Analysis and modelling of immune cell behaviour in lymph nodes based on multi-photon imaging

This thesis presents quantitative studies of T cell and dendritic cell (DC) behaviour in mouse lymph nodes (LNs) in the naive state and following immunisation. These processes are of importance and interest in basic immunology, and better understanding could improve both diagnostic capacity and therapeutic manipulations, potentially helping in producing more effective vaccines or developing treatments for autoimmune diseases. The problem is also interesting conceptually as it is relevant to other fields where 3D movement of objects is tracked with a discrete scanning interval. A general immunology introduction is presented in chapter 1. In chapter 2, I apply quantitative methods to multi-photon imaging data to measure how T cells and DCs are spatially arranged in LNs. This has been previously studied to describe differences between the naive and immunised state and as an indicator of the magnitude of the immune response in LNs, but previous analyses have been generally descriptive. The quantitative analysis shows that some of the previous conclusions may have been premature. In chapter 3, I use Bayesian state-space models to test some hypotheses about the mode of T cell search for DCs. A two-state mode of movement where T cells can be classified as either interacting to a DC or freely migrating is supported over a model where T cells would home in on DCs at distance through for example the action of chemokines. In chapter 4, I study whether T cell migration is linked to the geometric structure of the fibroblast reticular network (FRC). I find support for the hypothesis that the movement is constrained to the fibroblast reticular cell (FRC) network over an alternative 'random walk with persistence time' model where cells would move randomly, with a short-term persistence driven by a hypothetical T cell intrinsic 'clock'. I also present unexpected results on the FRC network geometry. Finally, a quantitative method is presented for addressing some measurement biases inherent to multi-photon imaging. In all three chapters, novel findings are made, and the methods developed have the potential for further use to address important problems in the field. In chapter 5, I present a summary and synthesis of results from chapters 3-4 and a more speculative discussion of these results and potential future directions.

Forecasting exchange rates in the presence of instabilities

Many exchange rate papers articulate the view that instabilities constitute a major impediment to exchange rate predictability. In this thesis we implement Bayesian and other techniques to account for such instabilities, and examine some of the main obstacles to exchange rate models' predictive ability. We first consider in Chapter 2 a time-varying parameter model in which fluctuations in exchange rates are related to short-term nominal interest rates ensuing from monetary policy rules, such as Taylor rules. Unlike the existing exchange rate studies, the parameters of our Taylor rules are allowed to change over time, in light of the widespread evidence of shifts in fundamentals - for example in the aftermath of the Global Financial Crisis. Focusing on quarterly data frequency from the crisis, we detect forecast improvements upon a random walk (RW) benchmark for at least half, and for as many as seven out of 10, of the currencies considered. Results are stronger when we allow the time-varying parameters of the Taylor rules to differ between countries. In Chapter 3 we look closely at the role of time-variation in parameters and other sources of uncertainty in hindering exchange rate models' predictive power. We apply a Bayesian setup that incorporates the notion that the relevant set of exchange rate determinants and their corresponding coefficients, change over time. Using statistical and economic measures of performance, we first find that predictive models which allow for sudden, rather than smooth, changes in the coefficients yield significant forecast improvements and economic gains at horizons beyond 1-month. At shorter horizons, however, our methods fail to forecast better than the RW. And we identify uncertainty in coefficients' estimation and uncertainty about the precise degree of coefficients variability to incorporate in the models, as the main factors obstructing predictive ability. Chapter 4 focus on the problem of the time-varying predictive ability of economic fundamentals for exchange rates. It uses bootstrap-based methods to uncover the time-specific conditioning information for predicting fluctuations in exchange rates. Employing several metrics for statistical and economic evaluation of forecasting performance, we find that our approach based on pre-selecting and validating fundamentals across bootstrap replications generates more accurate forecasts than the RW. The approach, known as bumping, robustly reveals parsimonious models with out-of-sample predictive power at 1-month horizon; and outperforms alternative methods, including Bayesian, bagging, and standard forecast combinations. Chapter 5 exploits the predictive content of daily commodity prices for monthly commodity-currency exchange rates. It builds on the idea that the effect of daily commodity price fluctuations on commodity currencies is short-lived, and therefore harder to pin down at low frequencies. Using MIxed DAta Sampling (MIDAS) models, and Bayesian estimation methods to account for time-variation in predictive ability, the chapter demonstrates the usefulness of suitably exploiting such short-lived effects in improving exchange rate forecasts. It further shows that the usual low-frequency predictors, such as money supplies and interest rates differentials, typically receive little support from the data at monthly frequency, whereas MIDAS models featuring daily commodity prices are highly likely. The chapter also introduces the random walk Metropolis-Hastings technique as a new tool to estimate MIDAS regressions.

The subjunctive mood in Late Middle English adverbial clauses: the interaction of form and function

This thesis focuses on the history of the inflexional subjunctive and its functional substitutes in Late Middle English. To explore why and how the inflexional subjunctive declined in the history of English language, I analysed 2653 examples of three adverbial clauses introduced by if (1882 examples), though (305 examples) and lest (466 examples). Using a corpus-based approach, this thesis argues that linguistic change in subjunctive constructions did not happen suddenly but rather gradually, and the way it changed was varied , and that different constructions changed at different speeds in different environments. It is well known that the inflexional subjunctive declined in the history of English, mainly because of inflexional loss. Strangely however this topic has been comparatively neglected in the scholarly literature, especially with regard to the Middle English period, probably due to the limitations of data and also because study of this development requires very cumbersome textual research. This thesis has derived and analysed the data from three large corpora in the public domain: the Middle English Grammar Corpus (MEG-C for short), the Innsbruck Computer Archive of Machine-Readable English Texts (ICAMET for short), and some selected texts from The Corpus of Middle English Prose and Verse, part of the Middle English Compendium that also includes the Middle English Dictionary. The data were analysed from three perspectives: 1) clausal type, 2) dialect, and 3) textual genre. The basic methodology for the research was to analyse the examples one by one, with special attention being paid to the peculiarities of each text. In addition, this thesis draw on some complementary – indeed overlapping -- linguistic theories for further discussion: 1) Biber’s multi-dimensional theory, 2) Ogura and Wang’s (1994) S-curve or ‘diffusion’ theory, 3) Kretzchmar’s (2009) linguistics of speech, and 4) Halliday’s (1987) notion of language as a dynamic open system. To summarise the outcomes of this thesis: 1) On variation between clausal types, it was shown that the distributional tendencies of verb types (sub, ind, mod) are different between the three adverbial clauses under consideration. 2) On variation between dialects, it has been shown that the northern area, i.e. the so-called Great Scandinavian Belt, displays an especially high comparative ratio of the inflexional subjunctive construction compared to the other areas. This thesis suggests that this result was caused by the influence of Norse, relating the finding to the argument of Samuels (1989) that the present tense -es ending in the northern dialect was introduced by the influence of the Scandinavians. 3) On variation between genres, those labelled Science, Documents and Religion display relatively high ratio of the inflexional subjunctive, while Letter, Romance and History show relatively low ratio of the inflexional subjunctive. This results are explained by Biber’s multi-dimensional theory, which shows that the inflexional subjunctive can be related to the factors ‘informational’, ‘non-narrative’, ‘persuasive’ and ‘abstract’. 4) Lastly, on the inflexional subjunctive in Late Middle English, this thesis concludes that 1) the change did not happen suddenly but gradually, and 2) the way language changes varies. Thus the inflexional subjunctive did not disappear suddenly from England, and there was a time lag among the clausal types, dialects and genres, which can be related to Ogura and Wang’s S-curve (“diffusion”) theory and Kretzchmars’s view of “linguistic continuum”. This thesis has shown that the issues with regard to the inflexional subjunctive are quite complex, so that research in this area requires not only textual analysis but also theoretical analysis, considering both intra- and extra- linguistic factors.