Testing for sufficient information in structural VARs

We derive necessary and sufficient conditions under which a set of variables is informationally sufficient, i.e. it contains enough information to estimate the structural shocks with a VAR model. Based on such conditions, we suggest a procedure to test for informational sufficiency. Moreover, we show how to amend the VAR if informational sufficiency is rejected. We apply our procedure to a VAR including TFP, unemployment and per-capita hours worked. We find that the three variables are not informationally sufficient. When adding missing information, the effects of technology shocks change dramatically.

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Factores de rendimiento en entornos multicore

Este documento refleja el estudio de investigación para la detección de factores que afectan al rendimiento en entornos multicore. Debido a la gran diversidad de arquitecturas multicore se ha definido un marco de trabajo, que consiste en la adopción de una arquitectura específica, un modelo de programación basado en paralelismo de datos, y aplicaciones del tipo Single Program Multiple Data. Una vez definido el marco de trabajo, se han evaluado los factores de rendimiento con especial atención al modelo de programación. Por este motivo, se ha analizado la librería de threads y la API OpenMP para detectar aquellas funciones sensibles de ser sintonizadas al permitir un comportamiento adaptativo de la aplicación al entorno, y que dependiendo de su adecuada utilización han de mejorar el rendimiento de la aplicación.

Population pharmacokinetic modelling and evaluation of different dosage regimens for darunavir and ritonavir in HIV-infected individuals.

OBJECTIVES: Darunavir is a protease inhibitor that is administered with low-dose ritonavir to enhance its bioavailability. It is prescribed at standard dosage regimens of 600/100 mg twice daily in treatment-experienced patients and 800/100 mg once daily in naive patients. A population pharmacokinetic approach was used to characterize the pharmacokinetics of both drugs and their interaction in a cohort of unselected patients and to compare darunavir exposure expected under alternative dosage regimens. METHODS: The study population included 105 HIV-infected individuals who provided darunavir and ritonavir plasma concentrations. Firstly, a population pharmacokinetic analysis for darunavir and ritonavir was conducted, with inclusion of patients' demographic, clinical and genetic characteristics as potential covariates (NONMEM(®)). Then, the interaction between darunavir and ritonavir was studied while incorporating levels of both drugs into different inhibitory models. Finally, model-based simulations were performed to compare trough concentrations (Cmin) between the recommended dosage regimen and alternative combinations of darunavir and ritonavir. RESULTS: A one-compartment model with first-order absorption adequately characterized darunavir and ritonavir pharmacokinetics. The between-subject variability in both compounds was important [coefficient of variation (CV%) 34% and 47% for darunavir and ritonavir clearance, respectively]. Lopinavir and ritonavir exposure (AUC) affected darunavir clearance, while body weight and darunavir AUC influenced ritonavir elimination. None of the tested genetic variants showed any influence on darunavir or ritonavir pharmacokinetics. The simulations predicted darunavir Cmin much higher than the IC50 thresholds for wild-type and protease inhibitor-resistant HIV-1 strains (55 and 550 ng/mL, respectively) under standard dosing in >98% of experienced and naive patients. Alternative regimens of darunavir/ritonavir 1200/100 or 1200/200 mg once daily also had predicted adequate Cmin (>550 ng/mL) in 84% and 93% of patients, respectively. Reduction of darunavir/ritonavir dosage to 600/50 mg twice daily led to a 23% reduction in average Cmin, still with only 3.8% of patients having concentrations below the IC50 for resistant strains. CONCLUSIONS: The important variability in darunavir and ritonavir pharmacokinetics is poorly explained by clinical covariates and genetic influences. In experienced patients, treatment simplification strategies guided by drug level measurements and adherence monitoring could be proposed.

Systems biology of plants : from intraspecific genome variation to computational morphodynamics

Recently, the introduction of second generation sequencing and further advance-ments in confocal microscopy have enabled system-level studies for the functional characterization of genes. The degree of complexity intrinsic to these approaches needs the development of bioinformatics methodologies and computational models for extracting meaningful biological knowledge from the enormous amount of experi¬mental data which is continuously generated. This PhD thesis presents several novel bioinformatics methods and computational models to address specific biological questions in Plant Biology by using the plant Arabidopsis thaliana as a model system. First, a spatio-temporal qualitative analysis of quantitative transcript and protein profiles is applied to show the role of the BREVIS RADIX (BRX) protein in the auxin- cytokinin crosstalk for root meristem growth. Core of this PhD work is the functional characterization of the interplay between the BRX protein and the plant hormone auxin in the root meristem by using a computational model based on experimental evidence. Hyphotesis generated by the modelled to the discovery of a differential endocytosis pattern in the root meristem that splits the auxin transcriptional response via the plasma membrane to nucleus partitioning of BRX. This positional information system creates an auxin transcriptional pattern that deviates from the canonical auxin response and is necessary to sustain the expression of a subset of BRX-dependent auxin-responsive genes to drive root meristem growth. In the second part of this PhD thesis, we characterized the genome-wide impact of large scale deletions on four divergent Arabidopsis natural strains, through the integration of Ultra-High Throughput Sequencing data with data from genomic hybridizations on tiling arrays. Analysis of the identified deletions revealed a considerable portion of protein coding genes affected and supported a history of genomic rearrangements shaped by evolution. In the last part of the thesis, we showed that VIP3 gene in Arabidopsis has an evo-lutionary conserved role in the 3' to 5' mRNA degradation machinery, by applying a novel approach for the analysis of mRNA-Seq data from random-primed mRNA. Altogether, this PhD research contains major advancements in the study of natural genomic variation in plants and in the application of computational morphodynamics models for the functional characterization of biological pathways essential for the plant. - Récemment, l'introduction du séquençage de seconde génération et les avancées dans la microscopie confocale ont permis des études à l'échelle des différents systèmes cellulaires pour la caractérisation fonctionnelle de gènes. Le degrés de complexité intrinsèque à ces approches ont requis le développement de méthodologies bioinformatiques et de modèles mathématiques afin d'extraire de la masse de données expérimentale générée, des information biologiques significatives. Ce doctorat présente à la fois des méthodes bioinformatiques originales et des modèles mathématiques pour répondre à certaines questions spécifiques de Biologie Végétale en utilisant la plante Arabidopsis thaliana comme modèle. Premièrement, une analyse qualitative spatio-temporelle de profiles quantitatifs de transcripts et de protéines est utilisée pour montrer le rôle de la protéine BREVIS RADIX (BRX) dans le dialogue entre l'auxine et les cytokinines, des phytohormones, dans la croissance du méristème racinaire. Le noyau de ce travail de thèse est la caractérisation fonctionnelle de l'interaction entre la protéine BRX et la phytohormone auxine dans le méristème de la racine en utilisant des modèles informatiques basés sur des preuves expérimentales. Les hypothèses produites par le modèle ont mené à la découverte d'un schéma différentiel d'endocytose dans le méristème racinaire qui divise la réponse transcriptionnelle à l'auxine par le partitionnement de BRX de la membrane plasmique au noyau de la cellule. Cette information positionnelle crée une réponse transcriptionnelle à l'auxine qui dévie de la réponse canonique à l'auxine et est nécessaire pour soutenir l'expression d'un sous ensemble de gènes répondant à l'auxine et dépendant de BRX pour conduire la croissance du méristème. Dans la seconde partie de cette thèse de doctorat, nous avons caractérisé l'impact sur l'ensemble du génome des délétions à grande échelle sur quatre souches divergentes naturelles d'Arabidopsis, à travers l'intégration du séquençage à ultra-haut-débit avec l'hybridation génomique sur puces ADN. L'analyse des délétions identifiées a révélé qu'une proportion considérable de gènes codant était affectée, supportant l'idée d'un historique de réarrangement génomique modelé durant l'évolution. Dans la dernière partie de cette thèse, nous avons montré que le gène VÏP3 dans Arabidopsis a conservé un rôle évolutif dans la machinerie de dégradation des ARNm dans le sens 3' à 5', en appliquant une nouvelle approche pour l'analyse des données de séquençage d'ARNm issue de transcripts amplifiés aléatoirement. Dans son ensemble, cette recherche de doctorat contient des avancées majeures dans l'étude des variations génomiques naturelles des plantes et dans l'application de modèles morphodynamiques informatiques pour la caractérisation de réseaux biologiques essentiels à la plante. - Le développement des plantes est écrit dans leurs codes génétiques. Pour comprendre comment les plantes sont capables de s'adapter aux changements environnementaux, il est essentiel d'étudier comment leurs gènes gouvernent leur formation. Plus nous essayons de comprendre le fonctionnement d'une plante, plus nous réalisons la complexité des mécanismes biologiques, à tel point que l'utilisation d'outils et de modèles mathématiques devient indispensable. Dans ce travail, avec l'utilisation de la plante modèle Arabidopsis thalicinci nous avons résolu des problèmes biologiques spécifiques à travers le développement et l'application de méthodes informatiques concrètes. Dans un premier temps, nous avons investigué comment le gène BREVIS RADIX (BRX) régule le développement de la racine en contrôlant la réponse à deux hormones : l'auxine et la cytokinine. Nous avons employé une analyse statistique sur des mesures quantitatives de transcripts et de produits de gènes afin de démontrer que BRX joue un rôle antagonisant dans le dialogue entre ces deux hormones. Lorsque ce-dialogue moléculaire est perturbé, la racine primaire voit sa longueur dramatiquement réduite. Pour comprendre comment BRX répond à l'auxine, nous avons développé un modèle informatique basé sur des résultats expérimentaux. Les simulations successives ont mené à la découverte d'un signal positionnel qui contrôle la réponse de la racine à l'auxine par la régulation du mouvement intracellulaire de BRX. Dans la seconde partie de cette thèse, nous avons analysé le génome entier de quatre souches naturelles d'Arabidopsis et nous avons trouvé qu'une grande partie de leurs gènes étaient manquant par rapport à la souche de référence. Ce résultat indique que l'historique des modifications génomiques conduites par l'évolution détermine une disponibilité différentielle des gènes fonctionnels dans ces plantes. Dans la dernière partie de ce travail, nous avons analysé les données du transcriptome de la plante où le gène VIP3 était non fonctionnel. Ceci nous a permis de découvrir le rôle double de VIP3 dans la régulation de l'initiation de la transcription et dans la dégradation des transcripts. Ce rôle double n'avait jusqu'alors été démontrée que chez l'homme. Ce travail de doctorat supporte le développement et l'application de méthodologies informatiques comme outils inestimables pour résoudre la complexité des problèmes biologiques dans la recherche végétale. L'intégration de la biologie végétale et l'informatique est devenue de plus en plus importante pour l'avancée de nos connaissances sur le fonctionnement et le développement des plantes.

Impacte de la variabilitat climàtica ràpida de l'últim període glacial sobre la vegetació del sud-est de Nord Amèrica

Projecte de recerca elaborat a partir d’una estada a UMR-CNRS - Géologie et Océanographie, França, entre 2007 i 2009. Els canvis climàtics ràpids de l’últim període glacial (cicles Dansgaard/Oeschger i Heinrich Stadials-HS), han estat documentats en testimonis marins, de gel i dipòsits continentals, generalment de l’hemisferi nord. Mentre que la majoria dels estudis paleoclimàtics i paleoceanogràfics de l’Atlàntic Nord sobre l’últim període glacial s’han centrat en la part nord i est, les latituds mitjanes de la part occidental han estat menys estudiades. Particularment, els canvis de la vegetació de l’est de Nord Amèrica durant l’últim glacial es coneixen molt poc degut a la manca de seqüències pol.líniques llargues en aquesta regió. Només dues seqüències de pol.len del llac Tulane (Florida) mostren canvis de la vegetació significatius i interessants durant l’últim glacial, que suggereixen HS càlids i humits, que contrasta amb el que s’observa a l’altre costat de l’Atlàntic Nord. El treball realitzat al UMR-CNRS 5805 EPOC, Université Bordeaux 1, EPHE, des del 23 d’abril 2007 al 22 d’abril 2009, gràcies a la beca Beatriu de Pinós, implica una reconstrucció a alta resolució dels canvis de la vegetació a partir de l’anàlisi d’un testimoni marí, localitzat a l’oest de l’Atlàntic Nord subtropical (MD99-2203, 34º58’N, 75º12’W), durant l’Estadi Isotòpic Marí 3 (MIS 3). Les dades pal.linològiques del testimoni mostren una alternança entre Picea i Quercus. En general, les associacions pol.líniques indiquen que les variacions de la vegetació segueixen un patró bosc boreal/temperat durant l’últim glacial. El model d’edat preliminar basat en edats radiomètriques suggereix un augment del bosc temperat acompanyat d’una reducció del boreal entre el H4 i el H3. La comparació amb registres pol.línics marins d’alta resolució de la regió est subtropical, a latituds similars, mostren, per primer cop, que els canvis en les formacions forestals associats als canvis climàtics ràpids de l’últim glacial van ser menys intensos al sud-est de Nord Amèrica que a la Península Ibèrica.

Compressed Sensing Single-Breath-Hold CMR for Fast Quantification of LV Function, Volumes, and Mass.

OBJECTIVES: The purpose of this study was to compare a novel compressed sensing (CS)-based single-breath-hold multislice magnetic resonance cine technique with the standard multi-breath-hold technique for the assessment of left ventricular (LV) volumes and function. BACKGROUND: Cardiac magnetic resonance is generally accepted as the gold standard for LV volume and function assessment. LV function is 1 of the most important cardiac parameters for diagnosis and the monitoring of treatment effects. Recently, CS techniques have emerged as a means to accelerate data acquisition. METHODS: The prototype CS cine sequence acquires 3 long-axis and 4 short-axis cine loops in 1 single breath-hold (temporal/spatial resolution: 30 ms/1.5 × 1.5 mm(2); acceleration factor 11.0) to measure left ventricular ejection fraction (LVEFCS) as well as LV volumes and LV mass using LV model-based 4D software. For comparison, a conventional stack of multi-breath-hold cine images was acquired (temporal/spatial resolution 40 ms/1.2 × 1.6 mm(2)). As a reference for the left ventricular stroke volume (LVSV), aortic flow was measured by phase-contrast acquisition. RESULTS: In 94% of the 33 participants (12 volunteers: mean age 33 ± 7 years; 21 patients: mean age 63 ± 13 years with different LV pathologies), the image quality of the CS acquisitions was excellent. LVEFCS and LVEFstandard were similar (48.5 ± 15.9% vs. 49.8 ± 15.8%; p = 0.11; r = 0.96; slope 0.97; p < 0.00001). Agreement of LVSVCS with aortic flow was superior to that of LVSVstandard (overestimation vs. aortic flow: 5.6 ± 6.5 ml vs. 16.2 ± 11.7 ml, respectively; p = 0.012) with less variability (r = 0.91; p < 0.00001 for the CS technique vs. r = 0.71; p < 0.01 for the standard technique). The intraobserver and interobserver agreement for all CS parameters was good (slopes 0.93 to 1.06; r = 0.90 to 0.99). CONCLUSIONS: The results demonstrated the feasibility of applying the CS strategy to evaluate LV function and volumes with high accuracy in patients. The single-breath-hold CS strategy has the potential to replace the multi-breath-hold standard cardiac magnetic resonance technique.

Detailed assessment of the deep-seated gravitational deformation at Stampa above Flåm, Norway

The unstable rock slope above the village of Flåm shows signs of active and postglacial gravitational deformation over an area of 11 km2. We performed detailed structural field mapping, annual differential Global Navigation Satellite System (GNSS) surveys, and generated a detailed topographic model based on airborne and terrestrial laser scanning. Kinematic analyses of the structural data indicates that deformation is complex and varies over the slope. Both sliding and toppling are locally feasible. Using differential GNSS, 18 points were measured annually over a period of up to 6 years. Two of these points show an average yearly movement of around 10 mm/year. They are located at the frontal cliff on almost completely detached blocks. Large fractures indicate deep-seated gravitational deformation of volumes up to 80 million m3, but the movement rates in these areas are below 2 mm/year. Based upon these combined observations, we interpret that small collapses of blocks along the frontal cliff will be more frequent. Larger collapses of free-standing blocks along the cliff with volumes >100,000 m3, thus large enough to reach the fjord, cannot be ruled out. A large collapse involving more than 10 million m3, however, is of very low likelihood at present.

The impact of two education methods on knowledge of schistosomiasis transmission and prevention among schoolchildren in a rural community in northern Minas Gerais, Brazil

The objective of this study was to analyse the effect of using two health education approaches on knowledge of transmission and prevention of schistosomiasis of school children living in a rural endemic area in the state of Minas Gerais, Brazil. The 87 children participating in the study were divided into three groups based on gender, age and presence or absence of Schistosoma mansoni infection. In the first group the social representation model and illness experience was used. In the second group, we used the cognitive model based on the transmission of information. The third group, the control group, did not receive any information related to schistosomiasis. Ten meetings were held with all three groups that received a pre-test prior to the beginning of the educational intervention and a post-test after the completion of the program. The results showed that knowledge levels in Group 1 increased significantly during the program in regard to transmission (p = 0.038) and prevention (p = 0.001) of schistosomiasis. Groups 2 and 3 did not show significant increase in knowledge between the two tests. These results indicate that health education models need to consider social representation and illness experience besides scientific knowledge in order to increase knowledge of schistosomiasis transmission and prevention.

Integració d'un punt de treball basat en Programari Lliure dins un entorn Microsoft

L'objectiu principal és crear una maqueta basada en PLL, que permeti als treballadors de la UOC dur a terme les tasques més rellevants de la seva feina quotidiana. El projecte passa per estudiar quines eines es fan servir en l'actualitat com a punt de referència. A partir d'aquestes trobar les seves homòlogues en PLL i fer que s'integrin dins de la infraestructura actual de l'organització amb el mínim impacte possible

Projecte Nova Economia

Disseny d'un model informàtic i de comunicacions basat en programari lliure que permeti l'estandardització de la instal·lació i posterior manteniment de les TIC aplicables a les delegacions territorials d'una entitat bancària.

Population pharmacokinetic study of gentamicin: A retrospective analysis in a large cohort of neonate patients

Objectives: Gentamicin is one of the most commonly prescribed antibiotics for suspected or proven infection in newborns. Because of age-associated (pre- and post- natal) changes in body composition and organ function, large interindividual variability in gentamicin drug levels exists, thus requiring a close monitoring of this drug due to its narrow therapeutic index. We aimed to investigate clinical and demographic factors influencing gentamicin pharmacokinetics (PK) in a large cohort of unselected newborns and to explore optimal regimen based on simulation. Methods: All gentamicin concentration data from newborns treated at the University Hospital Center of Lausanne between December 2006 and October 2011 were retrieved. Gentamicin concentrations were measured within the frame of a routine therapeutic drug monitoring program, in which 2 concentrations (at 1h and 12h) are systematically collected after the first administered dose, and a few additional concentrations are sampled along the treatment course. A population PK analysis was performed by comparing various structural models, and the effect of clinical and demographic factors on gentamicin disposition was explored using NONMEM®. Results: A total of 3039 concentrations collected in 994 preterm (median gestational age 32.3 weeks, range 24.2-36.5 weeks) and 455 term newborns were used in the analysis. Most of the data (86%) were sampled after the first dose (C1 h and C12 h). A two-compartment model best characterized gentamicin PK. Average clearance (CL) was 0.044 L/h/kg (CV 25%), central volume of distribution (Vc) 0.442 L/kg (CV 18%), intercompartmental clearance (Q) 0.040 L/h/kg and peripheral volume of distribution (Vp) 0.122 L/kg. Body weight, gestational age and postnatal age positively influenced CL. The use of both gestational age and postnatal age better predicted CL than postmenstrual age alone. CL was affected by dopamine and furosemide administration and non-significantly by indometacin. Body weight, gestational age and dopamine coadminstration significantly influenced Vc. Model based simulation confirms that preterm infants need higher dose, superior to 4 mg/kg, and extended interval dosage regimen to achieve adequate concentration. Conclusions: This study, performed on a very large cohort of neonates, identified important factors influencing gentamicin PK. The model will serve to elaborate a Bayesian tool for dosage individualization based on a single measurement.

Trypanosoma cruzi: ancestral genomes and population structure

Although the genome of Trypanosoma cruzi has been completely sequenced, little is known about its population structure and evolution. Since 1999, two major evolutionary lineages presenting distinct epidemiological characteristics have been recognised: T. cruzi I and T. cruzi II. We describe new and important aspects of the population structure of the parasite, and unequivocally characterise a third ancestral lineage that we propose to name T. cruzi III. Through a careful analysis of haplotypes (blocks of genes that are stably transmitted from generation to generation of the parasite), we inferred at least two hybridisation events between the parental lineages T. cruzi II and T. cruzi III. The strain CL Brener, whose genome was sequenced, is one such hybrid. Based on these results, we propose a simple evolutionary model based on three ancestral genomes, T. cruzi I, T. cruzi II and T. cruzi III. At least two hybridisation events produced evolutionarily viable progeny, and T. cruzi III was the cytoplasmic donor for the resulting offspring (as identified by the mitochondrial clade of the hybrid strains) in both events. This model should be useful to inform evolutionary and pathogenetic hypotheses regarding T. cruzi.

Evidence evaluation in fingerprint comparison and automated fingerprint identification systems: modeling between finger variability

In the context of the investigation of the use of automated fingerprint identification systems (AFIS) for the evaluation of fingerprint evidence, the current study presents investigations into the variability of scores from an AFIS system when fingermarks from a known donor are compared to fingerprints that are not from the same source. The ultimate goal is to propose a model, based on likelihood ratios, which allows the evaluation of mark-to-print comparisons. In particular, this model, through its use of AFIS technology, benefits from the possibility of using a large amount of data, as well as from an already built-in proximity measure, the AFIS score. More precisely, the numerator of the LR is obtained from scores issued from comparisons between impressions from the same source and showing the same minutia configuration. The denominator of the LR is obtained by extracting scores from comparisons of the questioned mark with a database of non-matching sources. This paper focuses solely on the assignment of the denominator of the LR. We refer to it by the generic term of between-finger variability. The issues addressed in this paper in relation to between-finger variability are the required sample size, the influence of the finger number and general pattern, as well as that of the number of minutiae included and their configuration on a given finger. Results show that reliable estimation of between-finger variability is feasible with 10,000 scores. These scores should come from the appropriate finger number/general pattern combination as defined by the mark. Furthermore, strategies of obtaining between-finger variability when these elements cannot be conclusively seen on the mark (and its position with respect to other marks for finger number) have been presented. These results immediately allow case-by-case estimation of the between-finger variability in an operational setting.

Prediction of postpartum depression using multilayer perceptrons and pruning.

OBJECTIVE. The main goal of this paper is to obtain a classification model based on feed-forward multilayer perceptrons in order to improve postpartum depression prediction during the 32 weeks after childbirth with a high sensitivity and specificity and to develop a tool to be integrated in a decision support system for clinicians. MATERIALS AND METHODS. Multilayer perceptrons were trained on data from 1397 women who had just given birth, from seven Spanish general hospitals, including clinical, environmental and genetic variables. A prospective cohort study was made just after delivery, at 8 weeks and at 32 weeks after delivery. The models were evaluated with the geometric mean of accuracies using a hold-out strategy. RESULTS. Multilayer perceptrons showed good performance (high sensitivity and specificity) as predictive models for postpartum depression. CONCLUSIONS. The use of these models in a decision support system can be clinically evaluated in future work. The analysis of the models by pruning leads to a qualitative interpretation of the influence of each variable in the interest of clinical protocols.