A quantitative approach to evolution of music and philosophy

The development of new statistical and computational methods is increasingly making it possible to bridge the gap between hard sciences and humanities. In this study, we propose an approach based on a quantitative evaluation of attributes of objects in fields of humanities, from which concepts such as dialectics and opposition are formally defined mathematically. As case studies, we analyzed the temporal evolution of classical music and philosophy by obtaining data for 8 features characterizing the corresponding fields for 7 well-known composers and philosophers, which were treated with multivariate statistics and pattern recognition methods. A bootstrap method was applied to avoid statistical bias caused by the small sample data set, with which hundreds of artificial composers and philosophers were generated, influenced by the 7 names originally chosen. Upon defining indices for opposition, skewness and counter-dialectics, we confirmed the intuitive analysis of historians in that classical music evolved according to a master apprentice tradition, while in philosophy changes were driven by opposition. Though these case studies were meant only to show the possibility of treating phenomena in humanities quantitatively, including a quantitative measure of concepts such as dialectics and opposition, the results are encouraging for further application of the approach presented here to many other areas, since it is entirely generic.

Likelihood-based inference for power distributions

This paper considers likelihood-based inference for the family of power distributions. Widely applicable results are presented which can be used to conduct inference for all three parameters of the general location-scale extension of the family. More specific results are given for the special case of the power normal model. The analysis of a large data set, formed from density measurements for a certain type of pollen, illustrates the application of the family and the results for likelihood-based inference. Throughout, comparisons are made with analogous results for the direct parametrisation of the skew-normal distribution.

Genetica molecolare dell'autismo: studi di associazione ed analisi di geni candidati

Autism is a neurodevelpmental disorder characterized by impaired verbal communication, limited reciprocal social interaction, restricted interests and repetitive behaviours. Twin and family studies indicate a large genetic contribution to ASDs (Autism Spectrum Disorders). During my Ph.D. I have been involved in several projects in which I used different genetic approaches in order to identify susceptibility genes in autism on chromosomes 2, 7 and X: 1)High-density SNP association and CNV analysis of two Autism Susceptibility Loci. The International Molecular Genetic Study of Autism Consortium (IMGSAC) previously identified linkage loci on chromosomes 7 and 2, termed AUTS1 and AUTS5, respectively. In this study, we evaluated the patterns of linkage disequilibrium (LD) and the distribution of haplotype blocks, utilising data from the HapMap project, across the two strongest peaks of linkage on chromosome 2 and 7. More than 3000 SNPs have been selected in each locus in all known genes, as well as SNPs in non-genic highly conserved sequences. All markers have been genotyped to perform a high-density association analysis and to explore copy number variation within these regions. The study sample consisted of 127 and 126 multiplex families, showing linkage to the AUTS1 and AUTS5 regions, respectively, and 188 gender-matched controls. Association and CNV analysis implicated several new genes, including IMMP2L and DOCK4 on chromosome 7 and ZNF533 and NOSTRIN on the chromosome 2. Particularly, my contribution to this project focused on the characterization of the best candidate gene in each locus: On the AUTS5 locus I carried out a transcript study of ZNF533 in different human tissues to verify which isoforms and start exons were expressed. High transcript variability and a new exon, never described before, has been identified in this analysis. Furthermore, I selected 31 probands for the risk haplotype and performed a mutation screen of all known exons in order to identify novel coding variants associated to autism. On the AUTS1 locus a duplication was detected in one multiplex family that was transmitted from father to an affected son. This duplication interrupts two genes: IMMP2L and DOCK4 and warranted further analysis. Thus, I performed a screening of the cohort of IMGSAC collection (285 multiplex families), using a QMPSF assay (Quantitative Multiplex PCR of Short fluorescent Fragments) to analyse if CNVs in this genic region segregate with autism phenotype and compare their frequency with a sample of 475 UK controls. Evidence for a role of DOCK4 in autism susceptibility was supported by independent replication of association at rs2217262 and the finding of a deletion segregating in a sib-pair family. 2)Analysis of X chromosome inactivation. Skewed X chromosome inactivation (XCI) is observed in females carrying gene mutations involved in several X-linked syndromes. We aimed to estimate the role of X-linked genes in ASD susceptibility by ascertaining the XCI pattern in a sample of 543 informative mothers of children with ASD and in a sample of 164 affected girls. The study sample included families from different european consortia. I analysed the XCI inactivation pattern in a sample of italian mothers from singletons families with ASD and also a control groups (144 adult females and 40 young females). We observed no significant excess of skewed XCI in families with ASD. Interestingly, two mothers and one girl carrying known mutations in X-linked genes (NLGN3, ATRX, MECP2) showed highly skewed XCI, suggesting that ascertainment of XCI could reveal families with X-linked mutations. Linkage analysis was carried out in the subgroup of multiplex families with skewed XCI (≥80:20) and a modest increased allele sharing was obtained in the Xq27-Xq28 region, with a peak Z score of 1.75 close to rs719489. In this region FMR1 and MECP2 have been associated in some cases with austim and therefore represent candidates for the disorder. I performed a mutation screen of MECP2 in 33 unrelated probands from IMGSAC and italian families, showing XCI skewness. Recently, Xq28 duplications including MECP2, have been identified in families with MR, with asymptomatic carrier females showing extreme (>85%) skewing of XCI. For these reason I used the sample of probands from X-skewed families to perform CNV analysis by Real-time quantitative PCR. No duplications have been found in our sample. I have also confirmed all data using as alternative method the MLPA assay (Multiplex Ligation dependent Probe Amplification). 3)ASMT as functional candidate gene for autism. Recently, a possible involvement of the acetylserotonin O-methyltransferase (ASMT) gene in susceptibility to ASDs has been reported: mutation screening of the ASMT gene in 250 individuals from the PARIS collection revealed several rare variants with a likely functional role; Moreover, significant association was reported for two SNPs (rs4446909 and rs5989681) located in one of the two alternative promoters of the gene. To further investigate these findings, I carried out a replication study using a sample of 263 affected individuals from the IMGSAC collection and 390 control individuals. Several rare mutations were identified, including the splice site mutation IVS5+2T>C and the L326F substitution previously reported by Melke et al (2007), but the same rare variants have been found also in control individuals in our study. Interestingly, a new R319X stop mutation was found in a single autism proband of Italian origin and is absent from the entire control sample. Furthermore, no replication has been found in our case-control study typing the SNPs on the ASMT promoter B.

On the Efficiency of the Benchmarks Used in the Asset Management

In this work we studied the efficiency of the benchmarks used in the asset management industry. In chapter 2 we analyzed the efficiency of the benchmark used for the government bond markets. We found that for the Emerging Market Bonds an equally weighted index for the country weights is probably the more suited because guarantees maximum diversification of country risk but for the Eurozone government bond market we found a GDP weighted index is better because the most important matter is to avoid a higher weight for highly indebted countries. In chapter 3 we analyzed the efficiency of a Derivatives Index to invest in the European corporate bond market instead of a Cash Index. We can state that the two indexes are similar in terms of returns, but that the Derivatives Index is less risky because it has a lower volatility, has values of skewness and kurtosis closer to those of a normal distribution and is a more liquid instrument, as the autocorrelation is not significant. In chapter 4 it is analyzed the impact of fallen angels on the corporate bond portfolios. Our analysis investigated the impact of the month-end rebalancing of the ML Emu Non Financial Corporate Index for the exit of downgraded bond (the event). We can conclude a flexible approach to the month-end rebalancing is better in order to avoid a loss of valued due to the benchmark construction rules. In chapter 5 we did a comparison between the equally weighted and capitalization weighted method for the European equity market. The benefit which results from reweighting the portfolio into equal weights can be attributed to the fact that EW portfolios implicitly follow a contrarian investment strategy, because they mechanically rebalance away from stocks that increase in price.

Gold and the Stock Market: 3 Essays on Gold Investments

This thesis gives an overview of the history of gold per se, of gold as an investment good and offers some institutional details about gold and other precious metal markets. The goal of this study is to investigate the role of gold as a store of value and hedge against negative market movements in turbulent times. I investigate gold’s ability to act as a safe haven during periods of financial stress by employing instrumental variable techniques that allow for time varying conditional covariance. I find broad evidence supporting the view that gold acts as an anchor of stability during market downturns. During periods of high uncertainty and low stock market returns, gold tends to have higher than average excess returns. The effectiveness of gold as a safe haven is enhanced during periods of extreme crises: the largest peaks are observed during the global financial crises of 2007-2009 and, in particular, during the Lehman default (October 2008). A further goal of this thesis is to investigate whether gold provides protection from tail risk. I address the issue of asymmetric precious metal behavior conditioned to stock market performance and provide empirical evidence about the contribution of gold to a portfolio’s systematic skewness and kurtosis. I find that gold has positive coskewness with the market portfolio when the market is skewed to the left. Moreover, gold shows low cokurtosis with the market returns during volatile periods. I therefore show that gold is a desirable investment good to risk averse investors, since it tends to decrease the probability of experiencing extreme bad outcomes, and the magnitude of losses in case such events occur. Gold thus bears very important and under-researched characteristics as an asset class per se, which this thesis contributed to address and unveil.

Aerosol-cloud interactions studied with a chemistry-climate model

This study aims at a comprehensive understanding of the effects of aerosol-cloud interactions and their effects on cloud properties and climate using the chemistry-climate model EMAC. In this study, CCN activation is regarded as the dominant driver in aerosol-cloud feedback loops in warm clouds. The CCN activation is calculated prognostically using two different cloud droplet nucleation parameterizations, the STN and HYB CDN schemes. Both CDN schemes account for size and chemistry effects on the droplet formation based on the same aerosol properties. The calculation of the solute effect (hygroscopicity) is the main difference between the CDN schemes. The kappa-method is for the first time incorporated into Abdul-Razzak and Ghan activation scheme (ARG) to calculate hygroscopicity and critical supersaturation of aerosols (HYB), and the performance of the modied scheme is compared with the osmotic coefficient model (STN), which is the standard in the ARG scheme. Reference simulations (REF) with the prescribed cloud droplet number concentration have also been carried out in order to understand the effects of aerosol-cloud feedbacks. In addition, since the calculated cloud coverage is an important determinant of cloud radiative effects and is influencing the nucleation process two cloud cover parameterizations (i.e., a relative humidity threshold; RH-CLC and a statistical cloud cover scheme; ST-CLC) have been examined together with the CDN schemes, and their effects on the simulated cloud properties and relevant climate parameters have been investigated. The distinct cloud droplet spectra show strong sensitivity to aerosol composition effects on cloud droplet formation in all particle sizes, especially for the Aitken mode. As Aitken particles are the major component of the total aerosol number concentration and CCN, and are most sensitive to aerosol chemical composition effect (solute effect) on droplet formation, the activation of Aitken particles strongly contribute to total cloud droplet formation and thereby providing different cloud droplet spectra. These different spectra influence cloud structure, cloud properties, and climate, and show regionally varying sensitivity to meteorological and geographical condition as well as the spatiotemporal aerosol properties (i.e., particle size, number, and composition). The changes responding to different CDN schemes are more pronounced at lower altitudes than higher altitudes. Among regions, the subarctic regions show the strongest changes, as the lower surface temperature amplifies the effects of the activated aerosols; in contrast, the Sahara desert, where is an extremely dry area, is less influenced by changes in CCN number concentration. The aerosol-cloud coupling effects have been examined by comparing the prognostic CDN simulations (STN, HYB) with the reference simulation (REF). Most pronounced effects are found in the cloud droplet number concentration, cloud water distribution, and cloud radiative effect. The aerosol-cloud coupling generally increases cloud droplet number concentration; this decreases the efficiency of the formation of weak stratiform precipitation, and increases the cloud water loading. These large-scale changes lead to larger cloud cover and longer cloud lifetime, and contribute to high optical thickness and strong cloud cooling effects. This cools the Earth's surface, increases atmospheric stability, and reduces convective activity. These changes corresponding to aerosol-cloud feedbacks are also differently simulated depending on the cloud cover scheme. The ST-CLC scheme is more sensitive to aerosol-cloud coupling, since this scheme uses a tighter linkage of local dynamics and cloud water distributions in cloud formation process than the RH-CLC scheme. For the calculated total cloud cover, the RH-CLC scheme simulates relatively similar pattern to observations than the ST-CLC scheme does, but the overall properties (e.g., total cloud cover, cloud water content) in the RH simulations are overestimated, particularly over ocean. This is mainly originated from the difference in simulated skewness in each scheme: the RH simulations calculate negatively skewed distributions of cloud cover and relevant cloud water, which is similar to that of the observations, while the ST simulations yield positively skewed distributions resulting in lower mean values than the RH-CLC scheme does. The underestimation of total cloud cover over ocean, particularly over the intertropical convergence zone (ITCZ) relates to systematic defficiency of the prognostic calculation of skewness in the current set-ups of the ST-CLC scheme.rnOverall, the current EMAC model set-ups perform better over continents for all combinations of the cloud droplet nucleation and cloud cover schemes. To consider aerosol-cloud feedbacks, the HYB scheme is a better method for predicting cloud and climate parameters for both cloud cover schemes than the STN scheme. The RH-CLC scheme offers a better simulation of total cloud cover and the relevant parameters with the HYB scheme and single-moment microphysics (REF) than the ST-CLC does, but is not very sensitive to aerosol-cloud interactions.

Intra-subject variability in attention-deficit hyperactivity disorder

BACKGROUND: This study is based on a comprehensive survey of the neuropsychological attention-deficit hyperactivity disorder (ADHD) literature and presents the first psychometric analyses of different parameters of intra-subject variability (ISV) in patients with ADHD compared to healthy controls, using the Continuous Performance Test, a Go-NoGo task, a Stop Signal Task, as well as N-back tasks. METHODS: Data of 57 patients with ADHD and 53 age- and gender-matched controls were available for statistical analysis. Different parameters were used to describe central tendency (arithmetic mean, median), dispersion (standard deviation, coefficient of variation, consecutive variance), and shape (skewness, excess) of reaction time distributions, as well as errors (commissions and omissions). RESULTS: Group comparisons revealed by far the strongest effect sizes for measures of dispersion, followed by measures of central tendency, and by commission errors. Statistical control of ISV reduced group differences in the other measures substantially. One (patients) or two (controls) principal components explained up to 67% of the inter-individual differences in intra-individual variability. CONCLUSIONS: Results suggest that, across a variety of neuropsychological tests, measures of ISV contribute best to group discrimination, with limited incremental validity of measures of central tendency and errors. Furthermore, increased ISV might be a unitary construct in ADHD.

MODELING FUNCTIONAL DATA WITH SPATIALLY HETEROGENEOUS SHAPE CHARACTERISTICS

We propose a novel class of models for functional data exhibiting skewness or other shape characteristics that vary with spatial or temporal location. We use copulas so that the marginal distributions and the dependence structure can be modeled independently. Dependence is modeled with a Gaussian or t-copula, so that there is an underlying latent Gaussian process. We model the marginal distributions using the skew t family. The mean, variance, and shape parameters are modeled nonparametrically as functions of location. A computationally tractable inferential framework for estimating heterogeneous asymmetric or heavy-tailed marginal distributions is introduced. This framework provides a new set of tools for increasingly complex data collected in medical and public health studies. Our methods were motivated by and are illustrated with a state-of-the-art study of neuronal tracts in multiple sclerosis patients and healthy controls. Using the tools we have developed, we were able to find those locations along the tract most affected by the disease. However, our methods are general and highly relevant to many functional data sets. In addition to the application to one-dimensional tract profiles illustrated here, higher-dimensional extensions of the methodology could have direct applications to other biological data including functional and structural MRI.

Long-run performance of initial public offerings: The evidence for Switzerland

We estimate the underpricing and long-run performance of Swiss initial public offerings (IPOs) from 1983 to 2000. The average market adjusted initial return is 34.97%. To examine the long-run performance of Swiss IPOs, we compute buy-and-hold abnormal returns, skewness-adjusted wealth ratios, and cumulative abnormal returns using 120 months of secondary market returns. In contrast to previous findings for the U.S. and Germany, we do not find strong evidence for a distinct IPO effect. We attribute long-run underperformance to the fact that IPO firms tend to be small firms. It virtually vanishes when we use a small capitalization index as a benchmark. In spite of distinct economic implications and statistical properties, our basic results are similar for all performance measures applied.

3G network traffic sources measurement and analysis

In this paper, we show statistical analyses of several types of traffic sources in a 3G network, namely voice, video and data sources. For each traffic source type, measurements were collected in order to, on the one hand, gain better understanding of the statistical characteristics of the sources and, on the other hand, enable forecasting traffic behaviour in the network. The latter can be used to estimate service times and quality of service parameters. The probability density function, mean, variance, mean square deviation, skewness and kurtosis of the interarrival times are estimated by Wolfram Mathematica and Crystal Ball statistical tools. Based on evaluation of packet interarrival times, we show how the gamma distribution can be used in network simulations and in evaluation of available capacity in opportunistic systems. As a result, from our analyses, shape and scale parameters of gamma distribution are generated. Data can be applied also in dynamic network configuration in order to avoid potential network congestions or overflows. Copyright © 2013 John Wiley & Sons, Ltd.

Characterization of microcirculation in multiple sclerosis lesions by dynamic texture parameter analysis (DTPA)

OBJECTIVE Texture analysis is an alternative method to quantitatively assess MR-images. In this study, we introduce dynamic texture parameter analysis (DTPA), a novel technique to investigate the temporal evolution of texture parameters using dynamic susceptibility contrast enhanced (DSCE) imaging. Here, we aim to introduce the method and its application on enhancing lesions (EL), non-enhancing lesions (NEL) and normal appearing white matter (NAWM) in multiple sclerosis (MS). METHODS We investigated 18 patients with MS and clinical isolated syndrome (CIS), according to the 2010 McDonald's criteria using DSCE imaging at different field strengths (1.5 and 3 Tesla). Tissues of interest (TOIs) were defined within 27 EL, 29 NEL and 37 NAWM areas after normalization and eight histogram-based texture parameter maps (TPMs) were computed. TPMs quantify the heterogeneity of the TOI. For every TOI, the average, variance, skewness, kurtosis and variance-of-the-variance statistical parameters were calculated. These TOI parameters were further analyzed using one-way ANOVA followed by multiple Wilcoxon sum rank testing corrected for multiple comparisons. RESULTS Tissue- and time-dependent differences were observed in the dynamics of computed texture parameters. Sixteen parameters discriminated between EL, NEL and NAWM (pAVG = 0.0005). Significant differences in the DTPA texture maps were found during inflow (52 parameters), outflow (40 parameters) and reperfusion (62 parameters). The strongest discriminators among the TPMs were observed in the variance-related parameters, while skewness and kurtosis TPMs were in general less sensitive to detect differences between the tissues. CONCLUSION DTPA of DSCE image time series revealed characteristic time responses for ELs, NELs and NAWM. This may be further used for a refined quantitative grading of MS lesions during their evolution from acute to chronic state. DTPA discriminates lesions beyond features of enhancement or T2-hypersignal, on a numeric scale allowing for a more subtle grading of MS-lesions.

Effect of nonnormal random components on level and power in group-randomized trials

The use of group-randomized trials is particularly widespread in the evaluation of health care, educational, and screening strategies. Group-randomized trials represent a subset of a larger class of designs often labeled nested, hierarchical, or multilevel and are characterized by the randomization of intact social units or groups, rather than individuals. The application of random effects models to group-randomized trials requires the specification of fixed and random components of the model. The underlying assumption is usually that these random components are normally distributed. This research is intended to determine if the Type I error rate and power are affected when the assumption of normality for the random component representing the group effect is violated. ^ In this study, simulated data are used to examine the Type I error rate, power, bias and mean squared error of the estimates of the fixed effect and the observed intraclass correlation coefficient (ICC) when the random component representing the group effect possess distributions with non-normal characteristics, such as heavy tails or severe skewness. The simulated data are generated with various characteristics (e.g. number of schools per condition, number of students per school, and several within school ICCs) observed in most small, school-based, group-randomized trials. The analysis is carried out using SAS PROC MIXED, Version 6.12, with random effects specified in a random statement and restricted maximum likelihood (REML) estimation specified. The results from the non-normally distributed data are compared to the results obtained from the analysis of data with similar design characteristics but normally distributed random effects. ^ The results suggest that the violation of the normality assumption for the group component by a skewed or heavy-tailed distribution does not appear to influence the estimation of the fixed effect, Type I error, and power. Negative biases were detected when estimating the sample ICC and dramatically increased in magnitude as the true ICC increased. These biases were not as pronounced when the true ICC was within the range observed in most group-randomized trials (i.e. 0.00 to 0.05). The normally distributed group effect also resulted in bias ICC estimates when the true ICC was greater than 0.05. However, this may be a result of higher correlation within the data. ^

Can we infer plant facilitation from remote sensing? a test across global drylands

Facilitation is a major force shaping the structure and diversity of plant communities in terrestrial ecosystems. Detecting positive plant–plant interactions relies on the combination of field experimentation and the demonstration of spatial association between neighboring plants. This has often restricted the study of facilitation to particular sites, limiting the development of systematic assessments of facilitation over regional and global scales. Here we explore whether the frequency of plant spatial associations detected from high-resolution remotely sensed images can be used to infer plant facilitation at the community level in drylands around the globe. We correlated the information from remotely sensed images freely available through Google Earth with detailed field assessments, and used a simple individual-based model to generate patch-size distributions using different assumptions about the type and strength of plant–plant interactions. Most of the patterns found from the remotely sensed images were more right skewed than the patterns from the null model simulating a random distribution. This suggests that the plants in the studied drylands show stronger spatial clustering than expected by chance. We found that positive plant co-occurrence, as measured in the field, was significantly related to the skewness of vegetation patch-size distribution measured using Google Earth images. Our findings suggest that the relative frequency of facilitation may be inferred from spatial pattern signals measured from remotely sensed images, since facilitation often determines positive co-occurrence among neighboring plants. They pave the road for a systematic global assessment of the role of facilitation in terrestrial ecosystems. Read More: http://www.esajournals.org/doi/10.1890/14-2358.1

Modeling absolute differences in life expectancy with a censored skew-normal regression approach.

Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest.

Automatic quality control in clinical (1) H MRSI of brain cancer.

MRSI grids frequently show spectra with poor quality, mainly because of the high sensitivity of MRS to field inhomogeneities. These poor quality spectra are prone to quantification and/or interpretation errors that can have a significant impact on the clinical use of spectroscopic data. Therefore, quality control of the spectra should always precede their clinical use. When performed manually, quality assessment of MRSI spectra is not only a tedious and time-consuming task, but is also affected by human subjectivity. Consequently, automatic, fast and reliable methods for spectral quality assessment are of utmost interest. In this article, we present a new random forest-based method for automatic quality assessment of (1) H MRSI brain spectra, which uses a new set of MRS signal features. The random forest classifier was trained on spectra from 40 MRSI grids that were classified as acceptable or non-acceptable by two expert spectroscopists. To account for the effects of intra-rater reliability, each spectrum was rated for quality three times by each rater. The automatic method classified these spectra with an area under the curve (AUC) of 0.976. Furthermore, in the subset of spectra containing only the cases that were classified every time in the same way by the spectroscopists, an AUC of 0.998 was obtained. Feature importance for the classification was also evaluated. Frequency domain skewness and kurtosis, as well as time domain signal-to-noise ratios (SNRs) in the ranges 50-75 ms and 75-100 ms, were the most important features. Given that the method is able to assess a whole MRSI grid faster than a spectroscopist (approximately 3 s versus approximately 3 min), and without loss of accuracy (agreement between classifier trained with just one session and any of the other labelling sessions, 89.88%; agreement between any two labelling sessions, 89.03%), the authors suggest its implementation in the clinical routine. The method presented in this article was implemented in jMRUI's SpectrIm plugin. Copyright © 2016 John Wiley & Sons, Ltd.