On an integer-valued stochastic intensity model for time series of counts

We propose a broad class of count time series models, the mixed Poisson integer-valued stochastic intensity models. The proposed specification encompasses a wide range of conditional distributions of counts. We study its probabilistic structure and design Markov chain Monte Carlo algorithms for two cases; the Poisson and the negative binomial distributions. The methodology is applied to simulated data as well as to various data sets. Model comparison using marginal likelihoods and forecast evaluation using point and density forecasts are also considered

Integer-valued stochastic volatility

We propose a novel class of count time series models, the mixed Poisson integer-valued stochastic volatility models. The proposed specification, which can be considered as an integer-valued analogue of the discrete-time stochastic volatility model, encompasses a wide range of conditional distributions of counts. We study its probabilistic structure and develop an easily adaptable Markov chain Monte Carlo algorithm, based on the Griddy-Gibbs approach that can accommodate any conditional distribution that belongs to that class. We demonstrate that by considering the cases of Poisson and negative binomial distributions. The methodology is applied to simulated and real data

Integer-valued stochastic volatility

We propose a novel class of count time series models, the mixed Poisson integer-valued stochastic volatility models. The proposed specification, which can be considered as an integer-valued analogue of the discrete-time stochastic volatility model, encompasses a wide range of conditional distributions of counts. We study its probabilistic structure and develop an easily adaptable Markov chain Monte Carlo algorithm, based on the Griddy-Gibbs approach that can accommodate any conditional distribution that belongs to that class. We demonstrate that by considering the cases of Poisson and negative binomial distributions. The methodology is applied to simulated and real data

Ordinal-response models for irregularly spaced transactions: A forecasting exercise

We propose a new model for transaction data that accounts jointly for the time duration between transactions and for the discreteness of the intraday stock price changes. Duration is assumed to follow a stochastic conditional duration model, while price discreteness is captured by an autoregressive moving average ordinal-response model with stochastic volatility and time-varying parameters. The proposed model also allows for endogeneity of the trade durations as well as for leverage and in-mean effects. In a purely Bayesian framework we conduct a forecasting exercise using multiple high-frequency transaction data sets and show that the proposed model produces better point and density forecasts than competing models

Diminished social motivation in early psychosis is associated with polygenic liability for low vitamin D

Insufficiency of vitamin D levels often occur in individuals with schizophrenia and first-episode psychosis (FEP). However, it is unknown whether this represents a biological predisposition, or it is essentially driven by illness-related alterations in lifestyle habits. Lower vitamin D has also been associated with adverse neurodevelopmental outcomes and predominant negative psychotic symptoms. This study aimed to investigate the contribution of polygenic risk score for circulating 25-hydroxyvitamin D concentration (PRS-vitD) to symptom presentation among individuals with FEP enrolled in the Athens First-Episode Psychosis Research Study (AthensFEP n = 205) and the Psychosis Incident Cohort Outcome Study (PICOS n = 123). The severity of psychopathology was evaluated using the Positive and Negative Syndrome Scale at baseline and follow-up assessments (AthensFEP: 4-weeks follow-up, PICOS: 1-year follow-up). Premorbid intelligence and adjustment domains were also examined as proxy measures of neurodevelopmental deviations. An inverse association between PRS-vitD and severity of negative symptoms, in particular lack of social motivation, was detected in the AthensFEP at baseline (adjusted R2 = 0.04, p < 0.001) and follow-up (adjusted R2 = 0.03, p < 0.01). The above observation was independently validated in PICOS at follow-up (adjusted R2 = 0.06, p < 0.01). No evidence emerged for a relationship between PRS-vitD and premorbid measures of intelligence and adjustment, likely not supporting an impact of lower PRS-vitD on developmental trajectories related to psychotic illness. These findings suggest that polygenic vulnerability to reduced vitamin D impairs motivation and social interaction in individuals with FEP, thereby interventions that encourage outdoor activities and social engagement in this patient group might attenuate enduring negative symptoms

Association between exposome score for schizophrenia and functioning in first-episode psychosis: results from the Athens first-episode psychosis research study

BACKGROUND: Evidence suggests that environmental factors not only increase psychosis liability but also influence the prognosis and outcomes of psychotic disorders. We investigated temporal and cross-sectional associations of a weighted score of cumulative environmental liability for schizophrenia - the exposome score for schizophrenia (ES-SCZ) - with functioning in first-episode psychosis (FEP). METHODS: Data were derived from the baseline and 1-month assessments of the Athens FEP Research Study that enrolled 225 individuals with FEP. The Global Assessment of Functioning (GAF) and the Personal and Social Performance Scale (PSP) were used to measure social, occupational, and psychological functioning. The ES-SCZ was calculated based on the previously validated method. RESULTS: ES-SCZ was associated with the total scores of GAF and PSP at baseline and 1-month assessments. These findings remained significant when accounting for several associated alternative explanatory variables, including other environmental factors (obstetric complications, migration, ethnic minority), clinical characteristics (duration of untreated psychosis, symptom severity, previous antipsychotic use), and family history of psychosis, demonstrating that the association between ES-SCZ and functioning is over and above other risk factors and cannot be explained by symptom severity alone. Functioning improved from baseline to 1-month assessment, but no significant ES-SCZ-by-time interaction was found on functioning, indicating that functioning changes were not contingent on ES-SCZ. CONCLUSIONS: Our findings suggest that rather than a predictor of functional improvement, ES-SCZ represents a stable severity indicator that captures poor functioning in early psychosis. Environmental risk loading for schizophrenia (ES-SCZ) can be beneficial for clinical characterization and incorporated into transdiagnostic staging models

Achaiki Iatriki : official publication of the medical society of western Greece and Peloponnesus

In the current issue, the editorial by Cauchi et al. argues for eco-friendly measures in endoscopy and emphasies the role of healthcare providers in reducing waste. The editorial adeptly employs the three Rs (Reduce, Reuse, Recycle) framework to tackle waste management, offering practical solutions. The editorial by Milionis et al. focuses on the reverse cascade screening for paediatric familial hypercholesterolaemia (FH), which is an upcoming tool for public health. Advantages, practices, and challenges regarding FH are thoroughly discussed. Lastly, the editorial by Fousekis et al. presents the main aspects of a chronic immune-mediated cutaneous disease, dermatitis herpetiformis (DH), which constitutes an extraintestinal manifestation of celiac disease, including its diagnosis, pathogenesis, and management. Moreover, this issue includes three review articles. The review article by Krontira et al. discusses the evolving data on the epidemiology, diagnostic approach and appropriate management of foreign body and caustic substance ingestion, based on updated guidelines published by gastroenterological and endoscopic societies. The review by Halliasos et al. provides data on the clinical presentation, diagnosis, and management of metastatic acute spinal cord compression, focusing on the importance of a multidisciplinary team approach, including spine surgeons, radiation oncologists, medical oncologists, palliative care clinicians, physiotherapists, and psychologists. Lastly, the review by Schinas et al. outlines the potential of immune modulation in the treatment of infections and the need for individualised approaches in the modern world of personalised medicine by examining some of the key strategies and immune-based therapies being developed to combat infectious diseases.peer-reviewe

Essays on Bayesian semiparametric ordinal-response models

Bayesian nonparametric modelling has been widely applied to statistics and econometrics due to the various simulation methods that have been developed and in particular of Markov Chain Monte Carlo (MCMC) techniques. This thesis develops novel Bayesian nonparametric ordinal-response models and proposes efficient MCMC algorithms to estimate them. In chapter 21, we set up a model for inference on panel ordered data and apply it to sovereign credit ratings. In chapter 3, a model for ordinal-valued time series data is considered and is used to examine contagion across stock markets. Using real and simulated data, we show that the proposed models provide a great deal of flexibility in modelling and overcome the standard weakness of Bayesian methods due to the usual parametric assumptions

Detection of premorbid risk factors in the onset of cognitive deficits in patients with first episode psychosis

Cognitive functioning is of major importance for the course and prognosis of psychotic disorders and it is commonplace that there is great heterogeneity in the severity and type of cognitive deficits recognized in patients with psychosis. Exploring cognitive deficits that are identified at the core of schizophrenia and are already evident from the first psychotic episode, is crucial for understanding underlying mechanisms that govern their occurrence. In the present research study, the association of premorbid risk factors with cognitive profile of first psychotic episode psychosis patients has been investigated.The selection of the sample was made in the context of the study entitled "Athens FEP study", the first large study of first psychotic episode patients in our country. The study involved 5 psychiatric clinics, situated in Attica, for the period from 2015 to 2020 and the analysis was performed on a sample of patients with first psychotic episode (n = 225), who gave their signed inform consent to participate in the study. Cognitive functions of interest were determined based on 5 main dimensions of WAIS-IV, namely full-scale intelligence, working memory index, processing speed index, verbal comprehension index and perceptual reasoning index. Family history for psychosis (as a genetic premorbid indicator), academic and social premorbid adjustment (as a developmental premorbid indicator), total exposure to environmental risk factors for psychosis (the novel exposome score was used as environmental premorbid risk factor) and duration of untreated psychosis (as a preclinical prognostic indicator) were selected as premorbid risk factors. Finally, non-specific factors such as age, gender and years of education were used as confounders. Statistical package R 4.0.3 was used for the statistical analysis. For each outcome variable a stepwise regression model was fitted, initially using all the predictors and the procedure was run on 10 imputed datasets (by predictive mean matching). The final models were then refitted using both predictive mean matching and bootstrapping method.The results in final regression models show that both non-specific and psychosis-specific risk factors were associated with the shaping of different cognitive functions’ profiles at the first onset of psychosis. Specifically, in relation to Full Scale IQ the percentage of phenotypic variance explained was 18,6% and female sex had a greater contribution (negative correlation) followed by the years of education (positive correlation) and a weaker, negative contribution was found for the duration of untreated psychosis. Regarding Verbal Comprehension Index the percentage of phenotypic variance explained was 23% with a greater contribution found for factors related to family history (positive correlation), years of education (positive correlation), academic (positive correlation) and social (negative correlation) premorbid adjustment and duration of untreated psychosis (negative correlation). Regarding Perceptual Reasoning Index the percentage of phenotypic variance explained was 12,9% and a greater effect was identified for gender (negative correlation for female patients), overall exposure to environmental stressors (positive correlation for cannabis use and low physical abuse) and duration of untreated psychosis (negative correlation). Regarding Working memory Index the percentage of phenotypic variance explained was 15,6% and an association was found for gender (negative correlation for women), years of education (positive correlation) and academic premorbid adjustment (positive correlation). Finally years of education (positive correlation) and age (positive correlation) were associated with Processing Speed index and the percentage of phenotypic variance explained by the final model was 10,9%.In summary, the results of the present study suggest that a significant percentage of the phenotypic variation of cognitive performance in first episode psychosis patients can be explained by non-specific and specific to psychosis premorbid risk factors. Although it cannot be clearly argued that the association of different profiles of risk factors with different profiles of cognitive functions suggests either different neurobiological mechanisms with neurodevelopmental or neurotoxic components or shared, overlapping factors between cognition and psychosis, the contribution of premorbid risk factors to the heterogeneous and multifactorial nature of cognitive functions in first episode psychosis patients is the basis for timely and targeted intervention early in the course of psychotic disorder.Οι νοητικές λειτουργίες είναι μείζονος σημασίας για την πορεία και την πρόγνωση της ψυχωσικής διαταραχής και αποτελεί κοινό τόπο πως υπάρχει μεγάλη ετερογένεια στην βαρύτητα και το είδος των νοητικών ελλειμμάτων σε ασθενείς με ψύχωση. Η διερεύνηση των νοητικών ελλειμμάτων, που βρίσκονται στον πυρήνα της σχιζοφρένειας και είναι ήδη εμφανή από το πρώτο ψυχωσικό επεισόδιο, είναι καίριας σημασίας για την κατανόηση των μηχανισμών που διέπουν την εμφάνισή τους. Στην παρούσα ερευνητική μελέτη πραγματοποιήθηκε διερεύνηση της επιρροής των προνοσηρών παραγόντων κινδύνου στο νοητικό προφίλ των ατόμων με πρώτο ψυχωσικό επεισόδιο.Η επιλογή του δείγματος πραγματοποιήθηκε στο πλαίσιο της ευρύτερης μελέτης με τίτλο «Athens FEP study», της πρώτης μεγάλης μελέτης ασθενών πρώτου ψυχωσικού επεισοδίου στη χώρα μας. Στη μελέτη συμμετείχαν 5 ψυχιατρικές κλινικές της Αττικής για το χρονικό διάστημα από 2015 έως 2020 και η ανάλυση πραγματοποιήθηκε σε δείγμα ασθενών με πρώτο ψυχωσικό επεισόδιο (n=225), οι οποίοι έδωσαν την ενυπόγραφη συγκατάθεσή τους για συμμετοχή στην έρευνα. Οι επιμέρους νοητικές λειτουργίες που εξετάστηκαν αφορούν στις 5 κύριες διαστάσεις του WAIS-IV και συγκεκριμένα η συνολική νοημοσύνη, η μνήμη εργασίας, η ταχύτητα επεξεργασίας, η λεκτική κατανόηση και ο αντιληπτικός συλλογισμός. Ως προνοσηροί παράγοντες κινδύνου επιλέχθηκαν η κληρονομικότητα (ως γενετικός προνοσηρός δείκτης), η ακαδημαϊκή και κοινωνική προνοσηρή προσαρμογή (ως αναπτυξιακός προνοσηρός δείκτης), η συνολική έκθεση σε περιβαλλοντικούς παράγοντες ρίσκου για ψύχωση (χρησιμοποιήθηκε ο καινοφανής δείκτης exposome ως περιβαλλοντικός προνοσηρός δείκτης) και ο χρόνος μη θεραπευόμενης ψύχωσης (ως προκλινικός προνοσηρός δείκτης). Ακόμα, αναζητήθηκαν συσχετίσεις των νοητικών λειτουργιών με μη ειδικούς παράγοντες, όπως η ηλικία, το φύλο και τα έτη εκπαίδευσης που χρησιμοποιήθηκαν ως παράγοντες συνδιακύμανσης. Ως προς τη στατιστική μεθοδολογία και χρησιμοποιώντας το στατιστικό πακέτο R 4.0.3 εφαρμόστηκε μοντέλο βηματικής παλινδρόμησης σε 10 βάσεις δεδομένων πολλαπλής απόδοσης, για την διαχείριση ελλειπουσών τιμών και τη βελτιστοποίηση του πλήθους δεδομένων και της ανάλυσης, με μέθοδο predictive mean matching για κάθε εξαρτημένη μεταβλητή χρησιμοποιώντας όλες τις ανεξάρτητες μεταβλητές. Τα τελικά μοντέλα που προέκυψαν και αφορούσαν τις μεταβλητές με στατιστική σημαντικότητα επαναπροσαρμόστηκαν με μέθοδο predictive mean matching και μέθοδο δειγματοθέτησης.Τα αποτελέσματα στα τελικά μοντέλα της ανάλυσης ανέδειξαν πως τόσο μη ειδικοί όσο και ειδικοί για την ψύχωση παράγοντες κινδύνου επιδρούν διαμορφώνοντας διαφορετικά προφίλ νοητικών λειτουργιών των ασθενών κατά την πρώτη εμφάνιση ψύχωσης. Συγκεκριμένα, σε σχέση με τον δείκτη Συνολικής Νοημοσύνης, το ποσοστό ερμηνείας της διακύμανσης ήταν 18,6% με μεγαλύτερη συμβολή για το γυναικείο φύλο (αρνητική συσχέτιση) και τα έτη εκπαίδευσης (θετική συσχέτιση) και ασθενέστερη, αρνητική συμβολή για τον χρόνο μη θεραπευόμενης ψύχωσης. Αναφορικά με τον δείκτη Λεκτικής Κατανόησης το ποσοστό ερμηνείας της διακύμανσης ήταν 23% και ανευρέθηκε μεγαλύτερη συμβολή των παραγόντων που αφορούν το οικογενειακό ιστορικό (θετική συσχέτιση), τα έτη εκπαίδευσης (θετική συσχέτιση), την ακαδημαϊκή (θετική συσχέτιση) και κοινωνική (αρνητική συσχέτιση) προνοσηρή προσαρμογή και τον χρόνο μη θεραπευόμενης ψύχωσης (αρνητική συσχέτιση). Σε σχέση με τον δείκτη Αντιληπτικού Συλλογισμού το ποσοστό ερμηνείας της διακύμανσης ήταν 12,9% και μεγαλύτερη επίδραση ανευρέθηκε για το φύλο (αρνητική συσχέτιση για τις γυναίκες ασθενείς), τον συνολικό δείκτη έκθεσης σε περιβαλλοντικούς παράγοντες επιβάρυνσης (θετική συσχέτιση με την χρήση κάνναβης και μειωμένη σωματική κακοποίηση) και τον χρόνο μη θεραπευόμενης ψύχωσης (αρνητική συσχέτιση). Αναφορικά με τον δείκτη Μνήμης Εργασίας, το ποσοστό ερμηνείας της διακύμανσης ήταν 15,6% και μεγαλύτερη επίδραση είχε το φύλο (αρνητική συσχέτιση για γυναίκες) και εν συνεχεία τα έτη εκπαίδευσης (θετική συσχέτιση) και η ακαδημαϊκή προνοσηρή προσαρμογή (θετική συσχέτιση). Τέλος, σε σχέση με τον δείκτη Ταχύτητας Επεξεργασίας το ποσοστό ερμηνείας της διακύμανσης ήταν 10,9% και μεγαλύτερη επίδραση είχαν τα έτη εκπαίδευσης (θετική συσχέτιση) και εν συνεχεία η ηλικία (θετική συσχέτιση).Συνοψίζοντας, τα αποτελέσματα της παρούσας εργασίας προτείνουν πως ένα σημαντικό ποσοστό της φαινοτυπικής διακύμανσης των νοητικών επιδόσεων σε ασθενείς με πρώτο ψυχωσικό επεισόδιο μπορεί να εξηγηθεί από μη ειδικούς αλλάκαι ειδικούς προνοσηρούς παράγοντες κινδύνου. Μολονότι δεν μπορεί να υποστηριχθεί σαφώς εάν η συσχέτιση διαφορετικών προφίλ προνοσηρών παραγόντων κινδύνου με διαφορετικά προφίλ νοητικών λειτουργιών υποδεικνύει διαφορετικούς νευροβιολογικούς μηχανισμούς με νευροαναπτυξιακή ή νευροτοξική συνιστώσα ή κοινή αλληλεπικαλυπτόμενη αιτιολογική βάση μεταξύ νοητικών λειτουργιών και ψύχωσης, η συνεισφορά των προνοσηρών παραγόντων κινδύνου στην ετερογενή και πολυπαραγοντική φύση των νοητικών λειτουργιών σε ασθενείς πρώτου ψυχωσικού επεισοδίου συνιστά την βάση για έγκαιρη και στοχευμένη παρέμβαση νωρίς στην πορεία της ψυχωσικής διαταραχής