Optimal Test for Parameter Instability When the Unstable Process and the Error Distribution are Unknown

This paper proposes asymptotically optimal tests for unstable parameter process under the feasible circumstance that the researcher has little information about the unstable parameter process and the error distribution, and suggests conditions under which the knowledge of those processes does not provide asymptotic power gains. I first derive a test under known error distribution, which is asymptotically equivalent to LR tests for correctly identified unstable parameter processes under suitable conditions. The conditions are weak enough to cover a wide range of unstable processes such as various types of structural breaks and time varying parameter processes. The test is then extended to semiparametric models in which the underlying distribution in unknown but treated as unknown infinite dimensional nuisance parameter. The semiparametric test is adaptive in the sense that its asymptotic power function is equivalent to the power envelope under known error distribution.

Evaluation of an immunochromatography test for malaria diagnosis under different storage conditions

This study aimed to evaluate the second-generation OptiMal test for malaria diagnosis under various storage conditions. It detected all the positive samples, except for two Plasmodium malariae samples. Further research evaluating diverse environmental conditions are important for ICT test applicability in Brazilian malaria areas.

Diagnostic performance characteristics of rapid dipstick test for Plasmodium vivax malaria

We compared the diagnostic performance characteristics of newly developed method, the rapid dipstick test, which provides colorimetric determination by developing antibody to the lactate dehydrogenase enzyme of parasites, with conventional standard thick-blood film examination. For the rapid test, OptiMAL commercial kits were used. The results were also evaluated with clinical findings from patients. The parasites were determined by microscopic examination of thick-blood films from 81 patients with vivax malaria from southeastern Anatolia, Turkey. The OptiMAL test results were found to be negative in five patients who were diagnosed clinically and through thick-film testing as having vivax malaria. There was no false positivity observed with the OptiMAL test. We concluded that this rapid malaria test has a lower level of sensitivity than the classical thick-blood-film test for malaria, but that these methods have equal specificity.

Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

Asymptotic efficiency in an instrumental variable model

Esta dissertação se propõe ao estudo de inferência usando estimação por método generalizado dos momentos (GMM) baseado no uso de instrumentos. A motivação para o estudo está no fato de que sob identificação fraca dos parâmetros, a inferência tradicional pode levar a resultados enganosos. Dessa forma, é feita uma revisão dos mais usuais testes para superar tal problema e uma apresentação dos arcabouços propostos por Moreira (2002) e Moreira & Moreira (2013), e Kleibergen (2005). Com isso, o trabalho concilia as estatísticas utilizadas por eles para realizar inferência e reescreve o teste score proposto em Kleibergen (2005) utilizando as estatísticas de Moreira & Moreira (2013), e é obtido usando a teoria assintótica em Newey & McFadden (1984) a estatística do teste score ótimo. Além disso, mostra-se a equivalência entre a abordagem por GMM e a que usa sistema de equações e verossimilhança para abordar o problema de identificação fraca.

Photopic and scotopic spatiotemporal tuning of adult zebrafish vision.

Sensitivity to spatial and temporal patterns is a fundamental aspect of vision. Herein, we investigated this sensitivity in adult zebrafish for a wide range of spatial (0.014 to 0.511 cycles/degree [c/d]) and temporal frequencies (0.025 to 6 cycles/s) to better understand their visual system. Measurements were performed at photopic (1.8 log cd m(-2)) and scotopic (-4.5 log cd m(-2)) light levels to assess the optokinetic response (OKR). The resulting spatiotemporal contrast sensitivity (CS) functions revealed that the OKR of zebrafish is tuned to spatial frequency and speed but not to temporal frequencies. Thereby, optimal test parameters for CS measurements were identified. At photopic light levels, a spatial frequency of 0.116 ± 0.01 c/d (mean ± SD) and a grating speed of 8.42 ± 2.15 degrees/second (d/s) was ideal; at scotopic light levels, these values were 0.110 ± 0.02 c/d and 5.45 ± 1.31 d/s, respectively. This study allows to better characterize zebrafish mutants with altered vision and to distinguish between defects of rod and cone photoreceptors as measurements were performed under different light conditions.

Game-Theoretically Allocating Resources to Catch Evaders and Payments to Stabilize Teams

Allocating resources optimally is a nontrivial task, especially when multiple

self-interested agents with conflicting goals are involved. This dissertation

uses techniques from game theory to study two classes of such problems:

allocating resources to catch agents that attempt to evade them, and allocating

payments to agents in a team in order to stabilize it. Besides discussing what

allocations are optimal from various game-theoretic perspectives, we also study

how to efficiently compute them, and if no such algorithms are found, what

computational hardness results can be proved.

The first class of problems is inspired by real-world applications such as the

TOEFL iBT test, course final exams, driver's license tests, and airport security

patrols. We call them test games and security games. This dissertation first

studies test games separately, and then proposes a framework of Catcher-Evader

games (CE games) that generalizes both test games and security games. We show

that the optimal test strategy can be efficiently computed for scored test

games, but it is hard to compute for many binary test games. Optimal Stackelberg

strategies are hard to compute for CE games, but we give an empirically

efficient algorithm for computing their Nash equilibria. We also prove that the

Nash equilibria of a CE game are interchangeable.

The second class of problems involves how to split a reward that is collectively

obtained by a team. For example, how should a startup distribute its shares, and

what salary should an enterprise pay to its employees. Several stability-based

solution concepts in cooperative game theory, such as the core, the least core,

and the nucleolus, are well suited to this purpose when the goal is to avoid

coalitions of agents breaking off. We show that some of these solution concepts

can be justified as the most stable payments under noise. Moreover, by adjusting

the noise models (to be arguably more realistic), we obtain new solution

concepts including the partial nucleolus, the multiplicative least core, and the

multiplicative nucleolus. We then study the computational complexity of those

solution concepts under the constraint of superadditivity. Our result is based

on what we call Small-Issues-Large-Team games and it applies to popular

representation schemes such as MC-nets.

Cost effectiveness of OptiMal (R) rapid diagnostic test for malaria in remote areas of the Amazon Region, Brazil

Background: In areas with limited structure in place for microscopy diagnosis, rapid diagnostic tests (RDT) have been demonstrated to be effective. Method: The cost-effectiveness of the Optimal (R) and thick smear microscopy was estimated and compared. Data were collected on remote areas of 12 municipalities in the Brazilian Amazon. Data sources included the National Malaria Control Programme of the Ministry of Health, the National Healthcare System reimbursement table, hospitalization records, primary data collected from the municipalities, and scientific literature. The perspective was that of the Brazilian public health system, the analytical horizon was from the start of fever until the diagnostic results provided to patient and the temporal reference was that of year 2006. The results were expressed in costs per adequately diagnosed cases in 2006 U. S. dollars. Sensitivity analysis was performed considering key model parameters. Results: In the case base scenario, considering 92% and 95% sensitivity for thick smear microscopy to Plasmodium falciparum and Plasmodium vivax, respectively, and 100% specificity for both species, thick smear microscopy is more costly and more effective, with an incremental cost estimated at US$ 549.9 per adequately diagnosed case. In sensitivity analysis, when sensitivity and specificity of microscopy for P. vivax were 0.90 and 0.98, respectively, and when its sensitivity for P. falciparum was 0.83, the RDT was more cost-effective than microscopy. Conclusion: Microscopy is more cost-effective than OptiMal (R) in these remote areas if high accuracy of microscopy is maintained in the field. Decision regarding use of rapid tests for diagnosis of malaria in these areas depends on current microscopy accuracy in the field.

Optimal conditions for the wetting balance test

Wetting balance tests of copper sheets submerged in tin solder baths were carried out in a completely automatic wetting balance. Wetting curves were examined for three different values of sheet thickness and four different solder bath temperatures. Most of the wetting curves showed a distorted shape relative to that of a standard curve, preventing calculation of important wetting parameters, such as the wetting rate and the wetting force. The wetting tests showed that the distortion increased for a thicker sheet thickness and a lower solder bath temperature, being the result of solder bath solidification around the submerged sheet substrate. (C) 2008 Elsevier B.V. All rights reserved.

Partitioning of reproduction in mother-daughter versus sibling associations : a test of optimal skew theory

A critical feature of cooperative animal societies is the reproductive skew, a shorthand term for the degree to which a dominant individual monopolizes overall reproduction in the group. Our theoretical analysis of the evolutionarily stable skew in matrifilial (i.e., mother-daughter) societies, in which relatednesses to offspring are asymmetrical, predicts that reproductive skews in such societies should tend to be greater than those of semisocial societies (i.e., societies composed of individuals of the same generation, such as siblings), in which relatednesses to offspring are symmetrical. Quantitative data on reproductive skews in semisocial and matrifilial associations within the same species for 17 eusocial Hymenoptera support this prediction. Likewise, a survey of reproductive partitioning within 20 vertebrate societies demonstrates that complete reproductive monopoly is more likely to occur in matrifilial than in semisocial societies, also as predicted by the optimal skew model.

Cost effectiveness of OptiMal® rapid diagnostic test for malaria in remote areas of the Amazon Region, Brazil

Abstract Background In areas with limited structure in place for microscopy diagnosis, rapid diagnostic tests (RDT) have been demonstrated to be effective. Method The cost-effectiveness of the Optimal® and thick smear microscopy was estimated and compared. Data were collected on remote areas of 12 municipalities in the Brazilian Amazon. Data sources included the National Malaria Control Programme of the Ministry of Health, the National Healthcare System reimbursement table, hospitalization records, primary data collected from the municipalities, and scientific literature. The perspective was that of the Brazilian public health system, the analytical horizon was from the start of fever until the diagnostic results provided to patient and the temporal reference was that of year 2006. The results were expressed in costs per adequately diagnosed cases in 2006 U.S. dollars. Sensitivity analysis was performed considering key model parameters. Results In the case base scenario, considering 92% and 95% sensitivity for thick smear microscopy to Plasmodium falciparum and Plasmodium vivax, respectively, and 100% specificity for both species, thick smear microscopy is more costly and more effective, with an incremental cost estimated at US$549.9 per adequately diagnosed case. In sensitivity analysis, when sensitivity and specificity of microscopy for P. vivax were 0.90 and 0.98, respectively, and when its sensitivity for P. falciparum was 0.83, the RDT was more cost-effective than microscopy. Conclusion Microscopy is more cost-effective than OptiMal® in these remote areas if high accuracy of microscopy is maintained in the field. Decision regarding use of rapid tests for diagnosis of malaria in these areas depends on current microscopy accuracy in the field.

Rank test of location optimal for hyperbolic secant distribution

There are at least two reasons for a symmetric, unimodal, diffuse tailed hyperbolic secant distribution to be interesting in real-life applications. It displays one of the common types of non normality in natural data and is closely related to the logistic and Cauchy distributions that often arise in practice. To test the difference in location between two hyperbolic secant distributions, we develop a simple linear rank test with trigonometric scores. We investigate the small-sample and asymptotic properties of the test statistic and provide tables of the exact null distribution for small sample sizes. We compare the test to the Wilcoxon two-sample test and show that, although the asymptotic powers of the tests are comparable, the present test has certain practical advantages over the Wilcoxon test.

Tidal-amplitude rhythms of larval release: variable departure from presumed optimal timing among populations of the mottled shore crab

It is widely assumed that optimal timing of larval release is of major importance to offspring survival, but the extent to which environmental factors entrain synchronous reproductive rhythms in natural populations is not well known. We sampled the broods of ovigerous females of the common shore crab Pachygrapsus transversus at both sheltered and exposed rocky shores interspersed along a so-km coastline, during four different periods, to better assess inter-population differences of larval release timing and to test for the effect of wave action. Shore-specific patterns were consistent through time. Maximum release fell within 1 day around syzygies on all shores, which matched dates of maximum tidal amplitude. Within this very narrow range, populations at exposed shores anticipated hatching compared to those at sheltered areas, possibly due to mechanical stimulation by wave action. Average departures from syzygial release ranged consistently among shores from 2.4 to 3.3 days, but in this case we found no evidence for the effect of wave exposure. Therefore, processes varying at the scale of a few kilometres affect the precision of semilunar timing and may produce differences in the survival of recently hatched larvae. Understanding the underlying mechanisms causing departures from presumed optimal release timing is thus important for a more comprehensive evaluation of reproductive success of invertebrate populations.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (C) 2008 Elsevier B.V. All rights reserved.

Transmission loss allocation based on optimal power flow and sensitivity analysis

This paper presents a new approach to the transmission loss allocation problem in a deregulated system. This approach belongs to the set of incremental methods. It treats all the constraints of the network, i.e. control, state and functional constraints. The approach is based on the perturbation of optimum theorem. From a given optimal operating point obtained by the optimal power flow the loads are perturbed and a new optimal operating point that satisfies the constraints is determined by the sensibility analysis. This solution is used to obtain the allocation coefficients of the losses for the generators and loads of the network. Numerical results show the proposed approach in comparison to other methods obtained with well-known transmission networks, IEEE 14-bus. Other test emphasizes the importance of considering the operational constraints of the network. And finally the approach is applied to an actual Brazilian equivalent network composed of 787 buses, and it is compared with the technique used nowadays by the Brazilian Control Center. (c) 2007 Elsevier Ltd. All rights reserved.