Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

Fusion of Multi-Atlas Segmentations with Spatial Distribution Modeling

In recent years, multi-atlas fusion methods have gainedsignificant attention in medical image segmentation. Inthis paper, we propose a general Markov Random Field(MRF) based framework that can perform edge-preservingsmoothing of the labels at the time of fusing the labelsitself. More specifically, we formulate the label fusionproblem with MRF-based neighborhood priors, as an energyminimization problem containing a unary data term and apairwise smoothness term. We present how the existingfusion methods like majority voting, global weightedvoting and local weighted voting methods can be reframedto profit from the proposed framework, for generatingmore accurate segmentations as well as more contiguoussegmentations by getting rid of holes and islands. Theproposed framework is evaluated for segmenting lymphnodes in 3D head and neck CT images. A comparison ofvarious fusion algorithms is also presented.

Serological diagnosis of dengue by an Elisa inhibition method (EIM)

An ELISA Inhibition Method (EIM) was proposed for the serologic diagnosis of dengue, comparing its results with the Hemagglutination Inhibition (HI) and the IgM capture-ELISA (MAC-ELISA). Advantages and disadvantages of both methods are discussed according to sensitivity, specificity, performance and usefulness. As a conclusion we recommend the complementary inclusion of the EIM and MAC-ELISA substituting the HI for laboratories engaged in the diagnosis and surveillance of dengue.

Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas

We study the asymmetric and dynamic dependence between financial assets and demonstrate, from the perspective of risk management, the economic significance of dynamic copula models. First, we construct stock and currency portfolios sorted on different characteristics (ex ante beta, coskewness, cokurtosis and order flows), and find substantial evidence of dynamic evolution between the high beta (respectively, coskewness, cokurtosis and order flow) portfolios and the low beta (coskewness, cokurtosis and order flow) portfolios. Second, using three different dependence measures, we show the presence of asymmetric dependence between these characteristic-sorted portfolios. Third, we use a dynamic copula framework based on Creal et al. (2013) and Patton (2012) to forecast the portfolio Value-at-Risk of long-short (high minus low) equity and FX portfolios. We use several widely used univariate and multivariate VaR models for the purpose of comparison. Backtesting our methodology, we find that the asymmetric dynamic copula models provide more accurate forecasts, in general, and, in particular, perform much better during the recent financial crises, indicating the economic significance of incorporating dynamic and asymmetric dependence in risk management.

Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula

We investigate the dynamic and asymmetric dependence structure between equity portfolios from the US and UK. We demonstrate the statistical significance of dynamic asymmetric copula models in modelling and forecasting market risk. First, we construct “high-minus-low" equity portfolios sorted on beta, coskewness, and cokurtosis. We find substantial evidence of dynamic and asymmetric dependence between characteristic-sorted portfolios. Second, we consider a dynamic asymmetric copula model by combining the generalized hyperbolic skewed t copula with the generalized autoregressive score (GAS) model to capture both the multivariate non-normality and the dynamic and asymmetric dependence between equity portfolios. We demonstrate its usefulness by evaluating the forecasting performance of Value-at-Risk and Expected Shortfall for the high-minus-low portfolios. From back-testing, e find consistent and robust evidence that our dynamic asymmetric copula model provides the most accurate forecasts, indicating the importance of incorporating the dynamic and asymmetric dependence structure in risk management.

Quantifying rates of landscape evolution and tectonic processes by thermochronology and numerical modeling of crustal heat transport using PECUBE

PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.

Brazilian dengue virus type 1 replication in mosquito cell cultures

The development of dengue viruses type 1 obtained from accute human sera and inoculated into mosquito cell cultures, was observed by standard transmission electron microscopy and cytochemical staining. It follows the trans-type mechanism already estabilished of other dengue types. Directed passage of single virus particles across the cell membrane seems to be a pathway of entry and exit in dengue-1 infected cells. The nature of numerous electron translucent vesicles and tubules, produced simmultaneously during virus replication inside the rough endoplasmic reticulum, was analyzed by cytochemical tests. The largest amount of virus particles was produced inside cell syncytia.

Modeling AIDS vaccines: the cellular level

This paper discuses current strategies for the development of AIDS vaccines wich allow immunzation to disturb the natural course of HIV at different detailed stages of its life cycle. Mathematical models describing the main biological phenomena (i.e. virus and vaccine induced T4 cell growth; virus and vaccine induced activation latently infected T4 cells; incremental changes immune response as infection progress; antibody dependent enhancement and neutralization of infection) and allowing for different vaccination strategies serve as a backgroud for computer simulations. The mathematical models reproduce updated information on the behavior of immune cells, antibody concentrations and free viruses. The results point to some controversial outcomes of an AIDS vaccine such as an early increase in virus concentration among vaccinated when compared to nonvaccinated individuals.

Cell-based computational modeling of vascular morphogenesis using Tissue Simulation Toolkit.

Computational modeling has become a widely used tool for unraveling the mechanisms of higher level cooperative cell behavior during vascular morphogenesis. However, experimenting with published simulation models or adding new assumptions to those models can be daunting for novice and even for experienced computational scientists. Here, we present a step-by-step, practical tutorial for building cell-based simulations of vascular morphogenesis using the Tissue Simulation Toolkit (TST). The TST is a freely available, open-source C++ library for developing simulations with the two-dimensional cellular Potts model, a stochastic, agent-based framework to simulate collective cell behavior. We will show the basic use of the TST to simulate and experiment with published simulations of vascular network formation. Then, we will present step-by-step instructions and explanations for building a recent simulation model of tumor angiogenesis. Demonstrated mechanisms include cell-cell adhesion, chemotaxis, cell elongation, haptotaxis, and haptokinesis.

Dengue 2 virus enhancement in asthmatic and non asthmatic individual

During the 1981 dengue hemorrhagic fever/dengue shock syndrome (DHF/DSS) Cuban epidemic, bronchial asthma (BA) was frequently found as a personal or family antecedent in dengue hemorragic fever patients. Considering that antibody dependent enhancement (ADE) plays an important role in the etiopathogenic mechanism of DHF/DSS, we decide to study the Dengue 2 virus (D2V) capability of replication in peripheral blood leukocytes (PBL) from asthmatic patients and healthy persons. In 90% of asthmatic patients and 53.8% of control group it was obtained PBL with a significant D2V enhancing activity (X² p < 0.01). Power enhancement was higher in asthmatic group. This is the first in vitro study relating BA and the dengue 2 virus immuno enhancement. The results obtained support the role of BA as a risk factor for DHF/DSS as already described on epidemiological data.