Hazard models for line transect surveys with independent observers

The likelihood function for data from independent observer line transect surveys is derived, and a hazard model is proposed for the situation where animals are available for detection only at discrete time points. Under the assumption that the time points of availability follow a Poisson point process, we obtain an analytical expression for the detection function. We discuss different criteria for choosing the hazard function and consider in particular two different parametric families of hazard functions. Discrete and continuous hazard models are compared and the robustness of the discrete model is investigated. Finally, the methodology is applied to data from a survey for minke whales in the northeastern Atlantic.     

Some interrelationships among the regression coefficient estimates arising in a class of models appropriate to response-time data.

Interrelationships among three response-time models which incorporate covariate information are explored. The most general of these models is the logistic-exponential in which the log odds of the probability of responding in a fixed interval is assumed to be a linear function of the covariates; this model includes a parameter W for the width of discrete time intervals in which responses occur. As W leads to O this model is equivalent to a continuous time exponential model in which the log hazard is linear in the covariates. As W leads to infininity it is equivalent to a continuous time exponential model in which the hazard itself is a linear function of the covariates. This second model was fitted to the data used in an earlier publication describing the logistic exponential model, and very close agreement of the estimates of the regression coefficients is demonstrated.     

Discrete and continuous state population models in a noisy world

Simple ecological models operate mostly with population densities using continuous variables. However, in reality densities could not change continuously, since the population itself consists of integer numbers of individuals. At first sight this discrepancy appears to be irrelevant, nevertheless, it can cause large deviations between the actual statistical behaviour of biological populations and that predicted by the corresponding models. We investigate the conditions under which simple models, operating with continuous numbers of individuals can be used to approximate the dynamics of populations consisting of integer numbers of individuals. Based on our definition for the (statistical) distance between the two models we show that the continuous approach is acceptable as long as sufficiently high biological noise is present, or, the dynamical behaviour is regular (non-chaotic). The concepts are illustrated with the Ricker model and tested on the Tribolium castaneum data series. Further, we demonstrate with the help of T. castaneum's model that if time series are not much larger than the possible population states (as in this practical case) the noisy discrete and continuous models can behave temporarily differently, almost independently of the noise level. In this case the noisy, discrete model is more accurate [OR has to be applied].     

Semiparametric smoothing of discrete failure time data

An estimator of the hazard rate function from discrete failure time data is obtained by semiparametric smoothing of the (nonsmooth) maximum likelihood estimator, which is achieved by repeated multiplication of a Markov chain transition-type matrix. This matrix is constructed so as to have a given standard discrete parametric hazard rate model, termed the vehicle model, as its stationary hazard rate. As with the discrete density estimation case, the proposed estimator gives improved performance when the vehicle model is a good one and otherwise provides a nonparametric method comparable to the only purely nonparametric smoother discussed in the literature. The proposed semiparametric smoothing approach is then extended to hazard models with covariates and is illustrated by applications to simulated and real data sets.     

Dynamic partitioning for hybrid simulation of the bistable HIV-1 transactivation network

MOTIVATION: The stochastic kinetics of a well-mixed chemical system, governed by the chemical Master equation, can be simulated using the exact methods of Gillespie. However, these methods do not scale well as systems become more complex and larger models are built to include reactions with widely varying rates, since the computational burden of simulation increases with the number of reaction events. Continuous models may provide an approximate solution and are computationally less costly, but they fail to capture the stochastic behavior of small populations of macromolecules. RESULTS: In this article we present a hybrid simulation algorithm that dynamically partitions the system into subsets of continuous and discrete reactions, approximates the continuous reactions deterministically as a system of ordinary differential equations (ODE) and uses a Monte Carlo method for generating discrete reaction events according to a time-dependent propensity. Our approach to partitioning is improved such that we dynamically partition the system of reactions, based on a threshold relative to the distribution of propensities in the discrete subset. We have implemented the hybrid algorithm in an extensible framework, utilizing two rigorous ODE solvers to approximate the continuous reactions, and use an example model to illustrate the accuracy and potential speedup of the algorithm when compared with exact stochastic simulation. AVAILABILITY: Software and benchmark models used for this publication can be made available upon request from the authors.     

Transforming between discrete and continuous angle distribution models: application to protein χ1 torsions

Two commonly employed angular-mobility models for describing amino-acid side-chain χ(1) torsion conformation, the staggered-rotamer jump and the normal probability density, are discussed and performance differences in applications to scalar-coupling data interpretation highlighted. Both models differ in their distinct statistical concepts, representing discrete and continuous angle distributions, respectively. Circular statistics, introduced for describing torsion-angle distributions by using a universal circular order parameter central to all models, suggest another distribution of the continuous class, here referred to as the elliptic model. Characteristic of the elliptic model is that order parameter and circular variance form complementary moduli. Transformations between the parameter sets that describe the probability density functions underlying the different models are provided. Numerical aspects of parameter optimization are considered. The issues are typified by using a set of χ(1) related (3) J coupling constants available for FK506-binding protein. The discrete staggered-rotamer model is found generally to produce lower order parameters, implying elevated rotatory variability in the amino-acid side chains, whereas continuous models tend to give higher order parameters that suggest comparatively less variation in angle conformations. The differences perceived regarding angular mobility are attributed to conceptually different features inherent to the models.     

Rounding Strategies for Multiply Imputed Binary Data

Multiple imputation (MI) has emerged in the last two decades as a frequently used approach in dealing with incomplete data. Gaussian and log‐linear imputation models are fairly straightforward to implement for continuous and discrete data, respectively. However, in missing data settings that include a mix of continuous and discrete variables, the lack of flexible models for the joint distribution of different types of variables can make the specification of the imputation model a daunting task. The widespread availability of software packages that are capable of carrying out MI under the assumption of joint multivariate normality allows applied researchers to address this complication pragmatically by treating the discrete variables as continuous for imputation purposes and subsequently rounding the imputed values to the nearest observed category. In this article, we compare several rounding rules for binary variables based on simulated longitudinal data sets that have been used to illustrate other missing‐data techniques. Using a combination of conditional and marginal data generation mechanisms and imputation models, we study the statistical properties of multiple‐imputation‐based estimates for various population quantities under different rounding rules from bias and coverage standpoints. We conclude that a good rule should be driven by borrowing information from other variables in the system rather than relying on the marginal characteristics and should be relatively insensitive to imputation model specifications that may potentially be incompatible with the observed data. We also urge researchers to consider the applied context and specific nature of the problem, to avoid uncritical and possibly inappropriate use of rounding in imputation models.     

Hierarchical proportional hazards regression models for highly stratified data

In clinical trials conducted over several data collection centers, the most common statistically defensible analytic method, a stratified Cox model analysis, suffers from two important defects. First, identification of units that are outlying with respect to the baseline hazard is awkward since this hazard is implicit (rather than explicit) in the Cox partial likelihood. Second (and more seriously), identification of modest treatment effects is often difficult since the model fails to acknowledge any similarity across the strata. We consider a number of hierarchical modeling approaches that preserve the integrity of the stratified design while offering a middle ground between traditional stratified and unstratified analyses. We investigate both fully parametric (Weibull) and semiparametric models, the latter based not on the Cox model but on an extension of an idea by Gelfand and Mallick (1995, Biometrics 51, 843-852), which models the integrated baseline hazard as a mixture of monotone functions. We illustrate the methods using data from a recent multicenter AIDS clinical trial, comparing their ease of use, interpretation, and degree of robustness with respect to estimates of both the unit-specific baseline hazards and the treatment effect.     

Parameter redundancy in discrete state‐space and integrated models

Discrete state‐space models are used in ecology to describe the dynamics of wild animal populations, with parameters, such as the probability of survival, being of ecological interest. For a particular parametrization of a model it is not always clear which parameters can be estimated. This inability to estimate all parameters is known as parameter redundancy or a model is described as nonidentifiable. In this paper we develop methods that can be used to detect parameter redundancy in discrete state‐space models. An exhaustive summary is a combination of parameters that fully specify a model. To use general methods for detecting parameter redundancy a suitable exhaustive summary is required. This paper proposes two methods for the derivation of an exhaustive summary for discrete state‐space models using discrete analogues of methods for continuous state‐space models. We also demonstrate that combining multiple data sets, through the use of an integrated population model, may result in a model in which all parameters are estimable, even though models fitted to the separate data sets may be parameter redundant.     

Joint regression analysis of correlated data using Gaussian copulas

Summary .  This article concerns a new joint modeling approach for correlated data analysis. Utilizing Gaussian copulas, we present a unified and flexible machinery to integrate separate one-dimensional generalized linear models (GLMs) into a joint regression analysis of continuous, discrete, and mixed correlated outcomes. This essentially leads to a multivariate analogue of the univariate GLM theory and hence an efficiency gain in the estimation of regression coefficients. The availability of joint probability models enables us to develop a full maximum likelihood inference. Numerical illustrations are focused on regression models for discrete correlated data, including multidimensional logistic regression models and a joint model for mixed normal and binary outcomes. In the simulation studies, the proposed copula-based joint model is compared to the popular generalized estimating equations, which is a moment-based estimating equation method to join univariate GLMs. Two real-world data examples are used in the illustration.     

Models for longitudinal data: a generalized estimating equation approach

This article discusses extensions of generalized linear models for the analysis of longitudinal data. Two approaches are considered: subject-specific (SS) models in which heterogeneity in regression parameters is explicitly modelled; and population-averaged (PA) models in which the aggregate response for the population is the focus. We use a generalized estimating equation approach to fit both classes of models for discrete and continuous outcomes. When the subject-specific parameters are assumed to follow a Gaussian distribution, simple relationships between the PA and SS parameters are available. The methods are illustrated with an analysis of data on mother's smoking and children's respiratory disease.     

Sampling Animal Movement Paths Causes Turn Autocorrelation

Animal movement models allow ecologists to study processes that operate over a wide range of scales. In order to study them, continuous movements of animals are translated into discrete data points, and then modelled as discrete models. This discretization can bias the representation of the movement path. This paper shows that discretizing correlated random movement paths creates a biased path by creating correlations between successive turning angles. The discretization also biases statistical tests for correlated random walks (CRW) and causes an overestimate in distances travelled; a correction is given for these biases. This effect suggests that there is a natural scale to CRWs, but that distance-discretized CRWs are in a sense, scale invariant. Perhaps a new null model for continuous movement paths is needed. Authors need to be aware of the biases caused by discretizing correlated random walks, and deal with them appropriately.     

On the Relationship of Steady States of Continuous and Discrete Models Arising from Biology

For many biological systems that have been modeled using continuous and discrete models, it has been shown that such models have similar dynamical properties. In this paper, we prove that this happens in more general cases. We show that under some conditions there is a bijection between the steady states of continuous and discrete models arising from biological systems. Our results also provide a novel method to analyze certain classes of nonlinear models using discrete mathematics.     

Sensitivity Analysis of Variable-Size Group Testing and its Related Continuous Models

Parallels between the discrete group-testing model and some closely-related continuous models are elucidated. It is shown that in both the discrete and continuous cases, the maximum likelihood estimators may suffer from similar lack of robustness. Isotonic regression and maximum likelihood estimation were therefore compared for a modified group testing model.     

A continuous optimization approach for inferring parameters in mathematical models of regulatory networks

Background

The advances of systems biology have raised a large number of sophisticated mathematical models for describing the dynamic property of complex biological systems. One of the major steps in developing mathematical models is to estimate unknown parameters of the model based on experimentally measured quantities. However, experimental conditions limit the amount of data that is available for mathematical modelling. The number of unknown parameters in mathematical models may be larger than the number of observation data. The imbalance between the number of experimental data and number of unknown parameters makes reverse-engineering problems particularly challenging.

Results

To address the issue of inadequate experimental data, we propose a continuous optimization approach for making reliable inference of model parameters. This approach first uses a spline interpolation to generate continuous functions of system dynamics as well as the first and second order derivatives of continuous functions. The expanded dataset is the basis to infer unknown model parameters using various continuous optimization criteria, including the error of simulation only, error of both simulation and the first derivative, or error of simulation as well as the first and second derivatives. We use three case studies to demonstrate the accuracy and reliability of the proposed new approach. Compared with the corresponding discrete criteria using experimental data at the measurement time points only, numerical results of the ERK kinase activation module show that the continuous absolute-error criteria using both function and high order derivatives generate estimates with better accuracy. This result is also supported by the second and third case studies for the G1/S transition network and the MAP kinase pathway, respectively. This suggests that the continuous absolute-error criteria lead to more accurate estimates than the corresponding discrete criteria. We also study the robustness property of these three models to examine the reliability of estimates. Simulation results show that the models with estimated parameters using continuous fitness functions have better robustness properties than those using the corresponding discrete fitness functions.

Conclusions

The inference studies and robustness analysis suggest that the proposed continuous optimization criteria are effective and robust for estimating unknown parameters in mathematical models.

Electronic supplementary material

The online version of this article (doi:10.1186/1471-2105-15-256) contains supplementary material, which is available to authorized users.     

Bayesian analysis of discrete survival data with a hidden Markov chain

This paper considers the discrete survival data from a Bayesian point of view. A sequence of the baseline hazard functions, which plays an important role in the discrete hazard function, is modeled with a hidden Markov chain. It is explained how the resultant model is implemented via Markov chain Monte Carlo methods. The model is illustrated by an application of real data.     

Continuous versus discrete single species population models with adjustable reproductive strategies

We investigate population models with both continuous and discrete elements. Birth is assumed to occur at discrete instants of time whereas death and competition for resources and space occur continuously during the season. We compare the dynamics of such discrete-continuous hybrid models with the dynamics of purely discrete models where within-season mortality and competition are modelled directly as discrete events. We show that non-monotone discrete single-species maps cannot be derived from unstructured competition processes. This result is well known in the case of fixed reproductive strategies and our results extend this to the case of adjustable reproductive strategies. It is also shown that the most commonly used non-monotone discrete maps can be derived from structured competition processes.     

Cumulative Damage Survival Models for the Randomized Complete Block Design

A continuous time discrete state cumulative damage process {X(t), t ≥ 0} is considered, based on a non‐homogeneous Poisson hit‐count process and discrete distribution of damage per hit, which can be negative binomial, Neyman type A, Polya‐Aeppli or Lagrangian Poisson. Intensity functions considered for the Poisson process comprise a flexible three‐parameter family. The survival function is S(t) = P(X(t) ≤ L) where L is fixed. Individual variation is accounted for within the construction for the initial damage distribution {P(X(0) = x) | x = 0, 1, …,}. This distribution has an essential cut‐off before x = L and the distribution of L – X(0) may be considered a tolerance distribution. A multivariate extension appropriate for the randomized complete block design is developed by constructing dependence in the initial damage distributions. Our multivariate model is applied (via maximum likelihood) to litter‐matched tumorigenesis data for rats. The litter effect accounts for 5.9 percent of the variance of the individual effect. Cumulative damage hazard functions are compared to nonparametric hazard functions and to hazard functions obtained from the PVF‐Weibull frailty model. The cumulative damage model has greater dimensionality for interpretation compared to other models, owing principally to the intensity function part of the model.     

Clustered Scheduling Algorithms for Mixed-Media Disk Workloads in a Multimedia Server

Divisible load scenarios occur in modern media server applications since most multimedia applications typically require access to continuous and discrete data. A high performance Continuous Media (CM) server greatly depends on the ability of its disk IO subsystem to serve both types of workloads efficiently. Disk scheduling algorithms for mixed media workloads, although they play a central role in this task, have been overlooked by related research efforts. These algorithms must satisfy several stringent performance goals, such as achieving low response time and ensuring fairness, for the discrete-data workload, while at the same time guaranteeing the uninterrupted delivery of continuous data, for the continuous-data workload. The focus of this paper is on disk scheduling algorithms for mixed media workloads in a multimedia information server. We propose novel algorithms, present a taxonomy of relevant algorithms, and study their performance through experimentation. Our results show that our algorithms offer drastic improvements in discrete request average response times, are fair, serve continuous requests without interruptions, and that the disk technology trends are such that the expected performance benefits can be even greater in the future.