Estimating economic relationships subject to firm- and time-varying equality and inequality constraints

Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.

The linker domain of the Ha-Ras hypervariable region regulates interactions with exchange factors, Raf-1 and phosphoinositide 3-kinase

Ha-Ras and Ki-Ras have different distributions across plasma membrane microdomains. The Ras C-terminal anchors are primarily responsible for membrane microlocalization, but recent work has shown that the interaction of Ha-Ras with lipid rafts is modulated by GTP loading via a mechanism that requires the hypervariable region (HVR). We have now identified two regions in the HVR linker domain that regulate Ha-Ras raft association. Release of activated Ha-Ras from lipid rafts is blocked by deleting amino acids 173-179 or 166-172. Alanine replacement of amino acids 173-179 but not 166-172 restores wild type micro-localization, indicating that specific N-terminal sequences of the linker domain operate in concert with a more C-terminal spacer domain to regulate Ha-Ras raft association. Mutations in the linker domain that confine activated Ha-RasG12V to lipid rafts abrogate Raf-1, phosphoinositide 3-kinase, and Akt activation and inhibit PC 12 cell differentiation. N-Myristoylation also prevents the release of activated Ha-Ras from lipid rafts and inhibits Raf-1 activation. These results demonstrate that the correct modulation of Ha-Ras lateral segregation is critical for downstream signaling. Mutations in the linker domain also suppress the dominant negative phenotype of Ha-RasS17N, indicating that HVR sequences are essential for efficient interaction of Ha-Ras with exchange factors in intact cells.

Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

An in situ study of photosynthetic oxygen exchange and electron transport rate in the marine macroalga Ulva lactuca (Chlorophyta)

Direct comparisons between photosynthetic O-2 evolution rate and electron transport rate (ETR) were made in situ over 24 h using the benthic macroalga Ulva lactuca (Chlorophyta), growing and measured at a depth of 1.8 m, where the midday irradiance rose to 400-600 mumol photons m(-2) s(-1). O-2 exchange was measured with a 5-chamber data-logging apparatus and ETR with a submersible pulse amplitude modulated (PAM) fluorometer (Diving-PAM). Steady-state quantum yield ((Fm'-Ft)/Fm') decreased from 0.7 during the morning to 0.45 at midday, followed by some recovery in the late afternoon. At low to medium irradiances (0-300 mumol photons m(-2) s(-1)), there was a significant correlation between O-2 evolution and ETR, but at higher irradiances, ETR continued to increase steadily, while O-2 evolution tended towards an asymptote. However at high irradiance levels (600-1200 mumol photons m-(2) s(-1)) ETR was significantly lowered. Two methods of measuring ETR, based on either diel ambient light levels and fluorescence yields or rapid light curves, gave similar results at low to moderate irradiance levels. Nutrient enrichment (increases in [NO3-], [NH4+] and [HPO42-] of 5- to 15-fold over ambient concentrations) resulted in an increase, within hours, in photosynthetic rates measured by both ETR and O-2 evolution techniques. At low irradiances, approximately 6.5 to 8.2 electrons passed through PS II during the evolution of one molecule of O-2, i.e., up to twice the theoretical minimum number of four. However, in nutrient-enriched treatments this ratio dropped to 5.1. The results indicate that PAM fluorescence can be used as a good indication of the photosynthetic rate only at low to medium irradiances.

On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

Spontaneous and reflexive eye activity measures of mental workload

Measures of eye activity, such as blink rate and scanning patterns, have been used extensively as psychophysiological indices of mental workload. In a review of measures derived from spontaneous eye activity it is shown that different measures are differentially sensitive to specific aspects of mental workload. A less well-known measure of non-spontaneous eye activity, the blink reflex, is also reviewed. Experiments using discrete punctuate stimuli and continuous tasks analogous to real-world systems show that blink reflexes are modulated by attention and that this modulation reflects modality-specific attentional engagement. Future research should examine the utility of the blink reflex according to the desirable properties of sensitivity, diagnosticity, validity, reliability, ease of use, unobtrusiveness, and operator acceptance.

Absorption and dispersion by a multiple driven two-level atom

We investigate the absorption and dispersion properties of a two-level atom driven by a polychromatic field. The driving field is composed of a strong resonant (carrier) frequency component and a large number of symmetrically detuned sideband fields (modulators). A rapid increase in the absorption at the central frequency and the collapse of the response of the system from multiple frequencies to a single frequency are predicted to occur when the Rabi frequency of the modulating fields is equal to the Rabi frequency of the carrier field. These are manifestations of the undressing or a disentanglement of the atomic and driving field states, that leads to a collapse of the atom to its ground state. Our calculation permits consideration of the question of the undressing of the driven atom by a multiple-modulated field and the predicted spectra offer a method of observing undressing. Moreover, we find that the absorption and dispersion spectra split into multiplets whose structures depend on the Rabi frequency of the modulating fields. The spectral features can jump between different resonance frequencies by changing the Rabi frequency of the modulating fields or their initial phases, which can have potential applications as a quantum frequency filter.

New type of dual-channel PAM chlorophyll fluorometer for highly sensitive water toxicity biotests

A new type of dual-channel PAM chlorophyll fluorometer has been developed, which is specialised in the detection of extremely small differences in photosynthetic activity in algae or thylakoids suspensions. In conjunction with standardised algae cultures or isolated thylakoids, the new device provides an ultrasensitive biotest system for detection of toxic substances in water samples. In this report, major features of the new device are outlined and examples of its performance are presented using suspensions of Phaeodactylum tricornutum (diatoms) and of freeze-dried thylakoids of Lactuca sativa (salad). Investigated and reference samples are exposed to the same actinic intensity of pulse-modulated measuring light. The quantum yields are assessed by the saturation pulse method. Clock-triggered repetitive measurements of quantum yield typically display a standard deviation of 0.1%, corresponding to the inhibition induced by 0.02 mug diuron l(-1). Hence, for diuron or compounds with similar toxicity, the detection limit is well below the 0.1 mug l(-1) defined as the limit for the presence of a single toxic substance in water by the European Commission drinking water regulation. The amounts of water and biotest material required for analysis are very small, as a single assay involves two 1 ml samples, each containing ca. 0.5 mug chlorophyll. Both with Phaeodactylum and thylakoids the relationship between inhibition and diuron concentration is strictly linear up to 10% inhibition, with very similar slopes. Apparent inhibition depends on the actinic effect of the measuring light, showing optima at 6 and 4 mumol quanta m(-2) s(-1) with Phaeodactylum and thylakoids, respectively.

Effect of varying levels of mental workload on startle eyeblink modulation

Previous research using punctuate reaction time and counting tasks has found that the startle eyeblink reflex is sensitive to attentional demands. The present experiment explored whether startle eyeblink is also modulated during a complex continuous task and is sensitive to different levels of mental workload. Participants (N=14) performed a visual horizontal tracking task either alone (single-task condition) or in combination with a visual gauge monitoring task (multiple-task condition) for three minutes. On some task trials, the startle eyeblink reflex was elicited by a noise burst. Results showed that startle eyeblink was attenuated during both tasks and that the attenuation was greater during the multiple-task condition than during the single-task condition. Subjective ratings, endogenous eyeblink rate, heart period, and heart period variability provided convergent validity of the workload manipulations. The findings suggest that the startle eyeblink is sensitive to the workload demands associated with a continuous visual task. The application of startle eyeblink modulation as a workload metric and the possibility that it may be diagnostic of workload demands in different stimulus modalities is discussed.

Antagonists of protein kinase C inhibit rat retinal glutamate transport activity in situ

Neuronal and glial high-affinity transporters regulate extracellular glutamate concentration, thereby terminating synaptic transmission and preventing neuronal excitotoxicity. Glutamate transporter activity has been shown to be modulated by protein kinase C (PKC) in cell culture. This is the first study to demonstrate such modulation in situ, by following the fate of the non-metabolisable glutamate transporter substrate, D-aspartate. In the rat retina, pan-isoform PKC inhibition with chelerythrine suppressed glutamate uptake by GLAST (glutamate/aspartate transporter), the dominant excitatory amino acid transporter localized to the glial Muller cells. This effect was mimicked by rottlerin but not by Go6976, suggesting the involvement of the PKCdelta isoform, but not PKCalpha, beta or gamma. Western blotting and immunohistochemical labeling revealed that the suppression of glutamate transport was not due to a change in transporter expression. Inhibition of PKCdelta selectively suppressed GLAST but not neuronal glutamate transporter activity. These data suggest that the targeting of specific glutamate transporters with isoform-specific modulators of PKC activity may have significant implications for the understanding of neurodegenerative conditions arising from compromised glutamate homeostasis, e.g. glaucoma and amyotrophic lateral sclerosis.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

The use of stochastic dynamic programming in optimal landscape reconstruction for metapopulations

A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.

Photosynthetic responses of the coral Montipora digitata to cold temperature stress

Coral bleaching events have become more frequent and widespread, largely due to elevated sea surface temperatures. Global climate change could lead to increased variability of sea surface temperatures, through influences on climate systems, e.g. El Nino Southern Oscillation (ENSO). Field observations in 1999, following a strong ENSO, revealed that corals bleached in winter after unusually cold weather. To explore the basis for these observations, the photosynthetic responses of the coral species Montipora digitata Studer were investigated in a series of temperature and light experiments. Small replicate coral colonies were exposed to ecologically relevant lower temperatures for varying durations and under light regimes that ranged from darkness to full sunlight. Photosynthetic efficiency was analyzed using a pulse amplitude modulated (PAM) fluorometer (F-0, F-m, F-v/F-m), and chlorophyll a (chl a) content and symbiotic dinoflagellate density were analyzed with spectrophotometry and microscopy, respectively. Cold temperature stress had a negative impact on M digitata colonies indicated by decreased photosynthetic efficiency (F-v/F-m), loss of symbiotic dinoflagellates and changes in photosynthetic pigment concentrations. Corals in higher light regimes were more susceptible to cold temperature stress, Moderate cold stress resulted in photoacclimatory responses, but severe cold stress resulted in photodamage, bleaching and increased mortality. Responses to cold temperature stress of M digitata appeared similar to that observed in corals exposed to warmer than normal temperatures, suggesting a common mechanism. The results of this study suggest that corals and coral reefs may also be impacted by exposure to cold as well as warm temperature extremes as climate change occurs.

A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.