Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model

We propose a robust implementation of the Nerlove--Arrow model using a Bayesian structural time series model to explain the relationship between advertising expenditures of a country-wide fast-food franchise network with its weekly sales. Thanks to the flexibility and modularity of the model, it is well suited to generalization to other markets or situations. Its Bayesian nature facilitates incorporating \emph{a priori} information (the manager's views), which can be updated with relevant data. This aspect of the model will be used to present a strategy of budget scheduling across time and channels.Comment: Published at Applied Stochastic Models in Business and Industry, https://onlinelibrary.wiley.com/doi/full/10.1002/asmb.246

Bayesian Tobit quantile regression using-prior distribution with ridge parameter

A Bayesian approach is proposed for coefficient estimation in the Tobit quantile regression model. The proposed approach is based on placing a g-prior distribution depends on the quantile level on the regression coefficients. The prior is generalized by introducing a ridge parameter to address important challenges that may arise with censored data, such as multicollinearity and overfitting problems. Then, a stochastic search variable selection approach is proposed for Tobit quantile regression model based on g-prior. An expression for the hyperparameter g is proposed to calibrate the modified g-prior with a ridge parameter to the corresponding g-prior. Some possible extensions of the proposed approach are discussed, including the continuous and binary responses in quantile regression. The methods are illustrated using several simulation studies and a microarray study. The simulation studies and the microarray study indicate that the proposed approach performs well

New constraints on Lyman-α opacity with a sample of 62 quasars at z > 5.7

We present measurements of the mean and scatter of the IGM Lyman-{\alpha} opacity at 4.9 5.7, the largest sample assembled at these redshifts to date by a factor of two. The sample size enables us to sample cosmic variance at these redshifts more robustly than ever before. The spectra used here were obtained by the SDSS, DES-VHS and SHELLQs collaborations, drawn from the ESI and X-Shooter archives, reused from previous studies or observed specifically for this work. We measure the effective optical depth of Lyman-{\alpha} in bins of 10, 30, 50 and 70 cMpc h-1, construct cumulative distribution functions under two treatments of upper limits on flux and explore an empirical analytic fit to residual Lyman-{\alpha} transmission. We verify the consistency of our results with those of previous studies via bootstrap re-sampling and confirm the existence of tails towards high values in the opacity distributions, which may persist down to z = 5.2. Comparing our results with predictions from cosmological simulations, we find further strong evidence against models that include a spatially uniform ionizing background and temperature-density relation. We also compare to IGM models that include either a fluctuating UVB dominated by rare quasars or temperature fluctuations due to patchy reionization. Although both models produce better agreement with the observations, neither fully captures the observed scatter in IGM opacity. Our sample of 62 z > 5.7 quasar spectra opens many avenues for future study of the reionisation epoch

The Worldvolume Action of Kink Solitons in AdS Spacetime

A formalism is presented for computing the higher-order corrections to the worldvolume action of co-dimension one solitons. By modifying its potential, an explicit "kink" solution of a real scalar field in AdS spacetime is found. The formalism is then applied to explicitly compute the kink worldvolume action to quadratic order in two expansion parameters--associated with the hypersurface fluctuation length and the radius of AdS spacetime respectively. Two alternative methods are given for doing this. The results are expressed in terms of the trace of the extrinsic curvature and the intrinsic scalar curvature. In addition to conformal Galileon interactions, we find a non-Galileon term which is never sub-dominant. This method can be extended to any conformally flat bulk spacetime.Comment: 32 pages, 3 figures, typos corrected and additional comments adde

A Bayesian approach to detect QTL affecting a simulated binary and quantitative trait

Background - We analyzed simulated data from the 14th QTL-MAS workshop using a Bayesian approach implemented in the program iBay. The data contained individuals genotypes for 10,031 SNPs and phenotyped for a quantitative and a binary trait. Results - For the quantitative trait we mapped 8 out of 30 additive QTL, 1 out of 3 imprinted QTL and both epistatic pairs of QTL successfully. For the binary trait we mapped 11 out of 22 additive QTL successfully. Four out of 22 pleiotropic QTL were detected as such. Conclusions - The Bayesian variable selection method showed to be a successful method for genome-wide association. This method was reasonably fast using dense marker map

Simultaneous Analysis of All SNPs in Genome-Wide and Re-Sequencing Association Studies

Testing one SNP at a time does not fully realise the potential of genome-wide association studies to identify multiple causal variants, which is a plausible scenario for many complex diseases. We show that simultaneous analysis of the entire set of SNPs from a genome-wide study to identify the subset that best predicts disease outcome is now feasible, thanks to developments in stochastic search methods. We used a Bayesian-inspired penalised maximum likelihood approach in which every SNP can be considered for additive, dominant, and recessive contributions to disease risk. Posterior mode estimates were obtained for regression coefficients that were each assigned a prior with a sharp mode at zero. A non-zero coefficient estimate was interpreted as corresponding to a significant SNP. We investigated two prior distributions and show that the normal-exponential-gamma prior leads to improved SNP selection in comparison with single-SNP tests. We also derived an explicit approximation for type-I error that avoids the need to use permutation procedures. As well as genome-wide analyses, our method is well-suited to fine mapping with very dense SNP sets obtained from re-sequencing and/or imputation. It can accommodate quantitative as well as case-control phenotypes, covariate adjustment, and can be extended to search for interactions. Here, we demonstrate the power and empirical type-I error of our approach using simulated case-control data sets of up to 500 K SNPs, a real genome-wide data set of 300 K SNPs, and a sequence-based dataset, each of which can be analysed in a few hours on a desktop workstation

Using the Pareto principle in genome-wide breeding value estimation

Genome-wide breeding value (GWEBV) estimation methods can be classified based on the prior distribution assumptions of marker effects. Genome-wide BLUP methods assume a normal prior distribution for all markers with a constant variance, and are computationally fast. In Bayesian methods, more flexible prior distributions of SNP effects are applied that allow for very large SNP effects although most are small or even zero, but these prior distributions are often also computationally demanding as they rely on Monte Carlo Markov chain sampling. In this study, we adopted the Pareto principle to weight available marker loci, i.e., we consider that x% of the loci explain (100 - x)% of the total genetic variance. Assuming this principle, it is also possible to define the variances of the prior distribution of the 'big' and 'small' SNP. The relatively few large SNP explain a large proportion of the genetic variance and the majority of the SNP show small effects and explain a minor proportion of the genetic variance. We name this method MixP, where the prior distribution is a mixture of two normal distributions, i.e. one with a big variance and one with a small variance. Simulation results, using a real Norwegian Red cattle pedigree, show that MixP is at least as accurate as the other methods in all studied cases. This method also reduces the hyper-parameters of the prior distribution from 2 (proportion and variance of SNP with big effects) to 1 (proportion of SNP with big effects), assuming the overall genetic variance is known. The mixture of normal distribution prior made it possible to solve the equations iteratively, which greatly reduced computation loads by two orders of magnitude. In the era of marker density reaching million(s) and whole-genome sequence data, MixP provides a computationally feasible Bayesian method of analysis

Analysis of human mini-exome sequencing data from Genetic Analysis Workshop 17 using a Bayesian hierarchical mixture model

Next-generation sequencing technologies are rapidly changing the field of genetic epidemiology and enabling exploration of the full allele frequency spectrum underlying complex diseases. Although sequencing technologies have shifted our focus toward rare genetic variants, statistical methods traditionally used in genetic association studies are inadequate for estimating effects of low minor allele frequency variants. Four our study we use the Genetic Analysis Workshop 17 data from 697 unrelated individuals (genotypes for 24,487 autosomal variants from 3,205 genes). We apply a Bayesian hierarchical mixture model to identify genes associated with a simulated binary phenotype using a transformed genotype design matrix weighted by allele frequencies. A Metropolis Hasting algorithm is used to jointly sample each indicator variable and additive genetic effect pair from its conditional posterior distribution, and remaining parameters are sampled by Gibbs sampling. This method identified 58 genes with a posterior probability greater than 0.8 for being associated with the phenotype. One of these 58 genes, PIK3C2B was correctly identified as being associated with affected status based on the simulation process. This project demonstrates the utility of Bayesian hierarchical mixture models using a transformed genotype matrix to detect genes containing rare and common variants associated with a binary phenotype