It's still 2%: evidence on convergence from 116 years of the US States panel data

A new debate over the speed of convergence in per capita income across economies is going on. Cross sectional estimates support the idea of slow convergence of about two percent per year. Panel data estimates support the idea of fast convergence of five, ten or even twenty percent per year. This paper shows that, if you ``do it right'', even the panel data estimation method yields the result of slow convergence of about two percent per year.

A fast Bayesian reconstruction algorithm for emission tomography with entropy prior converging to feasible images

The development and tests of an iterative reconstruction algorithm for emission tomography based on Bayesian statistical concepts are described. The algorithm uses the entropy of the generated image as a prior distribution, can be accelerated by the choice of an exponent, and converges uniformly to feasible images by the choice of one adjustable parameter. A feasible image has been defined as one that is consistent with the initial data (i.e. it is an image that, if truly a source of radiation in a patient, could have generated the initial data by the Poisson process that governs radioactive disintegration). The fundamental ideas of Bayesian reconstruction are discussed, along with the use of an entropy prior with an adjustable contrast parameter, the use of likelihood with data increment parameters as conditional probability, and the development of the new fast maximum a posteriori with entropy (FMAPE) Algorithm by the successive substitution method. It is shown that in the maximum likelihood estimator (MLE) and FMAPE algorithms, the only correct choice of initial image for the iterative procedure in the absence of a priori knowledge about the image configuration is a uniform field.

CP2 stars as viewed by the uvby Hbeta system

A new statistical parallax method using the Maximum Likelihood principle is presented, allowing the simultaneous determination of a luminosity calibration, kinematic characteristics and spatial distribution of a given sample. This method has been developed for the exploitation of the Hipparcos data and presents several improvements with respect to the previous ones: the effects of the selection of the sample, the observational errors, the galactic rotation and the interstellar absorption are taken into account as an intrinsic part of the formulation (as opposed to external corrections). Furthermore, the method is able to identify and characterize physically distinct groups in inhomogeneous samples, thus avoiding biases due to unidentified components. Moreover, the implementation used by the authors is based on the extensive use of numerical methods, so avoiding the need for simplification of the equations and thus the bias they could introduce. Several examples of application using simulated samples are presented, to be followed by applications to real samples in forthcoming articles.

Bayesian image reconstruction with space-variant noise suppression

In this paper we present a Bayesian image reconstruction algorithm with entropy prior (FMAPE) that uses a space-variant hyperparameter. The spatial variation of the hyperparameter allows different degrees of resolution in areas of different statistical characteristics, thus avoiding the large residuals resulting from algorithms that use a constant hyperparameter. In the first implementation of the algorithm, we begin by segmenting a Maximum Likelihood Estimator (MLE) reconstruction. The segmentation method is based on using a wavelet decomposition and a self-organizing neural network. The result is a predetermined number of extended regions plus a small region for each star or bright object. To assign a different value of the hyperparameter to each extended region and star, we use either feasibility tests or cross-validation methods. Once the set of hyperparameters is obtained, we carried out the final Bayesian reconstruction, leading to a reconstruction with decreased bias and excellent visual characteristics. The method has been applied to data from the non-refurbished Hubble Space Telescope. The method can be also applied to ground-based images.

On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Molecular phylogenetics of soricid shrews (Mammalia) based on mitochondrial cytochrome b gene sequences: with special reference to the Soricinae

Molecular phylogeny of soricid shrews (Soricidae, Eulipotyphla, Mammalia) based on 1140 bp mitochondrial cytochrome b gene (cytb) sequences was inferred by the maximum likelihood (ML) method. All 13 genera of extant Soricinae and two genera of Crocidurinae were included in the analyses. Anourosorex was phylogenetically distant from the main groupings within Soricinae and Crocidurinae in the ML tree. Thus, it could not be determined to which subfamily Anourosorex should be assigned: Soricinae, Crocidurinae or a new subfamily. Soricinae (excluding Anourosorex) should be divided into four tribes: Neomyini, Notiosoricini, Soricini and Blarinini. However, monophyly of Blarinini was not robust in the present data set. Also, branching orders among tribes of Soricinae and those among genera of Neomyini could not be determined because of insufficient phylogenetic information of the cytb sequences. For water shrews of Neomyini (Chimarrogale, Nectogale and Neomys), monophyly of Neomys and the Chimarrogale-Nectogale group could not be verified, which implies the possibility of multiple origins for the semi-aquatic mode of living among taxa within Neomyini. Episoriculus may contain several separate genera. Blarinella was included in Blarinini not Soricini, based on the cytb sequences, but the confidence level was rather low; hence more phylogenetic information is needed to determine its phylogenetic position. Furthermore, some specific problems of taxonomy of soricid shrews were clarified, for example phylogeny of local populations of Notiosorex crawfordi, Chimarrogale himalayica and Crocidura attenuata.

Phylogenetic relationships and divergence times among dormice (Rodentia, Gliridae) based on three nuclear genes

We examined phylogenetic relationships among six species representing three subfamilies, Glirinae, Graphiurinae and Leithiinae with sequences from three nuclear protein-coding genes (apolipoprotein B, APOB; interphotoreceptor retinoid-binding protein, IRBP; recombination-activating gene 1, RAG1). Phylogenetic trees reconstructed from maximum-parsimony (MP), maximum-likelihood (ML) and Bayesian-inference (BI) analyses showed the monophyly of Glirinae (Glis and Glirulus) and Leithiinae (Dryomys, Eliomys and Muscardinus) with strong support, although the branch length maintaining this relationship was very short, implying rapid diversification among the three subfamilies. Divergence time estimates were calculated from ML (local clock model) and Bayesian-dating method using a calibration point of 25 Myr (million years) ago for the divergence between Glis and Glirulus, and 55 Myr ago for the split between lineages of Gliridae and Sciuridae on the basis of fossil records. The results showed that each lineage of Graphiuros, Glis, Glirulus and Muscardinus dates from the Late Oligocene to the Early Miocene period, which is mostly in agreement with fossil records. Taking into account that warm climate harbouring a glirid-favoured forest dominated from Europe to Asia during this period, it is considered that this warm environment triggered the prosperity of the glirid species through the rapid diversification. Glirulus japonicas is suggested to be a relict of this ancient diversification during the warm period.

Improvement of therapeutic drug monitoring of imatinib by Bayesian prediction of trough levels. Personalized drug dosage

Aims: Plasma concentrations of imatinib differ largely between patients despite same dosage, owing to large inter-individual variability in pharmacokinetic (PK) parameters. As the drug concentration at the end of the dosage interval (Cmin) correlates with treatment response and tolerability, monitoring of Cmin is suggested for therapeutic drug monitoring (TDM) of imatinib. Due to logistic difficulties, random sampling during the dosage interval is however often performed in clinical practice, thus rendering the respective results not informative regarding Cmin values.Objectives: (I) To extrapolate randomly measured imatinib concentrations to more informative Cmin using classical Bayesian forecasting. (II) To extend the classical Bayesian method to account for correlation between PK parameters. (III) To evaluate the predictive performance of both methods.Methods: 31 paired blood samples (random and trough levels) were obtained from 19 cancer patients under imatinib. Two Bayesian maximum a posteriori (MAP) methods were implemented: (A) a classical method ignoring correlation between PK parameters, and (B) an extended one accounting for correlation. Both methods were applied to estimate individual PK parameters, conditional on random observations and covariate-adjusted priors from a population PK model. The PK parameter estimates were used to calculate trough levels. Relative prediction errors (PE) were analyzed to evaluate accuracy (one-sample t-test) and to compare precision between the methods (F-test to compare variances).Results: Both Bayesian MAP methods allowed non-biased predictions of individual Cmin compared to observations: (A) - 7% mean PE (CI95% - 18 to 4 %, p = 0.15) and (B) - 4% mean PE (CI95% - 18 to 10 %, p = 0.69). Relative standard deviations of actual observations from predictions were 22% (A) and 30% (B), i.e. comparable to the intraindividual variability reported. Precision was not improved by taking into account correlation between PK parameters (p = 0.22).Conclusion: Clinical interpretation of randomly measured imatinib concentrations can be assisted by Bayesian extrapolation to maximum likelihood Cmin. Classical Bayesian estimation can be applied for TDM without the need to include correlation between PK parameters. Both methods could be adapted in the future to evaluate other individual pharmacokinetic measures correlated to clinical outcomes, such as area under the curve(AUC).

Biometrical analysis and selection of tetraploid progenies of Panicum maximum using mixed model methods

The objectives of this work were to estimate the genetic and phenotypic parameters and to predict the genetic and genotypic values of the selection candidates obtained from intraspecific crosses in Panicum maximum as well as the performance of the hybrid progeny of the existing and projected crosses. Seventy-nine intraspecific hybrids obtained from artificial crosses among five apomictic and three sexual autotetraploid individuals were evaluated in a clonal test with two replications and ten plants per plot. Green matter yield, total and leaf dry matter yields and leaf percentage were evaluated in five cuts per year during three years. Genetic parameters were estimated and breeding and genotypic values were predicted using the restricted maximum likelihood/best linear unbiased prediction procedure (REML/BLUP). The dominant genetic variance was estimated by adjusting the effect of full-sib families. Low magnitude individual narrow sense heritabilities (0.02-0.05), individual broad sense heritabilities (0.14-0.20) and repeatability measured on an individual basis (0.15-0.21) were obtained. Dominance effects for all evaluated characteristics indicated that breeding strategies that explore heterosis must be adopted. Less than 5% increase in the parameter repeatability was obtained for a three-year evaluation period and may be the criterion to determine the maximum number of years of evaluation to be adopted, without compromising gain per cycle of selection. The identification of hybrid candidates for future cultivars and of those that can be incorporated into the breeding program was based on the genotypic and breeding values, respectively. The prediction of the performance of the hybrid progeny, based on the breeding values of the progenitors, permitted the identification of the best crosses and indicated the best parents to use in crosses.

Estimating soybean crop areas using spectral-temporal surfaces derived from MODIS images in Mato Grosso, Brazil

The objective of this work was to evaluate the application of the spectral-temporal response surface (STRS) classification method on Moderate Resolution Imaging Spectroradiometer (MODIS, 250 m) sensor images in order to estimate soybean areas in Mato Grosso state, Brazil. The classification was carried out using the maximum likelihood algorithm (MLA) adapted to the STRS method. Thirty segments of 30x30 km were chosen along the main agricultural regions of Mato Grosso state, using data from the summer season of 2005/2006 (from October to March), and were mapped based on fieldwork data, TM/Landsat-5 and CCD/CBERS-2 images. Five thematic classes were considered: Soybean, Forest, Cerrado, Pasture and Bare Soil. The classification by the STRS method was done over an area intersected with a subset of 30x30-km segments. In regions with soybean predominance, STRS classification overestimated in 21.31% of the reference values. In regions where soybean fields were less prevalent, the classifier overestimated 132.37% in the acreage of the reference. The overall classification accuracy was 80%. MODIS sensor images and the STRS algorithm showed to be promising for the classification of soybean areas in regions with the predominance of large farms. However, the results for fragmented areas and smaller farms were less efficient, overestimating soybean areas.

Land use/cover classification in the Brazilian Amazon using satellite images

Land use/cover classification is one of the most important applications in remote sensing. However, mapping accurate land use/cover spatial distribution is a challenge, particularly in moist tropical regions, due to the complex biophysical environment and limitations of remote sensing data per se. This paper reviews experiments related to land use/cover classification in the Brazilian Amazon for a decade. Through comprehensive analysis of the classification results, it is concluded that spatial information inherent in remote sensing data plays an essential role in improving land use/cover classification. Incorporation of suitable textural images into multispectral bands and use of segmentation‑based method are valuable ways to improve land use/cover classification, especially for high spatial resolution images. Data fusion of multi‑resolution images within optical sensor data is vital for visual interpretation, but may not improve classification performance. In contrast, integration of optical and radar data did improve classification performance when the proper data fusion method was used. Among the classification algorithms available, the maximum likelihood classifier is still an important method for providing reasonably good accuracy, but nonparametric algorithms, such as classification tree analysis, have the potential to provide better results. However, they often require more time to achieve parametric optimization. Proper use of hierarchical‑based methods is fundamental for developing accurate land use/cover classification, mainly from historical remotely sensed data.

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

ML estimator and hybrid beamformer for multipath and interference mitigation in GNSS receivers

This paper addresses the estimation of the code-phase(pseudorange) and the carrier-phase of the direct signal received from a direct-sequence spread-spectrum satellite transmitter. Thesignal is received by an antenna array in a scenario with interferenceand multipath propagation. These two effects are generallythe limiting error sources in most high-precision positioning applications.A new estimator of the code- and carrier-phases is derivedby using a simplified signal model and the maximum likelihood(ML) principle. The simplified model consists essentially ofgathering all signals, except for the direct one, in a component withunknown spatial correlation. The estimator exploits the knowledgeof the direction-of-arrival of the direct signal and is much simplerthan other estimators derived under more detailed signal models.Moreover, we present an iterative algorithm, that is adequate for apractical implementation and explores an interesting link betweenthe ML estimator and a hybrid beamformer. The mean squarederror and bias of the new estimator are computed for a numberof scenarios and compared with those of other methods. The presentedestimator and the hybrid beamforming outperform the existingtechniques of comparable complexity and attains, in manysituations, the Cramér–Rao lower bound of the problem at hand.

On the q=1/2 non-extensive maximum entropy distribution

A detailed mathematical analysis on the q = 1/2 non-extensive maximum entropydistribution of Tsallis' is undertaken. The analysis is based upon the splitting of such adistribution into two orthogonal components. One of the components corresponds to theminimum norm solution of the problem posed by the fulfillment of the a priori conditionson the given expectation values. The remaining component takes care of the normalizationconstraint and is the projection of a constant onto the Null space of the "expectation-values-transformation"

Combining conservative and variable markers to inferthe evolutionary history of Prunus subgen. Amygdalus s.l.under domestication

The genus Prunus L. is large and economically important. However, phylogenetic relationships within Prunus at low taxonomic level, particularly in the subgenus Amygdalus L. s.l., remain poorly investigated. This paper attempts to document the evolutionary history of Amygdalus s.l. and establishes a temporal framework, by assembling molecular data from conservative and variable molecular markers. The nuclear s6pdh gene in combination with the plastid trnSG spacer are analyzed with bayesian and maximum likelihood methods. Since previous phylogenetic analysis with these markers lacked resolution, we additionally analyzed 13 nuclear SSR loci with the δµ2 distance, followed by an unweighted pair group method using arithmetic averages algorithm. Our phylogenetic analysis with both sequence and SSR loci confirms the split between sections Amygdalus and Persica, comprising almonds and peaches, respectively. This result is in agreement with biogeographic data showing that each of the two sections is naturally distributed on each side of the Central Asian Massif chain. Using coalescent based estimations, divergence times between the two sections strongly varied when considering sequence data only or combined with SSR. The sequence-only based estimate (5 million years ago) was congruent with the Central Asian Massif orogeny and subsequent climate change. Given the low level of differentiation within the two sections using both marker types, the utility of combining microsatellites and data sequences to address phylogenetic relationships at low taxonomic level within Amygdalus is discussed. The recent evolutionary histories of almond and peach are discussed in view of the domestication processes that arose in these two phenotypically-diverging gene pools: almonds and peaches were domesticated from the Amygdalus s.s. and Persica sections, respectively. Such economically important crops may serve as good model to study divergent domestication process in close genetic pool.