Comparing population distributions from bin-aggregated sample data: an application to historical height data from France

This paper develops a methodology to estimate the entire population distributions from bin-aggregated sample data. We do this through the estimation of the parameters of mixtures of distributions that allow for maximal parametric flexibility. The statistical approach we develop enables comparisons of the full distributions of height data from potential army conscripts across France's 88 departments for most of the nineteenth century. These comparisons are made by testing for differences-of-means stochastic dominance. Corrections for possible measurement errors are also devised by taking advantage of the richness of the data sets. Our methodology is of interest to researchers working on historical as well as contemporary bin-aggregated or histogram-type data, something that is still widely done since much of the information that is publicly available is in that form, often due to restrictions due to political sensitivity and/or confidentiality concerns.

On the density distribution across space: a probabilistic approach

This paper aims at providing a Bayesian parametric framework to tackle the accessibility problem across space in urban theory. Adopting continuous variables in a probabilistic setting we are able to associate with the distribution density to the Kendall's tau index and replicate the general issues related to the role of proximity in a more general context. In addition, by referring to the Beta and Gamma distribution, we are able to introduce a differentiation feature in each spatial unit without incurring in any a-priori definition of territorial units. We are also providing an empirical application of our theoretical setting to study the density distribution of the population across Massachusetts.

Could cell membranes produce acoustic streaming? Making the case for synechococcus self-propulsion

Sir James Lighthill proposed in 1992 that acoustic streaming occurs in the inner ear, as part of the cochlear amplifier mechanism. Here we hypothesize that some of the most ancient organisms use acoustic streaming not only for self-propulsion but also to enhance their nutrient uptake. We focus on a motile strain of Synechococcus, a yanobacteria whose mechanism for self-propulsion is not known. Molecular motors could work like piezoelectric transducers acting on the crystalline structure surrounding the outer cell membrane. Our calculations show that a traveling surface acoustic wave (SAW)could account for the observed velocities. These SAW waves will also produce a non-negligible Stokes layer surrounding the cell: motion within this region being essentially chaotic. Therefore, an AS mechanism would be biologically advantageous, enhancing localized diffusion processes and consequently, chemical reactions. We believe that acoustic streaming, produced by nanometer scale membrane vibrations could be widespread in cell biology. Other possible instances are yeast cells and erythrocytes. Flows generated by acoustic streaming may also be produced by silica coated diatoms along their raphe. We note that microelectromechanical (MEMS) acoustic streaming devices were first introduced in the 1990’s. Nature may have preceded this invention by 2.7 Gyr.

Iceberg transport technologies in spatial competition. Hotelling reborn

Transport costs in address models of differentiation are usually modeled as separable of the consumption commodity and with a parametric price. However, there are many sectors in an economy where such modeling is not satisfactory either because transportation is supplied under oligopolistic conditions or because there is a difference (loss) between the amount delivered at the point of production and the amount received at the point of consumption. This paper is a first attempt to tackle these issues proposing to study competition in spatial models using an iceberg-like transport cost technology allowing for concave and convex melting functions.

School composition effects in Spain

Drawing on PISA data of 2006, this study examines the impact of socio-economic school composition on science test score achievement for Spanish students in compulsory secondary schools. We define school composition in terms of the average parental human capital of students in the same school. These contextual peer effects are estimated using a semi-parametric methodology, which enables the spillovers to affect all the parameters of the educational production function. We also deal with the potential problem of self-selection of student into schools, using an artificial sorting that we argue to be independent from unobserved student’s abilities. The results indicate that the association between socio-economic school composition and test score results is clearly positive and significantly higher when computed with the semi-parametric approach. However, we find that the endogenous sorting of students into schools plays a fundamental role, given that the spillovers are significantly reduced when this selection process is ruled out from our measure of school composition effects. Specifically, the estimations suggest that the contextual peer effects are moderately positive only in those schools where the socio-economic composition is considerably elevated. In addition, we find some evidence of asymmetry of how the external effects and the sorting process actually operate, which seem affect in a different way males and females as well as high and low performance students.

Eina gràfica per la creació d'autòmats per a la representació del llenguatge natural

Aquest projecte tracta la implementació d’una eina gràfica multiplataforma de creació i edició de gramàtiques electròniques per representar el Llenguatge Natural. És una eina per lingüistes i projectes com Spanish FrameNet Project amb la quan poden representar fàcilment transductors en un format més visual, les transicions es representen en forma de “caixes”, i guardar els resultats. S’han implementat varies opcions per crear una eina còmode i personalitzable per l’usuari amb funcionalitats enfocades a les seves necessitats com importar/exportar autòmats des d’una Expressió Regular. Es tracta l’implementació de tots els components que s’han necessitat per crear la GUI així com la seva funcionalitat.

Loss risk through fraud in car insurance

Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the point of view of operational risk, the study aims to analyse the effect of failing to detect fraudulent claims after investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the insurance company.

Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

The link between public support and private R&D effort: What is the optimal subsidy?

The effectiveness of R&D subsidies can vary substantially depending on their characteristics. Specifically, the amount and intensity of such subsidies are crucial issues in the design of public schemes supporting private R&D. Public agencies determine the intensities of R&D subsidies for firms in line with their eligibility criteria, although assessing the effects of R&D projects accurately is far from straightforward. The main aim of this paper is to examine whether there is an optimal intensity for R&D subsidies through an analysis of their impact on private R&D effort. We examine the decisions of a public agency to grant subsidies taking into account not only the characteristics of the firms but also, as few previous studies have done to date, those of the R&D projects. In determining the optimal subsidy we use both parametric and nonparametric techniques. The results show a non-linear relationship between the percentage of subsidy received and the firms’ R&D effort. These results have implications for technology policy, particularly for the design of R&D subsidies that ensure enhanced effectiveness.

Sound Texture Modelling

In the PhD thesis “Sound Texture Modeling” we deal with statistical modelling or textural sounds like water, wind, rain, etc. For synthesis and classification. Our initial model is based on a wavelet tree signal decomposition and the modeling of the resulting sequence by means of a parametric probabilistic model, that can be situated within the family of models trainable via expectation maximization (hidden Markov tree model ). Our model is able to capture key characteristics of the source textures (water, rain, fire, applause, crowd chatter ), and faithfully reproduces some of the sound classes. In terms of a more general taxonomy of natural events proposed by Graver, we worked on models for natural event classification and segmentation. While the event labels comprise physical interactions between materials that do not have textural propierties in their enterity, those segmentation models can help in identifying textural portions of an audio recording useful for analysis and resynthesis. Following our work on concatenative synthesis of musical instruments, we have developed a pattern-based synthesis system, that allows to sonically explore a database of units by means of their representation in a perceptual feature space. Concatenative syntyhesis with “molecules” built from sparse atomic representations also allows capture low-level correlations in perceptual audio features, while facilitating the manipulation of textural sounds based on their physical and perceptual properties. We have approached the problem of sound texture modelling for synthesis from different directions, namely a low-level signal-theoretic point of view through a wavelet transform, and a more high-level point of view driven by perceptual audio features in the concatenative synthesis setting. The developed framework provides unified approach to the high-quality resynthesis of natural texture sounds. Our research is embedded within the Metaverse 1 European project (2008-2011), where our models are contributting as low level building blocks within a semi-automated soundscape generation system.

The agreement between ipsative and normative questionnaires using compositional data analysis techniques

The main instrument used in psychological measurement is the self-report questionnaire. One of its majordrawbacks however is its susceptibility to response biases. A known strategy to control these biases hasbeen the use of so-called ipsative items. Ipsative items are items that require the respondent to makebetween-scale comparisons within each item. The selected option determines to which scale the weight ofthe answer is attributed. Consequently in questionnaires only consisting of ipsative items everyrespondent is allotted an equal amount, i.e. the total score, that each can distribute differently over thescales. Therefore this type of response format yields data that can be considered compositional from itsinception.Methodological oriented psychologists have heavily criticized this type of item format, since the resultingdata is also marked by the associated unfavourable statistical properties. Nevertheless, clinicians havekept using these questionnaires to their satisfaction. This investigation therefore aims to evaluate bothpositions and addresses the similarities and differences between the two data collection methods. Theultimate objective is to formulate a guideline when to use which type of item format.The comparison is based on data obtained with both an ipsative and normative version of threepsychological questionnaires, which were administered to 502 first-year students in psychology accordingto a balanced within-subjects design. Previous research only compared the direct ipsative scale scoreswith the derived ipsative scale scores. The use of compositional data analysis techniques also enables oneto compare derived normative score ratios with direct normative score ratios. The addition of the secondcomparison not only offers the advantage of a better-balanced research strategy. In principle it also allowsfor parametric testing in the evaluation

Necessary and sufficient conditions for robust stability using modal intervals

In this paper, robustness of parametric systems is analyzed using a new approach to interval mathematics called Modal Interval Analysis. Modal Intervals are an interval extension that, instead of classic intervals, recovers some of the properties required by a numerical system. Modal Interval Analysis not only simplifies the computation of interval functions but allows semantic interpretation of their results. Necessary, sufficient and, in some cases, necessary and sufficient conditions for robust performance are presented

The effectiveness of market intervention policies to improve diet quality and to reduce the prevalence of obesity in Spain

Our project aims at analyzing the relevance of economic factors (mainly income and other socioeconomic characteristics of Spanish households and market prices) on the prevalence of obesity in Spain and to what extent market intervention prices are effective to reduce obesity and improve the quality of the diet, and under what circumstances. In relation to the existing literature worldwide, this project is the first attempt in Spain trying to get an overall picture on the effectiveness of public policies on both food consumption and the quality of diet, on one hand, and on the prevalence of obesity on the other. The project consists of four main parts. The first part represents a critical review of the literature on the economic approach of dealing with the obesity prevalence problems, diet quality and public intervention policies. Although another important body of obesity literature is dealing with physical exercise but in this paper we will limit our attention to those studies related to food consumption respecting the scope of our study and as there are many published literature review dealing with the literature related to the physical exercise and its effect on obesity prevalence. The second part consists of a Parametric and Non-Parametric Analysis of the Role of Economic Factors on Obesity Prevalence in Spain. The third part is trying to overcome the shortcomings of many diet quality indices that have been developed during last decades, such as the Healthy Eating Index, the Diet Quality Index, the Healthy Diet Indicator, and the Mediterranean Diet Score, through the development of a new obesity specific diet quality index. While the last part of our project concentrates on the assessment of the effectiveness of market intervention policies to improve the healthiness of the Spanish Diet Using the new Exact Affine Stone Index (EASI) Demand System.

Parametrization of spectral surfaces of a class of periodic 5-diagonal matrices

The main result of this work is a parametric description of the spectral surfaces of a class of periodic 5-diagonal matrices, related to the strong moment problem. This class is a self-adjoint twin of the class of CMV matrices. Jointly they form the simplest possible classes of 5-diagonal matrices.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced