Variable Kernel estimates: On the impossibility of tuning the parameters

For the standard kernel density estimate, it is known that one can tune the bandwidth such that the expected L1 error is within a constant factor of the optimal L1 error (obtained when one is allowed to choose the bandwidth with knowledge of the density). In this paper, we pose the same problem for variable bandwidth kernel estimates where the bandwidths are allowed to depend upon the location. We show in particular that for positive kernels on the real line, for any data-based bandwidth, there exists a densityfor which the ratio of expected L1 error over optimal L1 error tends to infinity. Thus, the problem of tuning the variable bandwidth in an optimal manner is ``too hard''. Moreover, from the class of counterexamples exhibited in the paper, it appears thatplacing conditions on the densities (monotonicity, convexity, smoothness) does not help.

A general decomposition formula for derivative prices in stochastic volatility models

We see that the price of an european call option in a stochastic volatilityframework can be decomposed in the sum of four terms, which identifythe main features of the market that affect to option prices: the expectedfuture volatility, the correlation between the volatility and the noisedriving the stock prices, the market price of volatility risk and thedifference of the expected future volatility at different times. We alsostudy some applications of this decomposition.

Testing financing constraints on firm investment using variable capital

We consider a dynamic multifactor model of investment with financing imperfections,adjustment costs and fixed and variable capital. We use the model to derive a test offinancing constraints based on a reduced form variable capital equation. Simulation resultsshow that this test correctly identifies financially constrained firms even when the estimationof firms investment opportunities is very noisy. In addition, the test is well specified inthe presence of both concave and convex adjustment costs of fixed capital. We confirmempirically the validity of this test on a sample of small Italian manufacturing companies.

Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks

Although it is commonly accepted that most macroeconomic variables are nonstationary, it is often difficult to identify the source of the non-stationarity. In particular, it is well-known that integrated and short memory models containing trending components that may display sudden changes in their parameters share some statistical properties that make their identification a hard task. The goal of this paper is to extend the classical testing framework for I(1) versus I(0)+ breaks by considering a a more general class of models under the null hypothesis: non-stationary fractionally integrated (FI) processes. A similar identification problem holds in this broader setting which is shown to be a relevant issue from both a statistical and an economic perspective. The proposed test is developed in the time domain and is very simple to compute. The asymptotic properties of the new technique are derived and it is shown by simulation that it is very well-behaved in finite samples. To illustrate the usefulness of the proposed technique, an application using inflation data is also provided.

Synthesis of a radioiodinated photoreactive MAGE-1 peptide derivative and photoaffinity labeling of cell-associated human leukocyte antigen-A1 molecules.

The synthesis of a photoreactive derivative of the human leukocyte antigen-A1 (HLA-A1)-restricted MAGE-1 peptide 161-169 (EADPTGHSY) is described. Using conventional automated solid-phase peptide synthesis, a photoreactive derivative of this peptide was synthesized by replacing histidine-167 with photo-reactive N-beta-4-azidosalicyloyl-L-2,3-diaminopropionic acid. The C-terminal tyrosine was incorporated as phosphotyrosine. This peptide derivative was radioiodinated in the presence of chloramine T. This iodination took place selectively at the photoreactive group, because the phosphate ester prevented tyrosine iodination. Following dephosphorylation with alkaline phosphatase and chromatographic purification, the radiolabeled peptide derivative was incubated with cells expressing HLA-A1 or other HLA molecules. Photoactivation resulted in efficient photoaffinity labeling of HLA-A1. Other HLA molecules or other cellular components were not detectably labeled. This labeling was inhibited by HLA-A1 but not by HLA-A2-binding peptides. This synthesis is generally applicable and can also be adapted to the synthesis of well-defined radiolabeled nonphotoreactive peptide derivatives.

Granulomatosis-associated common variable immunodeficiency disorder: a case-control study versus sarcoidosis.

The aim of the present study was to investigate to what extent interstitial lung disease (ILD) in common variable immunodeficiency disorder (CVID)-associated granulomatous disease (GD) is similar to pulmonary sarcoidosis 20 patients with CVID/GD were included in a retrospective study conducted by the Groupe Sarcoïdose Francophone. Medical records were centralised. Patients were compared with 60 controls with sarcoidosis. Clinical examination showed more frequent crackles in patients than controls (45% versus 1.7%, respectively; p<0.001). On thoracic computed tomography scans, nodules (often multiple and with smooth margins), air bronchograms and halo signs were more frequent in patients than controls (80% versus 42%, respectively; p=0.004) as well as bronchiectasis (65% versus 23%, respectively; p<0.001). The micronodule distribution was perilymphatic in 100% of controls and in 42% of patients (p<0.001). Bronchoalveolar lavage analysis showed lower T-cell CD4/CD8 ratios in patients than in controls (mean±sd 1.6±1.1 versus 5.3±4, respectively; p<0.01). On pathological analysis, nodules and consolidations corresponded to granulomatous lesions with or without lymphocytic disorders in most cases. Mortality was higher in patients than controls (30% versus 0%, respectively) and resulted from common variable immunodeficiency complications. ILD in CVID/GD presents a specific clinical picture and evolution that are markedly different from those of sarcoidosis.

Variable phenotypic expressivity in a Swiss family with autosomal dominant retinitis pigmentosa due to a T494M mutation in the PRPF3 gene.

PURPOSE: To characterize the clinical, psychophysical, and electrophysiological phenotypes in a five-generation Swiss family with dominantly inherited retinitis pigmentosa caused by a T494M mutation in the Precursor mRNA-Processing factor 3 (PRPF3) gene, and to relate the phenotype to the underlying genetic mutation. METHODS: Eleven affected patients were ascertained for phenotypic and genotypic characterization. Ophthalmologic evaluations included color vision testing, Goldmann perimetry, and digital fundus photography. Some patients had autofluorescence imaging, Optical Coherence Tomography, and ISCEV-standard full-field electroretinography. All affected patients had genetic testing. RESULTS: The age of onset of night blindness and the severity of the progression of the disease varied between members of the family. Some patients reported early onset of night blindness at age three, with subsequent severe deterioration of visual acuity, which was 0.4 in the best eye after their fifties. The second group of patients had a later onset of night blindness, in the mid-twenties, with a milder disease progression and a visual acuity of 0.8 at age 70. Fundus autofluorescence imaging and electrophysiological and visual field abnormalities also showed some degree of varying phenotypes. The autofluorescence imaging showed a large high-density ring bilaterally. Myopia (range: -0.75 to -8) was found in 10/11 affected subjects. Fundus findings showed areas of atrophy along the arcades. A T494M change was found in exon 11 of the PRPF3 gene. The change segregates with the disease in the family. CONCLUSIONS: A mutation in the PRPF3 gene is rare compared to other genes causing autosomal dominant retinitis pigmentosa (ADRP). Although a T494M change has been reported, the family in our study is the first with variable expressivity. Mutations in the PRPF3 gene can cause a variable ADRP phenotype, unlike in the previously described Danish, English, and Japanese families. Our report, based on one of the largest affected pedigree, provides a better understanding as to the phenotype/genotype description of ADRP caused by a PRPF3 mutation.

Igneous garnet and amphibole fractionation in the roots of island arcs: experimental constraints on andesitic liquids

To evaluate the role of garnet and amphibole fractionation at conditions relevant for the crystallization of magmas in the roots of island arcs, a series of experiments were performed on a synthetic andesite at conditions ranging from 0.8 to 1.2 GPa, 800-1,000 degrees C and variable H2O contents. At water undersaturated conditions and fO(2) established around QFM, garnet has a wide stability field. At 1.2 GPa garnet ? amphibole are the high-temperature liquidus phases followed by plagioclase at lower temperature. Clinopyroxene reaches its maximal stability at H2O-contents <= 9 wt% at 950 degrees C and is replaced by amphibole at lower temperature. The slopes of the plagioclase-in boundaries are moderately negative in T-XH2O space. At 0.8 GPa, garnet is stable at magmatic H2O contents exceeding 8 wt% and is replaced by spinel at decreasing dissolved H2O. The liquids formed by crystallization evolve through continuous silica increase from andesite to dacite and rhyolite for the 1.2 GPa series, but show substantial enrichment in FeO/MgO for the 0.8 GPa series related to the contrasting roles of garnet and amphibole in fractionating Fe-Mg in derivative liquids. Our experiments indicate that the stability of igneous garnet increases with increasing dissolved H2O in silicate liquids and is thus likely to affect trace element compositions of H2O-rich derivative arc volcanic rocks by fractionation. Garnet-controlled trace element ratios cannot be used as a proxy

Optical counterpart of galactic plane variable radio sources

We present I-band deep CCD exposures of the fields of galactic plane radio variables. An optical counterpart, based on positional coincidence, has been found for 15 of the 27 observed program objects. The Johnson I magnitude of the sources identified is in the range 18-21.

Radio detections towards unidentified variable EGRET sources

A considerable fraction of the -ray sources discovered with the Energetic Gamma-Ray Experiment Telescope (EGRET) remain unidentified. The EGRET sources that have been properly identified are either pulsars or variable sources at both radio and gamma-ray wavelengths. Most of the variable sources are strong radio blazars. However, some low galactic-latitude EGRET sources, with highly variable -ray emission, lack any evident counterpart according to the radio data available until now. Aims. The primary goal of this paper is to identify and characterise the potential radio counterparts of four highly variable -ray sources in the galactic plane through mapping the radio surroundings of the EGRET confidence contours and determining the variable radio sources in the field whenever possible. Methods. We have carried out a radio exploration of the fields of the selected EGRET sources using the Giant Metrewave Radio Telescope (GMRT) interferometer at 21 cm wavelength, with pointings being separated by months. Results. We detected a total of 151 radio sources. Among them, we identified a few radio sources whose flux density has apparently changed on timescales of months. Despite the limitations of our search, their possible variability makes these objects a top-priority target for multiwavelength studies of the potential counterparts of highly variable, unidentified gamma-ray sources.

Super-resolution of remotely sensed images with variable-pixel linear reconstruction

This paper describes the development and applications of a super-resolution method, known as Super-Resolution Variable-Pixel Linear Reconstruction. The algorithm works combining different lower resolution images in order to obtain, as a result, a higher resolution image. We show that it can make significant spatial resolution improvements to satellite images of the Earth¿s surface allowing recognition of objects with size approaching the limiting spatial resolution of the lower resolution images. The algorithm is based on the Variable-Pixel Linear Reconstruction algorithm developed by Fruchter and Hook, a well-known method in astronomy but never used for Earth remote sensing purposes. The algorithm preserves photometry, can weight input images according to the statistical significance of each pixel, and removes the effect of geometric distortion on both image shape and photometry. In this paper, we describe its development for remote sensing purposes, show the usefulness of the algorithm working with images as different to the astronomical images as the remote sensing ones, and show applications to: 1) a set of simulated multispectral images obtained from a real Quickbird image; and 2) a set of multispectral real Landsat Enhanced Thematic Mapper Plus (ETM+) images. These examples show that the algorithm provides a substantial improvement in limiting spatial resolution for both simulated and real data sets without significantly altering the multispectral content of the input low-resolution images, without amplifying the noise, and with very few artifacts.

Variable Very-High-Energy Gamma-Ray Emission from the Microquasar LS I +61 303

Microquasars are binary star systems with relativistic radio-emitting jets. They are potential sources of cosmic rays and can be used to elucidate the physics of relativistic jets. We report the detection of variable gamma-ray emission above 100 gigaelectron volts from the microquasar LS I 61 + 303. Six orbital cycles were recorded. Several detections occur at a similar orbital phase, which suggests that the emission is periodic. The strongest gamma-ray emission is not observed when the two stars are closest to one another, implying a strong orbital modulation of the emission or absorption processes.

Creació musical i improvisació. Crèdit variable per a primer cicle d'ESO

Document en què es proposen una sèrie d'activitats pràctiques ordenades i agrupades en sessions, per tal de treballar la creativitat i la improvisació musical amb els alumnes de secundària.

Common Variable Immunodeficiency: molecular pathways and clinical manifestations

Common variable immunodeficiency (CVID), is a disease that is characterized by hypogammaglobulinemia as well as a defect in T, B and dendritic cells. This leads to recurrent bacterial infection mainly caused by Streptococcus pneumoniae, Klebsiella pneumoniae and Haemophilus influenzae, as well as inflammatory manifestations, i.e. granulomateous disease, gastro-intestinal disorders and chronic lung disease. Intravenous Immunoglobulin (IVIg) therapy reduces CVID susceptibility to bacterial infections to some extend. We analyzed clinical aspects of patients from our database. We recently showed that bacteria-specific CD4 T cells of CVID patients were impaired. We therefor postulated that CVID patients may harbor an acquired T-cell deficiency also called exhaustion. To test this hypothesis, we performed a comprehensive investigation of the functional profiles of bacteria-specific CD4 T cells isolated from 31 healthy individuals and 30 CVID patients. In the present study, we demonstrated that bacteria-specific but not virus-specific CD4 T cells in CVID patients harbored reduced proliferation capacity and expressed high level of PD-1. Interestingly, the blockade of PD-1/PD-1 ligands interactions restored partially bacteria but not virus-specific CD4 T-cell proliferation. Finally, we showed that 1) the level of endotoxins inversely correlates with IgG concentration, 2) IVIG treated CVID patients harbored reduced endotoxemia and 3) IgG concentration exceeding 7 mg/mL strongly reduces both the proportion of CVID patients with detectable endotoxemia and the concentration of endotoxins in plasma. Taken together our observations, suggest that primary B-cell defect(s) in CVID patients leads to recurrent bacterial infections that are associated to an acquired (secondary) impairment of CD4 T cells which may in turn exacerbate the lack of protection against extracellular bacteria.