Large Time-Varying Parameter VARs

In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

Compendium of projects in the European nanosafety cluster

This is the third edition of the compendium. It documents the status of important projects on nanomaterial toxicity and exposure monitoring, integrated risk management, research infrstructure and coordination and support activities. The compendium is not intended to be a guidance document for human health and environmental safety management of nanotechnologies, as such guidance documents already exist and are widely available. Neither is the compendium intended to be a medium for the publication of scientific papers and research results, as this task is covered by scientific conferences and the reviewed press. The compendium aims to bring researchers closer together and show them the potential for synergy in their work. It is a means to establish links and communication between them during the actual research phase and well before the publication of their results. It thus focuses on the communication of projects' strategic aims, extensively covers specific work objectives and the methods used in research, and documents human capacities and available laboratory infrastructure. As such, the compendium supports collaboration on common goals and the joint elaboration of future plans, whilst compromising neither the potential for scientific publication, nor intellectual property rights. [Auteurs]

A New Index of Financial Conditions

We use factor augmented vector autoregressive models with time-varying coefficients to construct a financial conditions index. The time-variation in the parameters allows for the weights attached to each financial variable in the index to evolve over time. Furthermore, we develop methods for dynamic model averaging or selection which allow the financial variables entering into the FCI to change over time. We discuss why such extensions of the existing literature are important and show them to be so in an empirical application involving a wide range of financial variables.

Coordination in Public Good Provision: How Individual Volunteering is Impacted by the Volunteering of Others

In this analysis, we examine the relationship between an individual's decision to volunteer and the average level of volunteering in the community where the individual resides. Our theoretical model is based on a coordination game , in which volunteering by others is informative regarding the benefit from volunteering. We demonstrate that the interaction between this information and one's private information makes it more likely that he or she will volunteer, given a higher level of contributions by his or her peers. We complement this theoretical work with an empirical analysis using Census 2000 Summary File 3 and Current Population Survey (CPS) 2004-2007 September supplement file data. We control for various individual and community characteristics, and employ robustness checks to verify the results of the baseline analysis. We additionally use an innovative instrumental variables strategy to account for reflection bias and endogeneity caused by selective sorting by individuals into neighborhoods, which allows us to argue for a causal interpretation. The empirical results in the baseline, as well as all robustness analyses, verify the main result of our theoretical model, and we employ a more general structure to further strengthen our results.

Coordination in Public Good Provision: How Individual Volunteering is Impacted by the Volunteering of Others

In this analysis, we examine the relationship between an individual’s decision to volunteer and the average level of volunteering in the community where the individual resides. Our theoretical model is based on a coordination game , in which volunteering by others is informative regarding the benefit from volunteering. We demonstrate that the interaction between this information and one’s private information makes it more likely that he or she will volunteer, given a higher level of contributions by his or her peers. We complement this theoretical work with an empirical analysis using Census 2000 Summary File 3 and Current Population Survey (CPS) 2004-2007 September supplement file data. We control for various individual and community characteristics, and employ robustness checks to verify the results of the baseline analysis. We additionally use an innovative instrumental variables strategy to account for reflection bias and endogeneity caused by selective sorting by individuals into neighbourhoods, which allows us to argue for a causal interpretation. The empirical results in the baseline, as well as all robustness analyses, verify the main result of our theoretical model, and we employ a more general structure to further strengthen our results.

Dominance Solvable Games with Multiple Payoff Criteria.

Two logically distinct and permissive extensions of iterative weak dominance are introduced for games with possibly vector-valued payoffs. The first, iterative partial dominance, builds on an easy-to check condition but may lead to solutions that do not include any (generalized) Nash equilibria. However, the second and intuitively more demanding extension, iterative essential dominance, is shown to be an equilibrium refinement. The latter result includes Moulin’s (1979) classic theorem as a special case when all players’ payoffs are real-valued. Therefore, essential dominance solvability can be a useful solution concept for making sharper predictions in multicriteria games that feature a plethora of equilibria.

Theoretical study on receptor-G protein recognition: new insights into the mechanisms of the alpha1b-adrenergic recptor activation

This work compares the structural/dynamics features of the wild-type alb-adrenergic receptor (AR) with those of the D142A active mutant and the agonist-bound state. The two active receptor forms were compared in their isolated states as well as in their ability to form homodimers and to recognize the G alpha q beta 1 gamma 2 heterotrimer. The analysis of the isolated structures revealed that, although the mutation- and agonist-induced active states of the alpha 1b-AR are different, they, however, share several structural peculiarities including (a) the release of some constraining interactions found in the wild-type receptor and (b) the opening of a cytosolic crevice formed by the second and third intracellular loops and the cytosolic extensions of helices 5 and 6. Accordingly, also their tendency to form homodimers shows commonalties and differences. In fact, in both the active receptor forms, helix 6 plays a crucial role in mediating homodimerization. However, the homodimeric models result from different interhelical assemblies. On the same line of evidence, in both of the active receptor forms, the cytosolic opened crevice recognizes similar domains on the G protein. However, the docking solutions are differently populated and the receptor-G protein preorientation models suggest that the final complexes should be characterized by different interaction patterns.

Endovascular thoracic aortic aneurysm repair without angiography.

OBJECTIVE: : Intravascular ultrasound (IVUS) generates high definition circumferential cross-sectional images and provides real-time readout of vascular dimensions, including visualization of vessel branches. We have used it as an alternative to angiography in the endovascular thoracic aneurysm repair work-up. METHODS: : Out of consecutive 203 patients with descending thoracic aortic aneurysm, 89 (43.8%) received endovascular treatment [mean age, 68 ± 8 years; range, 29-82; male, 79 (88.7%); female, 10 (11.3%)] without using angiography during the endovascular procedure. IVUS (6 F, 12.5 MHz probe or 10 F 9 MHz) coupled with fluoroscopy for the placement of radiopaque markers was used for target site identification, landing zone measurement, device positioning, and assessment of endovascular repair. RESULTS: : Hospital mortality was 4/89 (4.5%). Number of devices implanted in each patient was 1.2 (range, 1-3). X-ray exposure time was 12 ± 8 minutes. Median procedure time was 63 ± 20 minutes. Conversion to open surgery was necessary in one patient (1.1%) because of aortic dissection. In nine patients (10.1%) left subclavian artery was covered because of a short neck. Two patients (2.2%) had vascular access lesions and required surgical repair. One patient developed paraplegia (1.1%). Early endoleak was observed in eight patients (8.9%) and 4 (4.5%) required additional procedures (proximal or distal extensions). Late conversion was necessary in one patient (1.1%). CONCLUSIONS: : IVUS provides all information necessary for device selection, target site identification as well as safe and correct deployment of thoracic endoprostheses and makes periprocedural angiography unnecessary, thus avoiding the risk of renal failure because of contrast medium.

Stress au travail et santé : situation chez les indépendants

Dans le cadre de l'activité professionnelle, des facteurs de stress d'ordre psychologique, social, et liés à l'organisation du travail, peuvent induire des réponses physiologiques et comportementales impliquées dans la survenue de pathologies comme les maladies cardiovasculaires, les troubles de la santé mentale et les troubles musculosquelettiques.Le Régime social des indépendants (RSI) a sollicité l'Inserm afin de disposer d'un bilan des connaissances sur le stress d'origine professionnelle chez les travailleurs indépendants et ses répercussions sur la santé.Regroupant à la fois des compétences en biologie, psychologie, sociologie et économie de la santé, cette expertise collective présente les modèles et les mécanismes explicatifs mettant en relation le stress au travail et les principales pathologies.Les stratégies de prévention individuelle et collective qui se développent dans le milieu des travailleurs salariés peuvent-elles être adaptées aux travailleurs indépendants ? [Ed.]

Análisis y sintonización de aplicaciones paralelas/distribuidas de bioinformática: caso de estudio mpiBLAST

En termes de temps d'execució i ús de dades, les aplicacions paral·leles/distribuïdes poden tenir execucions variables, fins i tot quan s'empra el mateix conjunt de dades d'entrada. Existeixen certs aspectes de rendiment relacionats amb l'entorn que poden afectar dinàmicament el comportament de l'aplicació, tals com: la capacitat de la memòria, latència de la xarxa, el nombre de nodes, l'heterogeneïtat dels nodes, entre d'altres. És important considerar que l'aplicació pot executar-se en diferents configuracions de maquinari i el desenvolupador d'aplicacions no port garantir que els ajustaments de rendiment per a un sistema en particular continuïn essent vàlids per a d'altres configuracions. L'anàlisi dinàmica de les aplicacions ha demostrat ser el millor enfocament per a l'anàlisi del rendiment per dues raons principals. En primer lloc, ofereix una solució molt còmoda des del punt de vista dels desenvolupadors mentre que aquests dissenyen i evaluen les seves aplicacions paral·leles. En segon lloc, perquè s'adapta millor a l'aplicació durant l'execució. Aquest enfocament no requereix la intervenció de desenvolupadors o fins i tot l'accés al codi font de l'aplicació. S'analitza l'aplicació en temps real d'execució i es considra i analitza la recerca dels possibles colls d'ampolla i optimitzacions. Per a optimitzar l'execució de l'aplicació bioinformàtica mpiBLAST, vam analitzar el seu comportament per a identificar els paràmetres que intervenen en el rendiment d'ella, com ara: l'ús de la memòria, l'ús de la xarxa, patrons d'E/S, el sistema de fitxers emprat, l'arquitectura del processador, la grandària de la base de dades biològica, la grandària de la seqüència de consulta, la distribució de les seqüències dintre d'elles, el nombre de fragments de la base de dades i/o la granularitat dels treballs assignats a cada procés. El nostre objectiu és determinar quins d'aquests paràmetres tenen major impacte en el rendiment de les aplicacions i com ajustar-los dinàmicament per a millorar el rendiment de l'aplicació. Analitzant el rendiment de l'aplicació mpiBLAST hem trobat un conjunt de dades que identifiquen cert nivell de serial·lització dintre l'execució. Reconeixent l'impacte de la caracterització de les seqüències dintre de les diferents bases de dades i una relació entre la capacitat dels workers i la granularitat de la càrrega de treball actual, aquestes podrien ser sintonitzades dinàmicament. Altres millores també inclouen optimitzacions relacionades amb el sistema de fitxers paral·lel i la possibilitat d'execució en múltiples multinucli. La grandària de gra de treball està influenciat per factors com el tipus de base de dades, la grandària de la base de dades, i la relació entre grandària de la càrrega de treball i la capacitat dels treballadors.

Desenvolupament d'un servidor d'informació geogràfica

L'explosió d'aplicacions a Internet basades en oferir serveis de localització, com són portals web de mobilitat o aplicacions de seguiment de vehicles en línia han motivat aquest projecte. Google Maps ens permet afegir mapes fàcilment en un lloc web amb la seva API, però OpenLayers, una llibreria JavaScript lliure ens dóna l'opció de carregar cobertures de mapa i marcadors des de qualsevol font. OpenStreetMap proporciona dades geogràfiques de manera lliure, com per exemple mapes de carrers i carreteres. Un estudi acurat de l'estructura i agrupació de les dades en el format OSM i el desenvolupament d'un servidor basat en el model de tessel·les, són els principals elements de partida per crear la nostra pròpia font de dades cartogràfiques. En aquest projecte s'analitza i processa DXF Drawing eXchange Format passant al format OSM. Un fitxer OSM conté la informació geogràfica necessària per a la base de dades espaial a partir de la qual, entre d'altres aplicacions, es podran visualitzar els mapes propis en una aplicació de seguiment de vehicles o en un portal web.

Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science

Continuing developments in science and technology mean that the amounts of information forensic scientists are able to provide for criminal investigations is ever increasing. The commensurate increase in complexity creates difficulties for scientists and lawyers with regard to evaluation and interpretation, notably with respect to issues of inference and decision. Probability theory, implemented through graphical methods, and specifically Bayesian networks, provides powerful methods to deal with this complexity. Extensions of these methods to elements of decision theory provide further support and assistance to the judicial system. Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science provides a unique and comprehensive introduction to the use of Bayesian decision networks for the evaluation and interpretation of scientific findings in forensic science, and for the support of decision-makers in their scientific and legal tasks. Includes self-contained introductions to probability and decision theory. Develops the characteristics of Bayesian networks, object-oriented Bayesian networks and their extension to decision models. Features implementation of the methodology with reference to commercial and academically available software. Presents standard networks and their extensions that can be easily implemented and that can assist in the reader's own analysis of real cases. Provides a technique for structuring problems and organizing data based on methods and principles of scientific reasoning. Contains a method for the construction of coherent and defensible arguments for the analysis and evaluation of scientific findings and for decisions based on them. Is written in a lucid style, suitable for forensic scientists and lawyers with minimal mathematical background. Includes a foreword by Ian Evett. The clear and accessible style of this second edition makes this book ideal for all forensic scientists, applied statisticians and graduate students wishing to evaluate forensic findings from the perspective of probability and decision analysis. It will also appeal to lawyers and other scientists and professionals interested in the evaluation and interpretation of forensic findings, including decision making based on scientific information.

Desenvolupament d'un videojoc en 3D

La industria de los videojuegos crece exponencialmente y está ya superando a otras industrias punteras del ocio. En este proyecto, nos hemos planteado la realización de un videojuego con visualización en el espacio real 3D. Para la realización del videojuego se ha usado el siguiente software: Blender para diseñar los modelos 3D, C++ como lenguaje de programación para desarrollar el código y un conjunto de librerías básicas para desarrollar un videojuego llamadas Ogre3d (Motor Gráfico). La lógica del movimiento 3D y los choques entre las partículas del juego ha sido diseñada enteramente en este proyecto acorde con las necesidades del videojuego, y de forma compatible a los ficheros de Blender y a las librerías OGRE3D.

Traductor de especificaciones XML de redes de Petri coloreadas a un lenguaje para la resolución de problemas de optimización

Este proyecto presenta el desarrollo de una aplicación que permite traducir Redes de Petri Coloreadas diseñadas en CPN Tools a un lenguaje para la generación de ficheros de entrada a un simulador/optimizador de Redes de Petri Coloreadas. De esta manera se podrán optimizar modelos creados en CPN Tools ya que esta herramienta no facilita la optimización. Todo el proyecto se ha realizado en C++.

Pluralité des corps. 1. Les corps de La medicine [Multifaceted body. I. The bodies of medicine].

Le corps humain est l'objet privilégié d'action de la médecine, mais aussi réalité vécue, image, symbole, représentation et l'objet d'interprétation et de théorisation. Tous ces éléments constitutifs du corps influencent la façon dont la médecine le traite. Dans cette série de trois articles, nous abordons le corps sous différentes perspectives : médicale (1), phénoménologique (2), psychosomatique et socio-anthropologique (3). Ce premier article traite des représentations du corps en médecine, dont nous décrivons quatre types distincts, qui renvoient à autant de démarches scientifiques spécifiques et de formes de légitimité clinique : le corps-objet de l'anatomie, le corps-machine de la physiologie, le corps cybernétique de la biologie et le corps statistique de l'épidémiologie. The human body is the object upon which medicine is acting, but also lived reality, image, symbol, representation and the object of elaboration and theory. All these elements which constitute the body influence the way medicine is treating it. In this series of three articles, we address the human body from various perspectives: medical (1), phenomenological (2), psychosomatic and socio-anthropological (3). This first article discusses four distinct types of representation of the body within medicine, each related to a specific epistemology and shaping a distinct kind of clinical legitimacy: the body-object of anatomy, the body-machine of physiology, the cybernetic body of biology, the statistical body of epidemiology.