Structured and unstructured continuous models for Wolbachia infections

We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

The role of fixed delays in neuronal rate models

Fixed delays in neuronal interactions arise through synaptic and dendritic processing. Previous work has shown that such delays, which play an important role in shaping the dynamics of networks of large numbers of spiking neurons with continuous synaptic kinetics, can be taken into account with a rate model through the addition of an explicit, fixed delay. Here we extend this work to account for arbitrary symmetric patterns of synaptic connectivity and generic nonlinear transfer functions. Specifically, we conduct a weakly nonlinear analysis of the dynamical states arising via primary instabilities of the stationary uniform state. In this way we determine analytically how the nature and stability of these states depend on the choice of transfer function and connectivity. While this dependence is, in general, nontrivial, we make use of the smallness of the ratio in the delay in neuronal interactions to the effective time constant of integration to arrive at two general observations of physiological relevance. These are: 1 - fast oscillations are always supercritical for realistic transfer functions. 2 - Traveling waves are preferred over standing waves given plausible patterns of local connectivity.

An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. We explore the data set with standard univariate methods. We also propose ways to select the bandwidth and transformation parameters in the univariate case based on Bayesian methods. We indicate how to compare the results of alternative methods both looking at the shape of the overall density domain and exploring the density estimates in the right tail.

A well-posedness theory in measures for some kinetic models of collective motion

We present existence, uniqueness and continuous dependence results for some kinetic equations motivated by models for the collective behavior of large groups of individuals. Models of this kind have been recently proposed to study the behavior of large groups of animals, such as flocks of birds, swarms, or schools of fish. Our aim is to give a well-posedness theory for general models which possibly include a variety of effects: an interaction through a potential, such as a short-range repulsion and long-range attraction; a velocity-averaging effect where individuals try to adapt their own velocity to that of other individuals in their surroundings; and self-propulsion effects, which take into account effects on one individual that are independent of the others. We develop our theory in a space of measures, using mass transportation distances. As consequences of our theory we show also the convergence of particle systems to their corresponding kinetic equations, and the local-in-time convergence to the hydrodynamic limit for one of the models.

Modelling dependence in a ratemaking procedure with multivariate Poisson regression models

When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Theoretical aspects of graph models for MANETs

We survey the main theoretical aspects of models for Mobile Ad Hoc Networks (MANETs). We present theoretical characterizations of mobile network structural properties, different dynamic graph models of MANETs, and finally we give detailed summaries of a few selected articles. In particular, we focus on articles dealing with connectivity of mobile networks, and on articles which show that mobility can be used to propagate information between nodes of the network while at the same time maintaining small transmission distances, and thus saving energy.

Multivariate contemporaneous-threshold autoregressive models

This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific innovation covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.

State-dependent threshold STAR models

In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.

A comparison of input-output models: ghosh reduces to leontief (but "closing" ghosh makes it more plausible)

Ghosh's model is discussed in this paper under two alternative scenarios. In an open version we compare it with Leontief's model and prove that they reduce to each other under some specific productive conditions. We then move onto reconsidering Ghosh's model alleged implausibility and we do so reformulating the model to incorporate a closure rule. The closure solves, to some extent, the implausibility problem very clearly put out by Oosterhaven for then value-added is correctly computed and responsive to allocation changes resulting from supply shocks.

Technology, business models and network structure in the airline industry

Network airlines have been increasingly focusing their operations on hub airports through the exploitation of connecting traffic, allowing them to take advantage of economies of traffic density, which are unequivocal in the airline industry. Less attention has been devoted to airlines? decisions on point-to-point thin routes, which could be served using different aircraft technologies and different business models. This paper examines, both theoretically and empirically, the impact on airlines ?networks of the two major innovations in the airline industry in the last two decades: the regional jet technology and the low-cost business model. We show that, under certain circumstances, direct services on point-to-point thin routes can be viable and thus airlines may be interested in deviating passengers out of the hub.

L'aprenentatge basat en problemes en models híbrids de docència-aprenentatge

La Facultat de Ciències de la Salut i de la Vida ha utilitzat des de 2004 la metodologia d'aprenentatge basat en problemes (en endavant ABP) com a mètode docent en els seus estudis de Biologia. En aquest període hem après algunes de les claus de l'aplicació del mètode en els nostres estudis. En primer lloc, cal disposar d'elements formatius que afavoreixin la formació dels tutors que participin en el projecte. Per assolir aquest objectiu hem dissenyat un portal on els nostres professors poden disposar de materials útils per a la seva activitat, així com de documents que permetin entendre millor el que suposa l'ABP. En segon lloc, el projecte tenia l'objectiu de dissenyar i avaluar activitats que permetessin integrar les pràctiques de laboratori en la lògica de la resolució de problemes pròpia de l'ABP. En aquest sentit vam dissenyar dues activitats en el tercer curs de la llicenciatura que anomenaren aprenentatge basat en el laboratori (ABL). Per aquest motiu es van dissenyar problemes que tinguessin una primera part de resolució a l'aula en grup de tutoria i una segona que obligués els estudiants a realitzar experiments de laboratori dirigits a entendre i resoldre les qüestions plantejades al grup de tutoria. L'ABL-1 fou un projecte de biologia cel·lular i destinat a aprofundir en els mecanismes implicats en els fenòmens de diferenciació dels miòcits. L'ABL-2 era un projecte conjunt dels professors de Fisiologia vegetal, Bioestadística i Microbiologia. En aquest cas es desitjava que els estudiants plantegessin la resolució a un problema que suposava la manipulació genètica de cèl·lules vegetals per fer possible que produïssin una substància específica, l'escopolamina. Finalment els estudiants havien d'escriure un article original com a projecte final de cada ABL. Els resultats dels dos anys d'experimentació han esta altament satisfactoris, d'acord amb les enquestes completades per alumnes i professors.

Model de Pràcticum Integrador (MPI) i ECTS : consolidació i conciliació de models

Aquest projecte es va iniciar amb la finalitat d’extendre i consolidar l’aplicació del Model de Pràcticum Integrador (MPI) a la majoria dels pràcticums de les titulacions de pedagogia, psicopedagogia i educació social de la Facultat de Ciències de l’Educació de la nostra universitat. Aquest Model s’havia iniciat en els darrers anys i ja s’havia comprovat la seva l’eficiència. L’MPI es fonamenta en el convenciment que l’assoliment de les competències professionals és bàsic i que aquestes es poden desenvolupar durant el pràcticum. En aquest nou model de pràctiques, els estudiants treballen en equips interdisciplinars per projectes, els tutors/es de la facultat conformen un equip de treball amb els tutors/es dels centres, dissenyen els plans d’acollida i de seguiment, i es fan les tutories de seguiment i treball en el centre entre totes les parts implicades. Els objectius plantejats en els dos anys de durada de l’MQD2006 eren: 1)Eliminar les dificultats tecnicoadministratives de la facultat que dificulten l’ampliació i consolidació del model MPI. 2)Comunicar i prestigiar el model MPI i la xarxa de centres d’excel·lència entre els estudiants, el professorat de la facultat i els propis centres. 3)Promoure la col·laboració, l’intercanvi de coneixement i els projectes d’innovació i recerca facultat-centres posant en contacte els grups de treball de la facultat i els centres, i mostrant els seus potencials. 4)Estructurar el nou model segons el model ECTs. 5)Analitzar i aprofundir en l’aplicació del treball per competències del nou model.

Analysis of nonlinear noisy integrate & fire neuron models: blow-up and steady states

Nonlinear Noisy Leaky Integrate and Fire (NNLIF) models for neurons networks can be written as Fokker-Planck-Kolmogorov equations on the probability density of neurons, the main parameters in the model being the connectivity of the network and the noise. We analyse several aspects of the NNLIF model: the number of steady states, a priori estimates, blow-up issues and convergence toward equilibrium in the linear case. In particular, for excitatory networks, blow-up always occurs for initial data concentrated close to the firing potential. These results show how critical is the balance between noise and excitatory/inhibitory interactions to the connectivity parameter.

Technology, business models and network structure in the airline industry

Network airlines have been increasingly focusing their operations on hub airports through the exploitation of connecting traffic, allowing them to take advantage of economies of traffic density, which are unequivocal in the airline industry. Less attention has been devoted to airlines' decisions on point-to-point thin routes, which could be served using different aircraft technologies and different business models. This paper examines, both theoretically and empirically, the impact on airlines' networks of the two major innovations in the airline industry in the last two decades: the regional jet technology and the low-cost business model. We show that, under certain circumstances, direct services on point-to-point thin routes can be viable and thus airlines may be interested in deviating passengers out of the hub. Keywords: regional jet technology; low-cost business model; point-to-point network; hub-and-spoke network JEL Classi…fication Numbers: L13; L2; L93