Critical analysis of autoregressive and fast Fourier transform markers of cardiovascular variability in rats and humans

The autonomic nervous system plays an important role in physiological and pathological conditions, and has been extensively evaluated by parametric and non-parametric spectral analysis. To compare the results obtained with fast Fourier transform (FFT) and the autoregressive (AR) method, we performed a comprehensive comparative study using data from humans and rats during pharmacological blockade (in rats), a postural test (in humans), and in the hypertensive state (in both humans and rats). Although postural hypotension in humans induced an increase in normalized low-frequency (LFnu) of systolic blood pressure, the increase in the ratio was detected only by AR. In rats, AR and FFT analysis did not agree for LFnu and high frequency (HFnu) under basal conditions and after vagal blockade. The increase in the LF/HF ratio of the pulse interval, induced by methylatropine, was detected only by FFT. In hypertensive patients, changes in LF and HF for systolic blood pressure were observed only by AR; FFT was able to detect the reduction in both blood pressure variance and total power. In hypertensive rats, AR presented different values of variance and total power for systolic blood pressure. Moreover, AR and FFT presented discordant results for LF, LFnu, HF, LF/HF ratio, and total power for pulse interval. We provide evidence for disagreement in 23% of the indices of blood pressure and heart rate variability in humans and 67% discordance in rats when these variables are evaluated by AR and FFT under physiological and pathological conditions. The overall disagreement between AR and FFT in this study was 43%.

Wrist ultrasound analysis of patients with early rheumatoid arthritis

In the present study, we evaluated 42 wrists using the semi-quantitative scales power Doppler ultrasound (PDUS) and gray scale ultrasound (GSUS) with scores ranging from 0 to 3 and correlated the results with clinical, laboratory and radiographic data. Twenty-one patients (17 women and 4 men) with rheumatoid arthritis according to criteria of the American College of Rheumatology were enrolled in the study from September 2008 to July 2009 at Universidade Estadual de Campinas (UNICAMP). The average disease duration was 14 months. The patients were 66.6% Caucasians and 33.3% non-Caucasians, with a mean age of 42 and 41 years, respectively. A dorsal longitudinal scan was performed by ultrasound on the radiocarpal and midcarpal joints using GE LOGIQ XP-linear ultrasound and a high frequency (8-10 MHz) transducer. All patients were X-rayed, and the Larsen score was determined for the joints, with grades ranging from 0 to V. This study showed significant correlations between clinical, sonographic and laboratory data: GSUS and swollen right wrist (r = 0.546), GSUS of right wrist and swelling of left wrist (r = 0.511), PDUS of right wrist and pain in left wrist (r = 0.436), PDUS of right wrist and C-reactive protein (r = 0.466). Ultrasound can be considered a useful tool in the diagnosis of synovitis in early rheumatoid arthritis mainly when the anti-cyclic citrullinated peptide and rheumatoid factor are negative, and can lead to an early change in the therapeutic decision.

Determination of CYP2D6 *3, *4, and *10 frequency in women with breast cancer in São Luís, Brazil, and its association with prognostic factors and disease-free survival

The CYP2D6 enzyme is crucial for the metabolism of tamoxifen. The CYP2D6 gene is highly polymorphic, and individuals can be extensive, intermediate, or poor tamoxifen metabolizers. The aim of this study was to determine the frequencies of the CYP2D6 *3, *4, and *10 alleles in women with breast cancer who were treated with tamoxifen and analyze the association of enzyme activity with prognostic factors and disease-free survival. We observed a high frequency of CYP2D6 *10, with an allelic frequency of 0.14 (14.4%). The *3 allele was not present in the studied population, and *4 had an allelic frequency of 0.13 (13.8%). We conclude that patients with reduced CYP2D6 activity did not present worse tumor characteristics or decreased disease-free survival than women with normal enzyme activity, as the difference was not statistically significant. We also observed a high frequency of CYP2D6 *10, which had not been previously described in this specific population. This study is the first in north-northeastern Brazil that aimed to contribute to the knowledge of the Brazilian regional profile for CYP2D6 polymorphisms and their phenotypes. These findings add to the knowledge of the distribution of different polymorphic CYP2D6 alleles and the potential role of CYP2D6 genotyping in clinical practice prior to choosing therapeutic protocols.

Neuropeptides in the posterodorsal medial amygdala modulate central cardiovascular reflex responses in awake male rats

The rat posterodorsal medial amygdala (MePD) links emotionally charged sensory stimuli to social behavior, and is part of the supramedullary control of the cardiovascular system. We studied the effects of microinjections of neuroactive peptides markedly found in the MePD, namely oxytocin (OT, 10 ng and 25 pg; n=6/group), somatostatin (SST, 1 and 0.05 μM; n=8 and 5, respectively), and angiotensin II (Ang II, 50 pmol and 50 fmol; n=7/group), on basal cardiovascular activity and on baroreflex- and chemoreflex-mediated responses in awake adult male rats. Power spectral and symbolic analyses were applied to pulse interval and systolic arterial pressure series to identify centrally mediated sympathetic/parasympathetic components in the heart rate variability (HRV) and arterial pressure variability (APV). No microinjected substance affected basal parameters. On the other hand, compared with the control data (saline, 0.3 µL; n=7), OT (10 ng) decreased mean AP (MAP50) after baroreflex stimulation and increased both the mean AP response after chemoreflex activation and the high-frequency component of the HRV. OT (25 pg) increased overall HRV but did not affect any parameter of the symbolic analysis. SST (1 μM) decreased MAP50, and SST (0.05 μM) enhanced the sympathovagal cardiac index. Both doses of SST increased HRV and its low-frequency component. Ang II (50 pmol) increased HRV and reduced the two unlike variations pattern of the symbolic analysis (P<0.05 in all cases). These results demonstrate neuropeptidergic actions in the MePD for both the increase in the range of the cardiovascular reflex responses and the involvement of the central sympathetic and parasympathetic systems on HRV and APV.

The cardiovascular hemodynamic responses to various levels of orthostatic stress in children

The ability of the cardiovascular system to quickly and efficiently adapt to an orthostatic stress is vital for the human body to function on earth. The way in which the various aspects of the cardiovascular system work together to counteract an orthostatic stress has been previously quantified in the adult population. However, there are still many unknowns surrounding the topic of how the cardiovascular system functions to cope with this same stress in children. The purpose of this study was to describe the cardiovascular hemodynamic adaptations to various levels of orthostatic stress induced using a lower body negative pressure (LBNP) chamber in pre-pubertal boys. A secondary purpose was to determine indices of baroreceptor sensitivity (BRS) at both rest and during low levels of LBNP in this same pediatric sample. Finally, this study aimed to compare the relative responses to LBNP between the children and adults. To complete the study 20 healthy pre-pubertal boys and adult males (9.3 ± 1.1 and 23 ± 1.8 years of age respectively) were recruited and randomly exposed to three levels of LBNP (15, 20 and 25 mmHg). At rest and during the application of the LBNP heart rate (HR), manual and bcat-by-beat systolic (SBP), diastolic (DBP) and mean arterial blood pressure (MAP) were monitored continuously. Aortic diameter was measured at rest and peak aortic blood velocity (PV) was recorded continuously for at least I minute during each baseline and LBNP condition. From the raw data HR, stroke volume (SV), cardiac output (Q), total peripheral resistance (TPR), low frequency baroreceptor sensitivity (LF BRS), high frequency baroreceptor sensitivity (HF BRS) and LFIIIF ratio were calculated. At rest, llR wa'i higher and SBP, SV, Q and LF/HF ratio were lower in the children compared to the adult males (pgJ.05). In response to the increasing LEN!> IIR and TPR increased, and LF BRS. SV and Q decreased in the adult group (pSf).05). while the same levels of LBNP caused an increase in TPR and a decrease in SBP, SV and Q in the children (pSf).05). Although not significant, the LF/HF ratio in the adult group showed an increasing trend in response to increased negative pressure (p=O.088). As for resting BRS, there were no significant differences in LF or HF BRS between the children and the adults despite a tendency for both measures to be 18% lower in the children. Also the LF/HF ratio was almost significantly greater in the adults compared to the children (p=O.057). In addition, a comparison between the relative adult and child responses to LBNP yielded no significant group by level interactions. This result should be taken with caution though, as the low sample size and high measurement variability generated very low statistical power for this analysis. In conclusion, the results of this study suggest that the hemodynamic adaptations to an orthostatic stress were less pronounced in the prepubertal males, most likely due to an underdeveloped autonomic system. These results need to be strengthened by further research before any implications can be derived for health care purposes.

Effects of isometric elbow flexion on electromyographic spike analysis

The main objective of this research was to examine the relationship between surface electromyographic (SEMG) spike activity and force. The secondary objective was to determine to what extent subcutaneous tissue impacts the high frequency component of the signal, as well as, examining the relationship between measures of SEMG spike shape and their traditional time and frequency analogues. A total of96 participants (46 males and 50 females) ranging in age (18-35 years), generated three 5-second isometric step contractions at each force level of 40, 60, 80, and 100 percent of maximal voluntary contraction (MVC). The presentation of the contractions was balanced across subjects. The right arm of the subject was positioned in the sagittal plane, with the shoulder and elbow flexed to 90 degrees. The elbow rested on a support in a neutral position (mid pronation/mid supination) and placed within a wrist cuff, fastened below the styloid process. The wrist cuff was attached to a load cell (JR3 Inc., Woodland, CA) recording the force produced. Biceps brachii activity was monitored with a pair of Ag/AgCI recording electrodes (Grass F-E9, Astro-Med Inc., West Warwick, RI) placed in a bipolar configuration, with an interelectrode distance (lED) of 2cm distal to the motor point. Data analysis was performed on a I second window of data in the middle of the 5-second contraction. The results indicated that all spike shape measures exhibited significant (p < 0.01) differences as force increase~ from 40 to 100% MVC. The spike shape measures suggest that increased motor unit (MU) recruitment was responsible for increasing force up to 80% MVC. The results suggested that further increases in force relied on MU III synchronization. The results also revealed that the subcutaneous tissue (skin fold thickness) had no relationship (r = 0.02; P > 0.05) with the mean number of peaks per spike (MNPPS), which was the high frequency component of the signal. Mean spike amplitude (MSA) and mean spike frequency (MSF) were highly correlated with their traditional measures root mean square (RMS) and mean power frequency (MPF), respectively (r = 0.99; r = 0.97; P < 0.01).

Autonomic regulation and blood pressure in children

Vagal baroreflex sensitivity (BRS) is a measure of short term blood pressure (BP) regulation through alterations in heart rate. Low BRS reflects impaired autonomic system regulation and has been found to be a surrogate marker for cardiovascular health. In particular, it has found to be associated with the pathogenesis of adult hypertension. However, only limited information exists as to the negative consequences of childhood BP on baroreflex function. The objective of this study was to investigate BRS in children with 2 different BP profiles while controlling for the effects of age, maturation, sex, and body composition. A preliminary subsample of 11-14 year-old children from the HBEAT (Heart Behavioural Environmental Assessment Team) Study was selected. The children were divided into 2 BP groups; high BP (HBP; 2:95tl1 percentile, n=21) and normal BP (NBP; <90th percentile, n=85). Following an initial 15 minutes of supine rest, 5 minutes of continuous beat-to-beat BP (Finapres) and RR interval (RRI) were recorded (standard ECG). Spectral indices were computed using Fast Fourier Transform and transfer function analysis was used to compute BRS. High frequency (HF) and low frequency (LF) power spectral areas were set to 0.15-0.4 Hz and 0.04-0.15 Hz, respectively. Body composition was measured using body mass index. After adjusting for body composition, maturation, age and sex ANCOV A results were as follows; LF and HF BRS, LF and HF RRI, and RRI total power were lower in the HBP versus NBP participants (p<0.05). As well, LF IHF SBP ratio was significantly higher in the HBP compared to the NBP group (p<0.05). The regression coefficients (unstandardized B) indicated that in changing groups (NBP to HBP) LF and HF BRS decreases by 4.04 and 6.18 ms/mmHg, respectively. Thus, as BP increases, BRS decreases. These data suggest that changes in autonomic activity occur in children who have HBP, regardless of age, sex, maturation, and body composition. Thus, despite their young age and relatively short amount of time having high BP compared with adults, these children are already demonstrating poor BP regulation and reduced cardiovagal activity. Given that childhood BP is associated with hypertension in adulthood, there is a growing concern in regards to the current cardiovascular health of our children and future adults.

Evolutionary Origin and Maintenance of Sociality in the Small Carpenter Bees

Many arthropods exhibit behaviours precursory to social life, including adult longevity, parental care, nest loyalty and mutual tolerance, yet there are few examples of social behaviour in this phylum. The small carpenter bees, genus Ceratina, provide important insights into the early stages of sociality. I described the biology and social behaviour of five facultatively social species which exhibit all of the preadaptations for successful group living, yet present ecological and behavioural characteristics that seemingly disfavour frequent colony formation. These species are socially polymorphic with both / solitary and social nests collected in sympatry. Social colonies consist of two adult females, one contributing both foraging and reproductive effort and the second which remains at the nest as a passive guard. Cooperative nesting provides no overt reproductive benefits over solitary nesting, although brood survival tends to be greater in social colonies. Three main theories explain cooperation among conspecifics: mutual benefit, kin selection and manipulation. Lifetime reproductive success calculations revealed that mutual benefit does not explain social behaviour in this group as social colonies have lower per capita life time reproductive success than solitary nests. Genetic pedigrees constructed from allozyme data indicate that kin selection might contribute to the maintenance of social nesting -, as social colonies consist of full sisters and thus some indirect fitness benefits are inherently bestowed on subordinate females as a result of remaining to help their dominant sister. These data suggest that the origin of sociality in ceratinines has principal costs and the great ecological success of highly eusociallineages occurred well after social origins. Ecological constraints such as resource limitation, unfavourable weather conditions and parasite pressure have long been considered some of the most important selective pressures for the evolution of sociality. I assessed the fitness consequences of these three ecological factors for reproductive success of solitary and social colonies and found that nest sites were not limiting, and the frequency of social nesting was consistent across brood rearing seasons. Local weather varied between seasons but was not correlated with reproductive success. Severe parasitism resulted in low reproductive success and total nest failure in solitary nests. Social colonies had higher reproductive success and were never extirpated by parasites. I suggest that social nesting represents a form of bet-hedging. The high frequency of solitary nests suggests that this is the optimal strategy when parasite pressure is low. However, social colonies have a selective advantage over solitary nesting females during periods of extreme parasite pressure. Finally, the small carpenter bees are recorded from all continents except Antarctica. I constructed the first molecular phylogeny of ceratinine bees based on four gene regions of selected species covering representatives from all continents and ecological regions. Maximum parsimony and Bayesian Inference tree topology and fossil dating support an African origin followed by an Old World invasion and New World radiation. All known Old World ceratinines form social colonies while New World species are largely solitary; thus geography and phylogenetic inertia are likely predictors of social evolution in this genus. This integrative approach not only describes the behaviour of several previously unknown or little-known Ceratina species, bu~ highlights the fact that this is an important, though previously unrecognized, model for studying evolutionary transitions from solitary to social behaviour.

Reduced power output in skeletal muscles devoid of skMLCK: RLC phosphorylation contributes to peak performance

Regulatory light chain (RLC) phosphorylation in fast twitch muscle is catalyzed by skeletal myosin light chain kinase (skMLCK), a reaction known to increase muscle force, work, and power. The purpose of this study was to explore the contribution of RLC phosphorylation on the power of mouse fast muscle during high frequency (100 Hz) concentric contractions. To determine peak power shortening ramps (1.05 to 0.90 Lo) were applied to Wildtype (WT) and skMLCK knockout (skMLCK-/-) EDL muscles at a range of shortening velocities between 0.05-0.65 of maximal shortening velocity (Vmax), before and after a conditioning stimulus (CS). As a result, mean power was increased to 1.28 ± 0.05 and 1.11 ± .05 of pre-CS values, when collapsed for shortening velocity in WT and skMLCK-/-, respectively (n = 10). In addition, fitting each data set to a second order polynomial revealed that WT mice had significantly higher peak power output (27.67 ± 1.12 W/ kg-1) than skMLCK-/- (25.97 ± 1.02 W/ kg-1), (p < .05). No significant differences in optimal velocity for peak power were found between conditions and genotypes (p > .05). Analysis with Urea Glycerol PAGE determined that RLC phosphate content had been elevated in WT muscles from 8 to 63 % while minimal changes were observed in skMLCK-/- muscles: 3 and 8 %, respectively. Therefore, the lack of stimulation induced increase in RLC phosphate content resulted in a ~40 % smaller enhancement of mean power in skMLCK-/-. The increase in power output in WT mice suggests that RLC phosphorylation is a major potentiating component required for achieving peak muscle performance during brief high frequency concentric contractions.

Imagerie à haut contraste et caractérisation d'exoplanètes par la spectroscopie intégrale de champ

Cette thèse porte sur l’amélioration des techniques d’imagerie à haut-contraste permettant la détection directe de compagnons à de faibles séparations de leur étoile hôte. Plus précisément, elle s’inscrit dans le développement du Gemini Planet Imager (GPI) qui est un instrument de deuxième génération pour les télescopes Gemini. Cette caméra utilisera un spectromètre à champ intégral (SCI) pour caractériser les compagnons détectés et pour réduire le bruit de tavelure limitant leur détection et corrigera la turbulence atmosphérique à un niveau encore jamais atteint en utilisant deux miroirs déformables dans son système d’optique adaptative (OA) : le woofer et le tweeter. Le woofer corrigera les aberrations de basses fréquences spatiales et de grandes amplitudes alors que le tweeter compensera les aberrations de plus hautes fréquences ayant une plus faible amplitude. Dans un premier temps, les performances pouvant être atteintes à l’aide des SCIs présentement en fonction sur les télescopes de 8-10 m sont investiguées en observant le compagnon de l’étoile GQ Lup à l’aide du SCI NIFS et du système OA ALTAIR installés sur le télescope Gemini Nord. La technique de l’imagerie différentielle angulaire (IDA) est utilisée pour atténuer le bruit de tavelure d’un facteur 2 à 6. Les spectres obtenus en bandes JHK ont été utilisés pour contraindre la masse du compagnon par comparaison avec les prédictions des modèles atmosphériques et évolutifs à 8−60 MJup, où MJup représente la masse de Jupiter. Ainsi, il est déterminé qu’il s’agit plus probablement d’une naine brune que d’une planète. Comme les SCIs présentement en fonction sont des caméras polyvalentes pouvant être utilisées pour plusieurs domaines de l’astrophysique, leur conception n’a pas été optimisée pour l’imagerie à haut-contraste. Ainsi, la deuxième étape de cette thèse a consisté à concevoir et tester en laboratoire un prototype de SCI optimisé pour cette tâche. Quatre algorithmes de suppression du bruit de tavelure ont été testés sur les données obtenues : la simple différence, la double différence, la déconvolution spectrale ainsi qu’un nouvel algorithme développé au sein de cette thèse baptisé l’algorithme des spectres jumeaux. Nous trouvons que l’algorithme des spectres jumeaux est le plus performant pour les deux types de compagnons testés : les compagnons méthaniques et non-méthaniques. Le rapport signal-sur-bruit de la détection a été amélioré d’un facteur allant jusqu’à 14 pour un compagnon méthanique et d’un facteur 2 pour un compagnon non-méthanique. Dernièrement, nous nous intéressons à certains problèmes liés à la séparation de la commande entre deux miroirs déformables dans le système OA de GPI. Nous présentons tout d’abord une méthode utilisant des calculs analytiques et des simulations Monte Carlo pour déterminer les paramètres clés du woofer tels que son diamètre, son nombre d’éléments actifs et leur course qui ont ensuite eu des répercussions sur le design général de l’instrument. Ensuite, le système étudié utilisant un reconstructeur de Fourier, nous proposons de séparer la commande entre les deux miroirs dans l’espace de Fourier et de limiter les modes transférés au woofer à ceux qu’il peut précisément reproduire. Dans le contexte de GPI, ceci permet de remplacer deux matrices de 1600×69 éléments nécessaires pour une séparation “classique” de la commande par une seule de 45×69 composantes et ainsi d’utiliser un processeur prêt à être utilisé plutôt qu’une architecture informatique plus complexe.

Les multiples trajectoires d’activité physique supervisée et non supervisée chez les enfants du primaire au Québec : un modèle écologique

Contexte : L’activité physique est une composante centrale du développement physique, psychologique et social de l'enfant, particulièrement au sein d'une société où l'impact de la sédentarité et de l'obésité devient de plus en plus important. Cependant, les trajectoires d’activité physique hors école et leurs déterminants sont peu étudiés et les connaissances sur ce sujet sont limitées. Il est également notoire que les types d’activité physique sont rarement pris en considération. Objectif : Ce mémoire a pour but (a) de déterminer les trajectoires de pratique d’activité physique au cours du développement des enfants (b) de valider l’association entre l’activité physique supervisée et l’activité non supervisée et (c) d’identifier les déterminants au niveau du quartier, de la famille et des caractéristiques individuelles associés aux trajectoires de pratique d’activité physique supervisée et non supervisée. Participants : 1 814 enfants (51% garçons) nés en 1998 ayant participé à l’Étude Longitudinale du Développement des Enfants du Québec (ELDEQ). Les données récoltées proviennent uniquement de leur mère. Mesures : La fréquence de l’activité physique supervisée et non supervisée a été mesurée à quatre reprises alors que les enfants étaient âgés entre 5 et 8 ans. Les déterminants ainsi que les variables contrôles ont été mesurés alors que les enfants avaient 4 ou 5 ans. Résultats : Trois trajectoires d’activité physique supervisée et non supervisée ont été identifiées. Les résultats suggèrent que les trajectoires d’activité physique supervisée, représentant respectivement 10%, 55.3% et 34.7% de la population, sont relativement stables même si elles subissent une légère augmentation avec le temps. Des trois trajectoires d’activité physique non supervisée représentant respectivement 14.1%, 28.1% et 57.8% de la population, une augmente considérablement avec le temps alors iv que les deux autres sont stables. Ces deux séries de trajectoires ne sont pas associées significativement entre elles. L’éducation de la mère, l’entraide dans le quartier de résidence ainsi que la prosocialité des enfants déterminent les deux types d’activité physique. La suffisance de revenu et la pratique sportive de la mère sont associées seulement aux trajectoires d’activité physique supervisée. La famille intacte discrimine l’appartenance aux trajectoires d’activité physique non supervisée. Conclusion : Premièrement, la pratique de l’activité physique est relativement stable entre 5 et 8 ans. Deuxièmement, l’activité physique supervisée ainsi que l’activité physique non supervisée sont deux pratiques qui se développent différemment et qui possèdent leurs propres déterminants. Troisièmement, une approche écologique permet de mieux saisir la complexité de ces deux processus.

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.

Acoustic radiation and scattering from cylindrical bodies and analysis of transducer arrays

New mathematical methods to analytically investigate linear acoustic radiation and scattering from cylindrical bodies and transducer arrays are presented. Three problems of interest involving cylinders in an infinite fluid are studied. In all the three problems, the Helmholtz equation is used to model propagation through the fluid and the beam patterns of arrays of transducers are studied. In the first problem, a method is presented to determine the omni-directional and directional far-field pressures radiated by a cylindrical transducer array in an infinite rigid cylindrical baffle. The solution to the Helmholtz equation and the displacement continuity condition at the interface between the array and the surrounding water are used to determine the pressure. The displacement of the surface of each transducer is in the direction of the normal to the array and is assumed to be uniform. Expressions are derived for the pressure radiated by a sector of the array vibrating in-phase, the entire array vibrating in-phase, and a sector of the array phase-shaded to simulate radiation from a rectangular piston. It is shown that the uniform displacement required for generating a source level of 220 dB ref. μPa @ 1m that is omni directional in the azimuthal plane is in the order of 1 micron for typical arrays. Numerical results are presented to show that there is only a small difference between the on-axis pressures radiated by phased cylindrical arrays and planar arrays. The problem is of interest because cylindrical arrays of projectors are often used to search for underwater objects. In the second problem, the errors, when using data-independent, classical, energy and split beam correlation methods, in finding the direction of arrival (DOA) of a plane acoustic wave, caused by the presence of a solid circular elastic cylindrical stiffener near a linear array of hydrophones, are investigated. Scattering from the effectively infinite cylinder is modeled using the exact axisymmetric equations of motion and the total pressures at the hydrophone locations are computed. The effect of the radius of the cylinder, a, the distance between the cylinder and the array, b, the number of hydrophones in the array, 2H, and the angle of incidence of the wave, α, on the error in finding the DOA are illustrated using numerical results. For an array that is about 30 times the wavelength and for small angles of incidence (α<10), the error in finding the DOA using the energy method is less than that using the split beam correlation method with beam steered to α; and in some cases, the error increases when b increases; and the errors in finding the DOA using the energy method and the split beam correlation method with beam steered to α vary approximately as a7 / 4 . The problem is of interest because elastic stiffeners – in nearly acoustically transparent sonar domes that are used to protect arrays of transducers – scatter waves that are incident on it and cause an error in the estimated direction of arrival of the wave. In the third problem, a high-frequency ray-acoustics method is presented and used to determine the interior pressure field when a plane wave is normally incident on a fluid cylinder embedded in another infinite fluid. The pressure field is determined by using geometrical and physical acoustics. The interior pressure is expressed as the sum of the pressures due to all rays that pass through a point. Numerical results are presented for ka = 20 to 100 where k is the acoustic wavenumber of the exterior fluid and a is the radius of the cylinder. The results are in good agreement with those obtained using field theory. The directional responses, to the plane wave, of sectors of a circular array of uniformly distributed hydrophones in the embedded cylinder are then computed. The sectors are used to simulate linear arrays with uniformly distributed normals by using delays. The directional responses are compared with the output from an array in an infinite homogenous fluid. These outputs are of interest as they are used to determine the direction of arrival of the plane wave. Numerical results are presented for a circular array with 32 hydrophones and 12 hydrophones in each sector. The problem is of interest because arrays of hydrophones are housed inside sonar domes and acoustic plane waves from distant sources are scattered by the dome filled with fresh water and cause deterioration in the performance of the array.

Learning from Incomplete Data

Real-world learning tasks often involve high-dimensional data sets with complex patterns of missing features. In this paper we review the problem of learning from incomplete data from two statistical perspectives---the likelihood-based and the Bayesian. The goal is two-fold: to place current neural network approaches to missing data within a statistical framework, and to describe a set of algorithms, derived from the likelihood-based framework, that handle clustering, classification, and function approximation from incomplete data in a principled and efficient manner. These algorithms are based on mixture modeling and make two distinct appeals to the Expectation-Maximization (EM) principle (Dempster, Laird, and Rubin 1977)---both for the estimation of mixture components and for coping with the missing data.

Soluciones hipertónicas en trauma craneoencefálico: revisión sistemática de la literatura

El traumatismo craneoencefálico, es la epidemia silenciosa de nuestra época, que genera gastos en salud, en países como Estados Unidos, cercanos a los 60 billones de dólares anuales, y cerca de 400 billones en rehabilitación de los discapacitados. El pilar del manejo médico del trauma craneoencefálico moderado o severo, es la osmoterapia, principalmente con sustancias como el manitol y las soluciones hipertónicas. Se realizó la revisión de 14 bases de datos, encontrando 4657754 artículos, quedando al final 40 artículos después de un análisis exhaustivo, que se relacionaban con el manejo de la hipertensión endocraneana y terapia osmótica. Resultados: Se compararon diferentes estudios, encontrando gran variabilidad estos, sin homogenización en los análisis estadísticos, y la poca rigurosidad no permitieron, la recolección de datos y la comparación entre los diferentes estudios, no permitió realizar el meta-análisis y por esto se decidió la realización de una revisión sistemática de la literatura. Se evidenció principalmente tres cosas: la primera es la poca rigurosidad con la que se realizan los estudios clínicos; la segunda, es que aún falta mucha más investigación principalmente, la presencia de estudios clínicos aleatorizados multicéntricos, que logren dar una sólida evidencia y que genere validez científica que se requiere, a pesar de la evidencia clara en la práctica clínica; la tercera es la seguridad para su uso, con poca presencia de complicaciones para las soluciones salinas hipertónicas.