Urban image classification with semisupervised multiscale cluster kernels

This paper presents a semisupervised support vector machine (SVM) that integrates the information of both labeled and unlabeled pixels efficiently. Method's performance is illustrated in the relevant problem of very high resolution image classification of urban areas. The SVM is trained with the linear combination of two kernels: a base kernel working only with labeled examples is deformed by a likelihood kernel encoding similarities between labeled and unlabeled examples. Results obtained on very high resolution (VHR) multispectral and hyperspectral images show the relevance of the method in the context of urban image classification. Also, its simplicity and the few parameters involved make the method versatile and workable by unexperienced users.

Modeling resting-state functional networks when the cortex falls asleep: local and global changes.

The transition from wakefulness to sleep represents the most conspicuous change in behavior and the level of consciousness occurring in the healthy brain. It is accompanied by similarly conspicuous changes in neural dynamics, traditionally exemplified by the change from "desynchronized" electroencephalogram activity in wake to globally synchronized slow wave activity of early sleep. However, unit and local field recordings indicate that the transition is more gradual than it might appear: On one hand, local slow waves already appear during wake; on the other hand, slow sleep waves are only rarely global. Studies with functional magnetic resonance imaging also reveal changes in resting-state functional connectivity (FC) between wake and slow wave sleep. However, it remains unclear how resting-state networks may change during this transition period. Here, we employ large-scale modeling of the human cortico-cortical anatomical connectivity to evaluate changes in resting-state FC when the model "falls asleep" due to the progressive decrease in arousal-promoting neuromodulation. When cholinergic neuromodulation is parametrically decreased, local slow waves appear, while the overall organization of resting-state networks does not change. Furthermore, we show that these local slow waves are structured macroscopically in networks that resemble the resting-state networks. In contrast, when the neuromodulator decrease further to very low levels, slow waves become global and resting-state networks merge into a single undifferentiated, broadly synchronized network.

3-Regime symmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. In the present paper we propose more general STAR transition functions which encompass both threshold nonlinearity and asymmetric e¤ects. Our framework allows for a gradual adjustment from one regime to another, and considers threshold e¤ects by encompassing other existing models, such as TAR models. We apply our methodology to three di¤erent exchange rate data-sets, one for developing countries, and o¢ cial nominal exchange rates, the sec- ond emerging market economies using black market exchange rates and the third for OECD economies.

Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. The present is a technical Appendix to Cerrato et al. (2009) and presents detailed simulations of the proposed methodology and additional empirical results.

Body mass index, cigarette smoking, and alcohol consumption and cancers of the oral cavity, pharynx, and larynx: modeling odds ratios in pooled case-control data.

Odds ratios for head and neck cancer increase with greater cigarette and alcohol use and lower body mass index (BMI; weight (kg)/height(2) (m(2))). Using data from the International Head and Neck Cancer Epidemiology Consortium, the authors conducted a formal analysis of BMI as a modifier of smoking- and alcohol-related effects. Analysis of never and current smokers included 6,333 cases, while analysis of never drinkers and consumers of < or =10 drinks/day included 8,452 cases. There were 8,000 or more controls, depending on the analysis. Odds ratios for all sites increased with lower BMI, greater smoking, and greater drinking. In polytomous regression, odds ratios for BMI (P = 0.65), smoking (P = 0.52), and drinking (P = 0.73) were homogeneous for oral cavity and pharyngeal cancers. Odds ratios for BMI and drinking were greater for oral cavity/pharyngeal cancer (P < 0.01), while smoking odds ratios were greater for laryngeal cancer (P < 0.01). Lower BMI enhanced smoking- and drinking-related odds ratios for oral cavity/pharyngeal cancer (P < 0.01), while BMI did not modify smoking and drinking odds ratios for laryngeal cancer. The increased odds ratios for all sites with low BMI may suggest related carcinogenic mechanisms; however, BMI modification of smoking and drinking odds ratios for cancer of the oral cavity/pharynx but not larynx cancer suggests additional factors specific to oral cavity/pharynx cancer.

Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

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.

Sparse regularization for fiber ODF reconstruction: from the suboptimality of ℓ2 and ℓ1 priors to ℓ0.

Diffusion MRI is a well established imaging modality providing a powerful way to probe the structure of the white matter non-invasively. Despite its potential, the intrinsic long scan times of these sequences have hampered their use in clinical practice. For this reason, a large variety of methods have been recently proposed to shorten the acquisition times. Among them, spherical deconvolution approaches have gained a lot of interest for their ability to reliably recover the intra-voxel fiber configuration with a relatively small number of data samples. To overcome the intrinsic instabilities of deconvolution, these methods use regularization schemes generally based on the assumption that the fiber orientation distribution (FOD) to be recovered in each voxel is sparse. The well known Constrained Spherical Deconvolution (CSD) approach resorts to Tikhonov regularization, based on an ℓ(2)-norm prior, which promotes a weak version of sparsity. Also, in the last few years compressed sensing has been advocated to further accelerate the acquisitions and ℓ(1)-norm minimization is generally employed as a means to promote sparsity in the recovered FODs. In this paper, we provide evidence that the use of an ℓ(1)-norm prior to regularize this class of problems is somewhat inconsistent with the fact that the fiber compartments all sum up to unity. To overcome this ℓ(1) inconsistency while simultaneously exploiting sparsity more optimally than through an ℓ(2) prior, we reformulate the reconstruction problem as a constrained formulation between a data term and a sparsity prior consisting in an explicit bound on the ℓ(0)norm of the FOD, i.e. on the number of fibers. The method has been tested both on synthetic and real data. Experimental results show that the proposed ℓ(0) formulation significantly reduces modeling errors compared to the state-of-the-art ℓ(2) and ℓ(1) regularization approaches.

Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas

We study the asymmetric and dynamic dependence between financial assets and demonstrate, from the perspective of risk management, the economic significance of dynamic copula models. First, we construct stock and currency portfolios sorted on different characteristics (ex ante beta, coskewness, cokurtosis and order flows), and find substantial evidence of dynamic evolution between the high beta (respectively, coskewness, cokurtosis and order flow) portfolios and the low beta (coskewness, cokurtosis and order flow) portfolios. Second, using three different dependence measures, we show the presence of asymmetric dependence between these characteristic-sorted portfolios. Third, we use a dynamic copula framework based on Creal et al. (2013) and Patton (2012) to forecast the portfolio Value-at-Risk of long-short (high minus low) equity and FX portfolios. We use several widely used univariate and multivariate VaR models for the purpose of comparison. Backtesting our methodology, we find that the asymmetric dynamic copula models provide more accurate forecasts, in general, and, in particular, perform much better during the recent financial crises, indicating the economic significance of incorporating dynamic and asymmetric dependence in risk management.

Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula

We investigate the dynamic and asymmetric dependence structure between equity portfolios from the US and UK. We demonstrate the statistical significance of dynamic asymmetric copula models in modelling and forecasting market risk. First, we construct “high-minus-low" equity portfolios sorted on beta, coskewness, and cokurtosis. We find substantial evidence of dynamic and asymmetric dependence between characteristic-sorted portfolios. Second, we consider a dynamic asymmetric copula model by combining the generalized hyperbolic skewed t copula with the generalized autoregressive score (GAS) model to capture both the multivariate non-normality and the dynamic and asymmetric dependence between equity portfolios. We demonstrate its usefulness by evaluating the forecasting performance of Value-at-Risk and Expected Shortfall for the high-minus-low portfolios. From back-testing, e find consistent and robust evidence that our dynamic asymmetric copula model provides the most accurate forecasts, indicating the importance of incorporating the dynamic and asymmetric dependence structure in risk management.

Quantifying rates of landscape evolution and tectonic processes by thermochronology and numerical modeling of crustal heat transport using PECUBE

PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.