357 research outputs found

    The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation

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    This paper presents the R package MitISEM, which provides an automatic and flexible method to approximate a non-elliptical target density using adaptive mixtures of Student-t densities, where only a kernel of the target density is required. The approximation can be used as a candidate density in Importance Sampling or Metropolis Hastings methods for Bayesian inference on model parameters and probabilities. The package provides also an extended MitISEM algorithm, ‘sequential MitISEM’, which substantially decreases the computational time when the target density has to be approximated for increasing data samples. This occurs when the posterior distribution is updated with new observations and/or when one computes model probabilities using predictive likelihoods. We illustrate the MitISEM algorithm using three canonical statistical and econometric models that are characterized by several types of non-elliptical posterior shapes and that describe well-known data patterns in econometrics and finance. We show that the candidate distribution obtained by MitISEM outperforms those obtained by ‘naive’ approximations in terms of numerical efficiency. Further, the MitISEM approach can be used for Bayesian model comparison, using the predictive likelihoods

    Photometric, Spectroscopic and Orbital Period Study of Three Early Type Semi-detached Systems: XZ Aql, UX Her and AT Peg

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    In this paper we present a combined photometric, spectroscopic and orbital period study of three early-type eclipsing binary systems: XZ Aql, UX Her, and AT Peg. As a result, we have derived the absolute parameters of their components and, on that basis, we discuss their evolutionary states. Furthermore, we compare their parameters with those of other binary systems and with the theoretical models. An analysis of all available up-to-date times of minima indicated that all three systems studied here show cyclic orbital changes, their origin is discussed in detail. Finally, we performed a frequency analysis for possible pulsational behavior and as a result we suggest that XZ Aql hosts a {\delta} Scuti component.Comment: 40 pages, 16 figure

    Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo

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    A Direct Monte Carlo (DMC) approach is introduced for posterior simulation in the Instrumental Variables (IV) model with one possibly endogenous regressor, multiple instruments and Gaussian errors under a flat prior. This DMC method can also be applied in an IV model (with one or multiple instruments) under an informative prior for the endogenous regressor's effect. This DMC approach can not be applied to more complex IV models or Simultaneous Equations Models with multiple endogenous regressors. An Approximate DMC (ADMC) approach is introduced that makes use of the proposed Hybrid Mixture Sampling (HMS) method, which facilitates Metropolis-Hastings (MH) or Importance Sampling from a proper marginal posterior density with highly non-elliptical shapes that tend to infinity for a point of singularity. After one has simulated from the irregularly shaped marginal distri- bution using the HMS method, one easily samples the other parameters from their conditional Student-t and Inverse-Wishart posteriors. An example illustrates the close approximation and high MH acceptance rate. While using a simple candidate distribution such as the Student-t may lead to an infinite variance of Importance Sampling weights. The choice between the IV model and a simple linear model un- der the restriction of exogeneity may be based on predictive likelihoods, for which the efficient simulation of all model parameters may be quite useful. In future work the ADMC approach may be extended to more extensive IV models such as IV with non-Gaussian errors, panel IV, or probit/logit IV

    The relationship between serum albumin levels and 24-h ambulatory blood pressure monitoring recordings in non-diabetic essential hypertensive patients

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    OBJECTIVES: The goal of this study was to evaluate the relationship between serum albumin levels and 24-hour ambulatory blood pressure monitoring (24-h ABPM) recordings in non-diabetic essential hypertensive patients. METHODS: A total of 354 patients (mean [SD] age: 55.5 [14.3] years, 50% females) with essential hypertension and 24-h ABPM recordings were included. Patient 24-h nighttime and daytime ABPM values, systolic and diastolic dipping status and average nocturnal dipping were recorded. The correlations between serum albumin levels and nocturnal systolic and diastolic dipping were evaluated, and correlates of average nocturnal systolic dipping were determined via a linear regression model. RESULTS: Overall, 73.2% of patients were determined to be non-dippers. The mean (SD) levels of serum albumin (4.2 [0.3] g/dL vs. 4.4 [0.4] g/dL,

    MicroRNAs targeting oncogenes are down-regulated in pancreatic malignant transformation from benign tumors

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    BACKGROUND MicroRNA (miRNA) expression profiles have been described in pancreatic ductal adenocarcinoma (PDAC), but these have not been compared with pre-malignant pancreatic tumors. We wished to compare the miRNA expression signatures in pancreatic benign cystic tumors (BCT) of low and high malignant potential with PDAC, in order to identify miRNAs deregulated during PDAC development. The mechanistic consequences of miRNA dysregulation were further evaluated. METHODS Tissue samples were obtained at a tertiary pancreatic unit from individuals with BCT and PDAC. MiRNA profiling was performed using a custom microarray and results were validated using RT-qPCR prior to evaluation of miRNA targets. RESULTS Widespread miRNA down-regulation was observed in PDAC compared to low malignant potential BCT. We show that amongst those miRNAs down-regulated, miR-16, miR-126 and let-7d regulate known PDAC oncogenes (targeting BCL2, CRK and KRAS respectively). Notably, miR-126 also directly targets the KRAS transcript at a "seedless" binding site within its 3'UTR. In clinical specimens, miR-126 was strongly down-regulated in PDAC tissues, with an associated elevation in KRAS and CRK proteins. Furthermore, miR-21, a known oncogenic miRNA in pancreatic and other cancers, was not elevated in PDAC compared to serous microcystic adenoma (SMCA), but in both groups it was up-regulated compared to normal pancreas, implicating early up-regulation during malignant change. CONCLUSIONS Expression profiling revealed 21 miRNAs down-regulated in PDAC compared to SMCA, the most benign lesion that rarely progresses to invasive carcinoma. It appears that miR-21 up-regulation is an early event in the transformation from normal pancreatic tissue. MiRNA expression has the potential to distinguish PDAC from normal pancreas and BCT. Mechanistically the down-regulation of miR-16, miR-126 and let-7d promotes PDAC transformation by post-transcriptional up-regulation of crucial PDAC oncogenes. We show that miR-126 is able to directly target KRAS; re-expression has the potential as a therapeutic strategy against PDAC and other KRAS-driven cancers
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