Characterisations of extended resiliency and extended immunity of S-boxes

New criteria of extended resiliency and extended immunity of vectorial Boolean functions, such as S-boxes for stream or block ciphers, were recently introduced. They are related to a divide-and-conquer approach to algebraic attacks by conditional or unconditional equations. Classical resiliency turns out to be a special case of extended resiliency and as such requires more conditions to be satisfied. In particular, the algebraic degrees of classically resilient S-boxes are restricted to lower values. In this paper, extended immunity and extended resiliency of S-boxes are studied and many characterisations and properties of such S-boxes are established. The new criteria are shown to be necessary and sufficient for resistance against the divide-and-conquer algebraic attacks by conditional or unconditional equations.

Predicting stock market returns and volatility with investor sentiment : evidence from eight developed countries

We test the predictive ability of investor sentiment on the return and volatility at the aggregate market level in the U.S., four largest European countries and three Asia-Pacific countries. We find that in the U.S., France and Italy periods of high consumer confidence levels are followed by low market returns. In Japan both the level and the change in consumer confidence boost the market return in the next month. Further, shifts in sentiment significantly move conditional volatility in most of the countries, and in Italy such impacts lead to an increase in returns by 4.7% in the next month.

Investor sentiment as conditioning information in asset pricing

This paper assesses whether incorporating investor sentiment as conditioning information in asset-pricing models helps capture the impacts of the size, value, liquidity and momentum effects on risk-adjusted returns of individual stocks. We use survey sentiment measures and a composite index as proxies for investor sentiment. In our conditional framework, the size effect becomes less important in the conditional CAPM and is no longer significant in all the other models examined. Furthermore, the conditional models often capture the value, liquidity and momentum effects.

Asymptotic minimax robust and misspecified Lorden quickest change detection for dependent stochastic processes

The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.

Brain decoding based on functional magnetic resonance imaging using machine learning : a comparative study

Brain decoding of functional Magnetic Resonance Imaging data is a pattern analysis task that links brain activity patterns to the experimental conditions. Classifiers predict the neural states from the spatial and temporal pattern of brain activity extracted from multiple voxels in the functional images in a certain period of time. The prediction results offer insight into the nature of neural representations and cognitive mechanisms and the classification accuracy determines our confidence in understanding the relationship between brain activity and stimuli. In this paper, we compared the efficacy of three machine learning algorithms: neural network, support vector machines, and conditional random field to decode the visual stimuli or neural cognitive states from functional Magnetic Resonance data. Leave-one-out cross validation was performed to quantify the generalization accuracy of each algorithm on unseen data. The results indicated support vector machine and conditional random field have comparable performance and the potential of the latter is worthy of further investigation.

The geographical co-distribution and socio-ecological drivers of childhood pneumonia and diarrhoea in Queensland, Australia

This study aimed to explore the spatiotemporal patterns, geographic co-distribution, and socio-ecological drivers of childhood pneumonia and diarrhea in Queensland. A Bayesian conditional autoregressive model was used to quantify the impacts of socio-ecological factors on both childhood pneumonia and diarrhea at a postal area level. A distinct seasonality of childhood pneumonia and diarrhea was found. Childhood pneumonia and diarrhea mainly distributed in northwest of Queensland. Mount Isa was the high-risk cluster where childhood pneumonia and diarrhea co-distributed. Emergency department visits (EDVs) for pneumonia increased by 3% per 10-mm increase in monthly average rainfall, in wet seasons. In comparison, a 10-mm increase in monthly average rainfall may increase 4% of EDVs for diarrhea. Monthly average temperature was negatively associated with EDVs for childhood diarrhea, in wet seasons. Low socioeconomic index for areas (SEIFA) was associated with high EDVs for childhood pneumonia. Future pneumonia and diarrhea prevention and control measures in Queensland should focus more on Mount Isa.

Building macroscale models from microscale probabilistic models : a general probabilistic approach for nonlinear diffusion and multispecies phenomena

A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

This paper employs a VAR-GARCH model to investigate the return links and volatility transmission between the S&P 500 and commodity price indices for energy, food, gold and beverages over the turbulent period from 2000 to 2011. Understanding the price behavior of commodity prices and the volatility transmission mechanism between these markets and the stock exchanges are crucial for each participant, including governments, traders, portfolio managers, consumers, and producers. For return and volatility spillover, the results show significant transmission among the S&P 500 and commodity markets. The past shocks and volatility of the S&P 500 strongly influenced the oil and gold markets. This study finds that the highest conditional correlations are between the S&P 500 and gold index and the S&P 500 and WTI index. We also analyze the optimal weights and hedge ratios for commodities/S&P 500 portfolio holdings using the estimates for each index. Overall, our findings illustrate several important implications for portfolio hedgers for making optimal portfolio allocations, engaging in risk management and forecasting future volatility in equity and commodity markets. © 2013 Elsevier B.V.

Bayesian models for spatio-temporal assessment of disease

This thesis has contributed to the advancement of knowledge in disease modelling by addressing interesting and crucial issues relevant to modelling health data over space and time. The research has led to the increased understanding of spatial scales, temporal scales, and spatial smoothing for modelling diseases, in terms of their methodology and applications. This research is of particular significance to researchers seeking to employ statistical modelling techniques over space and time in various disciplines. A broad class of statistical models are employed to assess what impact of spatial and temporal scales have on simulated and real data.

An investigation of the impact of various geographical scales for the specification of spatial dependence

Ecological studies are based on characteristics of groups of individuals, which are common in various disciplines including epidemiology. It is of great interest for epidemiologists to study the geographical variation of a disease by accounting for the positive spatial dependence between neighbouring areas. However, the choice of scale of the spatial correlation requires much attention. In view of a lack of studies in this area, this study aims to investigate the impact of differing definitions of geographical scales using a multilevel model. We propose a new approach -- the grid-based partitions and compare it with the popular census region approach. Unexplained geographical variation is accounted for via area-specific unstructured random effects and spatially structured random effects specified as an intrinsic conditional autoregressive process. Using grid-based modelling of random effects in contrast to the census region approach, we illustrate conditions where improvements are observed in the estimation of the linear predictor, random effects, parameters, and the identification of the distribution of residual risk and the aggregate risk in a study region. The study has found that grid-based modelling is a valuable approach for spatially sparse data while the SLA-based and grid-based approaches perform equally well for spatially dense data.

Behaviour v structure : Tribunal’s AGL Energy merger authorisation

Section 95AT of the Competition and Consumer Act 2010 (Cth) (CCA) provides that the Tribunal may grant an authorisation to acquire shares or assets that would otherwise contravene s 50. Section 95AT was inserted by the Trade Practices Legislation Amendment Act 2006 (Cth) and commenced on 1 January 2007. In Application for Authorisation of Macquarie Generation by AGL Energy Limited, (AGL Energy) the Tribunal has for the first time granted AGL Energy Limited (AGL) a conditional authorisation to acquire the assets of Macquarie Generation from the NSW Government.

Fine-mapping the HOXB region detects common variants tagging a rare coding allele : evidence for synthetic association in prostate cancer

The HOXB13 gene has been implicated in prostate cancer (PrCa) susceptibility. We performed a high resolution fine-mapping analysis to comprehensively evaluate the association between common genetic variation across the HOXB genetic locus at 17q21 and PrCa risk. This involved genotyping 700 SNPs using a custom Illumina iSelect array (iCOGS) followed by imputation of 3195 SNPs in 20,440 PrCa cases and 21,469 controls in The PRACTICAL consortium. We identified a cluster of highly correlated common variants situated within or closely upstream of HOXB13 that were significantly associated with PrCa risk, described by rs117576373 (OR 1.30, P = 2.62×10(-14)). Additional genotyping, conditional regression and haplotype analyses indicated that the newly identified common variants tag a rare, partially correlated coding variant in the HOXB13 gene (G84E, rs138213197), which has been identified recently as a moderate penetrance PrCa susceptibility allele. The potential for GWAS associations detected through common SNPs to be driven by rare causal variants with higher relative risks has long been proposed; however, to our knowledge this is the first experimental evidence for this phenomenon of synthetic association contributing to cancer susceptibility.

The adhesion molecule L1 regulates transendothelial migration and trafficking of dendritic cells

The adhesion molecule L1, which is extensively characterized in the nervous system, is also expressed in dendritic cells (DCs), but its function there has remained elusive. To address this issue, we ablated L1 expression in DCs of conditional knockout mice. L1-deficient DCs were impaired in adhesion to and transmigration through monolayers of either lymphatic or blood vessel endothelial cells, implicating L1 in transendothelial migration of DCs. In agreement with these findings, L1 was expressed in cutaneous DCs that migrated to draining lymph nodes, and its ablation reduced DC trafficking in vivo. Within the skin, L1 was found in Langerhans cells but not in dermal DCs, and L1 deficiency impaired Langerhans cell migration. Under inflammatory conditions, L1 also became expressed in vascular endothelium and enhanced transmigration of DCs, likely through L1 homophilic interactions. Our results implicate L1 in the regulation of DC trafficking and shed light on novel mechanisms underlying transendothelial migration of DCs. These observations might offer novel therapeutic perspectives for the treatment of certain immunological disorders.

Optimal HMM filtering and decision feedback equalisation for differential encoded transmission systems

In this paper conditional hidden Markov model (HMM) filters and conditional Kalman filters (KF) are coupled together to improve demodulation of differential encoded signals in noisy fading channels. We present an indicator matrix representation for differential encoded signals and the optimal HMM filter for demodulation. The filter requires O(N3) calculations per time iteration, where N is the number of message symbols. Decision feedback equalisation is investigated via coupling the optimal HMM filter for estimating the message, conditioned on estimates of the channel parameters, and a KF for estimating the channel states, conditioned on soft information message estimates. The particular differential encoding scheme examined in this paper is differential phase shift keying. However, the techniques developed can be extended to other forms of differential modulation. The channel model we use allows for multiplicative channel distortions and additive white Gaussian noise. Simulation studies are also presented.