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We consider the problem of the first passage time T of an inhomogeneous geometric Brownian motion through a constant threshold, for which only limited results are available in the literature. In the case of a strong positive drift, we get an approximation of the cumulants of T of any order using the algebra of formal power series applied to an asymptotic expansion of its Laplace transform. The interest in the cumulants is due to their connection with moments and the accounting of some statistical properties of the density of T like skewness and kurtosis. Some case studies coming from neuronal modeling with reversal potential and mean reversion models of financial markets show the goodness of the approximation of the first moment of T. However hints on the evaluation of higher order moments are also given, together with considerations on the numerical performance of the method. [ABSTRACT FROM AUTHOR]

The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979). Moreover, if the two copies are negatively dependent through stochastic ordering, this measure is subadditive. The second purpose of this paper is to provide sufficient conditions for comparing several distances between pairs of random variables (with possibly different distribution functions) in terms of various stochastic orderings. Applications in actuarial and financial risk management are given. [ABSTRACT FROM AUTHOR]

The main objective of this work is to introduce a stochastic model associated with the one described by the T-growth curve, which is in turn a modification of the logistic curve. By conveniently reformulating the T curve, it may be obtained as a solution to a linear differential equation. This greatly simplifies the mathematical treatment of the model and allows a diffusion process to be defined, which is derived from the non-homogeneous lognormal diffusion process, whose mean function is a T curve. This allows the phenomenon under study to be viewed in a dynamic way. In these pages, the distribution of the process is obtained, as are its main characteristics. The maximum likelihood estimation procedure is carried out by optimization via metaheuristic algorithms. Thanks to an exhaustive study of the curve, a strategy is obtained to bound the parametric space, which is a requirement for the application of various swarm-based metaheuristic algorithms. A simulation study is presented to show the validity of the bounding procedure and an example based on real data is provided. [ABSTRACT FROM AUTHOR]

Gene differential expression consists of the study of the possible association between the gene expression, evaluated using different types of data as DNA microarray or RNA-Seq technologies, and the phenotype. This can be performed marginally for each gene (differential gene expression) or using a gene set collection (gene set analysis). A previous (marginal) per-gene analysis of differential expression is usually performed in order to obtain a set of significant genes or marginal p-values used later in the study of association between phenotype and gene expression. This paper proposes the use of methods of spatial statistics for testing gene set differential expression analysis using paired samples of RNA-Seq counts. This approach is not based on a previous per-gene differential expression analysis. Instead, we compare the paired counts within each sample/control using a binomial test. Each pair per gene will produce a p-value so gene expression profile is transformed into a vector of p-values which will be considered as an event belonging to a point pattern. This would be the first component of a bivariate point pattern. The second component is generated by applying two different randomization distributions to the correspondence between samples and treatment. The self-contained null hypothesis considered in gene set analysis can be formulated in terms of the associated point pattern as a random labeling of the considered bivariate point pattern. The gene sets were defined by the Gene Ontology (GO) terms and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathways. The proposed methodology was tested in four RNA-Seq datasets of colorectal cancer (CRC) patients and the results were contrasted with those obtained using the edgeR-GOseq pipeline. The proposed methodology has proved to be consistent at the biological and statistical level, in particular using Cuzick and Edwards test with one realization of the second component and between-pair distribution. [ABSTRACT FROM AUTHOR]

This paper introduces stringing via Manifold Learning (ML-stringing), an alternative to the original stringing based on Unidimensional Scaling (UDS). Our proposal is framed within a wider class of methods that map high-dimensional observations to the infinite space of functions, allowing the use of Functional Data Analysis (FDA). Stringing handles general high-dimensional data as scrambled realizations of an unknown stochastic process. Therefore, the essential feature of the method is a rearrangement of the observed values. Motivated by the linear nature of UDS and the increasing number of applications to biosciences (e.g., functional modeling of gene expression arrays and single nucleotide polymorphisms, or the classification of neuroimages) we aim to recover more complex relations between predictors through ML. In simulation studies, it is shown that ML-stringing achieves higher-quality orderings and that, in general, this leads to improvements in the functional representation and modeling of the data. The versatility of our method is also illustrated with an application to a colon cancer study that deals with high-dimensional gene expression arrays. This paper shows that ML-stringing is a feasible alternative to the UDS-based version. Also, it opens a window to new contributions to the field of FDA and the study of high-dimensional data. [ABSTRACT FROM AUTHOR]