General distress, hopelessness—suicidal ideation and worrying in adolescence: Concurrent and predictive validity of a symptom-level bifactor model for clinical diagnoses

BACKGROUND: Clinical disorders often share common symptoms and aetiological factors. Bifactor models acknowledge the role of an underlying general distress component and more specific sub-domains of psychopathology which specify the unique components of disorders over and above a general factor. METHODS: A bifactor model jointly calibrated data on subjective distress from The Mood and Feelings Questionnaire and the Revised Children's Manifest Anxiety Scale. The bifactor model encompassed a general distress factor, and specific factors for (a) hopelessness-suicidal ideation, (b) generalised worrying and (c) restlessness-fatigue at age 14 which were related to lifetime clinical diagnoses established by interviews at ages 14 (concurrent validity) and current diagnoses at 17 years (predictive validity) in a British population sample of 1159 adolescents. RESULTS: Diagnostic interviews confirmed the validity of a symptom-level bifactor model. The underlying general distress factor was a powerful but non-specific predictor of affective, anxiety and behaviour disorders. The specific factors for hopelessness-suicidal ideation and generalised worrying contributed to predictive specificity. Hopelessness-suicidal ideation predicted concurrent and future affective disorder; generalised worrying predicted concurrent and future anxiety, specifically concurrent generalised anxiety disorders. Generalised worrying was negatively associated with behaviour disorders. LIMITATIONS: The analyses of gender differences and the prediction of specific disorders was limited due to a low frequency of disorders other than depression. CONCLUSIONS: The bifactor model was able to differentiate concurrent and predict future clinical diagnoses. This can inform the development of targeted as well as non-specific interventions for prevention and treatment of different disorders.

Generalised integrable λ- and η-deformations and their relation

We construct two-parameter families of integrable λ -deformations of two-dimensional field theories. These interpolate between a CFT (a WZW/gauged WZW model) and the non-Abelian T-dual of a principal chiral model on a group/symmetric coset space. In examples based on the SU(2) WZW model and the SU(2)/U(1) exact coset CFT, we show that these deformations are related to bi-Yang–Baxter generalisations of η-deformations via Poisson–Lie T-duality and analytic continuation. We illustrate the quantum behaviour of our models under RG flow. As a byproduct we demonstrate that the bi-Yang–Baxter σ-model for a general group is one-loop renormalisable.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Energy forward price prediction with a hybrid adaptive model

This paper presents a forecasting technique for forward electricity/gas prices, one day ahead. This technique combines a Kalman filter (KF) and a generalised autoregressive conditional heteroschedasticity (GARCH) model (often used in financial forecasting). The GARCH model is used to compute next value of a time series. The KF updates parameters of the GARCH model when the new observation is available. This technique is applied to real data from the UK energy markets to evaluate its performance. The results show that the forecasting accuracy is improved significantly by using this hybrid model. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

A genetic algorithm for the generalised transportation problem

The generalised transportation problem (GTP) is an extension of the linear Hitchcock transportation problem. However, it does not have the unimodularity property, which means the linear programming solution (like the simplex method) cannot guarantee to be integer. This is a major difference between the GTP and the Hitchcock transportation problem. Although some special algorithms, such as the generalised stepping-stone method, have been developed, but they are based on the linear programming model and the integer solution requirement of the GTP is relaxed. This paper proposes a genetic algorithm (GA) to solve the GTP and a numerical example is presented to show the algorithm and its efficiency.

Visualisation of heterogeneous data with the generalised generative topographic mapping

Heterogeneous and incomplete datasets are common in many real-world visualisation applications. The probabilistic nature of the Generative Topographic Mapping (GTM), which was originally developed for complete continuous data, can be extended to model heterogeneous (i.e. containing both continuous and discrete values) and missing data. This paper describes and assesses the resulting model on both synthetic and real-world heterogeneous data with missing values.

New Vacuum Solutions for Quadratic Metric-Affine Gravity - a Metric Affine Model for the Massless Neutrino?

AMS Subj. Classification: 83C15, 83C35

Generalised Riccati solution and pinning control of complex stochastic networks

This paper considers the global synchronisation of a stochastic version of coupled map lattices networks through an innovative stochastic adaptive linear quadratic pinning control methodology. In a stochastic network, each state receives only noisy measurement of its neighbours' states. For such networks we derive a generalised Riccati solution that quantifies and incorporates uncertainty of the forward dynamics and inverse controller in the derivation of the stochastic optimal control law. The generalised Riccati solution is derived using the Lyapunov approach. A probabilistic approximation type algorithm is employed to estimate the conditional distributions of the state and inverse controller from historical data and quantifying model uncertainties. The theoretical derivation is complemented by its validation on a set of representative examples.

Visualisation of heterogeneous data with simultaneous feature saliency using Generalised Generative Topographic Mapping

Most machine-learning algorithms are designed for datasets with features of a single type whereas very little attention has been given to datasets with mixed-type features. We recently proposed a model to handle mixed types with a probabilistic latent variable formalism. This proposed model describes the data by type-specific distributions that are conditionally independent given the latent space and is called generalised generative topographic mapping (GGTM). It has often been observed that visualisations of high-dimensional datasets can be poor in the presence of noisy features. In this paper we therefore propose to extend the GGTM to estimate feature saliency values (GGTMFS) as an integrated part of the parameter learning process with an expectation-maximisation (EM) algorithm. The efficacy of the proposed GGTMFS model is demonstrated both for synthetic and real datasets.

Phosphoglucose isomerase variability of Cerastoderma glaucum as a model for testing the influence of environmental conditions and dispersal patterns through quantitative ecology approaches

Extreme conditions of coastal lagoons could directly modify the genetic patterns of species. The aim of this work was to investigate the influence of environmental conditions and small scale dispersal patterns on the phosphoglucose isomerase (PGI*) genetic variability of Cerastoderma glaucum from the Mar Menor coastal lagoon. For this purpose, 284 cockles were collected around the perimeter of the lagoon. Vertical polyacrylamide gel electrophoresis was used to scan for PGI* polymorphisms, giving a total of seven alleles. The spatial genetic distribution of the PGI* variability, which seems to be marked by the main circulation in the lagoon, discriminates four hydrological basins. In the central basin, a gradient of allelic composition reflects the circulation forced by the dominant winds and the main channel communicated to the open sea. This result is well supported by the salinity GAM model that defines this gradient. The other three basins are defined by the distribution of fine sand in a more complex model that tries to explain the isolation of the three sites localized inside these basins. The southern, western and northern basins show the lowest degree of interconnection and are considered the most confined areas of the Mar Menor lagoon. This situation agrees with the confinement theory for benthic assemblages in the lagoon. The greater degree of differentiation seen in the Isla del Ciervo population is probably due to recent human intervention on the nearby Marchamalo channel, which has been drained in recent years thus altering the influence of the Mediterranean Sea on the southern basin.

A multi-model approach to evaluate the role of environmental variability and fishing pressure in sardine fisheries

Understanding the fluctuations in population abundance is a central question in fisheries. Sardine fisheries is of great importance to Portugal and is data-rich and of primary concern to fisheries managers. In Portugal, sub-stocks of Sardina pilchardus (sardine) are found in different regions: the Northwest (IXaCN), Southwest (IXaCS) and the South coast (IXaS-Algarve). Each of these sardine sub-stocks is affected differently by a unique set of climate and ocean conditions, mainly during larval development and recruitment, which will consequently affect sardine fisheries in the short term. Taking this hypothesis into consideration we examined the effects of hydrographic (river discharge), sea surface temperature, wind driven phenomena, upwelling, climatic (North Atlantic Oscillation) and fisheries variables (fishing effort) on S. pilchardus catch rates (landings per unit effort, LPUE, as a proxy for sardine biomass). A 20-year time series (1989-2009) was used, for the different subdivisions of the Portuguese coast (sardine sub-stocks). For the purpose of this analysis a multi-model approach was used, applying different time series models for data fitting (Dynamic Factor Analysis, Generalised Least Squares), forecasting (Autoregressive Integrated Moving Average), as well as Surplus Production stock assessment models. The different models were evaluated, compared and the most important variables explaining changes in LPUE were identified. The type of relationship between catch rates of sardine and environmental variables varied across regional scales due to region-specific recruitment responses. Seasonality plays an important role in sardine variability within the three study regions. In IXaCN autumn (season with minimum spawning activity, larvae and egg concentrations) SST, northerly wind and wind magnitude were negatively related with LPUE. In IXaCS none of the explanatory variables tested was clearly related with LPUE. In IXaS-Algarve (South Portugal) both spring (period when large abundances of larvae are found) northerly wind and wind magnitude were negatively related with LPUE, revealing that environmental effects match with the regional peak in spawning time. Overall, results suggest that management of small, short-lived pelagic species, such as sardine quotas/sustainable yields, should be adapted to a regional scale because of regional environmental variability.