Phenotypic plasticity in salmonid embryos : characterizing pathogen-induced stress effects on heritable variation in traits and reaction norms

Les pressions écologiques peuvent varier tant en nature qu'en intensité dans le temps et l'espace. C'est pourquoi, un phénotype unique ne peut pas forcément conférer la meilleure valeur sélective. La plasticité phénotypique peut être un moyen de s'accommoder de cette situation, en augmentant globalement la tolérance aux changements environnementaux. Comme pour tout trait de caractère, une variation génétique doit persister pour qu'évoluent les traits plastiques dans une population donnée. Cependant, les pressions extérieures peuvent affecter l'héritabilité, et la direction de ces changements peut dépendre du caractère en question, de l'espèce mais aussi du type de stress. Dans la présente thèse, nous avons cherché à élucider les effets des pressions pathogéniques sur les phénotypes et la génétique quantitative de plusieurs traits plastiques chez les embryons de deux salmonidés, la palée (Coregonus palaea), et la truite de rivière (Salmo trutta). Les salmonidés se prêtent à de telles études du fait de leur extraordinaire variabilité morphologique, comportementale et des traits d'histoire de vie. Par ailleurs, avec le déclin des salmonidés dans le monde, il est important de savoir combien la variabilité génétique persiste dans les normes de réaction afin d'aider à prédire leur capacité à répondre aux changements de leur milieu. Nous avons observé qu'une augmentation de la croissance des communautés microbiennes symbiotiques entraînait une mortalité accrue et une éclosion précoce chez la palée, et dévoilait la variance génétique additive pour ces deux caractères (Chapitres 1-2). Bien qu'aucune variation génétique n'ait été trouvée pour les normes de réaction, nous avons observé une variabilité de la plasticité d'éclosion. Néanmoins, on a trouvé que les temps d'éclosion étaient corrélés entre les environnements, ce qui pourrait limiter l'évolution de la norme de réaction. Le temps d'éclosion des embryons est lié à la taille des géniteurs mâles, ce qui indique des effets pléiotropiques. Dans le Chapitre 3, nous avons montré qu'une interaction triple entre la souche bactérienne {Pseudomonas fluorescens}, l'état de dévelopement de l'hôte ainsi que ses gènes ont une influence sur la mortalité, le temps d'éclosion et la taille des alevins de la palée. Nous avons démontré qu'une variation génétique subsistait généralement dans les normes de réaction des temps d'éclosion, mais rarement pour la taille des alevins, et jamais pour la mortalité. Dans le même temps, nous avons exhibé que des corrélations entre environnements dépendaient des caractères phénotypiques, mais contrairement au Chapitre 2, nous n'avons pas trouvé de preuve de corrélations transgénérationnelles. Le Chapitre 4 complète le chapitre précédent, en se plaçant du point de vue moléculaire, et décrit comment le traitement d'embryons avec P. fluorescens s'est traduit par une régulation négative d'expression du CMH-I indépendemment de la souche bactérienne. Nous avons non seulement trouvé une variation génétique des caractères phénotypiques moyens, mais aussi de la plasticité. Les deux derniers chapitres traitent de l'investigation, chez la truite de rivière, des différences spécifiques entre populations pour des normes de réaction induites par les pathogènes. Dans le Chapitre 5, nous avons illustré que le métissage entre des populations génétiquement distinctes n'affectait en rien la hauteur ou la forme des normes de réaction d'un trait précoce d'histoire de vie suite au traitement pathogénique. De surcroît, en dépit de l'éclosion tardive et de la réduction de la taille des alevins, le traitement n'a pas modifié la variation héritable des traits de caractère. D'autre part, dans le Chapitre 6, nous avons démontré que le traitement d'embryons avec des stimuli contenus dans l'eau de conspécifiques infectés a entraîné des réponses propre à chaque population en terme de temps d'éclosion ; néanmoins, nous avons observé peu de variabilité génétique des normes de réaction pour ce temps d'éclosion au sein des populations. - Ecological stressors can vary in type and intensity over space and time, and as such, a single phenotype may not confer the highest fitness. Phenotypic plasticity can act as a means to accommodate this situation, increasing overall tolerance to environmental change. As with any trait, for plastic traits to evolve in a population, genetic variation must persist. However, environmental stress can alter trait heritability, and the direction of this shift can be trait, species, and stressor-dependent. In this thesis, we sought to understand the effects of pathogen stressors on the phenotypes and genetic architecture of several plastic traits in the embryos of two salmonids, the whitefish (Coregonus palaea), and the brown trout (Salmo trutta). Salmonids lend themselves to such studies because their extraordinary variability in morphological, behavioral, and life-history traits. Also, with declines in salmonids worldwide, knowing how much genetic variability persists in reaction norms may help predict their ability to respond to environmental change. We found that increasing growth of symbiotic microbial communities increased mortality and induced hatching in whitefish, and released additive genetic variance for both traits (Chapters 1-2). While no genetic variation was found for survival reaction norms, we did find variability in hatching plasticity. Nevertheless, hatching time was correlated across environments, which could constrain evolution of the reaction norm. Hatching time in the induced environment was also correlated to sire size, indicating pleiotropic effects. In Chapter 3 we report that a three-way interaction between bacterial strain (Pseudomonas fluorescens), host developmental stage, and host genetics impacted mortality, hatching time, and hatchling size in whitefish. We also showed that genetic variation generally persisted in hatching age reaction norms, but rarely for hatchling length, and never for mortality. At the same time, we demonstrated that cross-environmental correlations were trait-dependent, and unlike Chapter 2, we found no evidence of cross-generational correlations. Chapter 4 expands on the previous chapter, moving to the molecular level, and describes how treatment of embryos with P. fluorescens resulted in strain-independent downregulation of MHC class I. Genetic variation was evident not only in trait means, but also in plasticity. In the last two chapters, we investigated population level differences in pathogen- induced reaction norms in brown trout. In Chapter 5, we found that interbreeding between genetically distinct populations did not affect the elevation or shapes of the reaction norms of early life-history traits after pathogen challenge. Moreover, despite delaying hatching and reducing larval length, treatment produced no discernable shifts in heritable variation in traits. On the other hand, in Chapter 6, we found that treatment of embryos with water-borne cues from infected conspecifics elicited population-specific responses in terms of hatching time; however, we found little evidence of genetic variability in hatching reaction norms within populations. We have made considerable progress in understanding how pathogen stressors affect various early life-history traits in salmonid embryos. We have demonstrated that the effect of a particular stressor on heritable variation in these traits can vary according to the trait and species under consideration, in addition to the developmental stage of the host. Moreover, we found evidence of genetic variability in some, but not all reaction norms in whitefish and brown trout.

Multiscale assessment of plant diversity in wooded pastures of the Jura mountains

Résumé La diminution de la biodiversité, à toutes les échelles spatiales et sur l'ensemble de la planète, compte parmi les problèmes les plus préoccupants de notre époque. En terme de conservation, il est aujourd'hui primordial de mieux comprendre les mécanismes qui créent et maintiennent la biodiversité dans les écosystèmes naturels ou anthropiques. La présente étude a pour principal objectif d'améliorer notre compréhension des patrons de biodiversité végétale et des mécanismes sous jacents, dans un écosystème complexe, riche en espèces et à forte valeur patrimoniale, les pâturages boisés jurassiens. Structure et échelle spatiales sont progressivement reconnues comme des dimensions incontournables dans l'étude des patrons de biodiversité. De plus, ces deux éléments jouent un rôle central dans plusieurs théories écologiques. Toutefois, peu d'hypothèses issues de simulations ou d'études théoriques concernant le lien entre structure spatiale du paysage et biodiversité ont été testées de façon empirique. De même, l'influence des différentes composantes de l'échelle spatiale sur les patrons de biodiversité est méconnue. Cette étude vise donc à tester quelques-unes de ces hypothèses et à explorer les patrons spatiaux de biodiversité dans un contexte multi-échelle, pour différentes mesures de biodiversité (richesse et composition en espèces) à l'aide de données de terrain. Ces données ont été collectées selon un plan d'échantillonnage hiérarchique. Dans un premier temps, nous avons testé l'hypothèse élémentaire selon laquelle la richesse spécifique (le nombre d'espèces sur une surface donnée) est liée à l'hétérogénéité environnementale quelque soit l'échelle. Nous avons décomposé l'hétérogénéité environnementale en deux parties, la variabilité des conditions environnementales et sa configuration spatiale. Nous avons montré que, en général, la richesse spécifique augmentait avec l'hétérogénéité de l'environnement : elle augmentait avec le nombre de types d'habitats et diminuait avec l'agrégation spatiale de ces habitats. Ces effets ont été observés à toutes les échelles mais leur nature variait en fonction de l'échelle, suggérant une modification des mécanismes. Dans un deuxième temps, la structure spatiale de la composition en espèces a été décomposée en relation avec 20 variables environnementales et 11 traits d'espèces. Nous avons utilisé la technique de partition de la variation et un descripteur spatial, récemment développé, donnant accès à une large gamme d'échelles spatiales. Nos résultats ont montré que la structure spatiale de la composition en espèces végétales était principalement liée à la topographie, aux échelles les plus grossières, et à la disponibilité en lumière, aux échelles les plus fines. La fraction non-environnementale de la variation spatiale de la composition spécifique avait une relation complexe avec plusieurs traits d'espèces suggérant un lien avec des processus biologiques tels que la dispersion, dépendant de l'échelle spatiale. Dans un dernier temps, nous avons testé, à plusieurs échelles spatiales, les relations entre trois composantes de la biodiversité : la richesse spécifique totale d'un échantillon (diversité gamma), la richesse spécifique moyenne (diversité alpha), mesurée sur des sous-échantillons, et les différences de composition spécifique entre les sous-échantillons (diversité beta). Les relations deux à deux entre les diversités alpha, beta et gamma ne suivaient pas les relations attendues, tout du moins à certaines échelles spatiales. Plusieurs de ces relations étaient fortement dépendantes de l'échelle. Nos résultats ont mis en évidence l'importance du rapport d'échelle (rapport entre la taille de l'échantillon et du sous-échantillon) lors de l'étude des patrons spatiaux de biodiversité. Ainsi, cette étude offre un nouvel aperçu des patrons spatiaux de biodiversité végétale et des mécanismes potentiels permettant la coexistence des espèces. Nos résultats suggèrent que les patrons de biodiversité ne peuvent être expliqués par une seule théorie, mais plutôt par une combinaison de théories. Ils ont également mis en évidence le rôle essentiel joué par la structure spatiale dans la détermination de la biodiversité, quelque soit le composant de la biodiversité considéré. Enfin, cette étude souligne l'importance de prendre en compte plusieurs échelles spatiales et différents constituants de l'échelle spatiale pour toute étude relative à la diversité spécifique. Abstract The world-wide loss of biodiversity at all scales has become a matter of urgent concern, and improving our understanding of local drivers of biodiversity in natural and anthropogenic ecosystems is now crucial for conservation. The main objective of this study was to further our comprehension of the driving forces controlling biodiversity patterns in a complex and diverse ecosystem of high conservation value, wooded pastures. Spatial pattern and scale are central to several ecological theories, and it is increasingly recognized that they must be taken -into consideration when studying biodiversity patterns. However, few hypotheses developed from simulations or theoretical studies have been tested using field data, and the evolution of biodiversity patterns with different scale components remains largely unknown. We test several such hypotheses and explore spatial patterns of biodiversity in a multi-scale context and using different measures of biodiversity (species richness and composition), with field data. Data were collected using a hierarchical sampling design. We first tested the simple hypothesis that species richness, the number of species in a given area, is related to environmental heterogeneity at all scales. We decomposed environmental heterogeneity into two parts: the variability of environmental conditions and its spatial configuration. We showed that species richness generally increased with environmental heterogeneity: species richness increased with increasing number of habitat types and with decreasing spatial aggregation of those habitats. Effects occurred at all scales but the nature of the effect changed with scale, suggesting a change in underlying mechanisms. We then decomposed the spatial structure of species composition in relation to environmental variables and species traits using variation partitioning and a recently developed spatial descriptor, allowing us to capture a wide range of spatial scales. We showed that the spatial structure of plant species composition was related to topography at the coarsest scales and insolation at finer scales. The non-environmental fraction of the spatial variation in species composition had a complex relationship with several species traits, suggesting a scale-dependent link to biological processes, particularly dispersal. Finally, we tested, at different spatial scales, the relationships between different components of biodiversity: total sample species richness (gamma diversity), mean species .richness (alpha diversity), measured in nested subsamples, and differences in species composition between subsamples (beta diversity). The pairwise relationships between alpha, beta and gamma diversity did not follow the expected patterns, at least at certain scales. Our result indicated a strong scale-dependency of several relationships, and highlighted the importance of the scale ratio when studying biodiversity patterns. Thus, our results bring new insights on the spatial patterns of biodiversity and the possible mechanisms allowing species coexistence. They suggest that biodiversity patterns cannot be explained by any single theory proposed in the literature, but a combination of theories is sufficient. Spatial structure plays a crucial role for all components of biodiversity. Results emphasize the importance of considering multiple spatial scales and multiple scale components when studying species diversity.

[Lettre autographe signée d'Henri Montan Berton, 20 octobre 1826]

Contrat rompu avec Monsieur Schlesinger pour la partition de "La Mère et la Fille"

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

A Theoretical Comparison Between Integrated and Realized Volatilies

In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the difference between the realized and the integrated volatilities for a given frequency of observations. Then, we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has, as special examples, log-normal, affine, and GARCH diffusion models. Using some previous empirical works, we show that the standard deviation of the noise is not negligible with respect to the mean and the standard deviation of the integrated volatility, even if one considers returns at five minutes. We also propose a simple approach to capture the information about the integrated volatility contained in the returns through the leverage effect.

An Eigenfunction Approach for Volatility Modeling.

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the loading function is ad hoc (e.g., exponential or affine), we assume that it is a linear combination of the eigenfunctions of the conditional expectation (resp. infinitesimal generator) operator associated to the state variable in discrete (resp. continuous) time. Special examples are the popular log-normal and square-root models where the eigenfunctions are the Hermite and Laguerre polynomials respectively. The eigenfunction approach has at least six advantages: i) it is general since any square integrable function may be written as a linear combination of the eigenfunctions; ii) the orthogonality of the eigenfunctions leads to the traditional interpretations of the linear principal components analysis; iii) the implied dynamics of the variance and squared return processes are ARMA and, hence, simple for forecasting and inference purposes; (iv) more importantly, this generates fat tails for the variance and returns processes; v) in contrast to popular models, the variance of the variance is a flexible function of the variance; vi) these models are closed under temporal aggregation.

Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness

Ce Texte Presente Plusieurs Resultats Exacts Sur les Seconds Moments des Autocorrelations Echantillonnales, Pour des Series Gaussiennes Ou Non-Gaussiennes. Nous Donnons D'abord des Formules Generales Pour la Moyenne, la Variance et les Covariances des Autocorrelations Echantillonnales, Dans le Cas Ou les Variables de la Serie Sont Interchangeables. Nous Deduisons de Celles-Ci des Bornes Pour les Variances et les Covariances des Autocorrelations Echantillonnales. Ces Bornes Sont Utilisees Pour Obtenir des Limites Exactes Sur les Points Critiques Lorsqu'on Teste le Caractere Aleatoire D'une Serie Chronologique, Sans Qu'aucune Hypothese Soit Necessaire Sur la Forme de la Distribution Sous-Jacente. Nous Donnons des Formules Exactes et Explicites Pour les Variances et Covariances des Autocorrelations Dans le Cas Ou la Serie Est un Bruit Blanc Gaussien. Nous Montrons Que Ces Resultats Sont Aussi Valides Lorsque la Distribution de la Serie Est Spheriquement Symetrique. Nous Presentons les Resultats D'une Simulation Qui Indiquent Clairement Qu'on Approxime Beaucoup Mieux la Distribution des Autocorrelations Echantillonnales En Normalisant Celles-Ci Avec la Moyenne et la Variance Exactes et En Utilisant la Loi N(0,1) Asymptotique, Plutot Qu'en Employant les Seconds Moments Approximatifs Couramment En Usage. Nous Etudions Aussi les Variances et Covariances Exactes D'autocorrelations Basees Sur les Rangs des Observations.

Credibility and Signaling in Disinflation- a Cross Country Examination

This paper develops a model of money demand where the opportunity cost of holding money is subject to regime changes. The regimes are fully characterized by the mean and variance of inflation and are assumed to be the result of alternative government policies. Agents are unable to directly observe whether government actions are indeed consistent with the inflation rate targeted as part of a stabilization program but can construct probability inferences on the basis of available observations of inflation and money growth. Government announcements are assumed to provide agents with additional, possibly truthful information regarding the regime. This specification is estimated and tested using data from the Israeli and Argentine high inflation periods. Results indicate the successful stabilization program implemented in Israel in July 1985 was more credible than either the earlier Israeli attempt in November 1984 or the Argentine programs. Government’s signaling might substantially simplify the inference problem and increase the speed of learning on the part of the agents. However, under certain conditions, it might increase the volatility of inflation. After the introduction of an inflation stabilization plan, the welfare gains from a temporary increase in real balances might be high enough to induce agents to raise their real balances in the short-term, even if they are uncertain about the nature of government policy and the eventual outcome of the stabilization attempt. Statistically, the model restrictions cannot be rejected at the 1% significance level.

Quadratic M-Estimators for ARCH-Type Processes

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Wage Flexibility and Contract Structure in Germany

In this paper, we look at how labor market conditions at different points during the tenure of individuals with firms are correlated with current earnings. Using data on individuals from the German Socioeconomic Panel for the 1985-1994 period, we find that both the contemporaneous unemployment rate and prior values of the unemployment rate are significantly correlated with current earnings, contrary to results for the American labor market. Estimated elasticities vary between 9 and 15 percent for the elasticity of earnings with respect to current unemployment rates, and between 6 and 10 percent with respect to unemployment rates at the start of current firm tenure. Moreover, whereas local unemployment rates determine levels of earnings, national rates influence contemporaneous variations in earnings. We interpret this result as evidence that German unions do, in fact, bargain over wages and employment, but that models of individualistic contracts, such as the implicit contract model, may explain some of the observed wage drift and longer-term wage movements reasonably well. Furthermore, we explore the heterogeneity of contracts over a variety of worker and job characteristics. In particular, we find evidence that contracts differ across firm size and worker type. Workers of large firms are remarkably more insulated from the job market than workers for any other type of firm, indicating the importance of internal job markets.

The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.

We examine the relationship between the risk premium on the S&P 500 index return and its conditional variance. We use the SMEGARCH - Semiparametric-Mean EGARCH - model in which the conditional variance process is EGARCH while the conditional mean is an arbitrary function of the conditional variance. For monthly S&P 500 excess returns, the relationship between the two moments that we uncover is nonlinear and nonmonotonic. Moreover, we find considerable persistence in the conditional variance as well as a leverage effect, as documented by others. Moreover, the shape of these relationships seems to be relatively stable over time.

Jumps in the Volatility of Financial Markets.

Recent work suggests that the conditional variance of financial returns may exhibit sudden jumps. This paper extends a non-parametric procedure to detect discontinuities in otherwise continuous functions of a random variable developed by Delgado and Hidalgo (1996) to higher conditional moments, in particular the conditional variance. Simulation results show that the procedure provides reasonable estimates of the number and location of jumps. This procedure detects several jumps in the conditional variance of daily returns on the S&P 500 index.

The Inflation Bias When the Central Bank Targets, the Natural Rate of Unemployment

This paper studies the proposition that an inflation bias can arise in a setup where a central banker with asymmetric preferences targets the natural unemployment rate. Preferences are asymmetric in the sense that positive unemployment deviations from the natural rate are weighted more (or less) severely than negative deviations in the central banker's loss function. The bias is proportional to the conditional variance of unemployment. The time-series predictions of the model are evaluated using data from G7 countries. Econometric estimates support the prediction that the conditional variance of unemployment and the rate of inflation are positively related.