Detection of sensor decalibration using the asymptotic local approach

A novel method for the detection of linear decalibration of sensors is proposed. The presence of a fault is indicated as a change in the mean of a white noise sequence. A simulation example is described which shows the success of the technique.

Promoting normality in the management of the perineum during the second stage of labour

The management of the perineum during birth has multiple long-term effects on women and their families. The midwife has a key role to play and often the techniques they employ vary significantly, as does their justification of these practices. This article seeks to examine current evidence to explore what is known to contribute to lower perineal trauma rates and what practices should be avoided to protect childbearing women. The conclusions drawn show that the updating of
practice and antenatal education may be required so that woman are given the information they need to make an informed choice as to what they want for their own body, child and experience.

On the Assumption of Bivariate Normality in Selection Models: A Copula Approach Applied to Estimating HIV Prevalence

Background: Heckman-type selection models have been used to control HIV prevalence estimates for selection bias when participation in HIV testing and HIV status are associated after controlling for observed variables. These models typically rely on the strong assumption that the error terms in the participation and the outcome equations that comprise the model are distributed as bivariate normal.
Methods: We introduce a novel approach for relaxing the bivariate normality assumption in selection models using copula functions. We apply this method to estimating HIV prevalence and new confidence intervals (CI) in the 2007 Zambia Demographic and Health Survey (DHS) by using interviewer identity as the selection variable that predicts participation (consent to test) but not the outcome (HIV status).
Results: We show in a simulation study that selection models can generate biased results when the bivariate normality assumption is violated. In the 2007 Zambia DHS, HIV prevalence estimates are similar irrespective of the structure of the association assumed between participation and outcome. For men, we estimate a population HIV prevalence of 21% (95% CI = 16%–25%) compared with 12% (11%–13%) among those who consented to be tested; for women, the corresponding figures are 19% (13%–24%) and 16% (15%–17%).
Conclusions: Copula approaches to Heckman-type selection models are a useful addition to the methodological toolkit of HIV epidemiology and of epidemiology in general. We develop the use of this approach to systematically evaluate the robustness of HIV prevalence estimates based on selection models, both empirically and in a simulation study.

The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation

This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the distribution of the Wiener process to which it converges. Our setup is purposely very simple in that it considers data generated from an ARMA(1,1) process. Yet, this is sufficient to bring out interesting conclusions about the particular elements which cause the approximations to be inadequate in even quite large sample sizes.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.

Asymptotic model for shape resonance control of diatomics by intense non-resonant light

We derive a universal model for atom pairs interacting with non-resonant light via the polarizability anisotropy, based on the long range properties of the scattering. The corresponding dynamics can be obtained using a nodal line technique to solve the asymptotic Schrödinger equation. It consists of imposing physical boundary conditions at long range and vanishing the wavefunction at a position separating the inner zone and the asymptotic region. We show that nodal lines which depend on the intensity of the non-resonant light can satisfactorily account for the effect of the polarizability at short range. The approach allows to determine the resonance structure, energy, width, channel mixing and hybridization even for narrow resonances.

Asymptotic model for shape resonance control of diatomics by intense non-resonant light: universality in the single-channel approximation

Non-resonant light interacting with diatomics via the polarizability anisotropy couples different rotational states and may lead to strong hybridization of the motion. The modification of shape resonances and low-energy scattering states due to this interaction can be fully captured by an asymptotic model, based on the long-range properties of the scattering (Crubellier et al 2015 New J. Phys. 17 045020). Remarkably, the properties of the field-dressed shape resonances in this asymptotic multi-channel description are found to be approximately linear in the field intensity up to fairly large intensity. This suggests a perturbative single-channel approach to be sufficient to study the control of such resonances by the non-resonant field. The multi-channel results furthermore indicate the dependence on field intensity to present, at least approximately, universal characteristics. Here we combine the nodal line technique to solve the asymptotic Schrödinger equation with perturbation theory. Comparing our single channel results to those obtained with the full interaction potential, we find nodal lines depending only on the field-free scattering length of the diatom to yield an approximate but universal description of the field-dressed molecule, confirming universal behavior.

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

Ballet-performing normality in the face of crisis

This paper contextualises the framework and methodology for producing the video performance Ballet, by Szuper Gallery (Susanne Clausen & Pavlo Kerestey), which was initiated through an encounter with an archive of rural information and propaganda films from the Museum of English Rural Life [MERL] in Reading, UK. This project looked at ways of extrapolating filmed gestures from the MERL films to choreograph a large-scale performance film and to consider how this practice-led research could instigate a new way of engaging with and interpreting the MERL film collection. The resulting video was produced in 2009 and was first exhibited at MERL, where it became part of the archive. This was followed by a series of international screenings. I will set out the surrounding research in and around the archive propaganda films, focusing on the performances by rural extras (background actors) in these films, while looking at the way one could understand the relation between a future-past, or tradition and accident in these films (Massumi, 1993). I will pair this with a reflection on the cultural reading of the extras (Didi-Huberman, 2009) and the notion of social choreography (Hewitt, 2005) in this context. I will then lay out reflections on artistic methods for the final performance, a Crash Choreography, based on calculated, but spontaneous encounters.

Normality mining: privacy implications of behavioral profiles drawn from GPS enabled mobile phones

There is growing interest in the ways in which the location of a person can be utilized by new applications and services. Recent advances in mobile technologies have meant that the technical capability to record and transmit location data for processing is appearing in off-the-shelf handsets. This opens possibilities to profile people based on the places they visit, people they associate with, or other aspects of their complex routines determined through persistent tracking. It is possible that services offering customized information based on the results of such behavioral profiling could become commonplace. However, it may not be immediately apparent to the user that a wealth of information about them, potentially unrelated to the service, can be revealed. Further issues occur if the user agreed, while subscribing to the service, for data to be passed to third parties where it may be used to their detriment. Here, we report in detail on a short case study tracking four people, in three European member states, persistently for six weeks using mobile handsets. The GPS locations of these people have been mined to reveal places of interest and to create simple profiles. The information drawn from the profiling activity ranges from intuitive through special cases to insightful. In this paper, these results and further extensions to the technology are considered in light of European legislation to assess the privacy implications of this emerging technology.