Robust coherence analysis for long-memory processes

This paper investigates the linear relationships between two time-series in the frequency domain, termed coherence analysis. It is widely used in various fields, including signal processing, engineering, and meteorology. However, conventional coherence analysis tends to be sensitive to outliers. Laplace cross-periodogram and a corresponding robust coherence analysis based on the least-absolute deviation (LAD) regression have recently been developed to improve this shortcoming. In this paper, to extend the scope of Laplace cross-periodogram, we study a robust cross periodogram for long-memory processes and derive its asymptotic distribution. Through numerical studies, we demonstrate the usefulness of the proposed robust coherence analysis for long-memory processes.N

Radiomics signature on 3T dynamic contrast-enhanced magnetic resonance imaging for estrogen receptor-positive invasive breast cancers: Preliminary results for correlation with Oncotype DX recurrence scores

To evaluate the ability of a radiomics signature based on 3T dynamic contrast-enhanced (DCE) magnetic resonance imaging (MRI) to distinguish between low and non-low Oncotype DX (OD) risk groups in estrogen receptor (ER)-positive invasive breast cancers.Between May 2011 and March 2016, 67 women with ER-positive invasive breast cancer who performed preoperative 3T MRI and OD assay were included. We divided the patients into low (OD recurrence score [RS] <18) and non-low risk (RS ≥18) groups. Extracted radiomics features included 8 morphological, 76 histogram-based, and 72 higher-order texture features. A radiomics signature (Rad-score) was generated using the least absolute shrinkage and selection operator (LASSO). Univariate and multivariate logistic regression analyses were performed to investigate the association between clinicopathologic factors, MRI findings, and the Rad-score with OD risk groups, and the areas under the receiver operating characteristic curves (AUC) were used to assess classification performance of the Rad-score.The Rad-score was constructed for each tumor by extracting 10 (6.3%) from 158 radiomics features. A higher Rad-score (odds ratio [OR], 65.209; P <.001), Ki-67 expression (OR, 17.462; P = .007), and high p53 (OR = 8.449; P = .077) were associated with non-low OD risk. The Rad-score classified low and non-low OD risk with an AUC of 0.759.The Rad-score showed the potential for discrimination between low and non-low OD risk groups in patients with ER-positive invasive breast cancers. Copyright © 2019 the Author(s)

Dynamic principal component analysis with missing values

Dynamic principal component analysis (DPCA), also known as frequency domain principal component analysis, has been developed by Brillinger [Time Series: Data Analysis and Theory, Vol. 36, SIAM, 1981] to decompose multivariate time-series data into a few principal component series. A primary advantage of DPCA is its capability of extracting essential components from the data by reflecting the serial dependence of them. It is also used to estimate the common component in a dynamic factor model, which is frequently used in econometrics. However, its beneficial property cannot be utilized when missing values are present, which should not be simply ignored when estimating the spectral density matrix in the DPCA procedure. Based on a novel combination of conventional DPCA and self-consistency concept, we propose a DPCA method when missing values are present. We demonstrate the advantage of the proposed method over some existing imputation methods through the Monte Carlo experiments and real data analysis.N

A generalization of functional clustering for discrete multivariate longitudinal data

This paper presents a new model-based generalized functional clustering method for discrete longitudinal data, such as multivariate binomial and Poisson distributed data. For this purpose, we propose a multivariate functional principal component analysis (MFPCA)-based clustering procedure for a latent multivariate Gaussian process instead of the original functional data directly. The main contribution of this study is two-fold: modeling of discrete longitudinal data with the latent multivariate Gaussian process and developing of a clustering algorithm based on MFPCA coupled with the latent multivariate Gaussian process. Numerical experiments, including real data analysis and a simulation study, demonstrate the promising empirical properties of the proposed approach.N

A Data-Adaptive Principal Component Analysis: Use of Composite Asymmetric Huber Function

<p>This article considers a new type of principal component analysis (PCA) that adaptively reflects the information of data. The ordinary PCA is useful for dimension reduction and identifying important features of multivariate data. However, it uses the second moment of data only, and consequently, it is not efficient for analyzing real observations in the case that these are skewed or asymmetric data. To extend the scope of PCA to non-Gaussian distributed data that cannot be well represented by the second moment, a new approach for PCA is proposed. The core of the methodology is to use a composite asymmetric Huber function defined as a weighted linear combination of modified Huber loss functions, which replaces the conventional square loss function. A practical algorithm to implement the data-adaptive PCA is discussed. Results from numerical studies including simulation study and real data analysis demonstrate the promising empirical properties of the proposed approach. Supplementary materials for this article are available online.</p

Estimation of spatio-temporal extreme distribution using a quantile factor model

This paper describes the estimation of the extreme spatio-temporal sea surface temperature data based on the quantile factor model implemented by the SNU multiscale team. The proposed method was developed for the EVA2019 Data Challenge. Various attempts have been conducted to use factor models in spatio-temporal data analysis to find hidden factors in high-dimensional data. Factor models represent high-dimensional data as a linear combination of several factors, and hence, can describe spatially and temporally correlated data in a simple form. Meanwhile, unlike ordinary factor models, there are asymmetric norm-based factor models, such as quantile factor models or expectile dynamic semiparametric factor models, that can help understand the quantitative behavior of data beyond their mean structure. For this purpose, we apply a quantile factor model to the data to obtain significant factors explaining the quantile response of the temperatures and find quantile estimates. We develop a new method for inference of quantiles of extremal levels by extrapolating quantile estimates from the factor model with extreme value theory. The proposed method provides better performance than the benchmark, gives some interpretable insights, and shows the potential to expand the factor model with various data.N

Association between the incidence of type 1 diabetes mellitus and tuberculosis or bacillus Calmette-Guérin immunization in children and adolescents

Purpose The correlation between the incidence of type 1 diabetes mellitus (T1DM) and tuberculosis or bacillus Calmette-Guérin (BCG) vaccination rate in individuals aged <15 years was investigated using worldwide data. Methods The incidence of T1DM, rate of BCG vaccination, and incidence of tuberculosis were obtained from the Diabetes Atlas 9th edition of the International Diabetes Federation and the Global Health Observatory data repository of the World Health Organization. Gross domestic product (GDP) per capita and population data by country were obtained from the World Bank and United Nations, respectively. Results GDP per capita negatively correlated with the incidence of tuberculosis and positively correlated with the incidence of T1DM (coefficient=-0.630 and 0.596, respectively; all P<0.001). The incidence of T1DM and tuberculosis was significantly associated with the Organisation for Economic Cooperation and Development (OECD) status (P<0.001). After adjusting for GDP per capita, regional grouping, and OECD status, the incidence of T1DM negatively correlated with that of tuberculosis (R2 =0.729, P=0.009). However, there was no association between the BCG vaccination rate and incidence of T1DM (P=0.890). Conclusions There was a negative correlation between the incidence of tuberculosis and T1DM in children and adolescents aged <15 years at the country level

Comparison of baseline characteristics of patients.

Comparison of baseline characteristics of patients.</p