted selection, single nucleotide polymorphisms (SNPs) constitute the most common type of sequence difference between alleles and can be easily detected by in silico analysis from expressed sequence tag libraries. We report the first detection and analysis of SNPs from cacao-M. perniciosa interaction expressed sequence tags, using bioinformatics. Selection based on analysis of these SNPs should be useful for developing cacao varieties resistant to this devastating disease. (Résumé d'auteur

Testing for Common Values in Canadian Treasury Bill Auctions

We develop a test for common values in auctions in which some bidders possess information about rivals’ bids. This information causes a bidder to bid differently when she has a private value than when her value depends on rivals’ information. In a divisible good setting, such as treasury bill auctions, bidders with private values who obtain information about rivals’ bids use this information only to update their prior about the distribution of residual supply. In the model with a common value component, they also update their prior about the value of the good being auctioned.We apply the data from the Canadian treasury bill market, where some bidders have to route their bids through dealers who also submit bids on their own. Furthermore, we use the structural model to estimate the value of customer order flow to a dealer. We find that the extra information contained in customers’ bids leads on average to an increase in payoff equal to about 0.5 of a basis point, or 32% of the expected surplus of dealers from participating in these auctions.multiunit auctions, treasury auctions, structural estimation, nonparametric identification and estimation, test for common value