A pseudo-spectral method for the simulation of poro-elastic seismic wave propagation in 2D polar coordinates using domain decomposition

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in 2D polar coordinates. An important application of this method and its extensions will be the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh, which can be arbitrarily heterogeneous, consisting of two or more concentric rings representing the fluid in the center and the surrounding porous medium. The spatial discretization is based on a Chebyshev expansion in the radial direction and a Fourier expansion in the azimuthal direction and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method is used to match the fluid-solid boundary conditions based on the method of characteristics. This multi-domain approach allows for significant reductions of the number of grid points in the azimuthal direction for the inner grid domain and thus for corresponding increases of the time step and enhancements of computational efficiency. The viability and accuracy of the proposed method has been rigorously tested and verified through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently bench-marked solution for 2D Cartesian coordinates. Finally, the proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is adequately handled.

Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.

Testing the descriptive performance of the rank-dependent utility in the domain of health profiles

Expected utility theory (EUT) has been challenged as a descriptive theoryin many contexts. The medical decision analysis context is not an exception.Several researchers have suggested that rank dependent utility theory (RDUT)may accurately describe how people evaluate alternative medical treatments.Recent research in this domain has addressed a relevant feature of RDU models-probability weighting-but to date no direct test of this theoryhas been made. This paper provides a test of the main axiomatic differencebetween EUT and RDUT when health profiles are used as outcomes of riskytreatments. Overall, EU best described the data. However, evidence on theediting and cancellation operation hypothesized in Prospect Theory andCumulative Prospect Theory was apparent in our study. we found that RDUoutperformed EU in the presentation of the risky treatment pairs in whichthe common outcome was not obvious. The influence of framing effects onthe performance of RDU and their importance as a topic for future researchis discussed.

Exact and approximate stepdown methods for multiple hypothesis testing

Consider the problem of testing k hypotheses simultaneously. In this paper,we discuss finite and large sample theory of stepdown methods that providecontrol of the familywise error rate (FWE). In order to improve upon theBonferroni method or Holm's (1979) stepdown method, Westfall and Young(1993) make eective use of resampling to construct stepdown methods thatimplicitly estimate the dependence structure of the test statistics. However,their methods depend on an assumption called subset pivotality. The goalof this paper is to construct general stepdown methods that do not requiresuch an assumption. In order to accomplish this, we take a close look atwhat makes stepdown procedures work, and a key component is a monotonicityrequirement of critical values. By imposing such monotonicity on estimatedcritical values (which is not an assumption on the model but an assumptionon the method), it is demonstrated that the problem of constructing a validmultiple test procedure which controls the FWE can be reduced to the problemof contructing a single test which controls the usual probability of a Type 1error. This reduction allows us to draw upon an enormous resamplingliterature as a general means of test contruction.

Full insurance, asymmetric information and genetic testing

This paper extends previous resuls on optimal insurance trading in the presence of a stock market that allows continuous asset trading and substantial personal heterogeneity, and applies those results in a context of asymmetric informationwith references to the role of genetic testing in insurance markets.We find a novel and surprising result under symmetric information:agents may optimally prefer to purchase full insurance despitethe presence of unfairly priced insurance contracts, and other assets which are correlated with insurance.Asymmetric information has a Hirschleifer-type effect whichcan be solved by suspending insurance trading. Nevertheless,agents can attain their first best allocations, which suggeststhat the practice of restricting insurance not to be contingenton genetic tests can be efficient.

A new alternative method for testing skin irritation using a human skin model: a pilot study.

Studies assessing skin irritation to chemicals have traditionally used laboratory animals; however, such methods are questionable regarding their relevance for humans. New in vitro methods have been validated, such as the reconstructed human epidermis (RHE) model (Episkin®, Epiderm®). The comparison (accuracy) with in vivo results such as the 4-h human patch test (HPT) is 76% at best (Epiderm®). There is a need to develop an in vitro method that better simulates the anatomo-pathological changes encountered in vivo. To develop an in vitro method to determine skin irritation using human viable skin through histopathology, and compare the results of 4 tested substances to the main in vitro methods and in vivo animal method (Draize test). Human skin removed during surgery was dermatomed and mounted on an in vitro flow-through diffusion cell system. Ten chemicals with known non-irritant (heptylbutyrate, hexylsalicylate, butylmethacrylate, isoproturon, bentazon, DEHP and methylisothiazolinone (MI)) and irritant properties (folpet, 1-bromohexane and methylchloroisothiazolinone (MCI/MI)), a negative control (sodiumchloride) and a positive control (sodiumlaurylsulphate) were applied. The skin was exposed at least for 4h. Histopathology was performed to investigate irritation signs (spongiosis, necrosis, vacuolization). We obtained 100% accuracy with the HPT model; 75% with the RHE models and 50% with the Draize test for 4 tested substances. The coefficients of variation (CV) between our three test batches were <0.1, showing good reproducibility. Furthermore, we reported objectively histopathological irritation signs (irritation scale): strong (folpet), significant (1-bromohexane), slight (MCI/MI at 750/250ppm) and none (isoproturon, bentazon, DEHP and MI). This new in vitro test method presented effective results for the tested chemicals. It should be further validated using a greater number of substances; and tested in different laboratories in order to suitably evaluate reproducibility.

Tests pharmacogénétiques: bientôt avant chaque prescription [Pharmacogenetic testing: soon before every prescription?]

Genetic polymorphisms have currently been described in more than 200 systems affecting pharmacological responses (cytochromes P450, conjugation enzymes, transporters, receptors, effectors of response, protection mechanisms, determinants of immunity). Pharmacogenetic testing, i.e. the profiling of individual patients for such variations, is about to become largely available. Recent progress in the pharmacogenetics of tamoxifen, oral anticoagulants and anti-HIV agents is reviewed to discuss critically their potential impact on prescription and contribution/limits for improving rational and safe use of pharmaceuticals. Prospective controlled trials are required to evaluate large-scale pharmacogenetic testing in therapeutics. Ethical, social and psychological issues deserve particular attention.

Investigating barriers in HIV-testing oncology patients. The IBITOP study: phase I.

BACKGROUND: Since the advent of combined antiretroviral therapy (ART), the incidence of non-AIDS-defining cancers (non-ADCs) among HIV-positive patients is rising. We previously described HIV testing rates of <5% in our oncology centre, against a local HIV prevalence of 0.4% (1). We have since worked with the Service of Oncology to identify, how HIV testing can be optimized, we have conducted a study on investigating barriers in HIV-testing oncology patients (IBITOP) among treating oncologists and their patients. METHODS: After an initial two-month pilot study to examine feasibility (2), we conducted the first phase of the IBITOP study between 1st July and 31st October 2013. Patients of unknown HIV status, newly diagnosed with solid-organ non-AIDS-defining cancer, and treated at Lausanne University Hospital were invited to participate. Patients were offered HIV testing as a part of their initial oncology work-up. Oncologist testing proposals and patient acceptance were the primary endpoints. RESULTS: Of 235 patients with a new oncology diagnosis, 10 were excluded (7 with ADCs and 3 of known HIV-positive status). Mean age was 62 years; 48% were men and 71% were Swiss. Of 225 patients, 75 (33%) were offered HIV testing. Of these, 56 (75%) accepted, of whom 52 (93%) were tested. A further ten patients were tested (without documentation of being offered a test), which gave a total testing rate of 28% (62/225). Among the 19 patients who declined testing, reasons cited included self-perceived absence of HIV risk, previous testing and palliative care. Of the 140 patients not offered HIV testing and not tested, reasons were documented for 35 (25%), the most common being previous testing and follow-up elsewhere. None of the 62 patients HIV tested had a reactive test. CONCLUSIONS: In this study, one third of patients seen were offered testing and the HIV testing rate was fivefold higher than that of previously observed in this service. Most patients accepted testing when offered. As HIV-positive status impacts on the medical management of cancer patients, we recommend that HIV screening should be performed in settings, where HIV prevalence is >0.1%. Phase II of the IBITOP study is now underway to explore barriers to HIV screening among oncologists and patients following the updated national HIV testing guidelines which recommend testing in non-ADC patients undergoing chemotherapy.

When in peril, retrench: Testing the portfolio channel of contagion

One plausible mechanism through which financial market shocks may propagate across countriesis through the impact that past gains and losses may have on investors risk aversion and behavior. This paper presents a stylized model illustrating how heterogeneous changes in investors risk aversion affect portfolio allocation decisions and stock prices. Our empirical findings suggest that when funds returns are below average, they adjust their holdings toward the average (or benchmark) portfolio. In so doing, funds tend to sell the assets of countries in which they were overweight , increasing their exposure to countries in which they were underweight. Based on this insight, the paper constructs an index of financial interdependence which reflects the extent to which countries share overexposed funds. The index helps in explain the pattern of stock market comovement across countries. Moreover, a comparison of this interdependence measure to indices of trade or commercial bank linkages indicates that our index can improve predictions about which countries are more likely to be affected by contagion from crisis centers.

Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks

Although it is commonly accepted that most macroeconomic variables are nonstationary, it is often difficult to identify the source of the non-stationarity. In particular, it is well-known that integrated and short memory models containing trending components that may display sudden changes in their parameters share some statistical properties that make their identification a hard task. The goal of this paper is to extend the classical testing framework for I(1) versus I(0)+ breaks by considering a a more general class of models under the null hypothesis: non-stationary fractionally integrated (FI) processes. A similar identification problem holds in this broader setting which is shown to be a relevant issue from both a statistical and an economic perspective. The proposed test is developed in the time domain and is very simple to compute. The asymptotic properties of the new technique are derived and it is shown by simulation that it is very well-behaved in finite samples. To illustrate the usefulness of the proposed technique, an application using inflation data is also provided.

Genome-Wide Prediction Methods in Highly Diverse and Heterozygous Species: Proof-of-Concept through Simulation in Grapevine.

Nowadays, genome-wide association studies (GWAS) and genomic selection (GS) methods which use genome-wide marker data for phenotype prediction are of much potential interest in plant breeding. However, to our knowledge, no studies have been performed yet on the predictive ability of these methods for structured traits when using training populations with high levels of genetic diversity. Such an example of a highly heterozygous, perennial species is grapevine. The present study compares the accuracy of models based on GWAS or GS alone, or in combination, for predicting simple or complex traits, linked or not with population structure. In order to explore the relevance of these methods in this context, we performed simulations using approx 90,000 SNPs on a population of 3,000 individuals structured into three groups and corresponding to published diversity grapevine data. To estimate the parameters of the prediction models, we defined four training populations of 1,000 individuals, corresponding to these three groups and a core collection. Finally, to estimate the accuracy of the models, we also simulated four breeding populations of 200 individuals. Although prediction accuracy was low when breeding populations were too distant from the training populations, high accuracy levels were obtained using the sole core-collection as training population. The highest prediction accuracy was obtained (up to 0.9) using the combined GWAS-GS model. We thus recommend using the combined prediction model and a core-collection as training population for grapevine breeding or for other important economic crops with the same characteristics.

Variance reduction methods for simulation of densities on Wiener space

We develop a general error analysis framework for the Monte Carlo simulationof densities for functionals in Wiener space. We also study variancereduction methods with the help of Malliavin derivatives. For this, wegive some general heuristic principles which are applied to diffusionprocesses. A comparison with kernel density estimates is made.

Tax simulation in the SHP

This paper describes a simulation package designed to estimate the annual income taxes paid by respondents of the Swiss Household Panel (SHP). In Switzerland, the 26 cantons have their own tax system. Additionally, tax levels vary between the over 2000 municipalities and over time. The simulation package takes account of this complexity by building on existing tables on tax levels which are provided by the Swiss Federal Tax Administration Office. Because these are limited to a few types of households and only 812 municipalities, they have to be extended to cover all households and municipalities. A further drawback of these tables is that they neglect several deductions. The tax simulation package fills this gap by taking additionally account of deductions for children, double-earner couples, third pillar and support for dependent persons according to cantonal legislation. The resulting variable on direct taxes not only serves to calculate household income net of taxes, but can also be a variable for analysis by its own account.