Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia

This paper models the transmission of shocks between the US, Japanese and Australian equity markets. Tests for the existence of linear and non-linear transmission of volatility across the markets are performed using parametric and non-parametric techniques. In particular the size and sign of return innovations are important factors in determining the degree of spillovers in volatility. It is found that a multivariate asymmetric GARCH formulation can explain almost all of the non-linear causality between markets. These results have important implications for the construction of models and forecasts of international equity returns.

Application of a double bootstrap to investigation of determinants of technical efficiency of farms in Central Europe

The paper provides one of the first applications of the double bootstrap procedure (Simar and Wilson 2007) in a two-stage estimation of the effect of environmental variables on non-parametric estimates of technical efficiency. This procedure enables consistent inference within models explaining efficiency scores, while simultaneously producing standard errors and confidence intervals for these efficiency scores. The application is to 88 livestock and 256 crop farms in the Czech Republic, split into individual and corporate.

Application of a double bootstrap to investigation of determinants of technical efficiency of farms in Central Europe

The paper provides one of the first applications of the double bootstrap procedure (Simar and Wilson 2007) in a two-stage estimation of the effect of environmental variables on non-parametric estimates of technical efficiency. This procedure enables consistent inference within models explaining efficiency scores, while simultaneously producing standard errors and confidence intervals for these efficiency scores. The application is to 88 livestock and 256 crop farms in the Czech Republic, split into individual and corporate.

Some factors affecting reproductive success in crossbred dairy cows on smallholder farms in coastal north-east Tanzania

A 2-year longitudinal survey was carried out to investigate factors affecting reproduction in crossbred cows on smallholder farms in and around an urban centre. Sixty farms were visited at approximately 2-week intervals and details of reproductive traits and body condition score (BCS) were collected. Fifteen farms were within the town (U), 23 farms were approximately 5 km from town (SU), and 22 farms approximately 10 km from town (PU). Sources of variation in reproductive traits were investigated using a general linear model (GLM) by a stepwise forward selection and backward elimination approach to judge important independent variables. Factors considered for the first step of formulation of the model included location (PU, SU and U), type of insemination, calving season, BCS at calving, at 3 months postpartum and at 6 months postpartum, calving year, herd size category, source of labour (hired and family labour), calf rearing method (bucket and partial suckling) and parity number of the cow. The effects of the independent variables identified were then investigated using a non-parametric survival technique. The number of days to first oestrus was increased on the U site (p = 0.045) and when family labour was used (p = 0.02). The non-parametric test confirmed the effect of site (p = 0.059), but effect of labour was not significant. The number of days from calving to conception was reduced by hiring labour (p = 0.003) and using natural service (p = 0.028). The non-parametric test confirmed the effects of type of insemination (p = 0.0001) while also identifying extended calving intervals on U and SU sites (p = 0.014). Labour source was again non-significant. Calving interval was prolonged on U and SU sites (p = 0.021), by the use of AI (p = 0.031) and by the use of family labour (p = 0.001). The non-parametric test confirmed the effect of site (p = 0.008) and insemination type (p > 0.0001) but not of labour source. It was concluded that under favourable conditions (PU site, hired labour and natural service) calving intervals of around 440 days could be achieved.

Asymptotic normality in mixtures of power series distributions

The problem of estimating the individual probabilities of a discrete distribution is considered. The true distribution of the independent observations is a mixture of a family of power series distributions. First, we ensure identifiability of the mixing distribution assuming mild conditions. Next, the mixing distribution is estimated by non-parametric maximum likelihood and an estimator for individual probabilities is obtained from the corresponding marginal mixture density. We establish asymptotic normality for the estimator of individual probabilities by showing that, under certain conditions, the difference between this estimator and the empirical proportions is asymptotically negligible. Our framework includes Poisson, negative binomial and logarithmic series as well as binomial mixture models. Simulations highlight the benefit in achieving normality when using the proposed marginal mixture density approach instead of the empirical one, especially for small sample sizes and/or when interest is in the tail areas. A real data example is given to illustrate the use of the methodology.

A comparison of the active surveillance of scrapie in the European Union

The abattoir and the fallen stock surveys constitute the active surveillance component aimed at improving the detection of scrapie across the European Union. Previous studies have suggested the occurrence of significant differences in the operation of the surveys across the EU. In the present study we assessed the standardisation of the surveys throughout time across the EU and identified clusters of countries with similar underlying characteristics allowing comparisons between them. In the absence of sufficient covariate information to explain the observed variability across countries, we modelled the unobserved heterogeneity by means of non-parametric distributions on the risk ratios of the fallen stock over the abattoir survey. More specifically, we used the profile likelihood method on 2003, 2004 and 2005 active surveillance data for 18 European countries on classical scrapie, and on 2004 and 2005 data for atypical scrapie separately. We extended our analyses to include the limited covariate information available, more specifically, the proportion of the adult sheep population sampled by the fallen stock survey every year. Our results show that the between-country heterogeneity dropped in 2004 and 2005 relative to that of 2003 for classical scrapie. As a consequence, the number of clusters in the last two years was also reduced indicating the gradual standardisation of the surveillance efforts across the EU. The crude analyses of the atypical data grouped all the countries in one cluster and showed non-significant gain in the detection of this type of scrapie by any of the two sources. The proportion of the population sampled by the fallen stock appeared significantly associated with our risk ratio for both types of scrapie, although in opposite directions: negative for classical and positive for atypical. The initial justification for the fallen stock, targeting a high-risk population to increase the likelihood of case finding, appears compromised for both types of scrapie in some countries.

Case study: object and ground point separation on a river bank using airborne based LIDAR data

In the past decade, airborne based LIght Detection And Ranging (LIDAR) has been recognised by both the commercial and public sectors as a reliable and accurate source for land surveying in environmental, engineering and civil applications. Commonly, the first task to investigate LIDAR point clouds is to separate ground and object points. Skewness Balancing has been proven to be an efficient non-parametric unsupervised classification algorithm to address this challenge. Initially developed for moderate terrain, this algorithm needs to be adapted to handle sloped terrain. This paper addresses the difficulty of object and ground point separation in LIDAR data in hilly terrain. A case study on a diverse LIDAR data set in terms of data provider, resolution and LIDAR echo has been carried out. Several sites in urban and rural areas with man-made structure and vegetation in moderate and hilly terrain have been investigated and three categories have been identified. A deeper investigation on an urban scene with a river bank has been selected to extend the existing algorithm. The results show that an iterative use of Skewness Balancing is suitable for sloped terrain.

Physiological and bifidogenic effects of prebiotic supplements in infant formulae

This randomized controlled trial involving 110 healthy neonates studied physiological and bifidogenic effects of galactooligosaccharides (GOS), oligofructose and long-chain inulin (FOS) in formula. Subjects were randomized to Orafti Synergy1 (50 oligofructose: 50 FOS) 0.4g/dl or 0.8g/dl, GOS:FOS (90:10) 0.8g/dl or a standard formula according to Good Clinical Practise (GCP) guidelines. A breast-fed group was included for comparison. Outcome parameters were weight, length, intake, stool characteristics, crying, regurgitation, vomiting, adverse events and fecal bacterial population counts. Statistical analyses used non-parametric tests. During the first month of life weight, length, intake and crying increased significantly in all groups. Regurgitation and vomiting scores were low and similar. Stool frequency decreased significantly and similarly in all formula groups but was lower than in the breast-fed. All prebiotic groups maintained soft stools, only slightly harder than those of breast-fed infants. The standard group had significantly harder stools at wks 2 and 4 compared to 1 (P<0.001 & P=0.0279). The total number of fecal bacteria increased in all prebiotic groups (9.82, 9.73 and 9.91 to 10.34, 10.38 and 10.37, respectively, log10 cells/g feces, P=0.2298) and resembled more the breast-fed pattern. Numbers of lactic acid bacteria, bacteroides and clostridia were comparable. In the SYN1 0.8 g/dl and GOS:FOS groups Bifidobacterium counts were significantly higher at D14 & 28 compared to D3 and comparable to the breast-fed group. Tolerance and growth were normal. In conclusion, stool consistency and bacterial composition of infants taking SYN1 0.8 g/dl or GOS:FOS supplemented formula was closer to the breast-fed pattern. There was no risk for dehydration.

Economic and agronomic impact of commercialised GM crops: a meta-analysis

The present paper presents a meta-analysis of the economic and agronomic performance of genetically modified (GM) crops worldwide. Bayesian, classical and non-parametric approaches were used to evaluate the performance of GM crops v. their conventional counterparts. The two main GM crop traits (herbicide tolerant (HT) and insect resistant (Bt)) and three of the main GM crops produced worldwide (Bt cotton, HT soybean and Bt maize) were analysed in terms of yield, production cost and gross margin. The scope of the analysis covers developing and developed countries, six world regions, and all countries combined. Results from the statistical analyses indicate that GM crops perform better than their conventional counterparts in agronomic and economic (gross margin) terms. Regarding countries’ level of development, GM crops tend to perform better in developing countries than in developed countries, with Bt cotton being the most profitable crop grown.

Survival analysis of cereal crop variety innovations in the UK

This paper explores the changing survival patterns of cereal crop variety innovations in the UK since the introduction of plant breeders’ rights in the mid-1960s. Using non-parametric, semi-parametric and parametric approaches, we examine the determinants of the survival of wheat variety innovations, focusing on the impacts of changes to Plant Variety Protection (PVP) regime over the last four decades. We find that the period since the introduction of the PVP regime has been characterised by the accelerated development of new varieties and increased private sector participation in the breeding of cereal crop varieties. However, the increased flow of varieties has been accompanied by a sharp decline in the longevity of innovations. These trends may have contributed to a reduction in the returns appropriated by plant breeders from protected variety innovations and may explain the decline of conventional plant breeding in the UK. It may also explain the persistent demand from the seed industry for stronger protection. The strengthening of the PVP regime in conformity with the UPOV Convention of 1991, the introduction of EU-wide protection through the Community Plant Variety Office and the introduction of royalties on farm-saved seed have had a positive effect on the longevity of protected variety innovations, but have not been adequate to offset the long term decline in survival durations.

Regulatory reform and productivity change in Indian banking

This paper examines the impact of regulatory reform on productivity growth and its components for Indian banks in 1992-2009. We estimate parametric and non-parametric efficiency frontiers, followed by Divisia and Malmquist indexes of Total Factor Productivity respectively. To account for technology heterogeneity among ownership types we utilise a metafrontier approach. Results are consistent across methodologies and show sustained productivity growth, driven mainly by technological progress. Furthermore, results indicate that different ownership types react differently to changes in the operating environment. The position of foreign banks becomes increasingly dominant and their production technology becomes the best practice in the industry.