MCMC Bayesian Estimation in FIEGARCH Models

Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is described. A simulation study is presented to access the performance of the procedure, under the presence of long-memory in the volatility. Samples from FIEGARCH processes are obtained upon considering the generalized error distribution (GED) for the innovation process. Different values for the tail-thickness parameter \nu are considered covering both scenarios, innovation processes with lighter (\nu2) tails than the Gaussian distribution (\nu=2). A sensitivity analysis is performed by considering different prior density functions and by integrating (or not) the knowledge on the true parameter values to select the hyperparameter values

Sparse precision matrix estimation in phenotypic trait evolution models

Phylogenetic trait evolution models allow for the estimation of evolutionary correlations between a set of traits observed in a sample of related organisms. By directly modeling the evolution of the traits along an estimable phylogenetic tree, the model's structure effectively controls for shared evolutionary history. In these models, relevant correlations are usually assessed through the high posterior density interval of their marginal distributions. However, the selected correlations alone may not provide the full picture regarding trait relationships. Their association structure, expressed through a graph that encodes partial correlations, can in contrast highlight sparsity patterns featuring direct associations between traits. In order to develop a model-based method to identify this association structure we explore the use of Gaussian graphical models (GGM) for covariance selection. We model the precision matrix with a G-Wishart conjugate prior, which results in sparse precision estimates. Furthermore the model naturally allows for Bayes Factor tests of association between the traits, with no additional computation required. We evaluate our approach through Monte Carlo simulations and applications that examine the association structure and evolutionary correlations of phenotypic traits in Darwin's finches and genomic and phenotypic traits in prokaryotes. Our approach provides accurate graph estimates and lower errors for the precision and correlation parameter estimates, particularly for conditionally independent traits, which are the target for sparsity in GGMs.Comment: 24 pages, 4 figure

Trends of mortality due to oral and oropharyngeal cancers in Uruguay from 1997 to 2014

To analyze the trends of oral and oropharyngeal cancer mortality in Uruguay between 1997 and 2014 according to sex and age groups and its possible association with sociodemographic factors. A time-series ecological study using secondary data was performed. The data about mortality due to oral and oropharyngeal cancers were obtained from the Statistics Vitals Department of the Public Health Ministry of Uruguay. To estimate the mortality trends of the historical series, by sex, anatomical site and age groups, linear regressions generated by the Prais-Winsten procedure were used. The analysis of mortality trends for oral cavity and oropharyngeal cancers in Uruguay indicated that the global mortality rate was stable over the studied period. The women's mortality rate increased from 0.51 per 100,000 in 1997 to 0.65 per 100,000 in 2014 while for men, rates per 100,000 went from 3.22 in 1997 to 2.20 per 100,000 in 2014. Mortality from oral cancer in men decreased between 1997 and 2014. Mortality by oropharyngeal cancer, irrespective of sex, remained stable. Analysis by cancer site revealed decreasing trends tumors situated in the base of the tongue and gum. Years of education, unemployment, smoking and Gini index were not associated with mortality trends. The overall mortality from oral and oropharyngeal cancer in Uruguay has remained constant in the period between 1997 and 2014. Oral cancer mortality decreased in men and increased in women and decreased at the base of the tongue. It?s necessary to continue monitoring the behavior of these diseases