930 resultados para Model Testing
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Dissertação de mestrado em Molecular Genetics
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"Published online before print November 20, 2015"
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One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models
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We develop tests of the proportional hazards assumption, with respect to a continuous covariate, in the presence of unobserved heterogeneity with unknown distribution at the individual observation level. The proposed tests are specially powerful against ordered alternatives useful for modeling non-proportional hazards situations. By contrast to the case when the heterogeneity distribution is known up to …nite dimensional parameters, the null hypothesis for the current problem is similar to a test for absence of covariate dependence. However, the two testing problems di¤er in the nature of relevant alternative hypotheses. We develop tests for both the problems against ordered alternatives. Small sample performance and an application to real data highlight the usefulness of the framework and methodology.
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Aujourd'hui, les problèmes des maladies infectieuses concernent l'émergence d'infections difficiles à traiter, telles que les infections associées aux implants et les infections fongiques invasives chez les patients immunodéprimés. L'objectif de cette thèse était de développer des stratégies pour l'éradication des biofilms bactériens (partie 1), ainsi que d'étudier des méthodes innovantes pour la détection microbienne, pour l'établissement de nouveaux tests de sensibilité (partie 2). Le traitement des infections associées aux implants est difficile car les biofilms bactériens peuvent résister à des niveaux élevés d'antibiotiques. A ce jour, il n'y a pas de traitement optimal défini contre des infections causées par des bactéries de prévalence moindre telles que Enterococcus faecalis ou Propionibacterium acnés. Dans un premier temps, nous avons démontré une excellente activité in vitro de la gentamicine sur une souche de E. faecalis en phase stationnaire de croissance Nous avons ensuite confirmé l'activité de la gentamicine sur un biofilm précoce en modèle expérimental animal à corps étranger avec un taux de guérison de 50%. De plus, les courbes de bactéricidie ainsi que les résultats de calorimétrie ont prouvé que l'ajout de gentamicine améliorait l'activité in vitro de la daptomycine, ainsi que celle de la vancomycine. In vivo, le schéma thérapeutique le plus efficace était l'association daptomycine/gentamicine avec un taux de guérison de 55%. En établissant une nouvelle méthode pour l'évaluation de l'activité des antimicrobiens vis-à-vis de micro-organismes en biofilm, nous avons démontré que le meilleur antibiotique actif sur les biofilms à P. acnés était la rifampicine, suivi par la penicilline G, la daptomycine et la ceftriaxone. Les études conduites en modèle expérimental animal ont confirmé l'activité de la rifampicine seule avec un taux de guérison 36%. Le meilleur schéma thérapeutique était au final l'association rifampicine/daptomycine avec un taux de guérison 63%. Les associations de rifampicine avec la vancomycine ou la levofloxacine présentaient des taux de guérisons respectivement de 46% et 25%. Nous avons ensuite étudié l'émergence in vitro de la résistance à la rifampicine chez P. acnés. Nous avons observé un taux de mutations de 10"9. La caractérisation moléculaire de la résistance chez les mutant-résistants a mis en évidence l'implication de 5 mutations ponctuelles dans les domaines I et II du gène rpoB. Ce type de mutations a déjà été décrit au préalable chez d'autres espèces bactériennes, corroborant ainsi la validité de nos résultats. La deuxième partie de cette thèse décrit une nouvelle méthode d'évaluation de l'efficacité des antifongiques basée sur des mesures de microcalorimétrie isotherme. En utilisant un microcalorimètre, la chaleur produite par la croissance microbienne peut être-mesurée en temps réel, très précisément. Nous avons évalué l'activité de l'amphotéricine B, des triazolés et des échinocandines sur différentes souches de Aspergillus spp. par microcalorimétrie. La présence d'amphotéricine Β ou de triazole retardait la production de chaleur de manière concentration-dépendante. En revanche, pour les échinochandines, seule une diminution le pic de « flux de chaleur » a été observé. La concordance entre la concentration minimale inhibitrice de chaleur (CMIC) et la CMI ou CEM (définie par CLSI M38A), avec une marge de 2 dilutions, était de 90% pour l'amphotéricine B, 100% pour le voriconazole, 90% pour le pozoconazole et 70% pour la caspofongine. La méthode a été utilisée pour définir la sensibilité aux antifongiques pour d'autres types de champignons filamenteux. Par détermination microcalorimétrique, l'amphotéricine B s'est avéré être l'agent le plus actif contre les Mucorales et les Fusarium spp.. et le voriconazole le plus actif contre les Scedosporium spp. Finalement, nous avons évalué l'activité d'associations d'antifongiques vis-à-vis de Aspergillus spp. Une meilleure activité antifongique était retrouvée avec l'amphotéricine B ou le voriconazole lorsque ces derniers étaient associés aux échinocandines vis-à-vis de A. fumigatus. L'association échinocandine/amphotéricine B a démontré une activité antifongique synergique vis-à-vis de A. terreus, contrairement à l'association échinocandine/voriconazole qui ne démontrait aucune amélioration significative de l'activité antifongique. - The diagnosis and treatment of infectious diseases are today increasingly challenged by the emergence of difficult-to-manage situations, such as infections associated with medical devices and invasive fungal infections, especially in immunocompromised patients. The aim of this thesis was to address these challenges by developing new strategies for eradication of biofilms of difficult-to-treat microorganisms (treatment, part 1) and investigating innovative methods for microbial detection and antimicrobial susceptibility testing (diagnosis, part 2). The first part of the thesis investigates antimicrobial treatment strategies for infections caused by two less investigated microorganisms, Enterococcus faecalis and Propionibacterium acnes, which are important pathogens causing implant-associated infections. The treatment of implant-associated infections is difficult in general due to reduced susceptibility of bacteria when present in biofilms. We demonstrated an excellent in vitro activity of gentamicin against E. faecalis in stationary growth- phase and were able to confirm the activity against "young" biofilms (3 hours) in an experimental foreign-body infection model (cure rate 50%). The addition of gentamicin improved the activity of daptomycin and vancomycin in vitro, as determined by time-kill curves and microcalorimetry. In vivo, the most efficient combination regimen was daptomycin plus gentamicin (cure rate 55%). Despite a short duration of infection, the cure rates were low, highlighting that enterococcal biofilms remain difficult to treat despite administration of newer antibiotics, such as daptomycin. By establishing a novel in vitro assay for evaluation of anti-biofilm activity (microcalorimetry), we demonstrated that rifampin was the most active antimicrobial against P. acnes biofilms, followed by penicillin G, daptomycin and ceftriaxone. In animal studies we confirmed the anti-biofilm activity of rifampin (cure rate 36% when administered alone), as well as in combination with daptomycin (cure rate 63%), whereas in combination with vancomycin or levofloxacin it showed lower cure rates (46% and 25%, respectively). We further investigated the emergence of rifampin resistance in P. acnes in vitro. Rifampin resistance progressively emerged during exposure to rifampin, if the bacterial concentration was high (108 cfu/ml) with a mutation rate of 10"9. In resistant isolates, five point mutations of the rpoB gene were found in cluster I and II, as previously described for staphylococci and other bacterial species. The second part of the thesis describes a novel real-time method for evaluation of antifungals against molds, based on measurements of the growth-related heat production by isothermal microcalorimetry. Current methods for evaluation of antifungal agents against molds, have several limitations, especially when combinations of antifungals are investigated. We evaluated the activity of amphotericin B, triazoles (voriconazole, posaconazole) and echinocandins (caspofungin and anidulafungin) against Aspergillus spp. by microcalorimetry. The presence of amphotericin Β or a triazole delayed the heat production in a concentration-dependent manner and the minimal heat inhibition concentration (MHIC) was determined as the lowest concentration inhibiting 50% of the heat produced at 48 h. Due to the different mechanism of action echinocandins, the MHIC for this antifungal class was determined as the lowest concentration lowering the heat-flow peak with 50%. Agreement within two 2-fold dilutions between MHIC and MIC or MEC (determined by CLSI M38A) was 90% for amphotericin B, 100% for voriconazole, 90% for posaconazole and 70% for caspofungin. We further evaluated our assay for antifungal susceptibility testing of non-Aspergillus molds. As determined by microcalorimetry, amphotericin Β was the most active agent against Mucorales and Fusarium spp., whereas voriconazole was the most active agent against Scedosporium spp. Finally, we evaluated the activity of antifungal combinations against Aspergillus spp. Against A. jumigatus, an improved activity of amphotericin Β and voriconazole was observed when combined with an echinocandin. Against A. terreus, an echinocandin showed a synergistic activity with amphotericin B, whereas in combination with voriconazole, no considerable improved activity was observed.
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In contrast to previous results combining all ages we find positive effects of comparison income on happiness for the under 45s, and negative effects for those over 45. In the BHPS these coefficients are several times the magnitude of own income effects. In GSOEP they cancel to give no effect of effect of comparison income on life satisfaction in the whole sample, when controlling for fixed effects, and time-in-panel, and with flexible, age-group dummies. The residual age-happiness relationship is hump-shaped in all three countries. Results are consistent with a simple life cycle model of relative income under uncertainty.
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This paper develops a simple model that can be used to estimate the effectiveness of Cohesion expenditure relative to similar but unsubsidized projects, thereby making it possible to explicitly test an important assumption that is often implicit in estimates of the impact of Cohesion policies. Some preliminary results are reported for the case of infrastructure investment in the Spanish regions.
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We derive necessary and sufficient conditions under which a set of variables is informationally sufficient, i.e. it contains enough information to estimate the structural shocks with a VAR model. Based on such conditions, we suggest a procedure to test for informational sufficiency. Moreover, we show how to amend the VAR if informational sufficiency is rejected. We apply our procedure to a VAR including TFP, unemployment and per-capita hours worked. We find that the three variables are not informationally sufficient. When adding missing information, the effects of technology shocks change dramatically.
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Analitzarem, mitjançant proves de codi que realitzen la mateixa tasca, dels diferentsFramework escollits, la seva eficiència (velocitat i memòria entre d'altres).
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Total ankle replacement remains a less satisfactory solution compared to other joint replacements. The goal of this study was to develop and validate a finite element model of total ankle replacement, for future testing of hypotheses related to clinical issues. To validate the finite element model, an experimental setup was specifically developed and applied on 8 cadaveric tibias. A non-cemented press fit tibial component of a mobile bearing prosthesis was inserted into the tibias. Two extreme anterior and posterior positions of the mobile bearing insert were considered, as well as a centered one. An axial force of 2kN was applied for each insert position. Strains were measured on the bone surface using digital image correlation. Tibias were CT scanned before implantation, after implantation, and after mechanical tests and removal of the prosthesis. The finite element model replicated the experimental setup. The first CT was used to build the geometry and evaluate the mechanical properties of the tibias. The second CT was used to set the implant position. The third CT was used to assess the bone-implant interface conditions. The coefficient of determination (R-squared) between the measured and predicted strains was 0.91. Predicted bone strains were maximal around the implant keel, especially at the anterior and posterior ends. The finite element model presented here is validated for future tests using more physiological loading conditions.
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Leishmaniasis causes significant morbidity and mortality, constituting an important global health problem for which there are few effective drugs. Given the urgent need to identify a safe and effective Leishmania vaccine to help prevent the two million new cases of human leishmaniasis worldwide each year, all reasonable efforts to achieve this goal should be made. This includes the use of animal models that are as close to leishmanial infection in humans as is practical and feasible. Old world monkey species (macaques, baboons, mandrills etc.) have the closest evolutionary relatedness to humans among the approachable animal models. The Asian rhesus macaques (Macaca mulatta) are quite susceptible to leishmanial infection, develop a human-like disease, exhibit antibodies to Leishmania and parasite-specific T-cell mediated immune responses both in vivo and in vitro, and can be protected effectively by vaccination. Results from macaque vaccine studies could also prove useful in guiding the design of human vaccine trials. This review summarizes our current knowledge on this topic and proposes potential approaches that may result in the more effective use of the macaque model to maximize its potential to help the development of an effective vaccine for human leishmaniasis.
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Introduction: Testing for HIV tropism is recommended before prescribing a chemokine receptor blocker. To date, in most European countries HIV tropism is determined using a phenotypic test. Recently, new data have emerged supporting the use of a genotypic HIV V3-loop sequence analysis as the basis for tropism determination. The European guidelines group on clinical management of HIV-1 tropism testing was established to make recommendations to clinicians and virologists. Methods: We searched online databases for articles from Jan 2006 until March 2010 with the terms: tropism or CCR5-antagonist or CCR5 antagonist or maraviroc or vicriviroc. Additional articles and/or conference abstracts were identified by hand searching. This strategy identified 712 potential articles and 1240 abstracts. All were reviewed and finally 57 papers and 42 abstracts were included and used by the panel to reach a consensus statement. Results: The panel recommends HIV-tropism testing for the following indications: i) drug-naïve patients in whom toxicity or limited therapeutic options are foreseen; ii) patients experiencing therapy failure whenever a treatment change is considered. Both the phenotypic Enhanced Trofile assay (ESTA) and genotypic population sequencing of the V3-loop are recommended for use in clinical practice. Although the panel does not recommend one methodology over another it is anticipated that genotypic testing will be used more frequently because of its greater accessibility, lower cost and shorter turnaround time. The panel also provides guidance on technical aspects and interpretation issues. If using genotypic methods, triplicate PCR amplification and sequencing testing is advised using the G2P interpretation tool (clonal model) with an FPR of 10%. If the viral load is below the level of reliable amplification, proviral DNA can be used, and the panel recommends performing triplicate testing and use of an FPR of 10%. If genotypic DNA testing is not performed in triplicate the FPR should be increased to 20%. Conclusions: The European guidelines on clinical management of HIV-1 tropism testing provide an overview of current literature, evidence-based recommendations for the clinical use of tropism testing and expert guidance on unresolved issues and current developments. Current data support both the use of genotypic population sequencing and ESTA for co-receptor tropism determination. For practical reasons genotypic population sequencing is the preferred method in Europe.
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Interpretability and power of genome-wide association studies can be increased by imputing unobserved genotypes, using a reference panel of individuals genotyped at higher marker density. For many markers, genotypes cannot be imputed with complete certainty, and the uncertainty needs to be taken into account when testing for association with a given phenotype. In this paper, we compare currently available methods for testing association between uncertain genotypes and quantitative traits. We show that some previously described methods offer poor control of the false-positive rate (FPR), and that satisfactory performance of these methods is obtained only by using ad hoc filtering rules or by using a harsh transformation of the trait under study. We propose new methods that are based on exact maximum likelihood estimation and use a mixture model to accommodate nonnormal trait distributions when necessary. The new methods adequately control the FPR and also have equal or better power compared to all previously described methods. We provide a fast software implementation of all the methods studied here; our new method requires computation time of less than one computer-day for a typical genome-wide scan, with 2.5 M single nucleotide polymorphisms and 5000 individuals.
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British mammalogists have used two different systems for surveying the common dormouse Muscardinus avellanarius: a modified bird nest box with the entrance facing the tree trunk, and a smaller, cheaper model called a "nest tube". However, only few data comparing different nest box systems are currently available. To determine which system is more efficient, we compared the use of the large (GB-type) and small nest boxes (DE-type, a commercial wooden mouse trap without a door) in three Swiss forest. The presence of Muscardinus, potential competitors, and any evidence of occupation were examined in 60 pairs of nest boxes based on 2,280 nest box checks conducted over 5 years. Mean annual occupation and cumulative numbers of Muscardinus present were both significantly higher for the DE than for the GB boxes (64.6% versus 32.1%, and 149 versus 67 dormice, respectively). In contrast, the annual occupation by competitors including Glis glis, Apodemus spp. and hole-nesting birds was significantly higher in the GB than in the DE boxes in all forest (19-68% versus 0-16%, depending on the species and forest). These results suggest that smaller nest boxes are preferred by the common dormouse and are rarely occupied by competitors. These boxes hence appear to be preferable for studying Muscardinus populations.
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Introduction: According to guidelines, patients with coronary artery disease (CAD) should undergo revascularization if myocardial ischemia is present. While coronary angiography (CXA) allows the morphological assessment of CAD, the fractional flow reserve (FFR) has proved to be a complementary invasive test to assess the functional significance of CAD, i.e. to detect ischemia. Perfusion Cardiac Magnetic Resonance (CMR) has turned out to be a robust non-invasive technique to assess myocardial ischemia. The objective: is to compare the cost-effectiveness ratio - defined as the costs per patient correctly diagnosed - of two algorithms used to diagnose hemodynamically significant CAD in relation to the pretest likelihood of CAD: 1) aCMRto assess ischemia before referring positive patients to CXA (CMR + CXA), 2) a CXA in all patients combined with a FFR test in patients with angiographically positive stenoses (CXA + FFR). Methods: The costs, evaluated from the health care system perspective in the Swiss, German, the United Kingdom (UK) and the United States (US) contexts, included public prices of the different tests considered as outpatient procedures, complications' costs and costs induced by diagnosis errors (false negative). The effectiveness criterion wasthe ability to accurately identify apatient with significantCAD.Test performancesused in the model were based on the clinical literature. Using a mathematical model, we compared the cost-effectiveness ratio for both algorithms for hypothetical patient cohorts with different pretest likelihood of CAD. Results: The cost-effectiveness ratio decreased hyperbolically with increasing pretest likelihood of CAD for both strategies. CMR + CXA and CXA + FFR were equally costeffective at a pretest likelihood of CAD of 62% in Switzerland, 67% in Germany, 83% in the UK and 84% in the US with costs of CHF 5'794, Euros 1'472, £ 2'685 and $ 2'126 per patient correctly diagnosed. Below these thresholds, CMR + CXA showed lower costs per patient correctly diagnosed than CXA + FFR. Implications for the health care system/professionals/patients/society These results facilitate decision making for the clinical use of new generations of imaging procedures to detect ischemia. They show to what extent the cost-effectiveness to diagnose CAD depends on the prevalence of the disease.