Successive nonparametric estimation of conditional distributions

Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.

Patched 1 conditional null allele in mice

The patched gene (Ptc) is a member of the hedgehog signaling pathway which plays a central role in the development of many invertebrate and vertebrate tissues. In addition, Ptc and a number of other pathway members are mutated in some common human cancers. Patched is the receptor for the hedgehog ligand and in the mouse ablation of the Ptc gene leads to developmental defects and an embryonic lethal phenotype. Here we describe a conditional Ptc allele in mice which will have utility for the temporospatial ablation of Ptc function. genesis 36:158-161, 2003. (C) 2003 Wiley-Liss, Inc.

Conditional inactivation of the Men1 gene leads to pancreatic and pituitary tumorigenesis but does not affect normal development of these tissues

Mutations of the MEN1 gene, encoding the tumor suppressor menin, predispose individuals to the cancer syndrome multiple endocrine neoplasia type 1, characterized by the development of tumors of the endocrine pancreas and anterior pituitary and parathyroid glands. We have targeted the murine Men1 gene by using Cre recombinase-loxP technology to develop both total and tissue-specific knockouts of the gene. Conditional homozygous inactivation of the Men1 gene in the pituitary gland and endocrine pancreas bypasses the embryonic lethality associated with a constitutional Men1(-/-) genotype and leads to beta-cell hyperplasia in less than 4 months and insulinomas and prolactinomas starting at 9 months. The pituitary gland and pancreas develop normally in the conditional absence of menin, but loss of this transcriptional cofactor is sufficient to cause beta-cell hyperplasia in some islets; however, such loss is not sufficient to initiate pituitary gland tumorigenesis, suggesting that additional genetic events are necessary for the latter.

Correlations, integration and Hansen-Jagannathan Bounds

Recent studies have documented the growing economic and financial integration between countries. Among other things, this has led to the argument that greater integration results in higher bilateral correlations between returns on national stock markets. This study endeavours to link the two issues by utilizing the assumption that if countries are integrated, they would have to display a minimum level of correlation. This is achieved by constructing a bound on the level of the bilateral correlation, as originally developed by Kasa (1995). In contrast to Kasa, the present studies demonstrate that the correlation bound may not be downward sloping in all cases and careful interpretation of the results is required.

Conditional production of superpositions of coherent states with inefficient photon detection

It is shown that a linear superposition of two macroscopically distinguishable optical coherent states can be generated using a single photon source and simple all-optical operations. Weak squeezing on a single photon, beam mixing with an auxiliary coherent state, and photon detecting with imperfect threshold detectors are enough to generate a coherent state superposition in a free propagating optical field with a large coherent amplitude (alpha>2) and high fidelity (F>0.99). In contrast to all previous schemes to generate such a state, our scheme does not need photon number resolving measurements nor Kerr-type nonlinear interactions. Furthermore, it is robust to detection inefficiency and exhibits some resilience to photon production inefficiency.

Stationary two-atom entanglement induced by nonclassical two-photon correlations

A system of two two-level atoms interacting with a squeezed vacuum field can exhibit stationary entanglement associated with nonclassical two-photon correlations characteristic of the squeezed vacuum field. The amount of entanglement present in the system is quantified by the well known measure of entanglement called concurrence. We find analytical formulae describing the concurrence for two identical and nonidentical atoms and show that it is possible to obtain a large degree of steady-state entanglement in the system. Necessary conditions for the entanglement are nonclassical two-photon correlations and nonzero collective decay. It is shown that nonidentical atoms are a better source of stationary entanglement than identical atoms. We discuss the optimal physical conditions for creating entanglement in the system; in particular, it is shown that there is an optimal and rather small value of the mean photon number required for creating entanglement.

Future long-horizon performance measurement conditional on past survival

This paper examines the measurement of long-horizon abnormal performance when stock selection is conditional on an extended period of past survival. Filtering on survival results in a sample driven towards more-established, frequently traded stocks and this has implications for the choice of benchmark used in performance measurement (especially in the presence of the well-documented size effect). A simulation study is conducted to document the properties of commonly employed performance measures conditional on past survival. The results suggest that the popular index benchmarks used in long-horizon event studies are severely biased and yield test statistics that are badly misspecified. In contrast, a matched-stock benchmark based on size and industry performs consistently well. Also, an eligible-stock index designed to mitigate the influence of the size effect proves effective.

Einstein-Podolsky-Rosen correlations via dissociation of a molecular Bose-Einstein condensate

Recent experimental measurements of atomic intensity correlations through atom shot noise suggest that atomic quadrature phase correlations may soon be measured with a similar precision. We propose a test of local realism with mesoscopic numbers of massive particles based on such measurements. Using dissociation of a Bose-Einstein condensate of diatomic molecules into bosonic atoms, we demonstrate that strongly entangled atomic beams may be produced which possess Einstein-Podolsky-Rosen (EPR) correlations in field quadratures in direct analogy to the position and momentum correlations originally considered by EPR.

Conditional performance evaluation and the relevance of money flows for Australian international equity funds

This paper assesses the importance of fund flows in the performance evaluation of Australian international equity funds. Two concepts of fund flows are considered in the context of a conditional asset pricing model. The first measure is net fund flow relative to fund size and the second is net fund flow relative to sector flows. We find that incorporating a fund flow measure relative to the sector flow results in a reduction of measured perverse market timing. The results indicate that, at the individual fund level, cash flows are relevant in assessing management outcomes.

Correlations between the satellite-derived seasonal cycle of phytoplankton biomass and aerosol optical depth in the Southern Ocean: Evidence for the influence of sea ice

The relationship between the production of dimethylsulfide (DMS) in the upper ocean and atmospheric sulfate aerosols has been confirmed through local shipboard measurements, and global modeling studies alike. In order to examine whether such a connection may be recoverable in the satellite record, we have analyzed the correlation between mean surface chlorophyll (CHL) and aerosol optical depth (AOD) in the Southern Ocean, where the marine atmosphere is relatively remote from anthropogenic and continental influences. We carried out the analysis in 5-degree zonal bands between 50 degrees S and 70 degrees S, for the period ( 1997 - 2004), and in smaller meridional sectors in the Eastern Antarctic, Ross and Weddell seas. Seasonality is moderate to strong in both CHL and AOD signatures throughout the study regions. Coherence in the CHL and AOD time series is strong in the band between 50 degrees S and 60 degrees S, however this synchrony is absent in the sea-ice zone (SIZ) south of 60 degrees S. Marked interannual variability in CHL occurs south of 60 degrees S, presumably related to variability in sea-ice production during the previous winter. We find a clear latitudinal difference in the cross correlation between CHL and AOD, with the AOD peak preceding the CHL bloom by up to 6 weeks in the SIZ. This suggests that substantial trace gas emissions ( aerosol precursors) are being produced over the SIZ in spring ( October - December) as sea ice melts. This hypothesis is supported by field data that record extremely high levels of sulfur species in sea ice, surface seawater, and the overlying atmosphere during ice melt.

Matching conditional moments in PDF modelling of nonpremixed combustion

The rate of generation of fluctuations with respect to the scalar values conditioned on the mixture fraction, which significantly affects turbulent nonpremixed combustion processes, is examined. Simulation of the rate in a major mixing model is investigated and the derived equations can assist in selecting the model parameters so that the level of conditional fluctuations is better reproduced by the models. A more general formulation of the multiple mapping conditioning (MMC) model that distinguishes the reference and conditioning variables is suggested. This formulation can be viewed as a methodology of enforcing certain desired conditional properties onto conventional mixing models. Examples of constructing consistent MMC models with dissipation and velocity conditioning as well as of combining MMC with large eddy simulations (LES) are also provided. (c) 2005 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

Conditional risk, return and contagion in the banking sector in Asia

This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor approach is adopted to incorporate intra-industry contagion and an analysis of spillovers between large banks and small banks. Finally, the study provides evidence on these relations before and after the Asian financial crisis of 1997. The results are generally consistent across the markets and with expectations.

Conditional quantum-state engineering using ancillary squeezed-vacuum states

We investigate an optical scheme to conditionally engineer quantum states using a beam splitter, homodyne detection, and a squeezed vacuum as an ancillar state. This scheme is efficient in producing non-Gaussian quantum states such as squeezed single photons and superpositions of coherent states (SCSs). We show that a SCS with well defined parity and high fidelity can be generated from a Fock state of n

Conditional release: A less restrictive alternative to hospitalization?

Objective: This study examined conditional release - that is, involuntary outpatient commitment orders upon release from hospitalization - as a least restrictive alternative to psychiatric hospitalization in Victoria, Australia. Methods: Records were obtained from the Victorian Psychiatric Case Register for patients who experienced psychiatric hospitalization: between 1990 and 2000 a total of 8,879 patients were given conditional release and 16,094 were not. Results: Compared with the group that was hospitalized but did not receive a conditional release, the group that received a conditional release was more likely to have more prior hospitalizations of greater than average duration. Patients with schizophrenia were more likely to be given conditional release. Patients given conditional release experienced a care pattern involving briefer inpatient episodes (8.3 fewer days per episode), more inpatient days, and longer duration of restrictive care - that is, combined inpatient and conditional release periods (5.1 more days per month in care). Conclusions: For patients at risk of long-term hospitalization, conditional release may help to shorten inpatient episodes by providing a least restrictive alternative to continued hospitalization. However, patients who were given conditional release doubled the amount of days they spent under restrictive care, compared with the amount of time they previously spent in the hospital before entering a period of combined inpatient and conditional release commitment. Additional oversight may have led to more frequent hospitalization. This consequence raises new questions regarding the possible benefits of such extended oversight and new challenges for release planning using conditional release as a least restrictive method of care.