Complex Data Modeling and Computationally Intensive Statistical Methods

Recentyearshaveseentheadventanddevelopmentofmanydevicesabletorecordand storeaneverincreasingamountofinformation. Thefastprogressofthesetechnologies is ubiquitousthroughoutall ?elds of science and applied contexts, ranging from medicine,biologyandlifesciences,toeconomicsandindustry. Thedataprovided bytheseinstrumentshavedifferentforms:2D-3Dimagesgeneratedbydiagnostic medicalscanners,computervisionorsatelliteremotesensing,microarraydataand genesets,integratedclinicalandadministrativedatafrompublichealthdatabases, realtimemonitoringdataofabio-marker,systemcontroldatasets. Allthesedata sharethecommoncharacteristicofbeingcomplexandoftenhighlydimensional. Theanalysisofcomplexandhighlydimensionaldataposesnewchallengesto thestatisticianandrequiresthedevelopmentofnovelmodelsandtechniques,fueling manyfascinatingandfastgrowingresearchareasofmodernstatistics. Anincomplete listincludes for example: functionaldata analysis, that deals with data having a functionalnature,suchascurvesandsurfaces;shapeanalysisofgeometricforms,that relatestoshapematchingandshaperecognition,appliedtocomputationalvisionand medicalimaging;datamining,thatstudiesalgorithmsfortheautomaticextraction ofinformationfromdata,elicitingrulesandpatternsoutofmassivedatasets;risk analysis,fortheevaluationofhealth,environmental,andengineeringrisks;graphical models,thatallowproblemsinvolvinglarge-scalemodelswithmillionsofrandom variableslinkedincomplexwaystobeapproached;reliabilityofcomplexsystems, whoseevaluationrequirestheuseofmanystatisticalandprobabilistictools;optimal designofcomputersimulationstoreplaceexpensiveandtimeconsumingphysical experiments. Thecontributionspublishedinthisvolumearetheresultofaselectionbasedonthe presentations(aboutonehundred)givenattheconference“S. Co. 2009:Complexdata modelingandcomputationallyintensivemethodsforestimationandprediction”,held ? atthePolitecnicodiMilano. S. Co. isaforumforthediscussionofnewdevelopments ? September14–16,2009. Thatof2009isitssixthedition,the?rstonebeingheldinVenice in1999. VI Preface andapplicationsofstatisticalmethodsandcomputationaltechniquesforcomplexand highlydimensionaldatasets. Thebookisaddressedtostatisticiansworkingattheforefrontofthestatistical analysisofcomplexandhighlydimensionaldataandoffersawidevarietyofstatistical models,computerintensivemethodsandapplications. Wewishtothankallassociateeditorsandrefereesfortheirvaluablecontributions thatmadethisvolumepossible. MilanandVenice,May2010 PietroMantovan PiercesareSecchi Contents Space-timetextureanalysisinthermalinfraredimagingforclassi?cation ofRaynaud’sPhenomenon GrazianoAretusi,LaraFontanella,LuigiIppolitiandArcangeloMerla. . . . . . 1 Mixed-effectsmodellingofKevlar?brefailuretimesthroughBayesian non-parametrics RaffaeleArgiento,AlessandraGuglielmiandAntonioPievatolo. . . . . . . . . . . . 13 Space?llingandlocallyoptimaldesignsforGaussianUniversalKriging AlessandroBaldiAntogniniandMaroussaZagoraiou. . . . . . . . . . . . . . . . . . . . 27 Exploitation,integrationandstatisticalanalysisofthePublicHealth DatabaseandSTEMIArchiveintheLombardiaregion PietroBarbieri,Niccolo`Grieco,FrancescaIeva,AnnaMariaPaganoniand PiercesareSecchi. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 Bootstrapalgorithmsforvarianceestimationin PSsampling AlessandroBarbieroandFulviaMecatti. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 FastBayesianfunctionaldataanalysisofbasalbodytemperature JamesM. Ciera. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 AparametricMarkovchaintomodelage-andstate-dependentwear processes MassimilianoGiorgio,MaurizioGuidaandGianpaoloPulcini. . . . . . . . . . . . . 85 CasestudiesinBayesiancomputationusingINLA SaraMartinoandHav ? ardRue. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 Agraphicalmodelsapproachforcomparinggenesets M. So?aMassa,MonicaChiognaandChiaraRomualdi. . . . . . . . . . . . . . . . . . 115 VIII Contents Predictivedensitiesandpredictionlimitsbasedonpredictivelikelihoods PaoloVidoni. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 Computer-intensiveconditionalinference G. AlastairYoungandThomasJ. DiCiccio. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137 MonteCarlosimulationmethodsforreliabilityestimationandfailure prognostics EnricoZio. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151 ListofContributors AlessandroBaldiAntognini JamesM. Ciera DepartmentofStatisticalSciences DepartmentofStatisticalSciences UniversityofBologna UniversityofPadova Bologna,Italy Padova,Italy ThomasJ. DiCiccio GrazianoAretusi DepartmentofSocialStatistics DepartmentofQuantitativeMethods CornellUniversity andEconomicTheory Ithaca,USA UniversityG. d’Annunzio Chieti-Pescara,Italy LaraFontanella DepartmentofQuantitativeMethods RaffaeleArgiento andEconomicTheory CNRIMATI UniversityG. d’Annunzio Milan,Italy Chieti-Pescara,Italy MassimilianoGiorgio PietroBarbieri DepartmentofAerospace Uf?cioQualita` andMechanicalEngineering CernuscosulNaviglio,Italy SecondUniversityofNaples Aversa(CE),Italy AlessandroBarbiero DepartmentofEconomics Niccolo`Grieco BusinessandStatistics A. O. NiguardaCa`Granda UniversityofMilan Milan,Italy Milan,Italy MaurizioGuida MonicaChiogna DepartmentofElectrical DepartmentofStatisticalSciences andInformationEngineering UniversityofPadova UniversityofSalerno Padova,Italy Fisciano(SA),Italy X ListofContributors AlessandraGuglielmi AntonioPievatolo DepartmentofMathematics CNRIMATI PolitecnicodiMilano Milan,Italy Milan,Italy GianpaoloPulcini alsoaf?liatedtoCNRIMATI,Milano IstitutoMotori NationalResearchCouncil(CNR) FrancescaIeva Naples,Italy MOX–DepartmentofMathematics PolitecnicodiMilano ChiaraRomualdi Milan,Italy DepartmentofBiology UniversityofPadova LuigiIppoliti Padova,Italy DepartmentofQuantitativeMethods andEconomicTheory H?avardRue UniversityG. d’Annunzio DepartmentofMathematicalSciences Chieti-Pescara,Italy NorwegianUniversityforScience andTechnology SaraMartino Trondheim,Norway DepartmentofMathematicalSciences NorwegianUniversityforScience PiercesareSecchi andTechnology MOX–DepartmentofMathematics Trondheim,Norway PolitecnicodiMilano Milan,Italy M. So?aMassa DepartmentofStatisticalSciences PaoloVidoni UniversityofPadova DepartmentofStatistics Padova,Italy UniversityofUdine Udine,Italy FulviaMecatti DepartmentofStatistics G.