Interactive expectations

In modeling expectation formation, economic agents are usually viewed as forming expectations adaptively or in accordance with some rationality postulate. We offer an alternative nonlinear model where agents exchange their opinions and information with each other. Such a model yields multiple equilibria, or attracting distributions, that are persistent but subject to sudden large jumps. Using German Federal Statistical Office economic indicators and German IFO Poll expectational data, we show that this kind of model performs well in simulation experiments. Focusing upon producers' expectations in the consumption goods sector, we also discover evidence that structural change in the interactive process occurred over the period of investigation (1970-1998). Specifically, interactions in expectation formation seem to have become less important over time.

Estimating and evaluating the statistics of gapped local-alignment scores

We present a novel maximum-likelihood-based algorithm for estimating the distribution of alignment scores from the scores of unrelated sequences in a database search. Using a new method for measuring the accuracy of p-values, we show that our maximum-likelihood-based algorithm is more accurate than existing regression-based and lookup table methods. We explore a more sophisticated way of modeling and estimating the score distributions (using a two-component mixture model and expectation maximization), but conclude that this does not improve significantly over simply ignoring scores with small E-values during estimation. Finally, we measure the classification accuracy of p-values estimated in different ways and observe that inaccurate p-values can, somewhat paradoxically, lead to higher classification accuracy. We explain this paradox and argue that statistical accuracy, not classification accuracy, should be the primary criterion in comparisons of similarity search methods that return p-values that adjust for target sequence length.

Analysis of genetic diversity in Cassia brewsteri with randomly amplified DNA fingerprints (RAFS)

Genetic diversity in Cassia brewsteri (F. Muell.) F. Muell. ex Benth. was assessed with Randomly Amplified DNA Fingerprints (RAFs). Thirty accessions of C. brewsteri collected from throughout its natural distribution were analysed with three random decamer primers, along with three accessions of C. tomentella (Benth.) Domin and a single accession of each of C. queenslandica C. T. White and C. marksiana (F. M. Bailey) Domin. The three primers yielded a reproducible amplification profile of 265 scorable polymorphic fragments for the 35 accessions. These molecular markers were used to calculate Nei and Li similarity coefficients between each pair of individuals. A matrix of dissimilarity of each pair of individuals was examined by multidimensional scaling (MDS). The analysis supports the division of C. brewsteri into two subspecies and the suggestion that intergradation of C. brewsteri and C. tomentella can occur where the distributions of these species meet.

Inferring genome trees by using a filter to eliminate phylogenetically discordant sequences and a distance matrix based on mean normalized BLASTP scores

Darwin's paradigm holds that the diversity of present-day organisms has arisen via a process of genetic descent with modification, as on a bifurcating tree. Evidence is accumulating that genes are sometimes transferred not along lineages but rather across lineages. To the extent that this is so, Darwin's paradigm can apply only imperfectly to genomes, potentially complicating or perhaps undermining attempts to reconstruct historical relationships among genomes (i.e., a genome tree). Whether most genes in a genome have arisen via treelike (vertical) descent or by lateral transfer across lineages can be tested if enough complete genome sequences are used. We define a phylogenetically discordant sequence (PDS) as an open reading frame (ORF) that exhibits patterns of similarity relationships statistically distinguishable from those of most other ORFs in the same genome. PDSs represent between 6.0 and 16.8% (mean, 10.8%) of the analyzable ORFs in the genomes of 28 bacteria, eight archaea, and one eukaryote (Saccharomyces cerevisiae). In this study we developed and assessed a distance-based approach, based on mean pairwise sequence similarity, for generating genome trees. Exclusion of PDSs improved bootstrap support for basal nodes but altered few topological features, indicating that there is little systematic bias among PDSs. Many but not all features of the genome tree from which PDSs were excluded are consistent with the 16S rRNA tree.

Close packed transitions in slit-shaped pores: Density functional theory study of methane adsorption capacity in carbon

An important feature of improving lattice gas models and classical isotherms is the incorporation of a pore size dependent capacity, which has hitherto been overlooked. In this paper, we develop a model for predicting the temperature dependent variation in capacity with pore size. The model is based on the analysis of a lattice gas model using a density functional theory approach at the close packed limit. Fluid-fluid and solid-fluid interactions are modeled by the Lennard-Jones 12-6 potential and Steele's 10-4-3, potential respectively. The capacity of methane in a slit-shaped carbon pore is calculated from the characteristic parameters of the unit cell, which are extracted by minimizing the grand potential of the unit cell. The capacities predicted by the proposed model are in good agreement with those obtained from grand canonical Monte Carlo simulation, for pores that can accommodate up to three adsorbed layers. Single particle and pair distributions exhibit characteristic features that correspond to the sequence of buckling and rhombic transitions that occur as the slit pore width is increased. The model provides a useful tool to model continuous variation in the microstructure of an adsorbed phase, namely buckling and rhombic transitions, with increasing pore width. (C) 2002 American Institute of Physics.

Density functional theory analysis of the influence of pore wall heterogeneity on adsorption in carbons

Density functional theory for adsorption in carbons is adapted here to incorporate a random distribution of pore wall thickness in the solid, and it is shown that the mean pore wall thickness is intimately related to the pore size distribution characteristics. For typical carbons the pore walls are estimated to comprise only about two graphene layers, and application of the modified density functional theory approach shows that the commonly used assumption of infinitely thick walls can severely affect the results for adsorption in small pores under both supercritical and subcritical conditions. Under supercritical conditions the Henry's law coefficient is overpredicted by as much as a factor of 2, while under subcritical conditions pore wall heterogeneity appears to modify transitions in small pores into a sequence of smaller ones corresponding to pores with different wall thicknesses. The results suggest the need to improve current pore size distrubution analysis methods to allow for pore wall heterogeneity. The density functional theory is further extended here to allow for interpore adsorbate interactions, and it appears that these interaction are negligible for small molecules such as nitrogen but significant for more strongly interacting heavier molecules such as butane, for which the traditional independent pore model may not be adequate.

Thermolysin activates equine lamellar hoof matrix metalloproteinases

Cultured equine lamellar hoof explants secrete the pro-enzymes matrix metalloproteinse-2 (MMP-2, 72 kDa) and MMP-2 (92 kDa). Untreated explants remained intact tested on a calibrated force transducer, but when treated with an NIMP activator, developed in-vitro laminitis, separating at the dermal-epidermal junction. Explants treated with the bacterial protease thermolysin separated dose-dependently; this was accompanied by activation of both MMP-2 and -9. Thermolysin-mediated NIP activation did not occur in a cell-free system and was not inhibited by the addition of the MMP inhibitor and batimastat. These findings suggest that thermolysin-mediated gelatinase activation is not dependent on membrane-bound matrix metalloproteinase (MT-MMP) activation, providing further evidence that bacteria can produce potent MMP activators that probably facilitate host invasion. (C) 2002 Harcourt Publishers Ltd.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

Bridging the gap between different statistical approaches: An integrated framework for modelling

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.