A transformation perspective on marginal and conditional models

Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multicenter trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal distributions are described by a linear transformation model and the correlations by a joint multivariate normal distribution. The joint model provides an analytic formula for the marginal distribution. Owing to the richness of transformation models, the techniques are applicable to any type of response variable, including bounded, skewed, binary, ordinal, or survival responses. We demonstrate how the common normal assumption for reaction times can be relaxed in the sleep deprivation benchmark data set and report marginal odds ratios for the notoriously difficult toe nail data. We furthermore discuss the analysis of two clinical trials aiming at the estimation of marginal treatment effects. In the first trial, pain was repeatedly assessed on a bounded visual analog scale and marginal proportional-odds models are presented. The second trial reported disease-free survival in rectal cancer patients, where the marginal hazard ratio from Weibull and Cox models is of special interest. An empirical evaluation compares the performance of the novel approach to general estimation equations for binary responses and to conditional mixed-effects models for continuous responses. An implementation is available in the tram add-on package to the R system and was benchmarked against established models in the literature.

A new family of modified Gaussian copulas for market consistent valuation of government guarantees

This paper deals with a copula-based stochastic dependence problem in the context of financial risks. We discuss the financial framework for assessing the theoretical up-front value of government guarantees on bank liabilities. EU States widely use these contracts to improve the financial system’s stability and manage the banking sector in crisis situations; in Italy, they have also been used to address the consequences of the Covid-19 emergency. From a market viewpoint, we deal with a defaultable guarantee contract where the State-guarantor and the bank-borrower are both subject to default risk, and their risks are interconnected. We show that the classical Gaussian copula is not satisfactory for modeling the dependence among the considered risks. Indeed, using the benchmark market model for credit risk portfolio management, we highlight some contradictory results observed for the up-front values of the guarantee when the default intensity of the guarantor is smaller than that of the borrower. Then, we introduce a new family of modified Gaussian copulas that overcomes the limitations of the standard approach, allowing to determine realistic results in terms of the guarantees “mark-to-model” value when the benchmark market model does not work. Numerical simulations validate the theoretical proposal.

MIAMI: mutual information-based analysis of multiplex imaging data

MOTIVATION

Studying the interaction or co-expression of the proteins or markers in the tumor microenvironment of cancer subjects can be crucial in the assessment of risks, such as death or recurrence. In the conventional approach, the cells need to be declared positive or negative for a marker based on its intensity. For multiple markers, manual thresholds are required for all the markers, which can become cumbersome. The performance of the subsequent analysis relies heavily on this step and thus suffers from subjectivity and lacks robustness.

RESULTS

We present a new method where different marker intensities are viewed as dependent random variables, and the mutual information (MI) between them is considered to be a metric of co-expression. Estimation of the joint density, as required in the traditional form of MI, becomes increasingly challenging as the number of markers increases. We consider an alternative formulation of MI which is conceptually similar but has an efficient estimation technique for which we develop a new generalization. With the proposed method, we analyzed a lung cancer dataset finding the co-expression of the markers, HLA-DR and CK to be associated with survival. We also analyzed a triple negative breast cancer dataset finding the co-expression of the immuno-regulatory proteins, PD1, PD-L1, Lag3 and IDO, to be associated with disease recurrence. We demonstrated the robustness of our method through different simulation studies.

AVAILABILITY AND IMPLEMENTATION

The associated R package can be found here, https://github.com/sealx017/MIAMI.

SUPPLEMENTARY INFORMATION

Supplementary data are available at Bioinformatics online.

Flexible copula model for integrating correlated multi-omics data from single-cell experiments

With recent advances in technologies to profile multi-omics data at the single-cell level, integrative multi-omics data analysis has been increasingly popular. It is increasingly common that information such as methylation changes, chromatin accessibility, and gene expression are jointly collected in a single-cell experiment. In biomedical studies, it is often of interest to study the associations between various data types and to examine how these associations might change according to other factors such as cell types and gene regulatory components. However, since each data type usually has a distinct marginal distribution, joint analysis of these changes of associations using multi-omics data is statistically challenging. In this paper, we propose a flexible copula-based framework to model covariate-dependent correlation structures independent of their marginals. In addition, the proposed approach could jointly combine a wide variety of univariate marginal distributions, either discrete or continuous, including the class of zero-inflated distributions. The performance of the proposed framework is demonstrated through a series of simulation studies. Finally, it is applied to a set of experimental data to investigate the dynamic relationship between single-cell RNA-sequencing, chromatin accessibility, and DNA methylation at different germ layers during mouse gastrulation. This article is protected by copyright. All rights reserved.

Safety and long-term improvement of mesenchymal stromal cell infusion in critically COVID-19 patients: a randomized clinical trial

Background

COVID-19 is a multisystem disease that presents acute and persistent symptoms, the postacute sequelae (PASC). Long-term symptoms may be due to consequences from organ or tissue injury caused by SARS-CoV-2, associated clotting or inflammatory processes during acute COVID-19. Various strategies are being chosen by clinicians to prevent severe cases of COVID-19; however, a single treatment would not be efficient in treating such a complex disease. Mesenchymal stromal cells (MSCs) are known for their immunomodulatory properties and regeneration ability; therefore, they are a promising tool for treating disorders involving immune dysregulation and extensive tissue damage, as is the case with COVID-19. This study aimed to assess the safety and explore the long-term efficacy of three intravenous doses of UC-MSCs (umbilical cord MSCs) as an adjunctive therapy in the recovery and postacute sequelae reduction caused by COVID-19. To our knowledge, this is one of the few reports that presents the longest follow-up after MSC treatment in COVID-19 patients.

Methods

This was a phase I/II, prospective, single-center, randomized, double-blind, placebo-controlled clinical trial. Seventeen patients diagnosed with COVID-19 who require intensive care surveillance and invasive mechanical ventilation—critically ill patients—were included. The patient infusion was three doses of 5 × 10⁵ cells/kg UC-MSCs, with a dosing interval of 48 h (n = 11) or placebo (n = 6). The evaluations consisted of a clinical assessment, viral load, laboratory testing, including blood count, serologic, biochemical, cell subpopulation, cytokines and CT scan.

Results

The results revealed that in the UC-MSC group, there was a reduction in the levels of ferritin, IL-6 and MCP1-CCL2 on the fourteen day. In the second month, a decrease in the levels of reactive C-protein, D-dimer and neutrophils and an increase in the numbers of TCD3, TCD4 and NK lymphocytes were observed. A decrease in extension of lung damage was observed at the fourth month. The improvement in all these parameters was maintained until the end of patient follow-up.

Conclusions

UC-MSCs infusion is safe and can play an important role as an adjunctive therapy, both in the early stages, preventing severe complications and in the chronic phase with postacute sequelae reduction in critically ill COVID-19 patients.

Trial registration Brazilian Registry of Clinical Trials (ReBEC), UTN code-U1111-1254-9819. Registered 31 October 2020—Retrospectively registered, https://ensaiosclinicos.gov.br/rg/RBR-3fz9yr

Supplementary Information

The online version contains supplementary material available at 10.1186/s13287-022-02796-1.

Seasonal variation in the effects of artificial light at night on the occurrence of nocturnally migrating birds in urban areas

Urban areas often contain large numbers of migratory bird species during seasonal migration, many of which are nocturnal migrants. How artificial light at night (ALAN) and urban landcover are associated with the diurnal occurrence of nocturnal migrants within urban areas across seasons has not been explored. Here, we use eBird bird occurrence information to estimate the seasonal species richness of nocturnally migrating passerines (NMP) within 333 well surveyed urban areas within the contiguous USA. We model the relationship between seasonal NMP species richness and ALAN, proportion of tree canopy cover, and proportion of impervious surface. NMP species richness reached its highest levels during spring and autumn migration and lowest during the winter and summer. Greater tree canopy cover was associated with higher NMP species richness during spring and autumn migration and the summer. A 10% increase in the proportion of tree canopy cover was associated with a 2.0% increase in NMP species richness during spring migration, a 1.8% increase during autumn migration, and a 0.9% increase during the summer. More impervious surface was associated with higher NMP species richness during the winter. A 10% increase in the proportion of impervious surface was associated with a 6.1-9.8% increase in NMP species richness. Higher ALAN was associated with lower NMP species richness during the winter and summer, and higher NMP species richness during spring and autumn migration. A 50% increase in ALAN was associated with a 3.0-3.6% decrease in NMP species richness during the winter, a 1.7% increase during spring migration, a 2.1% decrease during the summer, and a 5.0% increase during autumn migration. These findings highlight the variable effects of ALAN and urban landcover on the seasonal occurrence of NMP species in urban areas, the value of tree canopy cover during migration and the breeding season, and the importance of reducing ALAN during migration.

Copula modeling of receiver operating characteristic and predictiveness curves

Receiver operating characteristic (ROC) and predictiveness curves are graphical tools to study the discriminative and predictive power of a continuous-valued marker in a binary outcome. In this paper, a copula-based construction of the joint density of the marker and the outcome is developed for plotting and analyzing both curves. The methodology only requires a copula function, the marginal distribution of the marker, and the prevalence rate for the model to be characterized. The adoption of the Gaussian copula and the customization of the margin for the marker are proposed for such characterization. The computation of both curves is numerically more feasible than methods that attempt to obtain one curve in terms of the other. Estimation is carried out using maximum likelihood and resampling-based methods. Randomized quantile residuals from each conditional distribution are employed for both assessing the adequacy of the model and identifying outliers. The performance of the estimators of both curves and their underlying quantities is evaluated in simulation studies that assume different dependence structures and sample sizes. The methods are illustrated with an analysis of the level of progesterone receptor gene expression for the diagnosis and prediction of estrogen receptor-positive breast cancer.

On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models

This paper examines the relationship of the leading financial assets, Bitcoin, Gold, and S&P 500 with GARCH-Dynamic Conditional Correlation (DCC), Nonlinear Asymmetric GARCH DCC (NA-DCC), Gaussian copula-based GARCH-DCC (GC-DCC), and Gaussian copula-based Nonlinear Asymmetric-DCC (GCNA-DCC). Under the high volatility financial situation such as the COVID-19 pandemic occurrence, there exist a computation difficulty to use the traditional DCC method to the selected cryptocurrencies. To solve this limitation, GC-DCC and GCNA-DCC are applied to investigate the time-varying relationship among Bitcoin, Gold, and S&P 500. In terms of log-likelihood, we show that GC-DCC and GCNA-DCC are better models than DCC and NA-DCC to show relationship of Bitcoin with Gold and S&P 500. We also consider the relationships among time-varying conditional correlation with Bitcoin volatility, and S&P 500 volatility by a Gaussian Copula Marginal Regression (GCMR) model. The empirical findings show that S&P 500 and Gold price are statistically significant to Bitcoin in terms of log-return and volatility.

Sustainable Causal Interpretation with Board Characteristics: Caveat Emptor

The study of a causal interpretation of board and firm characteristics, that is, a hidden dependence relationship on the causal inference among board and firm characteristics, is an important but unaddressed issue in the corporate governance literature. Using diverse advanced statistical methods and focusing on Tobin’s Q, we find that (i) not all board variables previously found to be significant are “robust” to latent variable data analysis, and (ii) those variables that are consistently significant differ markedly in latent structural equation analysis. Our analyses provide researchers interested in board issues with an important caveat: Focusing on the dependence structure of available board variables affected by latent factors may introduce a new horizon in corporate finance.

Analysis of Tail Dependence between Sovereign Debt Distress and Bank Non-Performing Loans

We investigate the tail dependence between sovereign debt distress and bank non-performing loans (NPLs) using a large sample of developed and emerging countries in recent decades. Considering the feedback loop of sovereign debt and bank loan distress, we use three copula models to analyze the asymmetry of tail dependence structure between sovereign debt exposure and bank NPLs. We use the Gaussian copula marginal regression to control the concurrent impact of other macroeconomic variables. We provide evidence that sovereign debt indicates an important determinant of NPLs. We also find that there is tail dependence between sovereign debt distress and bank NPLs, whereas the tail dependence coefficients vary across countries. Our findings shed light on the influence of fiscal distress on bank loan distress and provide immediate implications for the design of macro prudential and financial policy.

Dynamics of animal joint space use: a novel application of a time series approach

BACKGROUND

Animal use is a dynamic phenomenon, emerging from the movements of animals responding to a changing environment. Interactions between animals are reflected in patterns of joint space use, which are also dynamic. High frequency sampling associated with GPS telemetry provides detailed data that capture space use through time. However, common analyses treat joint space use as static over relatively long periods, masking potentially important changes. Furthermore, linking temporal variation in interactions to covariates remains cumbersome. We propose a novel method for analyzing the dynamics of joint space use that permits straightforward incorporation of covariates. This method builds upon tools commonly used by researchers, including kernel density estimators, utilization distribution intersection metrics, and extensions of linear models.

METHODS

We treat the intersection of the utilization distributions of two individuals as a time series. The series is linked to covariates using copula-based marginal beta regression, an alternative to generalized linear models. This approach accommodates temporal autocorrelation and the bounded nature of the response variable. Parameters are easily estimated with maximum likelihood and trend and error structures can be modeled separately. We demonstrate the approach by analyzing simulated data from two hypothetical individuals with known utilization distributions, as well as field data from two coyotes (Canis latrans) responding to appearance of a carrion resource in southern Texas.

RESULTS

Our analysis of simulated data indicated reasonably precise estimates of joint space use can be achieved with commonly used GPS sampling rates (s.e.=0.029 at 150 locations per interval). Our analysis of field data identified an increase in spatial interactions between the coyotes that persisted for the duration of the study, beyond the expected duration of the carrion resource. Our analysis also identified a period of increased spatial interactions before appearance of the resource, which would not have been identified by previous methods.

CONCLUSIONS

We present a new approach to the analysis of joint space use through time, building upon tools commonly used by ecologists, that permits a new level of detail in the analysis of animal interactions. The results are easily interpretable and account for the nuances of bounded serial data in an elegant way.

What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models

Exploring dependence structures between financial time series has been important within a wide range of applications. The main aim of this paper is to examine dependence relationships among five well-known cryptocurrencies—Bitcoin, Ethereum, Litecoin, Ripple, and Stella—by a copula directional dependence (CDD). By employing a neural network autoregression model to avoid the serial dependence in each individual cryptocurrency, we generate residuals of the fitted models with time series of daily log-returns in percentage of the five cryptocurrencies and then we apply a Gaussian copula marginal beta regression model to the residuals to explore the CDD. The results show that the CDD from Bitcoin to Litecoin is highest among all ordered directional dependencies and the CDDs from Ethereum to the other four cryptocurrencies are relatively higher than the CDDs to Ethereum from those cryptocurrencies. This finding implies that the return shocks of Bitcoin have the most effect on Litecoin and the return shocks of Ethereum relatively influence the shocks on the other four cryptocurrencies instead of being affected by them. This allows investors to build the market-timing strategies by observing the directional flow of return shocks among cryptocurrencies.

Directional dependence between major cities in China based on copula regression on air pollution measurements

Air pollution is well-known as a major risk to public health, causing various diseases including pulmonary and cardiovascular diseases. As social concern increases, the amount of air pollution data is increasing rapidly. The purpose of this study is to statistically characterize dependence between major cities in China based on a measure of directional dependence estimated from PM2.5 measurements. As a measure of the directional dependence, we propose the so-called copula directional dependence (CDD) using beta regression models. An advantage of the CDD is that it does not rely on strict assumptions of specific probability distributions or linearity. We used hourly PM2.5 measurement data collected at four major cities in China: Beijing, Chengdu, Guangzhou, and Shanghai, from 2013 to 2017. After accounting for autocorrelation in the PM2.5 time series via nonlinear autoregressive models, CDDs between the four cities were estimated to produce directed network structures of statistical dependence. In addition, a statistical method was proposed to test the directionality of dependence between each pair of cities. From the PM2.5 data, we could discover that Chengdu and Guangzhou are the most closely related cities and that the directionality between them has changed once during 2013 to 2017, which implies a major economic or environmental change in these Chinese regions.

Copula directional dependence for inference and statistical analysis of whole-brain connectivity from fMRI data

INTRODUCTION

Inferring connectivity between brain regions has been raising a lot of attention in recent decades. Copula directional dependence (CDD) is a statistical measure of directed connectivity, which does not require strict assumptions on probability distributions and linearity.

METHODS

In this work, CDDs between pairs of local brain areas were estimated based on the fMRI responses of human participants watching a Pixar animation movie. A directed connectivity map of fourteen predefined local areas was obtained for each participant, where the network structure was determined by the strengths of the CDDs. A resampling technique was further applied to determine the statistical significance of the connectivity directions in the networks. In order to demonstrate the effectiveness of the suggested method using CDDs, statistical group analysis was conducted based on graph theoretic measures of the inferred directed networks and CDD intensities. When the 129 fMRI participants were grouped by their age (3-5 year-old, 7-12 year-old, adult) and gender (F, M), nonparametric two-way analysis of variance (ANOVA) results could identify which cortical regions and connectivity structures correlated with the two physiological factors.

RESULTS

Especially, we could identify that (a) graph centrality measures of the frontal eye fields (FEF), the inferior temporal gyrus (ITG), and the temporopolar area (TP) were significantly affected by aging, (b) CDD intensities between FEF and the primary motor cortex (M1) and between ITG and TP were highly significantly affected by aging, and (c) CDDs between M1 and the anterior prefrontal cortex (aPFC) were highly significantly affected by gender.

SOFTWARE

The R source code for fMRI data preprocessing, estimation of directional dependences, network visualization, and statistical analyses are available at https://github.com/namgillee/CDDforFMRI.

Investigating the potential of reported cattle mortality data in Switzerland for syndromic surveillance

Systems for the identification and registration of cattle have gradually been receiving attention for use in syndromic surveillance, a relatively recent approach for the early detection of infectious disease outbreaks. Real or near real-time monitoring of deaths or stillbirths reported to these systems offer an opportunity to detect temporal or spatial clusters of increased mortality that could be caused by an infectious disease epidemic. In Switzerland, such data are recorded in the "Tierverkehrsdatenbank" (TVD). To investigate the potential of the Swiss TVD for syndromic surveillance, 3 years of data (2009-2011) were assessed in terms of data quality, including timeliness of reporting and completeness of geographic data. Two time-series consisting of reported on-farm deaths and stillbirths were retrospectively analysed to define and quantify the temporal patterns that result from non-health related factors. Geographic data were almost always present in the TVD data; often at different spatial scales. On-farm deaths were reported to the database by farmers in a timely fashion; stillbirths were less timely. Timeliness and geographic coverage are two important features of disease surveillance systems, highlighting the suitability of the TVD for use in a syndromic surveillance system. Both time series exhibited different temporal patterns that were associated with non-health related factors. To avoid false positive signals, these patterns need to be removed from the data or accounted for in some way before applying aberration detection algorithms in real-time. Evaluating mortality data reported to systems for the identification and registration of cattle is of value for comparing national data systems and as a first step towards a European-wide early detection system for emerging and re-emerging cattle diseases.

A Copula Approach to Joint Modeling of Longitudinal Measurements and Survival Times Using Monte Carlo Expectation-Maximization with Application to AIDS Studies

Joint modeling of longitudinal measurements and time to event data is often performed by fitting a shared parameter model. Another method for joint modeling that may be used is a marginal model. As a marginal model, we use a Gaussian model for joint modeling of longitudinal measurements and time to event data. We consider a regression model for longitudinal data modeling and a Weibull proportional hazard model for event time data modeling. A Gaussian copula is used to consider the association between these two models. A Monte Carlo expectation-maximization approach is used for parameter estimation. Some simulation studies are conducted in order to illustrate the proposed method. Also, the proposed method is used for analyzing a clinical trial dataset.

Efficient pairwise composite likelihood estimation for spatial-clustered data

Spatial-clustered data refer to high-dimensional correlated measurements collected from units or subjects that are spatially clustered. Such data arise frequently from studies in social and health sciences. We propose a unified modeling framework, termed as GeoCopula, to characterize both large-scale variation, and small-scale variation for various data types, including continuous data, binary data, and count data as special cases. To overcome challenges in the estimation and inference for the model parameters, we propose an efficient composite likelihood approach in that the estimation efficiency is resulted from a construction of over-identified joint composite estimating equations. Consequently, the statistical theory for the proposed estimation is developed by extending the classical theory of the generalized method of moments. A clear advantage of the proposed estimation method is the computation feasibility. We conduct several simulation studies to assess the performance of the proposed models and estimation methods for both Gaussian and binary spatial-clustered data. Results show a clear improvement on estimation efficiency over the conventional composite likelihood method. An illustrative data example is included to motivate and demonstrate the proposed method.