Large Time-Varying Parameter VARs

In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

Increasing respiratory dead space improves sleep disordered breathing and hypoxemia in patients with chronic mountain sickness

Background: Chronic mountain sickness (CMS), which is characterised by hypoxemia, erythrocytosis and pulmonary hypertension, is a major public health problem in high-altitude dwellers. The only existing treatment is descent to low altitude, an option that for social reasons almost never exists. Sleep disordered breathing may represent an underlying mechanism. We recently found that in mountaineers increasing the respiratory dead space markedly improves sleep disordered breathing. The aim of the present study was to assess the effects of this procedure on sleep disordered breathing in patients with CMS. Methods: In 10 male Bolivian high-altitude dwellers (mean ± SD age, 59 ± 9 y) suffering from CMS (haemoglobin >20 g/L) full night sleep recordings (Embletta, RespMed) were obtained in La Paz (3600 m). In random order, one night was spent with a 500 ml increase in dead space through a custom designed full face mask and the other night without it. Exclusion criteria were: secondary erythrocytosis, smoking, drug intake, acute infection, cardio- pulmonary or neurologic disease and travelling to low altitude in the preceding 6 months. Results: The major new finding was that added dead space dramatically improved sleep disordered breathing in patients suffering from CMS. The apnea/hypopnea index decreased by >50% (from 34.5 ± 25.0 to 16.8 ± 14.9, P = 0.003), the oxygen desaturation index decreased from 46.2 ± 23.0 to 27.2 ± 20.0 (P = 0.0004) and hypopnea index from 28.8 ± 20.9 to 16.3 ± 14.0 (P = 0.01), whereas nocturnal oxygen saturation increased from 79.8 ± 3.6 to 80.9 ± 3.0% (P = 0.009). The procedure was easily accepted and well tolerated. Conclusion: Here, we show for the very first time that an increase in respiratory dead space through a fitted mask dramatically improves nocturnal breathing in high-altitude dwellers suffering from CMS. We speculate that when used in the long-term, this procedure will improve erythrocytosis and pulmonary hypertension and offer an inexpensive and easily implementable treatment for this major public health problem.

Model Switching and Model Averaging in Time- Varying Parameter Regression Models

This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

Investigation of field and diffusion time dependence of the diffusion-weighted signal at ultrahigh magnetic fields.

Over the last decade, there has been a significant increase in the number of high-magnetic-field MRI magnets. However, the exact effect of a high magnetic field strength (B0 ) on diffusion-weighted MR signals is not yet fully understood. The goal of this study was to investigate the influence of different high magnetic field strengths (9.4 T and 14.1 T) and diffusion times (9, 11, 13, 15, 17 and 24 ms) on the diffusion-weighted signal in rat brain white matter. At a short diffusion time (9 ms), fractional anisotropy values were found to be lower at 14.1 T than at 9.4 T, but this difference disappeared at longer diffusion times. A simple two-pool model was used to explain these findings. The model describes the white matter as a first hindered compartment (often associated with the extra-axonal space), characterized by a faster orthogonal diffusion and a lower fractional anisotropy, and a second restricted compartment (often associated with the intra-axonal space), characterized by a slower orthogonal diffusion (i.e. orthogonal to the axon direction) and a higher fractional anisotropy. Apparent T2 relaxation time measurements of the hindered and restricted pools were performed. The shortening of the pseudo-T2 value from the restricted compartment with B0 is likely to be more pronounced than the apparent T2 changes in the hindered compartment. This study suggests that the observed differences in diffusion tensor imaging parameters between the two magnetic field strengths at short diffusion time may be related to differences in the apparent T2 values between the pools. Copyright © 2013 John Wiley & Sons, Ltd.

Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise which is white in time with some spatially homogeneous covariance. These estimates are obtained using tools of the Malliavin calculus. The most challenging part is the lower bound, which is obtained by adapting a general method developed by Kohatsu-Higa to the underlying spatially homogeneous Gaussian setting. Both lower and upper estimates have the same form: a Gaussian density with a variance which is equal to that of the mild solution of the corresponding linear equation with additive noise.

Spin-labeling coronary MR angiography with steady-state free precession and radial k-space sampling: initial results in healthy volunteers.

The purpose of this study was to prospectively compare free-breathing navigator-gated cardiac-triggered three-dimensional steady-state free precession (SSFP) spin-labeling coronary magnetic resonance (MR) angiography performed by using Cartesian k-space sampling with that performed by using radial k-space sampling. A new dedicated placement of the two-dimensional selective labeling pulse and an individually adjusted labeling delay time approved by the institutional review board were used. In 14 volunteers (eight men, six women; mean age, 28.8 years) who gave informed consent, signal-to-noise ratio (SNR), contrast-to-noise ratio (CNR), vessel sharpness, vessel length, and subjective image quality were investigated. Differences between groups were analyzed with nonparametric tests (Wilcoxon, Pearson chi2). Radial imaging, as compared with Cartesian imaging, resulted in a significant reduction in the severity of motion artifacts, as well as an increase in SNR (26.9 vs 12.0, P < .05) in the coronary arteries and CNR (23.1 vs 8.8, P < .05) between the coronary arteries and the myocardium. A tendency toward improved vessel sharpness and vessel length was also found with radial imaging. Radial SSFP imaging is a promising technique for spin-labeling coronary MR angiography.

Documenting a time-bound, circular view of hierarchies: a microanalysis of parent-infant dyadic interaction.

This article presents a new theory that separates the levels of communication and relates them circularly, namely, by separating time from space/meaning variables. Documenting this proposition requires sequential microdescriptions--a far-out project in the field of family therapy. In an extensive study of clinical and nonclinical families, starting with available microanalytic data on nonverbal parent-infant dialogue, distinct time organizations have been found to modify the degree of circularity between the levels of interaction according to the observed types of engagement, that is, consensual, conflictual, and paradoxical. The double description of the dyad as a totality versus the dyad as a framing/developing organization imparts crucial information on how development proceeds in dyadic, co-evolutive systems, and presumably in larger ones too. In this perspective, a model is elaborated and then applied to a case description in our therapeutic consultation.

Discovering similarities in the time use patterns of the Spanish Autonomous Communities by Fuzzy techniques

In 2000 the European Statistical Office published the guidelines for developing theHarmonized European Time Use Surveys system. Under such a unified framework,the first Time Use Survey of national scope was conducted in Spain during 2002–03. The aim of these surveys is to understand human behavior and the lifestyle ofpeople. Time allocation data are of compositional nature in origin, that is, they aresubject to non-negativity and constant-sum constraints. Thus, standard multivariatetechniques cannot be directly applied to analyze them. The goal of this work is toidentify homogeneous Spanish Autonomous Communities with regard to the typicalactivity pattern of their respective populations. To this end, fuzzy clustering approachis followed. Rather than the hard partitioning of classical clustering, where objects areallocated to only a single group, fuzzy method identify overlapping groups of objectsby allowing them to belong to more than one group. Concretely, the probabilistic fuzzyc-means algorithm is conveniently adapted to deal with the Spanish Time Use Surveymicrodata. As a result, a map distinguishing Autonomous Communities with similaractivity pattern is drawn.Key words: Time use data, Fuzzy clustering; FCM; simplex space; Aitchison distance

Cell size distribution in a random tessellation of space governed by the Kolmogorov-Johnson-Mehl-Avrami model: Grain size distribution in crystallization

The space subdivision in cells resulting from a process of random nucleation and growth is a subject of interest in many scientific fields. In this paper, we deduce the expected value and variance of these distributions while assuming that the space subdivision process is in accordance with the premises of the Kolmogorov-Johnson-Mehl-Avrami model. We have not imposed restrictions on the time dependency of nucleation and growth rates. We have also developed an approximate analytical cell size probability density function. Finally, we have applied our approach to the distributions resulting from solid phase crystallization under isochronal heating conditions

Profile order and time-dependent artifacts in contrast-enhanced coronary MR angiography at 3T: origin and prevention.

To enhance the clinical value of coronary magnetic resonance angiography (MRA), high-relaxivity contrast agents have recently been used at 3T. Here we examine a uniform bilateral shadowing artifact observed along the coronary arteries in MRA images collected using such a contrast agent. Simulations were performed to characterize this artifact, including its origin, to determine how best to mitigate this effect, and to optimize a data acquisition/injection scheme. An intraluminal contrast agent concentration model was used to simulate various acquisition strategies with two profile orders for a slow-infusion of a high-relaxivity contrast agent. Filtering effects from temporally variable weighting in k-space are prominent when a centric, radial (CR) profile order is applied during contrast infusion, resulting in decreased signal enhancement and underestimation of vessel width, while both pre- and postinfusion steady-state acquisitions result in overestimation of the vessel width. Acquisition during the brief postinfusion steady-state produces the greatest signal enhancement and minimizes k-space filtering artifacts.

Space Utilization and Building Study for the Department of General Services, October 9, 2000

Purposes of this Report: • Recommend the most logical and economical options to address state governmental space needs in the Polk County metropolitan area to the year 2010. • Include building size, location, phasing, financing, method of project delivery and estimated cost. • Develop a software tool to compare costs of leasing vs. ownership of space. Methodology: Identify: 1. Current amount and location of owned and leased space, by agency; 2. Types of space and whether best located on or off of the Capitol Complex; 3. Utilization of space, noting over-crowding and under-utilization; 4. Current number of workstations for full and part time employees, Personnel Employment Organization (PEO) workers, contractors, interns, etc.; and, 5. History of staff levels to assist in the prediction of staff growth. Scope: This report focuses on 10 state-owned buildings located on the Capitol Complex and 48 leased spaces in the Polk County metropolitan area. (See Figures 1 and 2.) • Due to a separate space study under way by the Legislature, implications of area and staff for the State Capitol building are included only for the Governor, Lieutenant Governor, Treasurer, Secretary of State, Auditor and the Department of Management. • Because it is largely a museum building that does not have office space available for other agencies, the area and staff of the Historical Building are not fully addressed. • Only the parking implications of the new Judicial Building are included in this study because the building space is under the jurisdiction of the Judicial Branch and not available for other agencies. Several state-owned buildings are not included in the scope of this report, generally because they have highly focused purposes, and their space is not available for assignment to other agencies. Several leased locations are not included for similar reasons, including leases that do not fall within the authority of the Department of General Services.

Socio-economic benefits of using space technologies to monitor and respond to earthquakes

Earthquakes represent a major hazard for populations around the world, causing frequent loss of life,human suffering and enormous damage to homes, other buildings and infrastructure. The Technology Resources forEarthquake Monitoring and Response (TREMOR) Team of 36 space professionals analysed this problem over thecourse of the International Space University Summer Session Program and published their recommendations in the formof a report. The TREMOR Team proposes a series of space- and ground-based systems to provide improved capabilityto manage earthquakes. The first proposed system is a prototype earthquake early-warning system that improves theexisting knowledge of earthquake precursors and addresses the potential of these phenomena. Thus, the system willat first enable the definitive assessment of whether reliable earthquake early warning is possible through precursormonitoring. Should the answer be affirmative, the system itself would then form the basis of an operational earlywarningsystem. To achieve these goals, the authors propose a multi-variable approach in which the system will combine,integrate and process precursor data from space- and ground-based seismic monitoring systems (already existing andnew proposed systems) and data from a variety of related sources (e.g. historical databases, space weather data, faultmaps). The second proposed system, the prototype earthquake simulation and response system, coordinates the maincomponents of the response phase to reduce the time delays of response operations, increase the level of precisionin the data collected, facilitate communication amongst teams, enhance rescue and aid capabilities and so forth. It isbased in part on an earthquake simulator that will provide pre-event (if early warning is proven feasible) and post-eventdamage assessment and detailed data of the affected areas to corresponding disaster management actors by means of ageographic information system (GIS) interface. This is coupled with proposed mobile satellite communication hubs toprovide links between response teams. Business- and policy-based implementation strategies for these proposals, suchas the establishment of a non-governmental organisation to develop and operate the systems, are included.

State of Iowa Space Utilization and Building Study, October 9, 2000

Executive Summary Purposes of this Report: • Recommend the most logical and economical options to address state governmental space needs in the Polk County metropolitan area to the year 2010. • Include building size, location, phasing, financing, method of project delivery and estimated cost. • Develop a software tool to compare costs of leasing vs. ownership of space. Methodology: Identify: 1. Current amount and location of owned and leased space, by agency; 2. Types of space and whether best located on or off of the Capitol Complex; 3. Utilization of space, noting over-crowding and under-utilization; 4. Current number of workstations for full and part time employees, Personnel Employment Organization (PEO) workers, contractors, interns, etc.; and, 5. History of staff levels to assist in the prediction of staff growth. Scope: This report focuses on 10 state-owned buildings located on the Capitol Complex and 48 leased spaces in the Polk County metropolitan area. (See Figures 1 and 2.) • Due to a separate space study under way by the Legislature, implications of area and staff for the State Capitol building are included only for the Governor, Lieutenant Governor, Treasurer, Secretary of State, Auditor and the Department of Management. • Because it is largely a museum building that does not have office space available for other agencies, the area and staff of the Historical Building are not fully addressed. • Only the parking implications of the new Judicial Building are included in this study because the building space is under the jurisdiction of the Judicial Branch and not available for other agencies. Several state-owned buildings are not included in the scope of this report, generally because they have highly focused purposes, and their space is not available for assignment to other agencies. Several leased locations are not included for similar reasons, including leases that do not fall within the authority of the Department of General Services.

Mass conservative three-dimensional water tracer distribution from Markov chain Monte Carlo inversion of time-lapse ground-penetrating radar data

Time-lapse geophysical measurements are widely used to monitor the movement of water and solutes through the subsurface. Yet commonly used deterministic least squares inversions typically suffer from relatively poor mass recovery, spread overestimation, and limited ability to appropriately estimate nonlinear model uncertainty. We describe herein a novel inversion methodology designed to reconstruct the three-dimensional distribution of a tracer anomaly from geophysical data and provide consistent uncertainty estimates using Markov chain Monte Carlo simulation. Posterior sampling is made tractable by using a lower-dimensional model space related both to the Legendre moments of the plume and to predefined morphological constraints. Benchmark results using cross-hole ground-penetrating radar travel times measurements during two synthetic water tracer application experiments involving increasingly complex plume geometries show that the proposed method not only conserves mass but also provides better estimates of plume morphology and posterior model uncertainty than deterministic inversion results.

Canonical Noether symmetries and commutativity properties for gauge systems

For a dynamical system defined by a singular Lagrangian, canonical Noether symmetries are characterized in terms of their commutation relations with the evolution operators of Lagrangian and Hamiltonian formalisms. Separate characterizations are given in phase space, in velocity space, and through an evolution operator that links both spaces. 2000 American Institute of Physics.