Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Buy-and-Hold Strategies and Comonotonic Approximations

[cat] En aquest article estudiem estratègies “comprar i mantenir” per a problemes d’optimitzar la riquesa final en un context multi-període. Com que la riquesa final és una suma de variables aleatòries dependents, on cadascuna d’aquestes correspon a una quantitat de capital que s’ha invertit en un actiu particular en una data determinada, en primer lloc considerem aproximacions que redueixen l’aleatorietat multivariant al cas univariant. A continuació, aquestes aproximacions es fan servir per determinar les estratègies “comprar i mantenir” que optimitzen, per a un nivell de probabilitat donat, el VaR i el CLTE de la funció de distribució de la riquesa final. Aquest article complementa el treball de Dhaene et al. (2005), on es van considerar estratègies de reequilibri constant.

Is the impact of public investment neutral across the regional income distribution?: evidence from Mexico

This paper investigates the contribution of public investment to the reduction of regional inqualities, with a specific application to Mexico. We use quantile regressions to examine the impact of public investment on regional disparities according to the position of each region in the conditional distribution of regional income. Results confirm the hypothesis that regional inequalities can indeed be atrributed to the regional distribution of public investment, where the observed pattern shows that public investment mainly helped to reduce regional inequalities between the richest regions

Educational attainment and timing of fertility decisions

This paper focuses on timing of fertility decisions, conditional on the level of educational attainment of parents. Timing of fertility and educational attainment of parents rationalize the negative relationship observed in the data between hourly wages and childbearing. It is shown how the recent evolution in total fertility rates observed in developed countries could be in part the result of a transition from an early childbearing regime to a late childbearing regime. I develop a general equilibrium overlapping generations model in order to understand the joint determination of timing of childbearing decisions together with other household economic decisions in a life cycle framework. I show how idiosyncratic uncertainty might have asymmetric efects on completed fertility depending on timing of childbearing, generating the diferences in completed fertility observed between households that difer in their level of educational attainment.

Some common indexes of group diversity: upper boundaries

Workgroup diversity can be conceptualized as variety, separation, or disparity. Thus, the proper operationalization of diversity depends on how a diversity dimension has been defined. Analytically, the minimal diversity must be obtained when there are no differences on an attribute among the members of a group, however maximal diversity has a different shape for each conceptualization of diversity. Previous work on diversity indexes indicated maximum values for variety (e.g., Blau"s index and Teachman"s index), separation (e.g., standard deviation and mean Euclidean distance), and disparity (e.g., coefficient of variation and the Gini coefficient of concentration), although these maximum values are not valid for all group characteristics (i.e., group size and group size parity) and attribute scales (i.e., number of categories). We demonstrate analytically appropriate upper boundaries for conditional diversity determined by some specific group characteristics, avoiding the bias related to absolute diversity. This will allow applied researchers to make better interpretations regarding the relationship between group diversity and group outcomes.

Libertad de cátedra del profesor universitario. Contenido y amenazas en el contexto actual de reforma del modelo de universidad pública

[spa] Asistimos, desde hace algunos años, a un proceso de profundos cambios en la Universidad. Reformas que no sólo están afectando, entre otros, a su financiación, a su gobierno y gestión o a la estructura de las enseñanzas que en ella se imparten. También, y de forma muy especial e intensa, se están proyectando en su profesorado modificando su proceso de selección y transformando su función docente. Precisamente, en relación con ésta última, el papel que está llamado a desempeñar el docente está garantizado por la Constitución que les reconoce el derecho fundamental a la libertad de cátedra. La proclamación al más alto nivel normativo de este derecho del profesor ha obligado a conjugarla con otros derechos, igualmente fundamentales, presentes en el sistema educativo, en especial, el de la educación, y con otras potestades que se encomiendan a poderes públicos y universidades derivadas de la concepción de la educación como un servicio público. No obstante, en la actualidad las amenazas que plantean las nuevas exigencias derivadas del EEES pueden suponer un paso más allá actuando en la misma esencia de contenido de la libertad de cátedra perdiendo su sentido originario y condicionando su ejercicio a límites no permitidos por el propio texto constitucional.

Heterogeneity and event dependence in the analysis of sickness absence

Sickness absence (SA) is an important social, economic and public health issue. Identifying and understanding the determinants, whether biological, regulatory or, health services-related, of variability in SA duration is essential for better management of SA. The conditional frailty model (CFM) is useful when repeated SA events occur within the same individual, as it allows simultaneous analysis of event dependence and heterogeneity due to unknown, unmeasured, or unmeasurable factors. However, its use may encounter computational limitations when applied to very large data sets, as may frequently occur in the analysis of SA duration. To overcome the computational issue, we propose a Poisson-based conditional frailty model (CFPM) for repeated SA events that accounts for both event dependence and heterogeneity. To demonstrate the usefulness of the model proposed in the SA duration context, we used data from all non-work-related SA episodes that occurred in Catalonia (Spain) in 2007, initiated by either a diagnosis of neoplasm or mental and behavioral disorders. As expected, the CFPM results were very similar to those of the CFM for both diagnosis groups. The CPU time for the CFPM was substantially shorter than the CFM. The CFPM is an suitable alternative to the CFM in survival analysis with recurrent events,especially with large databases.

Planning under partial observability by classical replanning: theory and experiments

Planning with partial observability can be formulated as a non-deterministic search problem in belief space. The problem is harder than classical planning as keeping track of beliefs is harder than keeping track of states, and searching for action policies is harder than searching for action sequences. In this work, we develop a framework for partial observability that avoids these limitations and leads to a planner that scales up to larger problems. For this, the class of problems is restricted to those in which 1) the non-unary clauses representing the uncertainty about the initial situation are nvariant, and 2) variables that are hidden in the initial situation do not appear in the body of conditional effects, which are all assumed to be deterministic. We show that such problems can be translated in linear time into equivalent fully observable non-deterministic planning problems, and that an slight extension of this translation renders the problem solvable by means of classical planners. The whole approach is sound and complete provided that in addition, the state-space is connected. Experiments are also reported.

Post-Nonlinear Mixtures and Beyond

Although sources in general nonlinear mixturm arc not separable iising only statistical independence, a special and realistic case of nonlinear mixtnres, the post nonlinear (PNL) mixture is separable choosing a suited separating system. Then, a natural approach is based on the estimation of tho separating Bystem parameters by minimizing an indcpendence criterion, like estimated mwce mutual information. This class of methods requires higher (than 2) order statistics, and cannot separate Gaarsian sources. However, use of [weak) prior, like source temporal correlation or nonstationarity, leads to other source separation Jgw rithms, which are able to separate Gaussian sourra, and can even, for a few of them, works with second-order statistics. Recently, modeling time correlated s011rces by Markov models, we propose vcry efficient algorithms hmed on minimization of the conditional mutual information. Currently, using the prior of temporally correlated sources, we investigate the fesihility of inverting PNL mixtures with non-bijectiw non-liacarities, like quadratic functions. In this paper, we review the main ICA and BSS results for riunlinear mixtures, present PNL models and algorithms, and finish with advanced resutts using temporally correlated snu~sm

Avaluació de necessitats i disseny de la intervenció per a la reintegració social dels delinqüents sexuals d’alt risc

Aquest treball recull les necessitats per la reintegració que presenten els delinqüents sexuals a les presons catalanes i com es poden abordar aquestes mitjançant un model que ha donat bons resultats a altres països: Circles of Support and Accountability (CoSA a partir d'ara). L'objectiu és conèixer com funcionen els Cercles de Suport i Responsabilitat i quins són els requisits necessaris per adaptar aquest model als serveis penitenciaris de Catalunya. Amb aquesta finalitat s'ha fet una anàlisi quantitativa dels principals trets de la població penitenciària catalana, s'ha revisat la bibliografia sobre el model CoSA i s'ha fet observació de camp en la seva aplicació al Regne Unit. També s'ha comptat amb les opinions d'experts i professionals de Catalunya i s'han fet entrevistes a una petita mostra de delinqüents sexuals en règim de semillibertat. Tot i que a Catalunya hi ha programes a les presons per potenciar la rehabilitació dels delinqüents sexuals, la investigació destaca l’important paper del suport social i del manteniment dels canvis del tractament en el medi comunitari com elements clau per la reducció de la reincidència. El model Cercles optimitza l'efecte d'aquests processos i alhora ofereix un model de supervisió que concilia l'objectiu de protecció pública amb la reintegració del delinqüent. De l'estudi de la població penitenciària es conclou que hi ha una part d'interns que es podrien beneficiar d'aquest programa i que el reconeixen com una font important de suport davant les importants dificultats que troben en el procés de retorn a la llibertat. Es proposa un programa CerclesCat adaptat a la realitat del sistema penitenciari català i es descriu el procés d'implementació.

Evaluación de necesidades y diseño de la intervención para la reintegración social de los delincuentes sexuales de alto riesgo

Este trabajo recoge las necesidades para la reintegración que presentan los delincuentes sexuales de las prisiones catalanas y cómo se pueden abordar éstas mediante un modelo que ha dado buenos resultados en otros países: Circles of Support and Accountability (CoSA a partir de ahora). El objetivo es conocer cómo funcionan los Círculos de Apoyo y Responsabilidad y cuáles son los requisitos necesarios para adaptar este modelo a los servicios penitenciarios de Cataluña. Con este fin se ha hecho un análisis cuantitativo de los principales rasgos de la población penitenciaria catalana, se ha revisado la bibliografía sobre el modelo CoSA y se ha hecho observación de campo en su aplicación en el Reino Unido. También se ha contado con las opiniones de expertos y profesionales de Cataluña y se han realizado entrevistas a una pequeña muestra de delincuentes sexuales en régimen de semilibertad. Aunque en Cataluña hay programas en las prisiones para potenciar la rehabilitación de los delincuentes sexuales, la investigación destaca el importante papel del apoyo social y del mantenimiento de los cambios del tratamiento en el medio comunitario como elementos clave para la reducción de la reincidencia. El modelo de Círculos optimiza el efecto de estos procesos, y muestra un modelo de supervisión que concilia el objetivo de protección pública con la reintegración del delincuente. Del estudio de la población penitenciaria se concluye que hay una parte de internos que podrían beneficiarse de este programa y que lo reconocen como una fuente importante de apoyo ante las importantes dificultades que encuentran en el proceso de retorno a la libertad. Se propone un programa CerclesCat adaptado a la realidad del sistema penitenciario catalán y se describe el proceso de implementación.

N-myc controls proliferation, morphogenesis, and patterning of the inner ear

Myc family members play crucial roles in regulating cell proliferation, size, and differentiation during organogenesis. Both N-myc and c-myc are expressed throughout inner ear development. To address their function in the mouse inner ear, we generated mice with conditional deletions in either N-myc or c-myc. Loss of c-myc in the inner ear causes no apparent defects, whereas inactivation of N-myc results in reduced growth caused by a lack of proliferation. Reciprocally, the misexpression of N-myc in the inner ear increases proliferation. Morphogenesis of the inner ear in N-myc mouse mutants is severely disturbed, including loss of the lateral canal, fusion of the cochlea with the sacculus and utriculus, and stunted outgrowth of the cochlea. Mutant cochleas are characterized by an increased number of cells exiting the cell cycle that express the cyclin-dependent kinase inhibitor p27Kip1 and lack cyclin D1, both of which control the postmitotic state of hair cells. Analysis of different molecular markers in N-myc mutant ears reveals the development of a rudimentary organ of Corti containing hair cells and the underlying supporting cells. Differentiated cells, however, fail to form the highly ordered structure characteristic for the organ of Corti but appear as rows or clusters with an excess number of hair cells. The Kölliker's organ, a transient structure neighboring the organ of Corti and a potential source of ectopic hair cells, is absent in the mutant ears. Collectively, our data suggest that N-myc regulates growth, morphogenesis, and pattern formation during the development of the inner ear.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Generalized synchronization in directionally coupled systems with identical individual dynamics

A simple chaotic flow is presented, which when driven by an identical copy of itself, for certain initial conditions, is able to display generalized synchronization instead of identical synchronization. Being that the drive and the response are observed in exactly the same coordinate system, generalized synchronization is demonstrated by means of the auxiliary system approach and by the conditional Lyapunov spectrum. This is interpreted in terms of changes in the structure of the system stationary points, caused by the coupling, which modify its global behavior.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.