Alive SMC^2: Bayesian model selection for low-count time series models with intractable likelihoods

In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.

New insights into the molecular structure of kaolinite–methanol intercalation complexes

A series of kaolinite–methanol complexes with different basal spacings were synthesized using guest displacement reactions of the intercalation precursors kaolinite–N-methyformamide (Kaol–NMF), kaolinite–urea (Kaol–U), or kaolinite–dimethylsulfoxide (Kaol–DMSO), with methanol (Me). The interaction of methanol with kaolinite was examined using X-ray diffraction (XRD), infrared spectroscopy (IR), and nuclear magnetic resonance (NMR). Kaolinite (Kaol) initially intercalated with N-methyformamide (NMF), urea (U), or dimethylsulfoxide (DMSO) before subsequent reaction with Me formed final kaolinite–methanol (Kaol–Me) complexes characterized by basal spacing ranging between 8.6 Å and 9.6 Å, depending on the pre-intercalated reagent. Based on a comparative analysis of the three Kaol–Me displacement intercalation complexes, three types of Me intercalation products were suggested to have been present in the interlayer space of Kaol: (1) molecules grafted onto a kaolinite octahedral sheet in the form of a methoxy group (Al-O-C bond); (2) mobile Me and/or water molecules kept in the interlayer space via hydrogen bonds that could be partially removed during drying; and (3) a mixture of types 1 and 2, with the methoxy group (Al-O-C bond) grafted onto the Kaol sheet and mobile Me and/or water molecules coexisted in the system after the displacement reaction by Me. Various structural models that reflected four possible complexes of Kaol–Me were constructed for use in a complimentary computational study. Results from the calculation of the methanol kaolinite interaction indicate that the hydroxyl oxygen atom of methanol plays the dominant role in the stabilization and localization of the molecule intercalated in the interlayer space, and that water existing in the intercalated Kaol layer is inevitable.

The structures of the isomorphous potassium and rubidium salts of 4-nitrobenzoic acid and an overview of the metal complex stereochemistries of the alkali metal salt series with this ligand

The structures of the isomorphous potassium and rubidium polymeric coordination complexes with 4-nitrobenzoic acid, poly[mu2-aqua-aqua-mu3-(4-nitrobenzoato)-potassium], [K(C7H4N2O2)(H2O)2]n, (I) and poly[mu3-aqua-aqua-mu5-(4-nitrobenzoato)-rubidium], [Rb(C7H4N2O2)(H2O)2]n, (II) have been determined. In (I) the very distorted KO6 coordination sphere about the K+ centres in the repeat unit comprise two bridging nitro O-atom donors, a single bridging carboxyl O-atom donor and two water molecules, one of which is bridging. In the the Rb complex (II), the same basic MO6 coordination is found in the repeat unit but is expanded to RbO9 through a slight increase in the accepted Rb-O bond length range and includes an additional Rb-O(carboxyl) bond, completing a bidentate O,O'-chelate interaction, and additional bridging Rb-Onitro) and Rb-O(water) bonds. The comparative K-O and Rb-O bond length ranges are 2.738(3)-3.002(3)Ang. (I) and 2.884(2)-3.182(2)Ang. (II). The structure of (II) is also isomorphous as well as isostructural with the known structure of the nine-coordinate caesium 4-nitrobenzoate analogue, [Cs(C7H4N2O~2~)(H~2~O)2]n, (III) in which the Cs---O range is 3.047(4)-3.338(4)Ang. In all three complexes, common basic polymeric extensions are found, including two different centrosymmetric bridging interactions through both water and nitro groups as well as extensions along c through the p-related carboxyl group, giving a two-dimensional structure in (I). In (II) and (III), three-dimensional structures are generated through additional bridges through the nitro and water O-atoms. In all structures, both water molecules are involved in similar intra-polymer O-H...O hydrogen-bonding interactions to both carboxyl as well as water O-atom acceptors. A comparison of the varied coordination behaviour of the full set of Li-Cs salts with 4-nitrobenzoic acid is also made.

Health and prevention among East African women in the U.S.

African-born individuals in the U.S. face significant health challenges, including low utilization of preventive screening services. Using a community-based participatory research framework, we describe preliminary efforts at establishing a collaborative relationship with the East African communities of San Diego, identifying salient community health needs, and developing a framework for disseminating information and addressing identified health gaps. To this end, 40 East African-born women participated in focus groups with the purpose of eliciting community perspectives on U.S. health care services, beliefs about preventive screening, and to garner recommendations for future outreach. Qualitative analyses identified participants’ desire to engage in primary prevention techniques that incorporated best practices from their home countries and the U.S., and the need for health education programs to provide information on increasingly prevalent chronic diseases. The findings are discussed in connection with continued community-engaged efforts and the implications for health and resettlement policies to reduce inequities disfavoring resettled refugees.

Multifractal analyses of daily rainfall time series in Pearl River basin of China

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q)K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter HH from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2)h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2)K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Association between the interleukin 23 receptor and ankylosing spondylitis is confirmed by a new UK case-control study and meta-analysis of published series

Objectives. It has been shown previously that IL-23R variants are associated with AS. We conducted an extended analysis in the UK population and a meta-analysis with the previously published studies, in order to refine these IL-23R associations with AS. Methods. The UK case-control study included 730 new cases and 1331 healthy controls. In the extended study, the 730 cases were combined with 1088 published cases. Allelic associations were analysed using contingency tables. In the meta-analysis, 3482 cases and 3150 controls from four different published studies and the new UK cases were combined. DerSimonian-Laird test was used to calculate random effects pooled odds ratios (ORs). Results. In the UK case-control study with new cases, four of the eight SNPs showed significant associations, whereas in the extended UK study, seven of the eight IL-23R SNPs showed significant associations (P < 0.05) with AS, maximal with rs11209032 (P < 10-5, OR 1.3), when cases with IBD and/or psoriasis were excluded. The meta-analysis showed significant associations with all eight SNPs; the strongest associations were again seen not only with rs11209032 (P = 4.06 × 10-9, OR ∼1.2) but also with rs11209026 (P < 10-10, OR ∼0.6). Conclusions. IL-23R polymorphisms are clearly associated with AS, but the primary causal association(s) is(are) still not established. These polymorphisms could contribute either increased or decreased susceptibility to AS; functional studies will be required for their full evaluation. Additionally, observed stronger associations with SNPs rs11209026 and rs11465804 upon exclusion of IBD and/or psoriasis cases may represent an independent association with AS. © The Author 2009. Published by Oxford University Press on behalf of the British Society for Rheumatology. All rights reserved.

Investigating the genetic association between ERAP1 and ankylosing spondylitis

A strong association between ERAP1 and ankylosing spondylitis (AS) was recently identified by the Wellcome Trust Case Control Consortium and the Australo-Anglo-American Spondylitis Consortium (WTCCC-TASC) study. ERAP1 is highly polymorphic with strong linkage disequilibrium evident across the gene. We therefore conducted a series of experiments to try to identify the primary genetic association(s) with ERAP1. We replicated the original associations in an independent set of 730 patients and 1021 controls, resequenced ERAP1 to define the full extent of coding polymorphisms and tested all variants in additional association studies. The genetic association with ERAP1 was independently confirmed; the strongest association was with rs30187 in the replication set (P = 3.4 × 103). When the data were combined with the original WTCCC-TASC study the strongest association was with rs27044 (P = 1.1 × 10-9). We identified 33 sequence polymorphisms in ERAP1, including three novel and eight known non-synonymous polymorphisms. We report several new associations between AS and polymorphisms distributed across ERAP1 from the extended case-control study, the most significant of which was with rs27434 (P = 4.7 × 10-7). Regression analysis failed to identify a primary association clearly; we therefore used data from HapMap to impute genotypes for an additional 205 non-coding SNPs located within and adjacent to ERAP1. A number of highly significant associations (P < 5 × 10-9) were identified in regulatory sequences which are good candidates for causing susceptibility to AS, possibly by regulating ERAP1 expression. © 2009 The Author(s).

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Childhood-as-rescue in the emergence and spread of the U.S. public school

In this volume, the editors have brought together prominent international contributors to examine the relevance of Foucauldian thought on educational theory, practice and institutional life. The result is a diverse collection that offers broad and engaging analyses of how power and knowledge are configured in the practices and norms of schooling. This text not only provides a critical examination of the significance of Foucauldian thought for education, but also discusses how Foucault's theories are arrayed in the everyday life of schools.

Standardised antibacterial Manuka honey in the management of persistent post-operative corneal oedema: A case series

Background Corneal oedema is a common post-operative problem that delays or prevents visual recovery from ocular surgery. Honey is a supersaturated solution of sugars with an acidic pH, high osmolarity and low water content. These characteristics inhibit the growth of micro-organisms, reduce oedema and promote epithelialisation. This clinical case series describes the use of a regulatory approved Leptospermum species honey ophthalmic product, in the management of post-operative corneal oedema and bullous keratopathy. Methods A retrospective review of 18 consecutive cases (30 eyes) with corneal oedema persisting beyond one month after single or multiple ocular surgical procedures (phacoemulsification cataract surgery and additional procedures) treated with Optimel Antibacterial Manuka Eye Drops twice to three times daily as an adjunctive therapy to conventional topical management with corticosteroid, aqueous suppressants, hypertonic sodium chloride five per cent, eyelid hygiene and artificial tears. Visual acuity and central corneal thickness were measured before and at the conclusion of Optimel treatment. Results A temporary reduction in corneal epithelial oedema lasting up to several hours was observed after the initial Optimel instillation and was associated with a reduction in central corneal thickness, resolution of epithelial microcysts, collapse of epithelial bullae, improved corneal clarity, improved visualisation of the intraocular structures and improved visual acuity. Additionally, with chronic use, reduction in punctate epitheliopathy, reduction in central corneal thickness and improvement in visual acuity were achieved. Temporary stinging after Optimel instillation was experienced. No adverse infectious or inflammatory events occurred during treatment with Optimel. Conclusions Optimel was a safe and effective adjunctive therapeutic strategy in the management of persistent post-operative corneal oedema and warrants further investigation in clinical trials.

Optimal designs for evaluating a series of treatments

Several articles in this journal have studied optimal designs for testing a series of treatments to identify promising ones for further study. These designs formulate testing as an ongoing process until a promising treatment is identified. This formulation is considered to be more realistic but substantially increases the computational complexity. In this article, we show that these new designs, which control the error rates for a series of treatments, can be reformulated as conventional designs that control the error rates for each individual treatment. This reformulation leads to a more meaningful interpretation of the error rates and hence easier specification of the error rates in practice. The reformulation also allows us to use conventional designs from published tables or standard computer programs to design trials for a series of treatments. We illustrate these using a study in soft tissue sarcoma.

Book Review: "Tony Kanellos (editor), Out of the Past: views of the Adelaide Botanic Gardens - a Series of Edwardian Era Postcards"

The extended title for this splendid visual feast is a catalogue to accompany the exhibition Postcards from the Edge of the City at the Santos Museum ofE conomic Botany, 9 December 2014 to 26 April 2015. As a catalogue this book contains the from and back sides of 300 postcards published between 1900 and 1917...

Parameterizing Unconditional Skewness in Models for Financial Time Series

In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate unconditional skewness. We consider modeling the unconditional mean and variance using models that respond nonlinearly or asymmetrically to shocks. We investigate the implications of these models on the third-moment structure of the marginal distribution as well as conditions under which the unconditional distribution exhibits skewness and nonzero third-order autocovariance structure. In this respect, an asymmetric or nonlinear specification of the conditional mean is found to be of greater importance than the properties of the conditional variance. Several examples are discussed and, whenever possible, explicit analytical expressions provided for all third-order moments and cross-moments. Finally, we introduce a new tool, the shock impact curve, for investigating the impact of shocks on the conditional mean squared error of return series.

Anticipating Chinese Tourists Arrivals in Australia: A Time Series Analysis

Given the growing importance of the Chinese tourist market to Australia, an understanding of Chinese tourists' arrival patterns is essential to accurate forecasting of future arrivals. Drawing on 25 years of records (1991-2015), this study developed a time-series model of monthly arrivals of Chinese tourists in Australia. The model reflects the exponentially increasing trend and strong seasonality of arrivals. Excellent results from validation of the model's forecasts endorsed this time-series model's potential in the policy prescription and management practice of Australian tourism industries.

THE DRINKING DRIVER, A guide to the five part series ONE FOR THE ROAD

THE DRINKING DRIVER is a guide for listeners to the Adult Education radio series ONE FOR THE ROAD, a five-part series on drink-driving and Australia’s road toll. ONE FOR THE ROAD was produced by Lee Parker and Julie Levi, with assistance from the Federal Office of Road Safety in Canberra. The five programs, presented by Lee Parker were first broadcast on ABC Radio National in January 1989, and repeated on Radio National and Regional Stations across Australia in April/May 1989. THE DRINKING DRIVER was written by Mark King, Senior Project Officer with the Road Safety Division of the South Australian Department of Transport.