Strategies for sequential prediction of stationary time series

We present simple procedures for the prediction of a real valued sequence. The algorithms are based on a combinationof several simple predictors. We show that if the sequence is a realization of a bounded stationary and ergodic random process then the average of squared errors converges, almost surely, to that of the optimum, given by the Bayes predictor. We offer an analog result for the prediction of stationary gaussian processes.

Circadian variations of renal sodium handling in patients with orthostatic hypotension.

BACKGROUND: Sodium wasting during the night has been postulated as a potential pathophysiological mechanism in patients suffering from orthostatic hypotension due to severe autonomic deficiency. METHODS: In this study, the diurnal variations in creatinine clearance, sodium excretion and segmental renal tubular handling of sodium were evaluated in 18 healthy subjects and 20 young patients with orthostatic hypotension (OH). In addition, 24-hour ambulatory blood pressure and the neuro-hormonal response to changes in posture were determined. The patients and their controls were studied on a free sodium intake. In a second protocol, 10 controls and 10 patients were similarly investigated after one week of a high salt diet (regular diet + 6 g NaCl/day). RESULTS: Our results demonstrate that, in contrast to normal subjects in whom no significant changes in glomerular filtration, sodium excretion and segmental sodium reabsorption were observed throughout the day, patients with OH were characterized by a significant increase in glomerular filtration rate during the nighttime (P = 0.03) and significant increases in urinary lithium excretion (P < 0.05) and lithium clearance (P = 0.05) during the night, suggesting a decreased proximal reabsorption of sodium. On a high sodium diet, the symptoms of orthostatic hypotension and the circadian variations in sodium reabsorption were significantly blunted. CONCLUSIONS: These results suggest that, while the patient is in a supine position the effective blood volume of those with OH becomes excessive due to the increased venous return. Hence, the kidney responds with an increase in glomerular filtration and a relative escape of sodium from the proximal tubular segments. These circadian variations in renal sodium handling may contribute to the maintenance of the orthostatic syndrome.

Civil conflict and human capital accumulation: The long-term effects of political violence in Perú

This paper provides empirical evidence of the persistent effect of exposure to political violence on humancapital accumulation. I exploit the variation in conflict location and birth cohorts to identify the longandshort-term effects of the civil war on educational attainment. Conditional on being exposed toviolence, the average person accumulates 0.31 less years of education as an adult. In the short-term,the effects are stronger than in the long-run; these results hold when comparing children within thesame household. Further, exposure to violence during early childhood leads to permanent losses. I alsoexplore the potential causal mechanisms.

Estimating the effect of transitory economic shocks on civil conflict

This note tries to clarify some remaining issues in the debate on the effect of income shocks oncivil conflict. Section 1 discusses the discrepant findings on the effect of rainfall shocks oncivil conflict in Miguel and Satyanath (2010, 2011) and Ciccone (2011). Section 2 develops aninstrumental variables approach to estimate the effect of transitory (rainfall-driven) incomeshocks on civil conflict and contrasts the conclusions with those of Miguel, Satyanath, andSergenti (2004) and Miguel and Satyanath (2010, 2011). Throughout, the note uses the data ofMiguel, Satyanath, and Sergenti to focus on the methodological issues at the core of the debate(for results using the latest data see Ciccone, 2011).

State capacity and military conflict

In 1500, Europe was composed of hundreds of statelets and principalities, with weak central authority,no monopoly over the legitimate use of violence, and overlapping jurisdictions. By 1800, only ahandful of powerful, centralized nation states remained. We build a model that explains both the emergenceof capable states and growing divergence between European powers. We argue that the impactof war was crucial for state building, and depended on: i) the financial cost of war, and ii) a country sinitial level of domestic political fragmentation. We emphasize the role of the "Military Revolution",which raised the cost of war. Initially, this caused more cohesive states to invest in state capacity, whilemore divided states rationally dropped out of the competition, causing divergence between Europeanstates. As the cost of war escalated further, all states engaged in a "race to the top" towards greater statebuilding.

Assignment strategies for large proteins by magic-angle spinning NMR: the 21-kDa disulfide-bond-forming enzyme DsbA.

We present strategies for chemical shift assignments of large proteins by magic-angle spinning solid-state NMR, using the 21-kDa disulfide-bond-forming enzyme DsbA as prototype. Previous studies have demonstrated that complete de novo assignments are possible for proteins up to approximately 17 kDa, and partial assignments have been performed for several larger proteins. Here we show that combinations of isotopic labeling strategies, high field correlation spectroscopy, and three-dimensional (3D) and four-dimensional (4D) backbone correlation experiments yield highly confident assignments for more than 90% of backbone resonances in DsbA. Samples were prepared as nanocrystalline precipitates by a dialysis procedure, resulting in heterogeneous linewidths below 0.2 ppm. Thus, high magnetic fields, selective decoupling pulse sequences, and sparse isotopic labeling all improved spectral resolution. Assignments by amino acid type were facilitated by particular combinations of pulse sequences and isotopic labeling; for example, transferred echo double resonance experiments enhanced sensitivity for Pro and Gly residues; [2-(13)C]glycerol labeling clarified Val, Ile, and Leu assignments; in-phase anti-phase correlation spectra enabled interpretation of otherwise crowded Glx/Asx side-chain regions; and 3D NCACX experiments on [2-(13)C]glycerol samples provided unique sets of aromatic (Phe, Tyr, and Trp) correlations. Together with high-sensitivity CANCOCA 4D experiments and CANCOCX 3D experiments, unambiguous backbone walks could be performed throughout the majority of the sequence. At 189 residues, DsbA represents the largest monomeric unit for which essentially complete solid-state NMR assignments have so far been achieved. These results will facilitate studies of nanocrystalline DsbA structure and dynamics and will enable analysis of its 41-kDa covalent complex with the membrane protein DsbB, for which we demonstrate a high-resolution two-dimensional (13)C-(13)C spectrum.

Neoadjuvant and adjuvant strategies in renal cell carcinoma: more questions than answers.

The current standard treatment for early stage (I-III) renal cell cancer (RCC) is surgery. While the prognosis of stage I tumors is excellent, stage II and particularly stage III have a high risk of relapse. The adjuvant treatment of patients with RCC remains an area of investigation, with patient selection being a key aspect. There are currently two prognostic nomograms to establish the risk of relapse in patients with resected RCC. The results of earlier studies of adjuvant therapy, including the use chemotherapy and/or immunotherapy after nephrectomy have failed to show any benefit in the outcome of patients at risk of developing local recurrence or distant metastases. Two recent phase III trials with vaccines (autologous tumor cell vaccine and autologous tumor-derived heat shock protein peptide complex-96) have shown promising, albeit still preliminary, results. In the metastatic RCC setting, recent advances in the molecular understanding of oncogenic pathways have led to the development of new therapeutic strategies with the use of targeted therapies in the adjuvant setting. Neoadjuvant treatment is another treatment modality currently being evaluated for patients with early disease and in patients with metastatic RCC with inoperable primary tumors. The questions that remain unanswered include activity of these agents in early stages of the disease, patient selection, optimal start time of the adjuvant treatment, and finally, the optimal length of treatment.

A general class of adaptative strategies

We exhibit and characterize an entire class of simple adaptive strategies,in the repeated play of a game, having the Hannan-consistency property: In the long-run, the player is guaranteed an average payoff as large as the best-reply payoff to the empirical distribution of play of the otherplayers; i.e., there is no "regret." Smooth fictitious play (Fudenberg and Levine [1995]) and regret-matching (Hart and Mas-Colell [1998]) areparticular cases. The motivation and application of this work come from the study of procedures whose empirical distribution of play is, in thelong-run, (almost) a correlated equilibrium. The basic tool for the analysis is a generalization of Blackwell's [1956a] approachability strategy for games with vector payoffs.

Strategies for an integrated distribution problem

The problems arising in the logistics of commercial distribution are complexand involve several players and decision levels. One important decision isrelated with the design of the routes to distribute the products, in anefficient and inexpensive way.This article explores three different distribution strategies: the firststrategy corresponds to the classical vehicle routing problem; the second isa master route strategy with daily adaptations and the third is a strategythat takes into account the cross-functional planning through amulti-objective model with two objectives. All strategies are analyzed ina multi-period scenario. A metaheuristic based on the Iteratetd Local Search,is used to solve the models related with each strategy. A computationalexperiment is performed to evaluate the three strategies with respect to thetwo objectives. The cross functional planning strategy leads to solutions thatput in practice the coordination between functional areas and better meetbusiness objectives.

Why ethnic fractionalization? Polarization, ethnic conflict and growth

This paper ia an attempt to clarify the relationship between fractionalization,polarization and conflict. The literature on the measurement of ethnic diversityhas taken as given that the proper measure for heterogeneity can be calculatedby using the fractionalization index. This index is widely used in industrialeconomics and, for empirical purposes, the ethnolinguistic fragmentation isready available for regression exercises. Nevertheless the adequacy of asynthetic index of hetergeneity depends on the intrinsic characteristicsof the heterogeneous dimension to be measured. In the case of ethnicdiversity there is a very strong conflictive dimension. For this reasonwe argue that the measure of heterogeneity should be one of the class ofpolarization measures. In fact the intuition of the relationship betweenconflict and fractionalization do not hold for more than two groups. Incontrast with the usual problem of polarization indices, which are ofdifficult empirical implementation without making some arbitrary choiceof parameters, we show that the RQ index, proposed by Reynal-Querol (2002),is the only discrete polarization measure that satisfies the basic propertiesof polarization. Additionally we present a derivation of the RQ index froma simple rent seeking model. In the empirical section we show that whileethnic polarization has a positive effect on civil wars and, indirectly ongrowth, this effect is not present when we use ethnic fractionalization.