Semiparametric Bayesian Time-Space Analysis of Unemployment Duration

In this paper, we analyze unemployment duration in Germany with official data from the German Federal Employment Office for the years 1980-1995. Conventional hazard rate models for leaving unemployment cannot cope with simultaneous and flexible fitting of duration dependence, nonlinear covariate effects, trend and seasonal calendar time components and a large number of regional effects. We apply a semiparametric hierarchical Bayesian modelling approach that is suitable for time-space analysis of unemployment duration by simultaneously including and estimating effects of several time scales, regional variation and further covariates. Inference is fully Bayesian and uses recent Markov chain Monte Carlo techniques

Bayesian Geoadditive Seemingly Unrelated Regression

Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covariates. In this paper, we develop a Bayesian semiparametric SUR model, where the usual linear predictors are replaced by more flexible additive predictors allowing for simultaneous nonparametric estimation of such covariate effects and of spatial effects. The approach is based on appropriate smoothness priors which allow different forms and degrees of smoothness in a general framework. Inference is fully Bayesian and uses recent Markov chain Monte Carlo techniques

Geo-additive modelling of malaria in Burundi

Abstract Background Malaria is a major public health issue in Burundi in terms of both morbidity and mortality, with around 2.5 million clinical cases and more than 15,000 deaths each year. It is still the single main cause of mortality in pregnant women and children below five years of age. Because of the severe health and economic burden of malaria, there is still a growing need for methods that will help to understand the influencing factors. Several studies/researches have been done on the subject yielding different results as which factors are most responsible for the increase in malaria transmission. This paper considers the modelling of the dependence of malaria cases on spatial determinants and climatic covariates including rainfall, temperature and humidity in Burundi. Methods The analysis carried out in this work exploits real monthly data collected in the area of Burundi over 12 years (1996-2007). Semi-parametric regression models are used. The spatial analysis is based on a geo-additive model using provinces as the geographic units of study. The spatial effect is split into structured (correlated) and unstructured (uncorrelated) components. Inference is fully Bayesian and uses Markov chain Monte Carlo techniques. The effects of the continuous covariates are modelled by cubic p-splines with 20 equidistant knots and second order random walk penalty. For the spatially correlated effect, Markov random field prior is chosen. The spatially uncorrelated effects are assumed to be i.i.d. Gaussian. The effects of climatic covariates and the effects of other spatial determinants are estimated simultaneously in a unified regression framework. Results The results obtained from the proposed model suggest that although malaria incidence in a given month is strongly positively associated with the minimum temperature of the previous months, regional patterns of malaria that are related to factors other than climatic variables have been identified, without being able to explain them. Conclusions In this paper, semiparametric models are used to model the effects of both climatic covariates and spatial effects on malaria distribution in Burundi. The results obtained from the proposed models suggest a strong positive association between malaria incidence in a given month and the minimum temperature of the previous month. From the spatial effects, important spatial patterns of malaria that are related to factors other than climatic variables are identified. Potential explanations (factors) could be related to socio-economic conditions, food shortage, limited access to health care service, precarious housing, promiscuity, poor hygienic conditions, limited access to drinking water, land use (rice paddies for example), displacement of the population (due to armed conflicts).</p

Geo-additive models of Childhood Undernutrition in three Sub-Saharan African Countries

We investigate the geographical and socioeconomic determinants of childhood undernutrition in Malawi, Tanzania and Zambia, three neighboring countries in Southern Africa using the 1992 Demographic and Health Surveys. We estimate models of undernutrition jointly for the three countries to explore regional patterns of undernutrition that transcend boundaries, while allowing for country-specific interactions. We use semiparametric models to flexibly model the effects of selected so-cioeconomic covariates and spatial effects. Our spatial analysis is based on a flexible geo-additive model using the district as the geographic unit of anal-ysis, which allows to separate smooth structured spatial effects from random effect. Inference is fully Bayesian and uses recent Markov chain Monte Carlo techniques. While the socioeconomic determinants generally confirm what is known in the literature, we find distinct residual spatial patterns that are not explained by the socioeconomic determinants. In particular, there appears to be a belt run-ning from Southern Tanzania to Northeastern Zambia which exhibits much worse undernutrition, even after controlling for socioeconomic effects. These effects do transcend borders between the countries, but to a varying degree. These findings have important implications for targeting policy as well as the search for left-out variables that might account for these residual spatial patterns

Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation

In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least squares problem, highlight special structure, and show that the classic filtering and smoothing algorithms are equivalent to a particular algorithm for solving this problem. Once this equivalence is established, we present extensions of Kalman smoothing to systems with nonlinear process and measurement models, systems with linear and nonlinear inequality constraints, systems with outliers in the measurements or sudden changes in the state, and systems where the sparsity of the state sequence must be accounted for. All extensions preserve the computational efficiency of the classic algorithms, and most of the extensions are illustrated with numerical examples, which are part of an open source Kalman smoothing Matlab/Octave package.Comment: 46 pages, 11 figure

External forcing of earthquake swarms at Alpine regions: example from a seismic meteorological network at Mt. Hochstaufen SE-Bavaria

In the last few years, it has been shown that above-average rainfall and the following diffusion of excess water into subsurface structures is able to trigger earthquake swarms in the uppermost brittle portion of the Earth's crust. However, there is still an ongoing debate on whether the crust already needs to be in a critical-to-failure state or whether it is sufficient that water is transported rapidly within channels and veins of karst or similar geological formations to the underlying, earthquake-generating layers. Also unknown is the role of other forcing mechanisms, possible co-variables and probably necessary tectonic loading in the triggering process of earthquakes. Because of these problems, we do not use an explicit physical model but instead analyze the meteorological and geophysical data via sophisticated statistical models. ewline We are interested in the influence of a more complete set of possible forcing parameters, including the influence of synthetic earth tides, on the occurrence of earthquake swarms. In this context, regression models are the adequate tool, since the calculation of simple correlations can be confounded by the other variables. Since our outcome variable (the number of quakes) is a count, we use Poisson regression models that include the plausible assumption of a Poisson distribution for the counts. For this study, we use nearly continuous recordings of a seismic and meteorological network in the years 2002–2008 at Mt. Hochstaufen in SE-Bavaria. Our non-linear regression model reveals correlations between external forces and the triggering of earthquakes. In addition to the still dominant influence of rainfall, theoretical estimated tidal tilt show some weak influence on the swarm generation. However, the influence of the modeled trend functions shows that rain is by far not the most important forcing mechanism present in the data

Fast stable direct fitting and smoothness selection for Generalized Additive Models

Existing computationally efficient methods for penalized likelihood GAM fitting employ iterative smoothness selection on working linear models (or working mixed models). Such schemes fail to converge for a non-negligible proportion of models, with failure being particularly frequent in the presence of concurvity. If smoothness selection is performed by optimizing `whole model' criteria these problems disappear, but until now attempts to do this have employed finite difference based optimization schemes which are computationally inefficient, and can suffer from false convergence. This paper develops the first computationally efficient method for direct GAM smoothness selection. It is highly stable, but by careful structuring achieves a computational efficiency that leads, in simulations, to lower mean computation times than the schemes based on working-model smoothness selection. The method also offers a reliable way of fitting generalized additive mixed models

A network-based dynamical ranking system for competitive sports

From the viewpoint of networks, a ranking system for players or teams in sports is equivalent to a centrality measure for sports networks, whereby a directed link represents the result of a single game. Previously proposed network-based ranking systems are derived from static networks, i.e., aggregation of the results of games over time. However, the score of a player (or team) fluctuates over time. Defeating a renowned player in the peak performance is intuitively more rewarding than defeating the same player in other periods. To account for this factor, we propose a dynamic variant of such a network-based ranking system and apply it to professional men's tennis data. We derive a set of linear online update equations for the score of each player. The proposed ranking system predicts the outcome of the future games with a higher accuracy than the static counterparts.Comment: 6 figure