967 resultados para Bayesian hypothesis testing
Resumo:
One debated issues in evolutionary biology is, why in many species females mate with multiple males. Several hypotheses have been put forward, yet the benefits of multiple mating (here defined as mating with several males) remain unclear in many cases. The sperm sexual selection (SSS) hypothesis has been developed to account for the widespread occurrence of multiple mating in females. It argues that multiple mating by females may rapidly spread, when initially a small fraction of the females mate multiply, and if there is a heritable difference among males in one or several of the four characteristics: (1) the quantity of sperm they produce; (2) the success of their sperm in reaching and fertilizing an egg; (3) their ability to displace the sperm that females stored during previous mating; and (4) their ability to prevent any other male from subsequently introducing sperm (e.g., differential efficiency of mating plugs).
Resumo:
There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.
Resumo:
We report experiments designed to test between Nash equilibria that are stable and unstable under learning. The “TASP” (Time Average of the Shapley Polygon) gives a precise prediction about what happens when there is divergence from equilibrium under fictitious play like learning processes. We use two 4 x 4 games each with a unique mixed Nash equilibrium; one is stable and one is unstable under learning. Both games are versions of Rock-Paper-Scissors with the addition of a fourth strategy, Dumb. Nash equilibrium places a weight of 1/2 on Dumb in both games, but the TASP places no weight on Dumb when the equilibrium is unstable. We also vary the level of monetary payoffs with higher payoffs predicted to increase instability. We find that the high payoff unstable treatment differs from the others. Frequency of Dumb is lower and play is further from Nash than in the other treatments. That is, we find support for the comparative statics prediction of learning theory, although the frequency of Dumb is substantially greater than zero in the unstable treatments.
Resumo:
We test the real interest rate parity hypothesis using data for the G7 countries over the period 1970-2008. Our contribution is two-fold. First, we utilize the ARDL bounds approach of Pesaran et al. (2001) which allows us to overcome uncertainty about the order of integration of real interest rates. Second, we test for structural breaks in the underlying relationship using the multiple structural breaks test of Bai and Perron (1998, 2003). Our results indicate significant parameter instability and suggest that, despite the advances in economic and financial integration, real interest rate parity has not fully recovered from a breakdown in the 1980s.
Resumo:
Aujourd'hui, les problèmes des maladies infectieuses concernent l'émergence d'infections difficiles à traiter, telles que les infections associées aux implants et les infections fongiques invasives chez les patients immunodéprimés. L'objectif de cette thèse était de développer des stratégies pour l'éradication des biofilms bactériens (partie 1), ainsi que d'étudier des méthodes innovantes pour la détection microbienne, pour l'établissement de nouveaux tests de sensibilité (partie 2). Le traitement des infections associées aux implants est difficile car les biofilms bactériens peuvent résister à des niveaux élevés d'antibiotiques. A ce jour, il n'y a pas de traitement optimal défini contre des infections causées par des bactéries de prévalence moindre telles que Enterococcus faecalis ou Propionibacterium acnés. Dans un premier temps, nous avons démontré une excellente activité in vitro de la gentamicine sur une souche de E. faecalis en phase stationnaire de croissance Nous avons ensuite confirmé l'activité de la gentamicine sur un biofilm précoce en modèle expérimental animal à corps étranger avec un taux de guérison de 50%. De plus, les courbes de bactéricidie ainsi que les résultats de calorimétrie ont prouvé que l'ajout de gentamicine améliorait l'activité in vitro de la daptomycine, ainsi que celle de la vancomycine. In vivo, le schéma thérapeutique le plus efficace était l'association daptomycine/gentamicine avec un taux de guérison de 55%. En établissant une nouvelle méthode pour l'évaluation de l'activité des antimicrobiens vis-à-vis de micro-organismes en biofilm, nous avons démontré que le meilleur antibiotique actif sur les biofilms à P. acnés était la rifampicine, suivi par la penicilline G, la daptomycine et la ceftriaxone. Les études conduites en modèle expérimental animal ont confirmé l'activité de la rifampicine seule avec un taux de guérison 36%. Le meilleur schéma thérapeutique était au final l'association rifampicine/daptomycine avec un taux de guérison 63%. Les associations de rifampicine avec la vancomycine ou la levofloxacine présentaient des taux de guérisons respectivement de 46% et 25%. Nous avons ensuite étudié l'émergence in vitro de la résistance à la rifampicine chez P. acnés. Nous avons observé un taux de mutations de 10"9. La caractérisation moléculaire de la résistance chez les mutant-résistants a mis en évidence l'implication de 5 mutations ponctuelles dans les domaines I et II du gène rpoB. Ce type de mutations a déjà été décrit au préalable chez d'autres espèces bactériennes, corroborant ainsi la validité de nos résultats. La deuxième partie de cette thèse décrit une nouvelle méthode d'évaluation de l'efficacité des antifongiques basée sur des mesures de microcalorimétrie isotherme. En utilisant un microcalorimètre, la chaleur produite par la croissance microbienne peut être-mesurée en temps réel, très précisément. Nous avons évalué l'activité de l'amphotéricine B, des triazolés et des échinocandines sur différentes souches de Aspergillus spp. par microcalorimétrie. La présence d'amphotéricine Β ou de triazole retardait la production de chaleur de manière concentration-dépendante. En revanche, pour les échinochandines, seule une diminution le pic de « flux de chaleur » a été observé. La concordance entre la concentration minimale inhibitrice de chaleur (CMIC) et la CMI ou CEM (définie par CLSI M38A), avec une marge de 2 dilutions, était de 90% pour l'amphotéricine B, 100% pour le voriconazole, 90% pour le pozoconazole et 70% pour la caspofongine. La méthode a été utilisée pour définir la sensibilité aux antifongiques pour d'autres types de champignons filamenteux. Par détermination microcalorimétrique, l'amphotéricine B s'est avéré être l'agent le plus actif contre les Mucorales et les Fusarium spp.. et le voriconazole le plus actif contre les Scedosporium spp. Finalement, nous avons évalué l'activité d'associations d'antifongiques vis-à-vis de Aspergillus spp. Une meilleure activité antifongique était retrouvée avec l'amphotéricine B ou le voriconazole lorsque ces derniers étaient associés aux échinocandines vis-à-vis de A. fumigatus. L'association échinocandine/amphotéricine B a démontré une activité antifongique synergique vis-à-vis de A. terreus, contrairement à l'association échinocandine/voriconazole qui ne démontrait aucune amélioration significative de l'activité antifongique. - The diagnosis and treatment of infectious diseases are today increasingly challenged by the emergence of difficult-to-manage situations, such as infections associated with medical devices and invasive fungal infections, especially in immunocompromised patients. The aim of this thesis was to address these challenges by developing new strategies for eradication of biofilms of difficult-to-treat microorganisms (treatment, part 1) and investigating innovative methods for microbial detection and antimicrobial susceptibility testing (diagnosis, part 2). The first part of the thesis investigates antimicrobial treatment strategies for infections caused by two less investigated microorganisms, Enterococcus faecalis and Propionibacterium acnes, which are important pathogens causing implant-associated infections. The treatment of implant-associated infections is difficult in general due to reduced susceptibility of bacteria when present in biofilms. We demonstrated an excellent in vitro activity of gentamicin against E. faecalis in stationary growth- phase and were able to confirm the activity against "young" biofilms (3 hours) in an experimental foreign-body infection model (cure rate 50%). The addition of gentamicin improved the activity of daptomycin and vancomycin in vitro, as determined by time-kill curves and microcalorimetry. In vivo, the most efficient combination regimen was daptomycin plus gentamicin (cure rate 55%). Despite a short duration of infection, the cure rates were low, highlighting that enterococcal biofilms remain difficult to treat despite administration of newer antibiotics, such as daptomycin. By establishing a novel in vitro assay for evaluation of anti-biofilm activity (microcalorimetry), we demonstrated that rifampin was the most active antimicrobial against P. acnes biofilms, followed by penicillin G, daptomycin and ceftriaxone. In animal studies we confirmed the anti-biofilm activity of rifampin (cure rate 36% when administered alone), as well as in combination with daptomycin (cure rate 63%), whereas in combination with vancomycin or levofloxacin it showed lower cure rates (46% and 25%, respectively). We further investigated the emergence of rifampin resistance in P. acnes in vitro. Rifampin resistance progressively emerged during exposure to rifampin, if the bacterial concentration was high (108 cfu/ml) with a mutation rate of 10"9. In resistant isolates, five point mutations of the rpoB gene were found in cluster I and II, as previously described for staphylococci and other bacterial species. The second part of the thesis describes a novel real-time method for evaluation of antifungals against molds, based on measurements of the growth-related heat production by isothermal microcalorimetry. Current methods for evaluation of antifungal agents against molds, have several limitations, especially when combinations of antifungals are investigated. We evaluated the activity of amphotericin B, triazoles (voriconazole, posaconazole) and echinocandins (caspofungin and anidulafungin) against Aspergillus spp. by microcalorimetry. The presence of amphotericin Β or a triazole delayed the heat production in a concentration-dependent manner and the minimal heat inhibition concentration (MHIC) was determined as the lowest concentration inhibiting 50% of the heat produced at 48 h. Due to the different mechanism of action echinocandins, the MHIC for this antifungal class was determined as the lowest concentration lowering the heat-flow peak with 50%. Agreement within two 2-fold dilutions between MHIC and MIC or MEC (determined by CLSI M38A) was 90% for amphotericin B, 100% for voriconazole, 90% for posaconazole and 70% for caspofungin. We further evaluated our assay for antifungal susceptibility testing of non-Aspergillus molds. As determined by microcalorimetry, amphotericin Β was the most active agent against Mucorales and Fusarium spp., whereas voriconazole was the most active agent against Scedosporium spp. Finally, we evaluated the activity of antifungal combinations against Aspergillus spp. Against A. jumigatus, an improved activity of amphotericin Β and voriconazole was observed when combined with an echinocandin. Against A. terreus, an echinocandin showed a synergistic activity with amphotericin B, whereas in combination with voriconazole, no considerable improved activity was observed.
Resumo:
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.
Disentangling the effects of key innovations on the diversification of Bromelioideae (bromeliaceae).
Resumo:
The evolution of key innovations, novel traits that promote diversification, is often seen as major driver for the unequal distribution of species richness within the tree of life. In this study, we aim to determine the factors underlying the extraordinary radiation of the subfamily Bromelioideae, one of the most diverse clades among the neotropical plant family Bromeliaceae. Based on an extended molecular phylogenetic data set, we examine the effect of two putative key innovations, that is, the Crassulacean acid metabolism (CAM) and the water-impounding tank, on speciation and extinction rates. To this aim, we develop a novel Bayesian implementation of the phylogenetic comparative method, binary state speciation and extinction, which enables hypotheses testing by Bayes factors and accommodates the uncertainty on model selection by Bayesian model averaging. Both CAM and tank habit were found to correlate with increased net diversification, thus fulfilling the criteria for key innovations. Our analyses further revealed that CAM photosynthesis is correlated with a twofold increase in speciation rate, whereas the evolution of the tank had primarily an effect on extinction rates that were found five times lower in tank-forming lineages compared to tank-less clades. These differences are discussed in the light of biogeography, ecology, and past climate change.
Resumo:
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a lack of identification may not be evident since the posterior of a parameter of interest may differ from its prior even if the parameter is unidentified. We show that this can even be the case even if the priors assumed on the structural parameters are independent. We suggest two Bayesian identification indicators that do not suffer from this difficulty and are relatively easy to compute. The first applies to DSGE models where the parameters can be partitioned into those that are known to be identified and the rest where it is not known whether they are identified. In such cases the marginal posterior of an unidentified parameter will equal the posterior expectation of the prior for that parameter conditional on the identified parameters. The second indicator is more generally applicable and considers the rate at which the posterior precision gets updated as the sample size (T) is increased. For identified parameters the posterior precision rises with T, whilst for an unidentified parameter its posterior precision may be updated but its rate of update will be slower than T. This result assumes that the identified parameters are pT-consistent, but similar differential rates of updates for identified and unidentified parameters can be established in the case of super consistent estimators. These results are illustrated by means of simple DSGE models.
Resumo:
This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.
Resumo:
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-roots processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root processes. The proposed test is simple to implement and accommodates cross sectional dependence. We show that the distribution of the test statistic is free of nuisance parameters as (N, T) −! 1. Monte Carlo simulation shows that our test holds correct size and under the hypothesis that data are generated by globally stationary ESTAR processes has a better power than the recent test proposed in Pesaran [2007]. Various applications are provided.
Resumo:
This paper is motivated by the recent interest in the use of Bayesian VARs for forecasting, even in cases where the number of dependent variables is large. In such cases, factor methods have been traditionally used but recent work using a particular prior suggests that Bayesian VAR methods can forecast better. In this paper, we consider a range of alternative priors which have been used with small VARs, discuss the issues which arise when they are used with medium and large VARs and examine their forecast performance using a US macroeconomic data set containing 168 variables. We nd that Bayesian VARs do tend to forecast better than factor methods and provide an extensive comparison of the strengths and weaknesses of various approaches. Our empirical results show the importance of using forecast metrics which use the entire predictive density, instead of using only point forecasts.
Resumo:
The Conservative Party emerged from the 2010 United Kingdom General Election as the largest single party, but their support was not geographically uniform. In this paper, we estimate a hierarchical Bayesian spatial probit model that tests for the presence of regional voting effects. This model allows for the estimation of individual region-specic effects on the probability of Conservative Party success, incorporating information on the spatial relationships between the regions of the mainland United Kingdom. After controlling for a range of important covariates, we find that these spatial relationships are significant and that our individual region-specic effects estimates provide additional evidence of North-South variations in Conservative Party support.
Resumo:
This paper considers Bayesian variable selection in regressions with a large number of possibly highly correlated macroeconomic predictors. I show that by acknowledging the correlation structure in the predictors can improve forecasts over existing popular Bayesian variable selection algorithms.