Weighted metric multidimensional scaling

This paper establishes a general framework for metric scaling of any distance measure between individuals based on a rectangular individuals-by-variables data matrix. The method allows visualization of both individuals and variables as well as preserving all the good properties of principal axis methods such as principal components and correspondence analysis, based on the singular-value decomposition, including the decomposition of variance into components along principal axes which provide the numerical diagnostics known as contributions. The idea is inspired from the chi-square distance in correspondence analysis which weights each coordinate by an amount calculated from the margins of the data table. In weighted metric multidimensional scaling (WMDS) we allow these weights to be unknown parameters which are estimated from the data to maximize the fit to the original distances. Once this extra weight-estimation step is accomplished, the procedure follows the classical path in decomposing a matrix and displaying its rows and columns in biplots.

Endogeneizing know-how flows through the nature of R&D investments

In this paper we carefully link knowledge flows to and from a firm s innovation process with this firm s investment decisions. Three types of investments are considered: investments in applied research, investments in basic research, and investments in intellectual property protection. Only when basic research is performed, can the firm effectively access incoming knowledge flows and these incoming spillovers serve to increase the efficiency of own applied research. The firm can at the same time influence outgoing knowledge flows, improving appropriability of its innovations, by investing in protection. Our results indicate that firms with small budgets for innovation will not invest in basic research. This occurs in the short run, when the budget for know-how creation is restricted, or in the long-run, when market opportunities are low, when legal protection is not very important, or, when the pool of accessible and relevant external know-how is limited. The ratio of basic to applied research is non-decreasing in the size of the pool of accessible external know-how, the size and opportunity of the market, and, the effectiveness of intellectual property rights protection. This indicates the existence of economies of scale in basic research due to external market related factors. Empirical evidence from a sample of innovative manufacturing firms in Belgium confirms the economies of scale in basic research as a consequence of the firm s capacity to access external knowledge flows and to protectintellectual property, as well as the complementarity between legal and strategic investments.

Strike outcomes and wage settlements in Spain

This paper analyzes collective bargaining using Spanish firm level data. Centralto the analysis are the joint determination of wage and strike outcomes in adynamic framework and the possibility of segregate wage equation for strike andnon-strike outcomes. Conditional to strikes taking place, we confirm a negativerelationship between strike duration and wage changes in a dynamic context.Furthermore, we find selection in wage equations induced by the strike outcome.In this sense, the possibility of wage determination processes being differentin strike and non-strike samples is not rejected by the data. In particular,wage dynamics are of opposite sing in both strike and non-strike equations.Finally, we find evidence of a 0.33 percentage points wage change strike premium.

Weighted Euclidean biplots

We construct a weighted Euclidean distance that approximates any distance or dissimilarity measure between individuals that is based on a rectangular cases-by-variables data matrix. In contrast to regular multidimensional scaling methods for dissimilarity data, the method leads to biplots of individuals and variables while preserving all the good properties of dimension-reduction methods that are based on the singular-value decomposition. The main benefits are the decomposition of variance into components along principal axes, which provide the numerical diagnostics known as contributions, and the estimation of nonnegative weights for each variable. The idea is inspired by the distance functions used in correspondence analysis and in principal component analysis of standardized data, where the normalizations inherent in the distances can be considered as differential weighting of the variables. In weighted Euclidean biplots we allow these weights to be unknown parameters, which are estimated from the data to maximize the fit to the chosen distances or dissimilarities. These weights are estimated using a majorization algorithm. Once this extra weight-estimation step is accomplished, the procedure follows the classical path in decomposing the matrix and displaying its rows and columns in biplots.

High frequency of functionally active Melan-a-specific T cells in a patient with progressive immunoproteasome-deficient melanoma.

Tumor-reactive T cells play an important role in cancer immunosurveillance. Applying the multimer technology, we report here an unexpected high frequency of Melan-A-specific CTLs in a melanoma patient with progressive lymph node metastases, consisting of 18 and 12.8% of total peripheral blood and tumor-infiltrating CD8+ T cells, respectively. Melan-A-specific CTLs revealed a high cytolytic activity against allogeneic Melan-A-expressing target cells but failed to kill the autologous tumor cells. Loading of the tumor cells with Melan-A peptide reversed the resistance to killing, suggesting impaired function of the MHC class I antigen processing and presentation pathway. Mutations of the coding region of the HLA-A2 binding Melan-A26-35 peptide or down-regulation of the MHC class I heavy chain, the antigenic peptide TAP, and tapasin could be excluded. However, PCR and immunohistochemical analysis revealed a deficiency of the immunoproteasomes low molecular weight protein 2 and low molecular weight protein 7 in the primary tumor cells, which affects the quantity and quality of generated T-cell epitopes and might explain the resistance to killing. This is supported by our data, demonstrating that the resistance to killing can be partially reversed by pre-exposure of the tumor cells to IFN-gamma, which is known to induce the immunoproteasomes. Overall, this is the first report of an extremely high frequency of tumor-specific CTLs that exhibit competent T-cell-effector functions but fail to lyse the autologous tumor cells. Immunotherapeutic approaches should not only focus on the induction of a robust antitumor immune response, but should also have to target tumor immune escape mechanisms.

Three essays on liquidity risk

Preface In this thesis we study several questions related to transaction data measured at an individual level. The questions are addressed in three essays that will constitute this thesis. In the first essay we use tick-by-tick data to estimate non-parametrically the jump process of 37 big stocks traded on the Paris Stock Exchange, and of the CAC 40 index. We separate the total daily returns in three components (trading continuous, trading jump, and overnight), and we characterize each one of them. We estimate at the individual and index levels the contribution of each return component to the total daily variability. For the index, the contribution of jumps is smaller and it is compensated by the larger contribution of overnight returns. We test formally that individual stocks jump more frequently than the index, and that they do not respond independently to the arrive of news. Finally, we find that daily jumps are larger when their arrival rates are larger. At the contemporaneous level there is a strong negative correlation between the jump frequency and the trading activity measures. The second essay study the general properties of the trade- and volume-duration processes for two stocks traded on the Paris Stock Exchange. These two stocks correspond to a very illiquid stock and to a relatively liquid stock. We estimate a class of autoregressive gamma process with conditional distribution from the family of non-central gamma (up to a scale factor). This process was introduced by Gouriéroux and Jasiak and it is known as Autoregressive gamma process. We also evaluate the ability of the process to fit the data. For this purpose we use the Diebold, Gunther and Tay (1998) test; and the capacity of the model to reproduce the moments of the observed data, and the empirical serial correlation and the partial serial correlation functions. We establish that the model describes correctly the trade duration process of illiquid stocks, but have problems to adjust correctly the trade duration process of liquid stocks which present long-memory characteristics. When the model is adjusted to volume duration, it successfully fit the data. In the third essay we study the economic relevance of optimal liquidation strategies by calibrating a recent and realistic microstructure model with data from the Paris Stock Exchange. We distinguish the case of parameters which are constant through the day from time-varying ones. An optimization problem incorporating this realistic microstructure model is presented and solved. Our model endogenizes the number of trades required before the position is liquidated. A comparative static exercise demonstrates the realism of our model. We find that a sell decision taken in the morning will be liquidated by the early afternoon. If price impacts increase over the day, the liquidation will take place more rapidly.

Broadening the horizon--level 2.5 of the HUPO-PSI format for molecular interactions.

BACKGROUND: Molecular interaction Information is a key resource in modern biomedical research. Publicly available data have previously been provided in a broad array of diverse formats, making access to this very difficult. The publication and wide implementation of the Human Proteome Organisation Proteomics Standards Initiative Molecular Interactions (HUPO PSI-MI) format in 2004 was a major step towards the establishment of a single, unified format by which molecular interactions should be presented, but focused purely on protein-protein interactions. RESULTS: The HUPO-PSI has further developed the PSI-MI XML schema to enable the description of interactions between a wider range of molecular types, for example nucleic acids, chemical entities, and molecular complexes. Extensive details about each supported molecular interaction can now be captured, including the biological role of each molecule within that interaction, detailed description of interacting domains, and the kinetic parameters of the interaction. The format is supported by data management and analysis tools and has been adopted by major interaction data providers. Additionally, a simpler, tab-delimited format MITAB2.5 has been developed for the benefit of users who require only minimal information in an easy to access configuration. CONCLUSION: The PSI-MI XML2.5 and MITAB2.5 formats have been jointly developed by interaction data producers and providers from both the academic and commercial sector, and are already widely implemented and well supported by an active development community. PSI-MI XML2.5 enables the description of highly detailed molecular interaction data and facilitates data exchange between databases and users without loss of information. MITAB2.5 is a simpler format appropriate for fast Perl parsing or loading into Microsoft Excel.

Multi-well fungal co-culture for de novo metabolite-induction in time-series studies based on untargeted metabolomics.

The induction of fungal metabolites by fungal co-cultures grown on solid media was explored using multi-well co-cultures in 2 cm diameter Petri dishes. Fungi were grown in 12-well plates to easily and rapidly obtain the large number of replicates necessary for employing metabolomic approaches. Fungal culture using such a format accelerated the production of metabolites by several weeks compared with using the large-format 9 cm Petri dishes. This strategy was applied to a co-culture of a Fusarium and an Aspergillus strain. The metabolite composition of the cultures was assessed using ultra-high pressure liquid chromatography coupled to electrospray ionisation and time-of-flight mass spectrometry, followed by automated data mining. The de novo production of metabolites was dramatically increased by nutriment reduction. A time-series study of the induction of the fungal metabolites of interest over nine days revealed that they exhibited various induction patterns. The concentrations of most of the de novo induced metabolites increased over time. However, interesting patterns were observed, such as with the presence of some compounds only at certain time points. This result indicates the complexity and dynamic nature of fungal metabolism. The large-scale production of the compounds of interest was verified by co-culture in 15 cm Petri dishes; most of the induced metabolites of interest (16/18) were found to be produced as effectively as on a small scale, although not in the same time frames. Large-scale production is a practical solution for the future production, identification and biological evaluation of these metabolites.

In situ fast ellipsometric analysis of repetitive surface phenomena

We present an ellipsometric technique and ellipsometric analysis of repetitive phenomena, based on the experimental arrangement of conventional phase modulated ellipsometers (PME) c onceived to study fast surface phenomena in repetitive processes such as periodic and triggered experiments. Phase modulated ellipsometry is a highly sensitive surface characterization technique that is widely used in the real-time study of several processes such as thin film deposition and etching. However, fast transient phenomena cannot be analyzed with this technique because precision requirements limit the data acquisition rate to about 25 Hz. The presented new ellipsometric method allows the study of fast transient phenomena in repetitive processes with a time resolution that is mainly limited by the data acquisition system. As an example, we apply this new method to the study of surface changes during plasma enhanced chemical vapor deposition of amorphous silicon in a modulated radio frequency discharge of SiH4. This study has revealed the evolution of the optical parameters of the film on the millisecond scale during the plasma on and off periods. The presented ellipsometric method extends the capabilities of PME arrangements and permits the analysis of fast surface phenomena that conventional PME cannot achieve.

Evaluating the Effectiveness of Red Light Running Camera Enforcement in Cedar Rapids and Developing Guidelines For Selection and use of Red Light Running Countermeasures, Midwest Transportation Consortium, Final Report November 2011.

Red light running (RLR) is a problem in the US that has resulted in 165,000 injuries and 907 fatalities annually. In Iowa, RLR-related crashes make up 24.5 percent of all crashes and account for 31.7 percent of fatal and major injury crashes at signalized intersections. RLR crashes are a safety concern due to the increased likelihood of injury compared to other types of crashes. One tool used to combat red light running is automated enforcement in the form of RLR cameras. Automated enforcement, while effective, is often controversial. Cedar Rapids, Iowa installed RLR and speeding cameras at seven intersections across the city. The intersections were chosen based on crash rates and whether cameras could feasibly be placed at the intersection approaches. The cameras were placed starting in February 2010 with the last one becoming operational in December 2010. An analysis of the effect of the cameras on safety at these intersections was determined prudent in helping to justify the installation and effectiveness of the cameras. The objective of this research was to assess the safety effectiveness of the RLR program that has been implemented in Cedar Rapids. This was accomplished by analyzing data to determine changes in the following metrics:  Reductions in red light violation rates based on overall changes, time of day changes, and changes by lane  Effectiveness of the cameras over time  Time in which those running the red light enter the intersection  Changes in the average headway between vehicles entering the intersection

Cardiorenal end points in a trial of aliskiren for type 2 diabetes.

BACKGROUND: This study was undertaken to determine whether use of the direct renin inhibitor aliskiren would reduce cardiovascular and renal events in patients with type 2 diabetes and chronic kidney disease, cardiovascular disease, or both. METHODS: In a double-blind fashion, we randomly assigned 8561 patients to aliskiren (300 mg daily) or placebo as an adjunct to an angiotensin-converting-enzyme inhibitor or an angiotensin-receptor blocker. The primary end point was a composite of the time to cardiovascular death or a first occurrence of cardiac arrest with resuscitation; nonfatal myocardial infarction; nonfatal stroke; unplanned hospitalization for heart failure; end-stage renal disease, death attributable to kidney failure, or the need for renal-replacement therapy with no dialysis or transplantation available or initiated; or doubling of the baseline serum creatinine level. RESULTS: The trial was stopped prematurely after the second interim efficacy analysis. After a median follow-up of 32.9 months, the primary end point had occurred in 783 patients (18.3%) assigned to aliskiren as compared with 732 (17.1%) assigned to placebo (hazard ratio, 1.08; 95% confidence interval [CI], 0.98 to 1.20; P=0.12). Effects on secondary renal end points were similar. Systolic and diastolic blood pressures were lower with aliskiren (between-group differences, 1.3 and 0.6 mm Hg, respectively) and the mean reduction in the urinary albumin-to-creatinine ratio was greater (between-group difference, 14 percentage points; 95% CI, 11 to 17). The proportion of patients with hyperkalemia (serum potassium level, ≥6 mmol per liter) was significantly higher in the aliskiren group than in the placebo group (11.2% vs. 7.2%), as was the proportion with reported hypotension (12.1% vs. 8.3%) (P<0.001 for both comparisons). CONCLUSIONS: The addition of aliskiren to standard therapy with renin-angiotensin system blockade in patients with type 2 diabetes who are at high risk for cardiovascular and renal events is not supported by these data and may even be harmful. (Funded by Novartis; ALTITUDE ClinicalTrials.gov number, NCT00549757.).

Osteoporotic fracture risk in elderly women: estimation with quantitative heel US and clinical risk factors

PURPOSE: To derive a prediction rule by using prospectively obtained clinical and bone ultrasonographic (US) data to identify elderly women at risk for osteoporotic fractures. MATERIALS AND METHODS: The study was approved by the Swiss Ethics Committee. A prediction rule was computed by using data from a 3-year prospective multicenter study to assess the predictive value of heel-bone quantitative US in 6174 Swiss women aged 70-85 years. A quantitative US device to calculate the stiffness index at the heel was used. Baseline characteristics, known risk factors for osteoporosis and fall, and the quantitative US stiffness index were used to elaborate a predictive rule for osteoporotic fracture. Predictive values were determined by using a univariate Cox model and were adjusted with multivariate analysis. RESULTS: There were five risk factors for the incidence of osteoporotic fracture: older age (>75 years) (P < .001), low heel quantitative US stiffness index (<78%) (P < .001), history of fracture (P = .001), recent fall (P = .001), and a failed chair test (P = .029). The score points assigned to these risk factors were as follows: age, 2 (3 if age > 80 years); low quantitative US stiffness index, 5 (7.5 if stiffness index < 60%); history of fracture, 1; recent fall, 1.5; and failed chair test, 1. The cutoff value to obtain a high sensitivity (90%) was 4.5. With this cutoff, 1464 women were at lower risk (score, <4.5) and 4710 were at higher risk (score, >or=4.5) for fracture. Among the higher-risk women, 6.1% had an osteoporotic fracture, versus 1.8% of women at lower risk. Among the women who had a hip fracture, 90% were in the higher-risk group. CONCLUSION: A prediction rule obtained by using quantitative US stiffness index and four clinical risk factors helped discriminate, with high sensitivity, women at higher versus those at lower risk for osteoporotic fracture.

Estimating the confidence level of white matter connections obtained with MRI tractography.

BACKGROUND: Since the emergence of diffusion tensor imaging, a lot of work has been done to better understand the properties of diffusion MRI tractography. However, the validation of the reconstructed fiber connections remains problematic in many respects. For example, it is difficult to assess whether a connection is the result of the diffusion coherence contrast itself or the simple result of other uncontrolled parameters like for example: noise, brain geometry and algorithmic characteristics. METHODOLOGY/PRINCIPAL FINDINGS: In this work, we propose a method to estimate the respective contributions of diffusion coherence versus other effects to a tractography result by comparing data sets with and without diffusion coherence contrast. We use this methodology to assign a confidence level to every gray matter to gray matter connection and add this new information directly in the connectivity matrix. CONCLUSIONS/SIGNIFICANCE: Our results demonstrate that whereas we can have a strong confidence in mid- and long-range connections obtained by a tractography experiment, it is difficult to distinguish between short connections traced due to diffusion coherence contrast from those produced by chance due to the other uncontrolled factors of the tractography methodology.

Lessons Learned from 15 Years of KIMS and 5 Years of ACROSTUDY.

Background: Pharmacoepidemiological surveys provide a valuable contribution to the continued monitoring of drug-related effects in patients with rare disorders. One of the earliest examples of this type of survey is KIGS (Pfizer International Growth Study Database), which has monitored the safety and effectiveness of growth hormone (GH) therapy in GH-deficient children since its inception in 1987. Following closely in the footsteps of KIGS is KIMS (Pfizer International Metabolic Database). As of 2009, KIMS has been collecting data on the long-term safety and clinical outcomes of GH replacement in GH-deficient adults for 15 years. Approximately 5 years ago, the ACROSTUDY database was established to monitor the long-term safety and effectiveness of pegvisomant in patients with acromegaly. Conclusions: By collecting data on the treatment of relatively rare conditions in routine clinical practice, pharmacoepidemiological surveys such as KIMS and ACROSTUDY provide valuable information on the safety and effectiveness of treatment with GH replacement and pegvisomant in the real world.

Identifying a mutual attending frame: a pilot study of gaze interactions between therapist and couple.

Refering to systems theory, we identify a supraindividual property in interactions between therapist and couple. We use gaze directions to describe the partners' behaviors and label this property the "mutual attending frame." We propose a procedure to observe triadic interactions in a consultation setting and a method to measure mutual attending. The method is illustrated by the data analysis of two triads contrasted on measures of therapeutic alliance. We discuss the potential of this method for the description of the interactive aspects of the therapeutic alliance.