Adaptive filtering methods for identifying cross-frequency couplings in human EEG.

Oscillations have been increasingly recognized as a core property of neural responses that contribute to spontaneous, induced, and evoked activities within and between individual neurons and neural ensembles. They are considered as a prominent mechanism for information processing within and communication between brain areas. More recently, it has been proposed that interactions between periodic components at different frequencies, known as cross-frequency couplings, may support the integration of neuronal oscillations at different temporal and spatial scales. The present study details methods based on an adaptive frequency tracking approach that improve the quantification and statistical analysis of oscillatory components and cross-frequency couplings. This approach allows for time-varying instantaneous frequency, which is particularly important when measuring phase interactions between components. We compared this adaptive approach to traditional band-pass filters in their measurement of phase-amplitude and phase-phase cross-frequency couplings. Evaluations were performed with synthetic signals and EEG data recorded from healthy humans performing an illusory contour discrimination task. First, the synthetic signals in conjunction with Monte Carlo simulations highlighted two desirable features of the proposed algorithm vs. classical filter-bank approaches: resilience to broad-band noise and oscillatory interference. Second, the analyses with real EEG signals revealed statistically more robust effects (i.e. improved sensitivity) when using an adaptive frequency tracking framework, particularly when identifying phase-amplitude couplings. This was further confirmed after generating surrogate signals from the real EEG data. Adaptive frequency tracking appears to improve the measurements of cross-frequency couplings through precise extraction of neuronal oscillations.

Polypharmacy is Associated with an Increased Risk of Bleeding in Elderly Patients with Venous Thromboembolism.

BACKGROUND: Polypharmacy, defined as the concomitant use of multiple medications, is very common in the elderly and may trigger drug-drug interactions and increase the risk of falls in patients receiving vitamin K antagonists. OBJECTIVE: To examine whether polypharmacy increases the risk of bleeding in elderly patients who receive vitamin K antagonists for acute venous thromboembolism (VTE). DESIGN: We used a prospective cohort study. PARTICIPANTS: In a multicenter Swiss cohort, we studied 830 patients aged ≥ 65 years with VTE. MAIN MEASURES: We defined polypharmacy as the prescription of more than four different drugs. We assessed the association between polypharmacy and the time to a first major and clinically relevant non-major bleeding, accounting for the competing risk of death. We adjusted for known bleeding risk factors (age, gender, pulmonary embolism, active cancer, arterial hypertension, cardiac disease, cerebrovascular disease, chronic liver and renal disease, diabetes mellitus, history of major bleeding, recent surgery, anemia, thrombocytopenia) and periods of vitamin K antagonist treatment as a time-varying covariate. KEY RESULTS: Overall, 413 (49.8 %) patients had polypharmacy. The mean follow-up duration was 17.8 months. Patients with polypharmacy had a significantly higher incidence of major (9.0 vs. 4.1 events/100 patient-years; incidence rate ratio [IRR] 2.18, 95 % confidence interval [CI] 1.32-3.68) and clinically relevant non-major bleeding (14.8 vs. 8.0 events/100 patient-years; IRR 1.85, 95 % CI 1.27-2.71) than patients without polypharmacy. After adjustment, polypharmacy was significantly associated with major (sub-hazard ratio [SHR] 1.83, 95 % CI 1.03-3.25) and clinically relevant non-major bleeding (SHR 1.60, 95 % CI 1.06-2.42). CONCLUSIONS: Polypharmacy is associated with an increased risk of both major and clinically relevant non-major bleeding in elderly patients receiving vitamin K antagonists for VTE.

Risk of falls and bleeding in elderly patients with acute venous thromboembolism.

OBJECTIVE: Whether or not a high risk of falls increases the risk of bleeding in patients receiving anticoagulants remains a matter of debate. METHODS: We conducted a prospective cohort study involving 991 patients ≥65 years of age who received anticoagulants for acute venous thromboembolism (VTE) at nine Swiss hospitals between September 2009 and September 2012. The study outcomes were as follows: the time to a first major episode of bleeding; and clinically relevant nonmajor bleeding. We determined the associations between the risk of falls and the time to a first episode of bleeding using competing risk regression, accounting for death as a competing event. We adjusted for known bleeding risk factors and anticoagulation as a time-varying covariate. RESULTS: Four hundred fifty-eight of 991 patients (46%) were at high risk of falls. The mean duration of follow-up was 16.7 months. Patients at high risk of falls had a higher incidence of major bleeding (9.6 vs. 6.6 events/100 patient-years; P = 0.05) and a significantly higher incidence of clinically relevant nonmajor bleeding (16.7 vs. 8.3 events/100 patient-years; P < 0.001) than patients at low risk of falls. After adjustment, a high risk of falls was associated with clinically relevant nonmajor bleeding [subhazard ratio (SHR) = 1.74, 95% confidence interval (CI) = 1.23-2.46], but not with major bleeding (SHR = 1.24, 95% CI = 0.83-1.86). CONCLUSION: In elderly patients who receive anticoagulants because of VTE, a high risk of falls is significantly associated with clinically relevant nonmajor bleeding, but not with major bleeding. Whether or not a high risk of falls is a reason against providing anticoagulation beyond 3 months should be based on patient preferences and the risk of VTE recurrence.

An LMI approach to H∞ synchronization of second-order neutral master-slave systems

The H∞ synchronization problem of the master and slave structure of a second-order neutral master-slave systems with time-varying delays is presented in this paper. Delay-dependent sufficient conditions for the design of a delayed output-feedback control are given by Lyapunov-Krasovskii method in terms of a linear matrix inequality (LMI). A controller, which guarantees H∞ synchronization of the master and slave structure using some free weighting matrices, is then developed. A numerical example has been given to show the effectiveness of the method

Self-potential investigations of a gravel bar in a restored river corridor

Self-potentials (SP) are sensitive to water fluxes and concentration gradients in both saturated and unsaturated geological media, but quantitative interpretations of SP field data may often be hindered by the superposition of different source contributions and time-varying electrode potentials. Self-potential mapping and close to two months of SP monitoring on a gravel bar were performed to investigate the origins of SP signals at a restored river section of the Thur River in northeastern Switzerland. The SP mapping and subsequent inversion of the data indicate that the SP sources are mainly located in the upper few meters in regions of soil cover rather than bare gravel. Wavelet analyses of the time-series indicate a strong, but non-linear influence of water table and water content variations, as well as rainfall intensity on the recorded SP signals. Modeling of the SP response with respect to an increase in the water table elevation and precipitation indicate that the distribution of soil properties in the vadose zone has a very strong influence. We conclude that the observed SP responses on the gravel bar are more complicated than previously proposed semi-empiric relationships between SP signals and hydraulic head or the thickness of the vadose zone. We suggest that future SP monitoring in restored river corridors should either focus on quantifying vadose zone processes by installing vertical profiles of closely spaced SP electrodes or by installing the electrodes within the river to avoid signals arising from vadose zone processes and time-varying electrochemical conditions in the vicinity of the electrodes.

Multiuser detection in a dynamic environment — Part II: Joint user identification and parameter estimation

The problem of jointly estimating the number, the identities, and the data of active users in a time-varying multiuser environment was examined in a companion paper (IEEE Trans. Information Theory, vol. 53, no. 9, September 2007), at whose core was the use of the theory of finite random sets on countable spaces. Here we extend that theory to encompass the more general problem of estimating unknown continuous parameters of the active-user signals. This problem is solved here by applying the theory of random finite sets constructed on hybrid spaces. We doso deriving Bayesian recursions that describe the evolution withtime of a posteriori densities of the unknown parameters and data.Unlike in the above cited paper, wherein one could evaluate theexact multiuser set posterior density, here the continuous-parameter Bayesian recursions do not admit closed-form expressions. To circumvent this difficulty, we develop numerical approximationsfor the receivers that are based on Sequential Monte Carlo (SMC)methods (“particle filtering”). Simulation results, referring to acode-divisin multiple-access (CDMA) system, are presented toillustrate the theory.

Multiple target tracking using random sets

This paper presents several algorithms for joint estimation of the target number and state in a time-varying scenario. Building on the results presented in [1], which considers estimation of the target number only, we assume that not only the target number, but also their state evolution must be estimated. In this context, we extend to this new scenario the Rao-Blackwellization procedure of [1] to compute Bayes recursions, thus defining reduced-complexity solutions for the multi-target set estimator. A performance assessmentis finally given both in terms of Circular Position Error Probability - aimed at evaluating the accuracy of the estimated track - and in terms of Cardinality Error Probability, aimed at evaluating the reliability of the target number estimates.

Structural changes in the US economy: Bad Luck or Bad Policy?

This paper investigates the relationship between time variations in output and inflation dynamics and monetary policy in the US. There are changes in the structural coefficients and in the variance of the structural shocks. The policy rules in the 1970s and 1990s are similar as is the transmission of policy disturbances. Inflation persistence is only partly a monetary phenomena. Variations in the systematic component of policy have limited effects on the dynamics of output and inflation. Results are robust to alterations in the auxiliary assumptions.

Has the Euro-Mediterranean partnership affected Mediterranean business cycles?

We date turning points of the reference cycle for 19 Mediterranean countries andanalyze their structure and interdependences. Fluctuations are volatile and not highlycorrelated across countries; recessions are deep but asynchronous making average outputlosses in the area limited. Heterogeneities across countries and regions are substantial.Mediterranean cycles are time varying but their evolution is not linked withthe Euro-Mediterranean partnership process. The concordance of cyclical fluctuationsis poorly related to trade and financial linkages and to their evolution over time.

Structural changes in the US economy: is there a role for monetary policy?

This paper investigates the contribution of monetary policy to the changes in outputgrowth and inflation dynamics in the US. We identify a policy shock and a policy rule ina time-varying coefficients VAR using robust sign restrictions. The transmission of policyshocks has been relatively stable. The variance of the policy shock has decreased over time,but policy shocks account for a small fraction of the level and of the variations in inflationand output growth volatility and persistence. We find little evidence of a significant increasein the long run response of the interest rate to inflation. A more aggressive inflation policyin the 1970s would have produced large output growth costs.

The effect of divorce laws on divorce rates in Europe

This paper analyzes a panel of 18 European countries spanning from 1950 to 2003 toexamine the extent to which the legal reforms leading to easier divorce that took placeduring the second half of the 20th century have contributed to the increase in divorce rates across Europe. We use a quasi-experimental set-up and exploit the different timing of the reforms in divorce laws across countries. We account for unobserved country-specificfactors by introducing country fixed effects, and we include country-specific trends tocontrol for time-varying factors at the country level that may be correlated with divorcerates and divorce laws, such as changing social norms or slow moving demographictrends. We find that the reforms were followed by significant increases in divorce rates.Overall, we estimate that the introduction of no-fault, unilateral divorce increased thedivorce rate by about 1, a sizeable effect given the average rate of 4.2 divorces per 1,000married people in 2002.

Speculative dynamics in the term structure of interest rates

When long maturity bonds are traded frequently and traders have non-nestedinformation sets, speculative behavior in the sense of Harrison and Kreps (1978) arises.Using a term structure model displaying such speculative behavior, this paper proposesa conceptually and observationally distinct new mechanism generating time varying predictableexcess returns. It is demonstrated that (i) dispersion of expectations about futureshort rates is sufficient for individual traders to systematically predict excess returns and(ii) the new term structure dynamics driven by speculative trade is orthogonal to publicinformation in real time, but (iii) can nevertheless be quantified using only publicly availableyield data. The model is estimated using monthly data on US short to medium termTreasuries from 1964 to 2007 and it provides a good fit of the data. Speculative dynamicsare found to be quantitatively important, potentially accounting for a substantial fractionof the variation of bond yields and appears to be more important at long maturities.

The structural dynamics of US output and inflation: What explains the changes?

We examine the dynamics of US output and inflation using a structural time varyingcoefficient VAR. We show that there are changes in the volatility of both variables andin the persistence of inflation. Technology shocks explain changes in output volatility,while a combination of technology, demand and monetary shocks explain variations inthe persistence and volatility of inflation. We detect changes over time in the transmission of technology shocks and in the variance of technology and of monetary policyshocks. Hours and labor productivity always increase in response to technology shocks.

Flexible multivariate GARCH modeling with an application to international stock markets

The goal of this paper is to estimate time-varying covariance matrices.Since the covariance matrix of financial returns is known to changethrough time and is an essential ingredient in risk measurement, portfolioselection, and tests of asset pricing models, this is a very importantproblem in practice. Our model of choice is the Diagonal-Vech version ofthe Multivariate GARCH(1,1) model. The problem is that the estimation ofthe general Diagonal-Vech model model is numerically infeasible indimensions higher than 5. The common approach is to estimate more restrictive models which are tractable but may not conform to the data. Our contributionis to propose an alternative estimation method that is numerically feasible,produces positive semi-definite conditional covariance matrices, and doesnot impose unrealistic a priori restrictions. We provide an empiricalapplication in the context of international stock markets, comparing thenew estimator to a number of existing ones.

The structural dynamics of output growth and inflation: some international evidence

We examine the dynamics of output growth and inflation in the US, Euro area and UK using a structural time varying coefficient VAR. There are important similarities in structural inflation dynamics across countries; output growth dynamics differ. Swings in the magnitude of inflation and output growth volatilities and persistences are accounted for by a combination of three structural shocks. Changes over time in the structure of the economy are limited and permanent variations largely absent. Changes in the volatilities of structural shocks matter.