Transition probabilities and duration analysis among disability states: Some evidence from Spanish data

In this paper we study the disability transition probabilities (as well as the mortalityprobabilities) due to concurrent factors to age such as income, gender and education. Althoughit is well known that ageing and socioeconomic status influence the probability ofcausing functional disorders, surprisingly little attention has been paid to the combined effectof those factors along the individuals' life and how this affects the transition from one degreeof disability to another. The assumption that tomorrow's disability state is only a functionof the today's state is very strong, since disability is a complex variable that depends onseveral other elements than time. This paper contributes into the field in two ways: (1) byattending the distinction between the initial disability level and the process that leads tohis course (2) by addressing whether and how education, age and income differentially affectthe disability transitions. Using a Markov chain discrete model and a survival analysis, weestimate the probability by year and individual characteristics that changes the state of disabilityand the duration that it takes its progression in each case. We find that people withan initial state of disability have a higher propensity to change and take less time to transitfrom different stages. Men do that more frequently than women. Education and incomehave negative effects on transition. Moreover, we consider the disability benefits associatedto those changes along different stages of disability and therefore we offer some clues onthe potential savings of preventive actions that may delay or avoid those transitions. Onpure cost considerations, preventive programs for improvement show higher benefits thanthose for preventing deterioration, and in general terms, those focussing individuals below65 should go first. Finally the trend of disability in Spain seems not to change among yearsand regional differences are not found.

Bands width, credibility and exchange risk: Lessons from the EMS experience

This paper presents an analysis of the credibility of the EMScurrencies that covers the period before and after the increase in thebands of fluctuation. Our credibility indicator is based on the inferredprobabilities derived from the estimation of a Markov-switching model(Hamilton (1989)) applied to the expected rate of depreciation. Theresults show that, for most of the currencies, credibility has improved,at least transitorily, after the increase in the bands. However, for allcurrencies, the credibility measured by the indicator proposed in thispaper has been eroded recently even with the widened bands.

Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

Analysis of CD4+ and CD8+ T cells by defined MHC-peptide complexes

MHC class II-peptide multimers are important tools for the detection, enumeration and isolation of antigen-specific CD4+ Τ cells. However, their erratic and often poor performance impeded their broad application and thus in-depth analysis of key aspects of antigen-specific CD4+ Τ cell responses. In the first part of this thesis we demonstrate that a major cause for poor MHC class II tetramer staining performance is incomplete peptide loading on MHC molecules. We observed that peptide binding affinity for "empty" MHC class II molecules poorly correlates with peptide loading efficacy. Addition of a His-tag or desthiobiotin (DTB) at the peptide N-terminus allowed us to isolate "immunopure" MHC class II-peptide monomers by affinity chromatography; this significantly, often dramatically, improved tetramer staining of antigen-specific CD4+ Τ cells. Insertion of a photosensitive amino acid between the tag and the peptide, permitted removal of the tag from "immunopure" MHC class II-peptide complex by UV irradiation, and hence elimination of its potential interference with TCR and/or MHC binding. Moreover, to improve loading of self and tumor antigen- derived peptides onto "empty" MHC II molecules, we first loaded these with a photocleavable variant of the influenza A hemagglutinin peptide HA306-318 and subsequently exchanged it with a poorly loading peptide (e.g. NY-ESO-1119-143) upon photolysis of the conditional ligand. Finally, we established a novel type of MHC class II multimers built on reversible chelate formation between 2xHis-tagged MHC molecules and a fluorescent nitrilotriacetic acid (NTA)-containing scaffold. Staining of antigen-specific CD4+ Τ cells with "NTAmers" is fully reversible and allows gentle cell sorting. In the second part of the thesis we investigated the role of the CD8α transmembrane domain (TMD) for CD8 coreceptor function. The sequence of the CD8α TMD, but not the CD8β TMD, is highly conserved and homodimerizes efficiently. We replaced the CD8α TMD with the one of the interleukin-2 receptor a chain (CD8αTac) and thus ablated CD8α TMD interactions. We observed that ΤΙ Τ cell hybridomas expressing CD8αTacβ exhibited severely impaired intracellular calcium flux, IL-2 responses and Kd/PbCS(ABA) P255A tetramer binding. By means of fluorescence resonance energy transfer experiments (FRET) we established that CD8αTacβ associated with TCR:CD3 considerably less efficiently than CD8αβ, both in the presence and the absence of Kd/PbCS(ABA) complexes. Moreover, we observed that CD8αTacβ partitioned substantially less in lipid rafts, and related to this, associated less efficiently with p56Lck (Lck), a Src kinase that plays key roles in TCR proximal signaling. Our results support the view that the CD8α TMD promotes the formation of CD8αβP-CD8αβ dimers on cell surfaces. Because these contain two CD8β chains and that CD8β, unlike CD8α, mediates association of CD8 with TCR:CD3 as well as with lipid rafts and hence with Lck, we propose that the CD8αTMD plays an important and hitherto unrecognized role for CD8 coreceptor function, namely by promoting CD8αβ dimer formation. We discuss what implications this might have on TCR oligomerization and TCR signaling. - Les multimères de complexes MHC classe II-peptide sont des outils importants pour la détection, le dénombrement et l'isolation des cellules Τ CD4+ spécifiques pour un antigène d'intérêt. Cependant, leur performance erratique et souvent inadéquate a empêché leur utilisation généralisée, limitant ainsi l'analyse des aspects clés des réponses des lymphocytes Τ CD4+. Dans la première partie de cette thèse, nous montrons que la cause principale de la faible efficacité des multimères de complexes MHC classe II-peptide est le chargement incomplet des molécules MHC par des peptides. Nous montrons également que l'affinité du peptide pour la molécule MHC classe II "vide" n'est pas nécessairement liée au degré du chargement. Grâce à l'introduction d'une étiquette d'histidines (His-tag) ou d'une molécule de desthiobiotine à l'extrémité N-terminale du peptide, des monomères MHC classe II- peptide dits "immunopures" ont pu être isolés par chromatographic d'affinité. Ceci a permis d'améliorer significativement et souvent de façon spectaculaire, le marquage des cellules Τ CD4+ spécifiques pour un antigène d'intérêt. L'insertion d'un acide aminé photosensible entre l'étiquette et le peptide a permis la suppression de l'étiquette du complexe MHC classe- Il peptide "immunopure" par irradiation aux UV, éliminant ainsi de potentielles interférences de liaison au TCR et/ou au MHC. De plus, afin d'améliorer le chargement des molécules MHC classe II "vides" avec des peptides dérivés d'auto-antigènes ou d'antigènes tumoraux, nous avons tout d'abord chargé les molécules MHC "vides" avec un analogue peptidique photoclivable issu du peptide HA306-318 de l'hémagglutinine de la grippe de type A, puis, sous condition de photolyse, nous l'avons échangé avec de peptides à chargement faible (p.ex. NY-ESO-1119-143). Finalement, nous avons construit un nouveau type de multimère réversible, appelé "NTAmère", basé sur la formation chélatante reversible entre les molécules MHC-peptide étiquettés par 2xHis et un support fluorescent contenant des acides nitrilotriacetiques (NTA). Le marquage des cellules Τ CD4+ spécifiques pour un antigène d'intérêt avec les "NTAmères" est pleinement réversible et permet également un tri cellulaire plus doux. Dans la deuxième partie de cette thèse nous avons étudié le rôle du domaine transmembranaire (TMD) du CD8α pour la fonction coréceptrice du CD8. La séquence du TMD du CD8α, mais pas celle du TMD du CD8β, est hautement conservée et permet une homodimérisation efficace. Nous avons remplacé le TMD du CD8α avec celui de la chaîne α du récepteur à l'IL-2 (CD8αTac), éliminant ainsi les interactions du TMD du CD8α. Nous avons montré que les cellules des hybridomes Τ T1 exprimant le CD8αTacβ présentaient une atteinte sévère du flux du calcium intracellulaire, des réponses d'IL-2 et de la liaison des tétramères Kd/PbCS(ABA) P255A. Grâce aux expériences de transfert d'énergie entre molécules fluorescentes (FRET), nous avons montré que l'association du CD8αTacβ avec le TCR:CD3 est considérablement moins efficace qu'avec le CD8αβ, et ceci aussi bien en présence qu'en absence de complexes Kd/PbCS(ABA). De plus, nous avons observé que le CD8αTacβ se distribuait beaucoup moins bien dans les radeaux lipidiques, engendrant ainsi, une association moins efficace avec p56Lck (Lck), une kinase de la famille Src qui joue un rôle clé dans la signalisation proximale du TCR. Nos résultats soutiennent l'hypothèse que le TMD du CD8αβ favorise la formation des dimères de CD8αβ à la surface des cellules. Parce que ces derniers contiennent deux chaînes CD8β et que CD8β, contrairement à CD8α, favorise l'association du CD8 au TCR:CD3 aussi bien qu'aux radeaux lipidiques et par conséquent à Lck, nous proposons que le TMD du CD8α joue un rôle important, jusqu'alors inconnu, pour la fonction coreceptrice du CD8, en encourageant la formation des dimères CD8αβ. Nous discutons des implications possibles sur l'oligomerisation du TCR et la signalisation du TCR.

Comparison of Energy Minimization Methods for 3-D Brain Tissue Classification

This paper presents 3-D brain tissue classificationschemes using three recent promising energy minimizationmethods for Markov random fields: graph cuts, loopybelief propagation and tree-reweighted message passing.The classification is performed using the well knownfinite Gaussian mixture Markov Random Field model.Results from the above methods are compared with widelyused iterative conditional modes algorithm. Theevaluation is performed on a dataset containing simulatedT1-weighted MR brain volumes with varying noise andintensity non-uniformities. The comparisons are performedin terms of energies as well as based on ground truthsegmentations, using various quantitative metrics.

Comprendre les mécanismes des migrations « glo-balles » africaines. Les trajectoires transnationales et la diversification des filières

L'article décrypte certains rouages de l'expatriation des joueurs africains vers l'Europe. La précocité de leur migration et la fragmentation de leur trajectoire sont expliquées par les spéculations dont ils font l'objet. Les réseaux socio-économiques qui portent les filières spéculatives sont mis en lumière, ce qui permet de comprendre en particulier le rôle primordial qu'y jouent les clubs intermédiaires européens, et maintenant asiatiques, intermédiaires dans la chaîne à haute valeur ajoutée, au « taux d'éviction » le plus élevé du monde. This paper decodes various workings at play in the expatriation of African players to Europe. The early nature of their migration and the fragmentation of their trajectories are explained by the speculation that surrounds them. The socio-economic networks that carry speculative channels are brought to light, which helps us to understand in particular the major role played by the European, and now Asian, clubs, which serve as intermediaries in the high value-added chain, with the highest "eviction rate" in the world.

On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Restless bandits, partial conservation laws and indexability

We show that if performance measures in a stochastic scheduling problem satisfy a set of so-called partial conservation laws (PCL), which extend previously studied generalized conservation laws (GCL), then the problem is solved optimally by a priority-index policy for an appropriate range of linear performance objectives, where the optimal indices are computed by a one-pass adaptive-greedy algorithm, based on Klimov's. We further apply this framework to investigate the indexability property of restless bandits introduced by Whittle, obtaining the following results: (1) we identify a class of restless bandits (PCL-indexable) which are indexable; membership in this class is tested through a single run of the adaptive-greedy algorithm, which also computes the Whittle indices when the test is positive; this provides a tractable sufficient condition for indexability; (2) we further indentify the class of GCL-indexable bandits, which includes classical bandits, having the property that they are indexable under any linear reward objective. The analysis is based on the so-called achievable region method, as the results follow fromnew linear programming formulations for the problems investigated.

The survival of the welfare state

This paper provides an analytical characterization of Markov perfectequilibria in a politico-economic model with repeated voting, whereagents vote over distortionary income redistribution. The key featureof the theory is that the future constituency of redistributive policiesdepends positively on the current level of redistribution, since thisaffects both private investments and the future distribution of voters.Agents vote rationally and fullly anticipate the effects of their politicalchoice on both private incentives and future voting outcomes. The modelfeatures multiple equilibria. In "pro-welfare" equilibria, both welfarestate policies and their effects on distribution persist forever. In"anti-welfare equilibria", even a majority of beneficiaries ofredistributive policies vote strategically so as to induce the formationof a future majority that will vote for zero redistribution.

Estimating multi-country VAR models

This paper describes a methodology to estimate the coefficients, to test specification hypothesesand to conduct policy exercises in multi-country VAR models with cross unit interdependencies, unit specific dynamics and time variations in the coefficients. The framework of analysis is Bayesian: a prior flexibly reduces the dimensionality of the model and puts structure on the time variations; MCMC methods are used to obtain posterior distributions; and marginal likelihoods to check the fit of various specifications. Impulse responses and conditional forecasts are obtained with the output of MCMC routine. The transmission of certain shocks across countries is analyzed.

Sleep, metabolism and aging

Aging is a multidimensional process of physical, psychological, and social changes. Understanding how we sleep and how this dynamic process evolves across life span will help to identify normal developmental aspects of sleep over time and to create strategies to increase awareness of sleep disturbances and their early management. In normal sleepers from HypnoLaus cohort, we evaluated the effects of age and gender on both subjective and objective sleep measurements. Our results indicate that normal aging is not accompanied by sleep complaints, and when they exist suggest the presence of underlying comorbidities. Polysomnographic data revealed that slow wave sleep was more affected with age in men, and age affected differently NREM and REM spectral power densities. Both sleep structure and spectral analysis profiles may constitute standards to delineate pathological changes in sleep, both for aging women and men. Another important aspect in the management of sleep and its disorders is a detailed characterization of sleep-inducing medications. Gamma-hydroxybutyrate (GHB) is an inhibitory neurotransmitter derivative of GABA, but its mode of action and the range of effects are not well understood. Several properties, as growth hormone stimulation in humans and the development of weight loss in treated patients suggest an unexplored metabolic effect. In different experiments we assessed the effects of acute, short term and chronic GHB administration on central (cerebral cortex) and peripheral (liver) biochemical processes involved in the metabolism of the drug, as well as the effects of the drug on metabolism in C57BL/6J, GABAB knock-out and obese (ob/ob) mice. We showed that GHB treatment affects weight gain in C57BL/6J and GABAB knock-out mice. Metabolomic analysis indicated large central and peripheral metabolic changes induced by GHB with important relevance to its therapeutic use. -- Le vieillissement est un processus multidimensionnel accompagné par de multiples changements dans les domaines physique, psychologique et social. Comprendre comment nous dormons et comment ce processus dynamique évolue sur la durée de vie nous aidera à identifier les aspects normaux du développement du sommeil au fil du temps, et à créer des stratégies pour accroître la connaissance et compréhension des troubles du sommeil et leur prise en charge précoce. Chez les sujets normaux de la cohorte HypnoLaus nous avons évalué les effets de l'âge et du sexe sur les mesures subjectives et objectives du sommeil. Nos résultats indiquent que le vieillissement normal ne s'accompagne pas de troubles du sommeil, et quand ils existent ceux-ci suggèrent la présence de comorbidités sous-jacentes. Les données polysomnographiques ont révélé que le sommeil profond était plus affecté avec l'âge chez les hommes. De plus, nous avons montré comment l'âge modifie la composition spectrale du sommeil lent et paradoxal. La structure du sommeil et les profils d'analyse spectrale peuvent donc constituer des standards permettant de définir les changements pathologiques du sommeil chez les personnes âgées. Parmi les aspects importants de la gestion du sommeil et de ses troubles, la caractérisation détaillée des médicaments hypnotiques utilisés est essentielle. L'acide gamma-hydroxybutyrique (GHB) est un acide gras à courte chaîne dérivé du GABA, principal neurotransmetteur inhibiteur du cerveau, mais son mode d'action et tous ses effets sont toujours largement méconnus. Plusieurs propriétés, comme la stimulation de la sécrétion de l'hormone de croissance chez l'homme et le développement d'une perte de poids chez les patients traités suggèrent un effet métabolique inexploré. Dans différentes expériences, nous avons évalué les effets d'une exposition aiguë, à court terme et chronique de GHB sur les processus biochimiques centraux (cortex cérébral) et périphériques (foie) impliqués dans le métabolisme du médicament. Nous avons aussi évalué les effets du médicament sur le métabolisme des souris C57BL/6J, GABAB KO et obèses (ob/ob). Nos résultats ont montré que le GHB diminue le gain de poids chez les souris C57BL/6J et GABAB KO. L'analyse métabolomique a indiqué des changements importants induits par GHB au niveau central et périphérique, et ces effets sont importants pour son utilisation thérapeutique.

Forecasting and turning point predictions in a Bayesian panel VAR model

We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a flexible model which accounts for both interdependencies in the cross section and time variations in the parameters. Posterior distributions for the parameters are obtained for a particular type of diffuse, for Minnesota-type and for hierarchical priors. Formulas for multistep, multiunit point and average forecasts are provided. An application to the problem of forecasting the growth rate of output and of predicting turning points in the G-7 illustrates the approach. A comparison with alternative forecasting methods is also provided.

Cost-effectiveness of low-molecular-weight heparin for treatment of pulmonary embolism.

BACKGROUND: Low-molecular-weight heparin (LMWH) appears to be safe and effective for treating pulmonary embolism (PE), but its cost-effectiveness has not been assessed. METHODS: We built a Markov state-transition model to evaluate the medical and economic outcomes of a 6-day course with fixed-dose LMWH or adjusted-dose unfractionated heparin (UFH) in a hypothetical cohort of 60-year-old patients with acute submassive PE. Probabilities for clinical outcomes were obtained from a meta-analysis of clinical trials. Cost estimates were derived from Medicare reimbursement data and other sources. The base-case analysis used an inpatient setting, whereas secondary analyses examined early discharge and outpatient treatment with LMWH. Using a societal perspective, strategies were compared based on lifetime costs, quality-adjusted life-years (QALYs), and the incremental cost-effectiveness ratio. RESULTS: Inpatient treatment costs were higher for LMWH treatment than for UFH (dollar 13,001 vs dollar 12,780), but LMWH yielded a greater number of QALYs than did UFH (7.677 QALYs vs 7.493 QALYs). The incremental costs of dollar 221 and the corresponding incremental effectiveness of 0.184 QALYs resulted in an incremental cost-effectiveness ratio of dollar 1,209/QALY. Our results were highly robust in sensitivity analyses. LMWH became cost-saving if the daily pharmacy costs for LMWH were < dollar 51, if > or = 8% of patients were eligible for early discharge, or if > or = 5% of patients could be treated entirely as outpatients. CONCLUSION: For inpatient treatment of PE, the use of LMWH is cost-effective compared to UFH. Early discharge or outpatient treatment in suitable patients with PE would lead to substantial cost savings.

Immigration and the survival of the welfare state

This paper analyzes the political sustainability of the welfare state in a model where immigration policy is also endogenous. In the model, the skills of the native population are affected by immigration and skill accumulation. Moreover, immigrants affect future policies, once they gain the right to vote. The main finding is that the long-run survival of redistributive policies is linked to an immigration policy specifying both skill and quantity restrictions. In particular, in steady state the unskilled majority admits a limited inflow of unskilled immigrants in order to offset growth in the fraction of skilled voters and maintain a high degree of income redistribution.Interestingly, equilibrium immigration policy shifts from unrestricted skilled immigration,when the country is skill-scarce, to restricted unskilled immigration, as the fraction of native skilled workers increases. The analysis also suggests a new set of variables that may help explain international differences in immigration restrictions.