Large-system analysis of a CDMA dynamic channel under a Markovian input process

We study the minimum mean square error (MMSE) and the multiuser efficiency η of large dynamic multiple access communication systems in which optimal multiuser detection is performed at the receiver as the number and the identities of active users is allowed to change at each transmission time. The system dynamics are ruled by a Markov model describing the evolution of the channel occupancy and a large-system analysis is performed when the number of observations grow large. Starting on the equivalent scalar channel and the fixed-point equation tying multiuser efficiency and MMSE, we extend it to the case of a dynamic channel, and derive lower and upper bounds for the MMSE (and, thus, for η as well) holding true in the limit of large signal–to–noise ratios and increasingly large observation time T.

Alliance patterns over the course of short-term dynamic psychotherapy: The shape of productive relationships.

The shape of alliance processes over the course of psychotherapy has already been studied in several process-outcome studies on very brief psychotherapy. The present study applies the shape-of-change methodology to short-term dynamic psychotherapies and complements this method with hierarchical linear modeling. A total of 50 psychotherapies of up to 40 sessions were included. Alliance was measured at the end of each session. The results indicate that a linear progression model is most adequate. Three main patterns were found: stable, linear, and quadratic growth. The linear growth pattern, along with the slope parameter, was related to treatment outcome. This study sheds additional light on alliance process research, underscores the importance of linear alliance progression for outcome, and also fosters a better understanding of its limitations.

Controlled dynamic generation of standard 1,6-hexamethylene diisocyanate aerosols

A procedure for the dynamic generation of 1,6-hexamethylene diisocyanate (HDI) aerosol atmospheres of 70 micrograms m-3 (0.01 ppm) to 1.75 mg m-3 (0.25 ppm), based on the precise control of the evaporation of pure liquid HDI and subsequent dilution with air, was developed. The apparatus consisted of a home-made glass nebulizer coupled with a separation stage to exclude non-respirable droplets (greater than 10 microns). The aerosol concentrations were achieved by passing air through the nebulizer at 1.5-4.5 l. min-1 to generate dynamically 0.01-0.25 ppm of diisocyanate in an experimental chamber of 8.55 m3. The distribution of the liquid aerosol was established with an optical counter and the diisocyanate concentration was determined from samples collected in impingers by a high-pressure liquid chromatographic method. The atmospheres generated were suitable for the evaluation both of sampling procedures full scale, and of analytical methods: at 140 micrograms m-3 (0.02 ppm) they remained stable for 15-min provocation tests in clinical asthma, as verified by breath-zone sampling of exposed patients.

Do orthopaedic shoes improve local dynamic stability of gait? An observational study in patients with chronic foot and ankle injuries.

BACKGROUND: Complex foot and ankle fractures, such as calcaneum fractures or Lisfranc dislocations, are often associated with a poor outcome, especially in terms of gait capacity. Indeed, degenerative changes often lead to chronic pain and chronic functional limitations. Prescription footwear represents an important therapeutic tool during the rehabilitation process. Local Dynamic Stability (LDS) is the ability of locomotor system to maintain continuous walking by accommodating small perturbations that occur naturally during walking. Because it reflects the degree of control over the gait, LDS has been advocated as a relevant indicator for evaluating different conditions and pathologies. The aim of this study was to analyze changes in LDS induced by orthopaedic shoes in patients with persistent foot and ankle injuries. We hypothesised that footwear adaptation might help patients to improve gait control, which could lead to higher LDS: METHODS: Twenty-five middle-aged inpatients (5 females, 20 males) participated in the study. They were treated for chronic post-traumatic disabilities following ankle and/or foot fractures in a Swiss rehabilitation clinic. During their stay, included inpatients received orthopaedic shoes with custom-made orthoses (insoles). They performed two 30s walking trials with standard shoes and two 30s trials with orthopaedic shoes. A triaxial motion sensor recorded 3D accelerations at the lower back level. LDS was assessed by computing divergence exponents in the acceleration signals (maximal Lyapunov exponents). Pain was evaluated with Visual Analogue Scale (VAS). LDS and pain differences between the trials with standard shoes and the trials with orthopaedic shoes were assessed. RESULTS: Orthopaedic shoes significantly improved LDS in the three axes (medio-lateral: 10% relative change, paired t-test p < 0.001; vertical: 9%, p = 0.03; antero-posterior: 7%, p = 0.04). A significant decrease in pain level (VAS score -29%) was observed. CONCLUSIONS: Footwear adaptation led to pain relief and to improved foot & ankle proprioception. It is likely that that enhancement allows patients to better control foot placement. As a result, higher dynamic stability has been observed. LDS seems therefore a valuable index that could be used in early evaluation of footwear outcome in clinical settings.

The Impact of Industry Collaboration on Academic Research Output: A Dynamic Panel Data Analysis

The aim of this paper is to analyse the impact of university knowledge and technology transfer activities on academic research output. Specifically, we study whether researchers with collaborative links with the private sector publish less than their peers without such links, once controlling for other sources of heterogeneity. We report findings from a longitudinal dataset on researchers from two engineering departments in the UK between 1985 until 2006. Our results indicate that researchers with industrial links publish significantly more than their peers. Academic productivity, though, is higher for low levels of industry involvement as compared to high levels.

MP2RAGE, a self bias-field corrected sequence for improved segmentation and T1-mapping at high field.

The large spatial inhomogeneity in transmit B(1) field (B(1)(+)) observable in human MR images at high static magnetic fields (B(0)) severely impairs image quality. To overcome this effect in brain T(1)-weighted images, the MPRAGE sequence was modified to generate two different images at different inversion times, MP2RAGE. By combining the two images in a novel fashion, it was possible to create T(1)-weighted images where the result image was free of proton density contrast, T(2) contrast, reception bias field, and, to first order, transmit field inhomogeneity. MP2RAGE sequence parameters were optimized using Bloch equations to maximize contrast-to-noise ratio per unit of time between brain tissues and minimize the effect of B(1)(+) variations through space. Images of high anatomical quality and excellent brain tissue differentiation suitable for applications such as segmentation and voxel-based morphometry were obtained at 3 and 7 T. From such T(1)-weighted images, acquired within 12 min, high-resolution 3D T(1) maps were routinely calculated at 7 T with sub-millimeter voxel resolution (0.65-0.85 mm isotropic). T(1) maps were validated in phantom experiments. In humans, the T(1) values obtained at 7 T were 1.15+/-0.06 s for white matter (WM) and 1.92+/-0.16 s for grey matter (GM), in good agreement with literature values obtained at lower spatial resolution. At 3 T, where whole-brain acquisitions with 1 mm isotropic voxels were acquired in 8 min, the T(1) values obtained (0.81+/-0.03 s for WM and 1.35+/-0.05 for GM) were once again found to be in very good agreement with values in the literature.

Multiparametric brainstem segmentation using a modified multivariate mixture of Gaussians

The human brainstem is a densely packed, complex but highly organised structure. It not only serves as a conduit for long projecting axons conveying motor and sensory information, but also is the location of multiple primary nuclei that control or modulate a vast array of functions, including homeostasis, consciousness, locomotion, and reflexive and emotive behaviours. Despite its importance, both in understanding normal brain function as well as neurodegenerative processes, it remains a sparsely studied structure in the neuroimaging literature. In part, this is due to the difficulties in imaging the internal architecture of the brainstem in vivo in a reliable and repeatable fashion. A modified multivariate mixture of Gaussians (mmMoG) was applied to the problem of multichannel tissue segmentation. By using quantitative magnetisation transfer and proton density maps acquired at 3 T with 0.8 mm isotropic resolution, tissue probability maps for four distinct tissue classes within the human brainstem were created. These were compared against an ex vivo fixated human brain, imaged at 0.5 mm, with excellent anatomical correspondence. These probability maps were used within SPM8 to create accurate individual subject segmentations, which were then used for further quantitative analysis. As an example, brainstem asymmetries were assessed across 34 right-handed individuals using voxel based morphometry (VBM) and tensor based morphometry (TBM), demonstrating highly significant differences within localised regions that corresponded to motor and vocalisation networks. This method may have important implications for future research into MRI biomarkers of pre-clinical neurodegenerative diseases such as Parkinson's disease.

Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments

We analyze the impact of countercyclical capital buffers held by banks on the supplyof credit to firms and their subsequent performance. Spain introduced dynamicprovisioning unrelated to specific bank loan losses in 2000 and modified its formulaparameters in 2005 and 2008. In each case, individual banks were impacteddifferently. The resultant bank-specific shocks to capital buffers, coupled withcomprehensive bank-, firm-, loan-, and loan application-level data, allow us toidentify its impact on the supply of credit and on real activity. Our estimates showthat countercyclical dynamic provisioning smooths cycles in the supply of credit andin bad times upholds firm financing and performance.

Three essays in dynamic corporate finance

Summary Throughout my thesis, I elaborate on how real and financing frictions affect corporate decision making under uncertainty, and I explore how firms time their investment and financing decisions given such frictions. While the macroeconomics literature has focused on the impact of real frictions on investment decisions assuming all equity financed firms, the financial economics literature has mainly focused on the study of financing frictions. My thesis therefore assesses the join interaction of real and financing frictions in firms' dynamic investment and financing decisions. My work provides a rationale for the documented poor empirical performance of neoclassical investment models based on the joint effect of real and financing frictions on investment. A major observation relies in how the infrequency of corporate decisions may affect standard empirical tests. My thesis suggests that the book to market sorts commonly used in the empirical asset pricing literature have economic content, as they control for the lumpiness in firms' optimal investment policies. My work also elaborates on the effects of asymmetric information and strategic interaction on firms' investment and financing decisions. I study how firms time their decision to raise public equity when outside investors lack information about their future investment prospects. I derive areal-options model that predicts either cold or hot markets for new stock issues conditional on adverse selection, and I provide a rational approach to study jointly the market timing of corporate decisions and announcement effects in stock returns. My doctoral dissertation therefore contributes to our understanding of how under real and financing frictions may bias standard empirical tests, elaborates on how adverse selection may induce hot and cold markets in new issues' markets, and suggests how the underlying economic behaviour of firms may induce alternative patterns in stock prices.

Beyond Smith's rule: An optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs

Most research on single machine scheduling has assumedthe linearity of job holding costs, which is arguablynot appropriate in some applications. This motivates ourstudy of a model for scheduling $n$ classes of stochasticjobs on a single machine, with the objective of minimizingthe total expected holding cost (discounted or undiscounted). We allow general holding cost rates that are separable,nondecreasing and convex on the number of jobs in eachclass. We formulate the problem as a linear program overa certain greedoid polytope, and establish that it issolved optimally by a dynamic (priority) index rule,whichextends the classical Smith's rule (1956) for the linearcase. Unlike Smith's indices, defined for each class, ournew indices are defined for each extended class, consistingof a class and a number of jobs in that class, and yieldan optimal dynamic index rule: work at each time on a jobwhose current extended class has larger index. We furthershow that the indices possess a decomposition property,as they are computed separately for each class, andinterpret them in economic terms as marginal expected cost rate reductions per unit of expected processing time.We establish the results by deploying a methodology recentlyintroduced by us [J. Niño-Mora (1999). "Restless bandits,partial conservation laws, and indexability. "Forthcomingin Advances in Applied Probability Vol. 33 No. 1, 2001],based on the satisfaction by performance measures of partialconservation laws (PCL) (which extend the generalizedconservation laws of Bertsimas and Niño-Mora (1996)):PCL provide a polyhedral framework for establishing theoptimality of index policies with special structure inscheduling problems under admissible objectives, which weapply to the model of concern.

Early change in defence mechanisms and coping in short-term dynamic psychotherapy: relations with symptoms and alliance.

Several patient-related variables have already been investigated as predictors of change in psychodynamic psychotherapy. Defensive functioning is one of them. However, few studies have investigated adaptational processes, encompassing defence mechanisms and coping, from an integrative or comparative viewpoint. This study includes 32 patients, mainly diagnosed with adjustment disorder and undergoing time-limited psychodynamic psychotherapy lasting up to 40 sessions, and will focus on early change in defence and coping. Observer-rater methodology was applied to the transcripts of two sessions of the first part of the psychotherapeutic process. It is assumed that the contextual-relational variable of therapeutic alliance intervenes as moderator on change in adaptational processes. Results corroborated the hypothesis, but only for coping, whereas for defences, overall functioning remained stable over the first 20 sessions of psychotherapy. These results are discussed within the framework of disentangling processes underlying adaptation, i.e., related to issues on trait and state aspects, as well as the role of the therapeutic alliance.