Joining Forces of Bayesian and Frequentist Methodology: A Study for Inference in the Presence of Non-Identifiability

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take advantage of both Bayesian and frequentist methods. The elegance of Bayesian methodology is founded in the propagation of information content provided by experimental data and prior assumptions to the posterior probability distribution of model predictions. However, for complex applications experimental data and prior assumptions potentially constrain the posterior probability distribution insufficiently. In these situations Bayesian Markov chain Monte Carlo sampling can be infeasible. From a frequentist point of view insufficient experimental data and prior assumptions can be interpreted as non-identifiability. The profile likelihood approach offers to detect and to resolve non-identifiability by experimental design iteratively. Therefore, it allows one to better constrain the posterior probability distribution until Markov chain Monte Carlo sampling can be used securely. Using an application from cell biology we compare both methods and show that a successive application of both methods facilitates a realistic assessment of uncertainty in model predictions.Comment: Article to appear in Phil. Trans. Roy. Soc.

Microsatellite primers for red drum (Sciaenops ocellatus)

In this note, we document polymerase-chain-reaction (PCR) primer pairs for 101 nuclear-encoded microsatellites designed and developed from a genomic library for red drum (Sciaenops ocellatus). Details of the genomic library construction, the sequencing of positive clones, primer design, and PCR protocols may be found in Karlsson et al. (2008). The 101 microsatellites (GENBA NK Accession Numbers EU015882-EU015982) were amplified successfully and used to genotype 24 red drum obtained from Galveston Bay, Texas (Table 1). A total of 69 of the microsatellites had an uninterrupted (perfect) dinucleotide motif, and 30 had an imperfect dinucleotide motif; one microsatellite had an imperfect tetranucleotide motif, and one had an imperfect and compound motif (Table 1 ). Sizes of the cloned alleles ranged from 84 to 252 base pairs. A ‘blast’ search of the GENBANK database indicated that all of the primers and the cloned alleles were unique (i.e., not duplicated)

Ecosystem properties and principles of living systems as foundation for sustainable agriculture – Critical reviews of environmental assessment tools, key findings and questions from a course process

With increasing demands on limited resources worldwide, there is a growing interest in sustainable patterns of utilisation and production. Ecological agriculture is a response to these concerns. To assess progress and compliance, standard and comprehensive measures of resource requirements, impacts and agro-ecological health are needed. Assessment tools should also be rapid, standardized, userfriendly, meaningful to public policy and applicable to management. Fully considering these requirements confounds the development of integrated methods. Currently, there are many methodologies for monitoring performance, each with its own foundations, assumptions, goals, and outcomes, dependent upon agency agenda or academic orientation. Clearly, a concept of sustainability must address biophysical, ecological, economic, and sociocultural foundations. Assessment indicators and criteria, however, are generally limited, lacking integration, and at times in conflict with one another. A result is that certification criteria, indicators, and assessment methods are not based on a consistent, underlying conceptual framework and often lack a management focus. Ecosystem properties and principles of living systems, including self-organisation, renewal, embeddedness, emergence and commensurate response provide foundation for sustainability assessments and may be appropriate focal points for critical thinking in an evaluation of current methods and standards. A systems framework may also help facilitate a comprehensive approach and promote a context for meaningful discourse. Without holistic accounts, sustainable progress remains an illdefined concept and an elusive goal. Our intent, in the work with this report, was to use systems ecology as a pedagogic basis for learning and discussion to: - Articulate general and common characteristics of living systems. - Identify principles, properties and patterns inherent in natural ecosystems. - Use these findings as foci in a dialogue about attributes of sustainability to: a. develop a model for communicating scientific rationale. b. critically evaluate environmental assessment tools for application in land-use. c. propose appropriate criteria for a comprehensive assessment and expanded definition of ecological land use

Standard Error of Empirical Bayes Estimate in NONMEM® VI.

The pharmacokinetics/pharmacodynamics analysis software NONMEM® output provides model parameter estimates and associated standard errors. However, the standard error of empirical Bayes estimates of inter-subject variability is not available. A simple and direct method for estimating standard error of the empirical Bayes estimates of inter-subject variability using the NONMEM® VI internal matrix POSTV is developed and applied to several pharmacokinetic models using intensively or sparsely sampled data for demonstration and to evaluate performance. The computed standard error is in general similar to the results from other post-processing methods and the degree of difference, if any, depends on the employed estimation options

Effects of an 8-year childhood physical activity intervention on musculoskeletal gains and fracture risk

Background Physical activity (PA) in childhood is associated with musculoskeletal benefits while the effect on fracture risk is yet to be determined. The aim of this study was to evaluate whether extension of a PA intervention leads to improvement in musculoskeletal traits with an accompanied reduced fracture risk. We hypothesized that the PA program would have beneficial effects in both sexes, but more so in girls since they tend to be less physically active than boys during this time frame. Methods In one elementary school we increased physical education (PE) from 60 to 200 min per school week and followed 65 girls and 93 boys from a mean age of 7 years until a mean age of 15 years. Thirty-nine girls and 37 boys in three other schools continued with 60 min of PE per week during the same years and served as controls. We measured bone mineral content (BMC), areal bone mineral density (aBMD), and bone area annually with dual energy X-ray absorptiometry, and leg muscle strength with a computerized dynamometer. In 3534 children within the same PE program (1339 in the intervention and 2195 in the control group) we registered incident fractures during the 8-year study period and estimated annual sex-specific fracture incidence rate ratios (IRRs). Results Girls in the intervention group annually gained more total body less head aBMD, spine aBMD (p < 0.01), femoral neck BMC (p < 0.05), lumbar vertebrae size (p < 0.05), and knee flexion strength (p < 0.05) than girls in the control cohort. In boys we found no group differences. There was an inverse correlation between number of years with extra PE and the annual IRR of sustaining fractures in both girls (r = − 0.90 (95% CI − 0.98 to − 0.51); p < 0.001) and boys (r = − 0.74 (95% CI − 0.94 to − 0.02); p < 0.05). Conclusion In this 8-year pediatric school-based moderate exercise intervention program there is an inverse correlation in both sexes between annual IRR and each additional year of extra PA. A sub-cohort of girls in the intervention group had greater gains in bone mass, bone size, and muscle strength, which could possibly explain the inverse correlation between years within the PA program and fracture risk, while in boys the reason for the inverse correlation remains unknown. It should be noted that differences in unreported factors such as skeletal maturity status, diet, and spare time PA could confound our inferences. That is, true causality cannot be stated

Linking the metabolic rate of individuals to species ecology and life history in key Arctic copepods

This study compares the active and resting metabolic rates of species and life stages of copepods during the Arctic winter. Measurements were taken on individuals, and rates were described as functions of body mass. Differences in metabolic rate between species and life stages with the same mass were taken as evidence of distinct lifestyles. Copepod species that opportunistically feed during winter had higher active metabolic rates than species in a dormant state, but their resting metabolic rates were similar. Furthermore, metabolic rate increased more rapidly with mass for males compared to females and juvenile copepods with the result that the largest males had much greater rates. Whether the copepod was active or at rest had the greatest effect on metabolic rate, followed by body mass, species, and life stage having the least effect. Individual measurements on copepods can facilitate comparisons of metabolic rate across mass and further enable the measurement of rates when the individuals are active or at rest. The plasticity in metabolic rate found in the present study enables winter active species to have as low metabolic rates as dormant species and then suddenly mobilize and increase metabolism, likely as an adaptation to the scarce and random food availability during winter

Carbon and oxygen isotope composition of carbonates from an L6 chondrite: Evidence for terrestrial weathering from the Holbrook meteorite

Terrestrial weathering in meteorites is an important process which alters pristine elemental and isotopic abundances. The Holbrook L6 chondrite fell in 1912. Material was recovered at the time of the fall, in 1931, and 1968. The weathering processes operating on the freshly fallen meteorite in a semi-arid region of northeastern Arizona have been studied after a ground residence of 19 and 56 years. It has been shown that a large portion of the carbonate material in 7 Antarctic ordinary chondrites either underwent extensive isotopic exchange with atmospheric CO2, or formed recently in the Antarctic environment. In fact it has been demonstrated that hydrated Mg-carbonates, nesquehonite and hydromagnesite, formed in less than 40 years on LEW 85320. In order to help further constrain the effects of terrestrial weathering in meteorites, the carbon and oxygen isotopes extracted from carbonates of three different samples of Holbrook L6: a fresh sample at the time of the fall in 1912, a specimen collected in 1931, and a third specimen collected at the same site in 1968

Dynamical oscillations in nonlinear optical media

The spatial dynamics of pulses in Kerr media with parabolic index profile are examined. It is found that when diffraction and graded-index have opposite signs propagating pulses exhibit an oscillatory pattern, similar to a breathing behavior. Furthermore, if the pulse and the index profile are not aligned the pulse oscillates around the index origin with frequency that depends on the values of the diffraction and index of refraction. These oscillations are not observed when diffraction and graded-index share the same sign

Calibrating a market model with stochastic volatility to commodity and interest rate risk

© 2016 Informa UK Limited, trading as Taylor & Francis Group. Based on the multi-currency LIBOR Market Model, this paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function allowing the model to simultaneously fit the implied volatility surfaces of commodity and interest rate options. Since liquid market prices are only available for options on commodity futures, rather than forwards, a convexity correction formula for the model is derived to account for the difference between forward and futures prices. A procedure for efficiently calibrating the model to interest rate and commodity volatility smiles is constructed. Finally, the model is fitted to an exogenously given correlation structure between forward interest rates and commodity prices (cross-correlation). When calibrating to options on forwards (rather than futures), the fitting of cross-correlation preserves the (separate) calibration in the two markets (interest rate and commodity options), while in the case of futures a (rapidly converging) iterative fitting procedure is presented. The fitting of cross-correlation is reduced to finding an optimal rotation of volatility vectors, which is shown to be an appropriately modified version of the ‘orthonormal Procrustes’ problem in linear algebra. The calibration approach is demonstrated in an application to market data for oil futures