Bayesian model averaging and identification of structural breaks in time series

Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.

Intracellular metabolism and bioactivity of quercetin and its in vivo metabolites

Understanding the cellular effects of flavonoid metabolites is important for predicting which dietary flavonoids might be most beneficial in vivo. Here we investigate the bioactivity in dermal fibroblasts of the major reported in vivo metabolites of quercetin, i.e. 3'-O-methyl quercetin, 4'-O-methyl quercetin and quercetin 7-O-beta-D-glucuronide, relative to that of quercetin, in terms of their further metabolism and their resulting cytotoxic and/or cytoprotective effects in the absence and presence of oxidative stress. Uptake experiments indicate that exposure to quercetin led to the generation of two novel cellular metabolites, one characterized as a 2'-glutathionyl quercetin conjugate and another product with similar spectral characteristics but 1 mass unit lower, putatively a quinone/quinone methide. A similar product was identified in cells exposed to 3'-O-methyl quercetin, but not in the lysates of those exposed to its 4'-O-methyl counterpart, suggesting that its formation is related to oxidative metabolism. There was no uptake or metabolism of quercetin 7-O-beta-D-glucuronide by fibroblasts. Formation of oxidative metabolites may explain the observed concentration-dependent toxicity of quercetin and 3'-O-methyl quercetin, whereas the formation of a 2'-glutathionyl quercetin conjugate is interpreted as a detoxification step. Both O -methylated metabolites conferred less protection than quercetin against peroxide-induced damage, and quercetin glucuronide was ineffective. The ability to modulate cellular toxicity paralleled the ability of the compounds to decrease the level of peroxide-induced caspase-3 activation. Our data suggest that the actions of quercetin and its metabolites in vivo are mediated by intracellular metabolites.

Simple adaptive momentum: new algorithm for training multilayer perceptrons

The speed of convergence while training is an important consideration in the use of neural nets. The authors outline a new training algorithm which reduces both the number of iterations and training time required for convergence of multilayer perceptrons, compared to standard back-propagation and conjugate gradient descent algorithms.

A metabolic system-wide characterisation of the pig: a model for human physiology

The pig is a single-stomached omnivorous mammal and is an important model of human disease and nutrition. As such, it is necessary to establish a metabolic framework from which pathology-based variation can be compared. Here, a combination of one and two-dimensional (1)H and (13)C nuclear magnetic resonance spectroscopy (NMR) and high-resolution magic angle spinning (HR-MAS) NMR was used to provide a systems overview of porcine metabolism via characterisation of the urine, serum, liver and kidney metabolomes. The metabolites observed in each of these biological compartments were found to be qualitatively comparable to the metabolic signature of the same biological matrices in humans and rodents. The data were modelled using a combination of principal components analysis and Venn diagram mapping. Urine represented the most metabolically distinct biological compartment studied, with a relatively greater number of NMR detectable metabolites present, many of which are implicated in gut-microbial co-metabolic processes. The major inter-species differences observed were in the phase II conjugation of extra-genomic metabolites; the pig was observed to conjugate p-cresol, a gut microbial metabolite of tyrosine, with glucuronide rather than sulfate as seen in man. These observations are important to note when considering the translatability of experimental data derived from porcine models.

Temperature optimization of optical-phase conjugation in dye doped polymer-films

Experimental results of the temperature dependence of the nonlinear optical response of methyl red doped polymethylmethacrylate films in the range 20°C to 170°C are reported. It is found that the intensity of the phase conjugate signal resulting from degenerate four-wave mixing using pump and probe beams with parallel polarisation states increases dramatically on heating by a factor of ∼ 10, reaching a maximum at ∼ 100°C. The intensity of the phase conjugate signal for the case with crossed polarisation states of the pump and probe beams drops monotonically with increasing temperature. For both configurations the response time shortens with increasing temperature. The particular role of the polymer matrix in this temperature variation of the nonlinear optical response is discussed.

Temperature-tuned vector phase conjugation in azobenzene dye impregnated polymer films

Near-perfect vector phase conjugation was achieved at 488 nm in a methyl red dye impregnated polymethylmethacrylate film by employing a temperature tuning technique. Using a degenerate four-wave mixing geometry with vertically polarized counterpropagating pump beams, intensity and polarization gratings were written in the dye/polymer system using a vertically or horizontally polarized weak probe beam. Over a limited temperature range, as the sample was heated, the probe reflectivity from the polarization grating dropped but the reflectivity from the intensity grating rose sharply. At a sample temperature of approximately 50°C, the reflectivities of the gratings were measured to be equal and we confirmed that, at this temperature, the measured vector phase conjugate fidelity was very close to unity. We discuss a possible explanation of this effect.

Bistability through triadic closure

We propose and analyse a class of evolving network models suitable for describing a dynamic topological structure. Applications include telecommunication, on-line social behaviour and information processing in neuroscience. We model the evolving network as a discrete time Markov chain, and study a very general framework where, conditioned on the current state, edges appear or disappear independently at the next timestep. We show how to exploit symmetries in the microscopic, localized rules in order to obtain conjugate classes of random graphs that simplify analysis and calibration of a model. Further, we develop a mean field theory for describing network evolution. For a simple but realistic scenario incorporating the triadic closure effect that has been empirically observed by social scientists (friends of friends tend to become friends), the mean field theory predicts bistable dynamics, and computational results confirm this prediction. We also discuss the calibration issue for a set of real cell phone data, and find support for a stratified model, where individuals are assigned to one of two distinct groups having different within-group and across-group dynamics.

Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Reworking the NAFTA: departures from traditional frameworks

This paper reviews the treatment of intellectual property rights in the North American Free Trade Agreement (NAFTA) and considers the welfare-theoretic bases for innovation transfer between member and nonmember states. Specifically, we consider the effects of new technology development from within the union and question whether it is efficient (in a welfare sense) to transfer that new technology to nonmember states. When the new technology contains stochastic components, the important issue of information exchange arises and we consider this question in a simple oligopoly model with Bayesian updating. In this context, it is natural to ask the optimal price at which such information should be transferred. Some simple, natural conjugate examples are used to motivate the key parameters upon which the answer is dependent

Promotion carryover as a missing data problem

An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.

Organocatalytic domino reaction of cyanosulfones: access to complex cyclohexane systems with quaternary carbon centers

When ε-nitro-a,β-unsaturated esters are added to conjugated cyanosulfones in the presence of a bifunctional thiourea catalyst, a highly stereoselective domino reaction occurs to generate complex cyclohexanes with up to four stereogenic centers, one of which is quaternary in nature. Therefore, it is demonstrated that, like nitro compounds, sulfones can undergo an asymmetric intramolecular conjugate addition to r,β- unsaturated esters in the presence of a bifunctional organocatalyst.

Polymer therapeutics designed for a combination therapy of hormone-dependent cancer

Designer drug: A polymer therapeutic was designed for a combination therapy of breast cancer. N-(2-Hydroxypropyl)methacrylamide was used as the model polymer platform to prepare a unimolecular polymer conjugate (see picture, radius of gyration: 12.8 nm) that combines an endocrine (the aromatase inhibitor aminoglutethimide, blue) and a chemotherapeutic agent (the anthraxcycline antibiotic doxorubicin, red).

HPMA copolymer-aminoglutethimide conjugates inhibit aromatase in MCF-7 cell lines

N-(2-Hydroxypropyl)methacrylamide (HPMA) copolymer–doxorubicin (Dox) has already shown clinical activity in breast cancer patients. Moreover, we have recently found that an HPMA conjugate containing a combination of both Dox and the aromatase inhibitor aminoglutethimide (AGM) shows significantly increased anti-tumour activity in vitro. To better understand the mechanism of action of HPMA copolymer–AGM conjugates several models were used here to investigate their effect on cell growth and aromatase inhibition. Cytotoxicity of HPMA copolymer conjugates containing AGM, Dox and also the combination AGM–Dox was determined by MTT assay in MCF-7 and MCF-7ca cells. Androstenedione (5 × 10− 8 M) stimulates the growth of MCF-7ca cells. Both free AGM and polymer-bound AGM (0.2–0.4 mg/ml) were shown to block this mitogenic activity. When MCF-7ca cells were incubated [3H]androstenedione both AGM and HPMA copolymer–GFLG–AGM (0.2 mg/ml AGM-equiv.) showed the ability to inhibit aromatase. Although, free AGM was able to inhibit isolated human placental microsomal aromatase in a concentration dependent manner, polymer-bound AGM was not, suggesting that drug release is essential for activity of the conjugate. HPMA copolymer conjugates containing aromatase inhibitors have potential for the treatment of hormone-dependant cancers, and it would be particularly interesting to explore further as potential therapies in post-menopausal women as components of combination therapy.

Temporal evolution and electric potential structure of the auroral acceleration region from multispacecraft measurements

Bright aurorae can be excited by the acceleration of electrons into the atmosphere in violation of ideal magnetohydrodynamics. Modelling studies predict that the accelerating electric potential consists of electric double layers at the boundaries of an acceleration region but observations suggest that particle acceleration occurs throughout this region. Using multi-spacecraft observations from Cluster we have examined two upward current regions on 14 December 2009. Our observations show that the potential difference below C4 and C3 changed by up to 1.7 kV between their respective crossings, which were separated by 150 s. The field-aligned current density observed by C3 was also larger than that observed by C4. The potential drop above C3 and C4 was approximately the same in both crossings. Using a novel technique of quantitatively comparing the electron spectra measured by Cluster 1 and 3, which were separated in altitude, we determine when these spacecraft made effectively magnetically conjugate observations and use these conjugate observations to determine the instantaneous distribution of the potential drop in the AAR. Our observations show that an average of 15% of the potential drop in the AAR was located between C1 at 6235 km and C3 at 4685 km altitude, with a maximum potential drop between the spacecraft of 500~V and that the majority of the potential drop was below C3. By assuming a spatial invariance along the length of the upward current region, we discuss these observations in terms of temporal changes and the vertical structure of the electrostatic potential drop and in the context of existing models and previous observations single- and multi-spacecraft observations.

Near-Earth initiation of a terrestrial substorm

Despite the characterization of the auroral substorm more than 40 years ago, controversy still surrounds the processes triggering substorm onset initiation. That stretching of the Earth's magnetotail following the addition of new nightside magnetic flux from dayside reconnection powers the substorm is well understood; the trigger for explosive energy release at substorm expansion phase onset is not. Using ground-based data sets with unprecedented combined spatial and temporal coverage, we report the discovery of new localized and contemporaneous magnetic wave and small azimuthal scale auroral signature of substorm onset. These local auroral arc undulations and magnetic field signatures rapidly evolve on second time scales for several minutes in advance of the release of the auroral surge. We also present evidence from a conjugate geosynchronous satellite of the concurrent magnetic onset in space as the onset of magnetic pulsations in the ionosphere, to within technique error. Throughout this time period, the more poleward arcs that correspond to the auroral oval which maps to the central plasma sheet remain undisturbed. There is good evidence that flows from the midtail crossing the plasma sheet can generate north-south auroral structures, yet no such auroral forms are seen in this event. Our observations present a severe challenge to the standard hypothesis that magnetic reconnection in stretched magnetotail fields triggers onset, indicating substorm expansion phase initiation occurs on field lines that are close to the Earth, as bounded by observations at geosynchronous orbit and in the conjugate ionosphere.