Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Dynamic stackelberg game with risk-averse players: optimal risk-sharing under asymmetric information

The objective of this paper is to clarify the interactive nature of the leader-follower relationship when both players are endogenously risk-averse. The analysis is placed in the context of a dynamic closed-loop Stackelberg game with private information. The case of a risk-neutral leader, very often discussed in the literature, is only a borderline possibility in the present study. Each player in the game is characterized by a risk-averse type which is unknown to his opponent. The goal of the leader is to implement an optimal incentive compatible risk-sharing contract. The proposed approach provides a qualitative analysis of adaptive risk behavior profiles for asymmetrically informed players in the context of dynamic strategic interactions modelled as incentive Stackelberg games.

Nash equilibrium strategies in discrete-time finite-horizon dynamic games with risk-and effort-averse players

The objective of this paper is to re-examine the risk-and effort attitude in the context of strategic dynamic interactions stated as a discrete-time finite-horizon Nash game. The analysis is based on the assumption that players are endogenously risk-and effort-averse. Each player is characterized by distinct risk-and effort-aversion types that are unknown to his opponent. The goal of the game is the optimal risk-and effort-sharing between the players. It generally depends on the individual strategies adopted and, implicitly, on the the players' types or characteristics.

In vitro growth of human urinary tract smooth muscle cells on laminin and collagen type I-coated membranes under static and dynamic conditions.

This study investigates in vitro growth of human urinary tract smooth muscle cells under static conditions and mechanical stimulation. The cells were cultured on collagen type I- and laminin-coated silicon membranes. Using a Flexcell device for mechanical stimulation, a cyclic strain of 0-20% was applied in a strain-stress-time model (stretch, 104 min relaxation, 15 s), imitating physiological bladder filling and voiding. Cell proliferation and alpha-actin, calponin, and caldesmon phenotype marker expression were analyzed. Nonstretched cells showed significant better growth on laminin during the first 8 days, thereafter becoming comparable to cells grown on collagen type I. Cyclic strain significantly reduced cell growth on both surfaces; however, better growth was observed on laminin. Neither the type of surface nor mechanical stimulation influenced the expression pattern of phenotype markers; alpha-actin was predominantly expressed. Coating with the extracellular matrix protein laminin improved in vitro growth of human urinary tract smooth muscle cells.

Dynamic of population-dynamics in a medically important snail species Lymnaea (Radix) Luteola (Lamarck)

The life-cycle parameters of the snail Lymnaea (Radix) luteola and the factors influencing the same have been studied under laboratory conditions. Ins each month, from July 1990 to June 1991, a batch of 100 zero-day old individual were considered for studies. The snails of April batch survived for 19.42 days while those in December batch survived for 87.45 days. The May batch individual though survived for 65.67 days gained maximum shell size (15.84 mm in length) and body weight (419.87 mg). All individuals of April batch died prior to attainment of sexual maturity. In the remaining 11 batches the snails became sexually mature between 32 and 53 days. At this stage, they were with varying shell lengths, 9.3 mm to 13,11 mm in respect to batches. The reproduction period varied from 1-67 days. An individual laid, on an average, 0,25 (March batch) to 443.67 (May batch) eggs in its life-span. A batch of such snails would leave 24312, 22520, 720268, 80408, 76067, 418165, 214, 9202, 0, 0, 2459386 and 127894 individuals at the end of 352nd day. Since the environmental conditions were almost similar the 'dynamic' of population dynamics seems to be involved with the 'strain' of the snail individuals of the batches concerned.

Dynamic calibration of our sense of time.

An accurate sense of time contributes to functions ranging from the perception and anticipation of sensory events to the production of coordinated movements. However, accumulating evidence demonstrates that time perception is subject to strong illusory distortion. In two experiments, we investigated whether the subjective speed of temporal perception is dependent on our visual environment. By presenting human observers with speed-altered movies of a crowded street scene, we modulated performance on subsequent production of "20s" elapsed intervals. Our results indicate that one's visual environment significantly contributes to calibrating our sense of time, independently of any modulation of arousal. This plasticity generates an assay for the integrity of our sense of time and its rehabilitation in clinical pathologies.

Sintonización dinámica de aplicaciones MPI

En la actualidad, la computación de altas prestaciones está siendo utilizada en multitud de campos científicos donde los distintos problemas estudiados se resuelven mediante aplicaciones paralelas/distribuidas. Estas aplicaciones requieren gran capacidad de cómputo, bien sea por la complejidad de los problemas o por la necesidad de solventar situaciones en tiempo real. Por lo tanto se debe aprovechar los recursos y altas capacidades computacionales de los sistemas paralelos en los que se ejecutan estas aplicaciones con el fin de obtener un buen rendimiento. Sin embargo, lograr este rendimiento en una aplicación ejecutándose en un sistema es una dura tarea que requiere un alto grado de experiencia, especialmente cuando se trata de aplicaciones que presentan un comportamiento dinámico o cuando se usan sistemas heterogéneos. En estos casos actualmente se plantea realizar una mejora de rendimiento automática y dinámica de las aplicaciones como mejor enfoque para el análisis del rendimiento. El presente trabajo de investigación se sitúa dentro de este ámbito de estudio y su objetivo principal es sintonizar dinámicamente mediante MATE (Monitoring, Analysis and Tuning Environment) una aplicación MPI empleada en computación de altas prestaciones que siga un paradigma Master/Worker. Las técnicas de sintonización integradas en MATE han sido desarrolladas a partir del estudio de un modelo de rendimiento que refleja los cuellos de botella propios de aplicaciones situadas bajo un paradigma Master/Worker: balanceo de carga y número de workers. La ejecución de la aplicación elegida bajo el control dinámico de MATE y de la estrategia de sintonización implementada ha permitido observar la adaptación del comportamiento de dicha aplicación a las condiciones actuales del sistema donde se ejecuta, obteniendo así una mejora de su rendimiento.

Quantitative real-time polymerase chain reaction for detection of adenovirus after T cell-replete hematopoietic cell transplantation: viral load as a marker for invasive disease.

BACKGROUND: The value of adenovirus plasma DNA detection as an indicator for adenovirus disease is unknown in the context of T cell-replete hematopoietic cell transplantation, of which adenovirus disease is an uncommon but serious complication. METHODS: Three groups of 62 T cell-replete hematopoietic cell transplant recipients were selected and tested for adenovirus in plasma by polymerase chain reaction. RESULTS: Adenovirus was detected in 21 (87.5%) of 24 patients with proven adenovirus disease (group 1), in 4 (21%) of 19 patients who shed adenovirus (group 2), and in 1 (10.5%) of 19 uninfected control patients. The maximum viral load was significantly higher in group 1 (median maximum viral load, 6.3x10(6) copies/mL; range, 0 to 1.0x10(9) copies/mL) than in group 2 (median maximum viral load, 0 copies/mL; range, 0 to 1.7x10(8) copies/mL; P<.001) and in group 3 (median maximum viral load, 0 copies/mL; range 0-40 copies/mL; P<.001). All patients in group 2 who developed adenoviremia had symptoms compatible with adenovirus disease (i.e., possible disease). A minimal plasma viral load of 10(3) copies/mL was detected in all patients with proven or possible disease. Adenoviremia was detectable at a median of 19.5 days (range, 8-48 days) and 24 days (range, 9-41 days) before death for patients with proven and possible adenovirus disease, respectively. CONCLUSION: Sustained or high-level adenoviremia appears to be a specific and sensitive indicator of adenovirus disease after T cell-replete hematopoietic cell transplantation. In the context of low prevalence of adenovirus disease, the use of polymerase chain reaction of plasma specimens to detect virus might be a valuable tool to identify and treat patients at risk for viral invasive disease.

Abrupt decrease in serum testosterone levels after an oral glucose load in men: implications for screening for hypogonadism.

OBJECTIVE: This study examines the physiological impact of a glucose load on serum testosterone (T) levels in men with varying glucose tolerance (GT). DESIGN: Cross-sectional study. PATIENTS AND METHODS: 74 men (19-74 years, mean 51·4 ± 1·4 years) underwent a standard 75-g oral glucose tolerance test with blood sampling at 0, 30, 60, 90 and 120 min. Fasting serum glucose, insulin, total T (and calculated free T), LH, SHBG, leptin and cortisol were measured. RESULTS: 57% of the men had normal GT, 30% had impaired GT and 13% had newly diagnosed type 2 diabetes. Glucose ingestion was associated with a 25% decrease in mean T levels (delta = -4·2 ± 0·3 nm, P < 0·0001). T levels remained suppressed at 120 min compared with baseline (13·7 ± 0·6 vs 16·5 ± 0·7 nm, P < 0·0001) and did not differ across GT or BMI. Of the 66 men with normal T levels at baseline, 10 (15%) had levels that decreased to the hypogonadal range (<9·7 nm) at one or more time points. SHBG, LH and cortisol levels were unchanged. Leptin levels decreased from baseline at all time points (P < 0·0001). CONCLUSIONS: Glucose ingestion induces a significant reduction in total and free T levels in men, which is similar across the spectrum of glucose tolerance. This decrease in T appears to be because of a direct testicular defect, but the absence of compensatory changes in LH suggests an additional central component. Men found to have low nonfasting T levels should be re-evaluated in the fasting state.

Encoding dysfunctions in a dynamic-static paradigm for visuospatial working memory in first-episode psychosis patients: a 2-year follow-up study.

Aim: To investigate static and dynamic visuospatial working memory (VSWM) processes in first-episode psychosis (FEP) patients and explore the validity of such measures as specific trait markers of schizophrenia. Methods: Twenty FEP patients and 20 age-, sex-, laterality- and education-matched controls carried out a dynamic and static VSWM paradigm. At 2-year follow up 13 patients met Diagnostic and Statistical Manual (of Mental Health Disorders) - Fourth Edition (DSM-IV) criteria for schizophrenia, 1 for bipolar disorder, 1 for brief psychotic episode and 5 for schizotypal personality disorder. Results: Compared with controls, the 20 FEP patients showed severe impairment in the dynamic VSWM condition but much less impairment in the static condition. No specific bias in stimulus selection was detected in the two tasks. Two-year follow-up evaluations suggested poorer baseline scores on the dynamic task clearly differentiated the 13 FEP patients who developed schizophrenia from the seven who did not. Conclusions: Results suggest deficits in VSWM in FEP patients. Specific exploratory analyses further suggest that deficit in monitoring-manipulation VSWM processes, especially involved in our dynamic VSWM task, can be a reliable marker of schizophrenia.

Signaling in Dynamic Contests: Some Impossibility Results

General signaling results in dynamic Tullock contests have been missing for long. The reason is the tractability of the problems. In this paper, an uninformed contestant with valuation vx competes against an informed opponent with valuation, either high vh or low vl. We show that; (i) When the hierarchy of valuations is vh ≥ vx ≥ vl, there is no pooling. Sandbagging is too costly for the high type. (ii) When the order of valuations is vx ≥ vh ≥ vl, there is no separation if vh and vl are close. Sandbagging is cheap due to the proximity of valuations. However, if vh and vx are close, there is no pooling. First period cost of pooling is high. (iii) For valuations satisfying vh ≥ vl ≥ vx, there is no separation if vh and vl are close. Bluffing in the first period is cheap for the low valuation type. Conversely, if vx and vl are close there is no pooling. Bluffing in the first stage is too costly. JEL: C72, C73, D44, D82. KEYWORDS: Signaling, Dynamic Contests, Non-existence, Sandbag Pooling, Bluff Pooling, Separating

Quantitation of HIV-1 RNA Viral Load Using NASBA Methodology and Comparison with other Surrogate Markers for Disease Progression

In this study, HIV-1 viral load quantitation determined by Nucleic Acid Sequence Based Amplification (NASBA) was compared with other surrogate disease progression markers (antigen p24, CD4/CD8 cell counts and b-2 microglobulin) in 540 patients followed up at São Paulo, SP, Brazil. HIV-1 RNA detection was statistically associated with the presence of antigen p24, but the viral RNA was also detected in 68% of the antigen p24 negative samples, confirming that NASBA is much more sensitive than the determination of antigen p24. Regarding other surrogate markers, no statistically significant association with the detection of viral RNA was found. The reproducibility of this viral load assay was assessed by 14 runs of the same sample, using different reagents batches. Viral load values in this sample ranged from 5.83 to 6.27 log (CV = 36 %), less than the range (0.5 log) established to the determination of significant viral load changes.

Obedience-disobedience dynamic and the role of responsibility

Obedience has been thoroughly studied in social psychology, both in its positive and negative aspects. Nevertheless, in these empirical studies disobedience has been considered to be the opposite of obedience and indeed its negation. Instead, some recent studies suggest that if obedience to authority is important in ensuring the continuity of social and group life, disobedience is crucial, under some circumstances, in stopping the authority relationship from degenerating into an authoritarian relationship. In this perspective, disobedience may be conceived of as a protest undermining the legitimacy of authority, or else it can represent an instrument of the community for controlling the legitimacy of the authority's demands, becoming a factor safeguarding against authoritarianism. The aim of the present study was to empirically verify the dynamics existing between disobedience and obedience. The results show that people who attach importance to both obedience and disobedience in the relationship between the individual and society recognize the importance of democratic values and consider themselves responsible for the defence of human rights. Instead, people who only recognize the value of obedience and consider disobedience as a threat to the status quo are more authoritarian, individualistic people.

Age-related worm load and worm fecundity patterns in human populations, as indicated by schistosome circulating antigens

Recently, our group determined the relationship between serum CAA levels and fecal egg counts in two foci with very intense Schistosoma mansoni transmission: Maniema (Zaire), an area endemic for S. mansoni since several decades, and Ndombo (Senegal), where transmission has only been established since a few years. The objective was to study and compare age-related worm load and worm fecundity patterns in these two different endemic settings. Here, we will summarize the most important findings and conclusions of this study.

Effect of testosterone on immunocompetence, parasite load, and metabolism in the common wall lizard (Podarcis muralis)

Testosterone can benefit individual fitness by increasing ornament colour, aggressiveness, and sperm quality, but it can also impose both metabolic and immunological costs. However, evidence that testosterone causes immuno suppression in freely living populations is scant. We studied the effects of testosterone on one component of the immune system (i.e., the cell-mediated response to phytohaemagglutinin), parasite load, and metabolic rate in the common wall lizard, Podarcis muralis (Laurenti, 1768). For analyses of immunocompetence and parasitism, male lizards were implanted at the end of the breeding season with either empty or testosterone implants and were returned to their site of capture for 5-6 weeks before recapture. For analyses of the effects of testosterone on metabolic rate, male lizards were captured and implanted before hibernation and were held in the laboratory for 1 week prior to calorimetry. Experimental treatment with testosterone decreased the cell-mediated response to the T-cell mitogen phytohemagglutinin and increased mean metabolic rate. No effects of testosterone on the number of ectoparasites, hemoparasites, and resting metabolic rate could be detected. These results are discussed in the framework of the immunocompetence handicap hypothesis and the immuno-redistribution process hypothesis. [Authors]