A generalised Bayesian instrumental variable approach under student t-distributed errors with application

Bayesian analysis is given of an instrumental variable model that allows for heteroscedasticity in both the structural equation and the instrument equation. Specifically, the approach for dealing with heteroscedastic errors in Geweke (1993) is extended to the Bayesian instrumental variable estimator outlined in Rossi et al. (2005). Heteroscedasticity is treated by modelling the variance for each error using a hierarchical prior that is Gamma distributed. The computation is carried out by using a Markov chain Monte Carlo sampling algorithm with an augmented draw for the heteroscedastic case. An example using real data illustrates the approach and shows that ignoring heteroscedasticity in the instrument equation when it exists may lead to biased estimates.

Cannabidivarin (CBDV) suppresses pentylenetetrazole (PTZ)-induced increases in epilepsy-related gene expression

To date, anticonvulsant effects of the plant cannabinoid, cannabidivarin (CBDV), have been reported in several animal models of seizure. However, these behaviourally observed anticonvulsant effects have not been confirmed at the molecular level. To examine changes to epilepsy-related gene expression following chemical convulsant treatment and their subsequent control by phytocannabinoid administration, we behaviourally evaluated effects of CBDV (400 mg/kg, p.o.) on acute, pentylenetetra- zole (PTZ: 95 mg/kg, i.p.)-induced seizures, quantified expression levels of several epilepsy-related genes (Fos, Casp 3, Ccl3, Ccl4, Npy, Arc, Penk, Camk2a, Bdnf and Egr1) by qPCR using hippocampal, neocortical and prefrontal cortical tissue samples before examining correlations between expression changes and seizure severity. PTZ treatment alone produced generalised seizures (median: 5.00) and significantly increased expression of Fos, Egr1, Arc, Ccl4 and Bdnf. Consistent with previous findings, CBDV significantly decreased PTZ-induced seizure severity (median: 3.25) and increased latency to the first sign of seizure. Furthermore, there were correlations between reductions of seizure severity and mRNA expression of Fos, Egr1, Arc, Ccl4 and Bdnf in the majority of brain regions in the CBDV+PTZ treated group. When CBDV treated animals were grouped into CBDV responders (criterion: seizure severity ≤ 3.25) and non-responders (criterion: seizure severity >3.25), PTZ-induced increases of Fos, Egr1, Arc, Ccl4 and Bdnf expression were suppressed in CBDV re- sponders. These results provide the first molecular confirmation of behaviourally observed effects of the non-psychoactive, anticonvulsant cannabinoid, CBDV, upon chemically-induced seizures and serve to underscore its suitability for clinical development.

Generalised golden ratios over integer alphabets

It is a well known result that for β ∈ (1,1+√52) and x ∈ (0,1β−1) there exists uncountably many (ǫi)∞i=1 ∈ {0,1}N such that x = P∞i=1ǫiβ−i. When β ∈ (1+√52,2] there exists x ∈ (0,1β−1) for which there exists a unique (ǫi)∞i=1 ∈ {0,1}N such that x=P∞i=1ǫiβ−i. In this paper we consider the more general case when our sequences are elements of {0, . . . , m}N. We show that an analogue of the golden ratio exists and give an explicit formula for it.

An example in Beurling's theory of generalised primes

In this paper we prove some connections between the growth of a function and its Mellin transform and apply these to study an explicit example in the theory of Beurling primes.

A generalised background correction algorithm for a Halo Doppler lidar and its application to data from Finland

Current commercially available Doppler lidars provide an economical and robust solution for measuring vertical and horizontal wind velocities, together with the ability to provide co- and cross-polarised backscatter profiles. The high temporal resolution of these instruments allows turbulent properties to be obtained from studying the variation in radial velocities. However, the instrument specifications mean that certain characteristics, especially the background noise behaviour, become a limiting factor for the instrument sensitivity in regions where the aerosol load is low. Turbulent calculations require an accurate estimate of the contribution from velocity uncertainty estimates, which are directly related to the signal-to-noise ratio. Any bias in the signal-to-noise ratio will propagate through as a bias in turbulent properties. In this paper we present a method to correct for artefacts in the background noise behaviour of commercially available Doppler lidars and reduce the signal-to-noise ratio threshold used to discriminate between noise, and cloud or aerosol signals. We show that, for Doppler lidars operating continuously at a number of locations in Finland, the data availability can be increased by as much as 50 % after performing this background correction and subsequent reduction in the threshold. The reduction in bias also greatly improves subsequent calculations of turbulent properties in weak signal regimes.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Instabilities in thermal gravity with a cosmological constant

It is shown that in quantum gravity at finite temperature, the effective potential evaluated in the tadpole approximation can have a local minimum below a certain critical temperature. However, when the leading higher order thermal loop corrections are included, one finds that no static solution exists at high temperature. (C) 2008 Elsevier B.V. All rights reserved.

On the Casimir energy for a massive quantum scalar field and the cosmological constant

We present a rigorous, regularization-independent local quantum field theoretic treatment of the Casimir effect for a quantum scalar field of mass mu not equal 0 which yields closed form expressions for the energy density and pressure. As an application we show that there exist special states of the quantum field in which the expectation value of the renormalized energy-momentum tensor is, for any fixed time, independent of the space coordinate and of the perfect fluid form g(mu,nu)rho with rho > 0, thus providing a concrete quantum field theoretic model of the cosmological constant. This rho represents the energy density associated to a state consisting of the vacuum and a certain number of excitations of zero momentum, i.e., the constituents correspond to lowest energy and pressure p <= 0. (C) 2009 Elsevier Inc. All rights reserved.

On translational superfluidity and the Landau criterion for Bose gases in the Gross-Pitaevski limit

The two-fluid and Landau criteria for superfluidity are compared for trapped Bose gases. While the two-fluid criterion predicts translational superfluidity, it is suggested, on the basis of the homogeneous Gross-Pitaevski limit, that a necessary part of Landau`s criterion, adequate for non-translationally invariant systems, does not hold for trapped Bose gases in the GP limit. As a consequence, if the compressibility is detected to be very large (infinite by experimental standards), the two-fluid criterion is seen to be the relevant one in case the system is a translational superfluid, while the Landau criterion is the relevant one if translational superfluidity is absent.

Temperature Dependence of Rb(2) Molecule Formation Rate Constant in a Magneto-Optical Trap

In this paper, we report the measurement of Rb(2) molecule formation rate constant due to a two body process in a magneto-optical trap as a function of the sample temperature. The ground state molecules are detected by two-photon ionization, through the intermediate a(3)Sigma(+)(u) -> 2(3)Pi(g) molecular band. Our results show that the Rb(2) molecules formed in the MOT could be due to a wave shape resonance, which enhances the molecule formation rate. This effect may be used to enhance the molecule production; and therefore it maybe important to future experiments involving production and trapping of cold ground state molecules.

Entanglement degree measure and a criterion for sudden death as a phase transition in bipartite systems

We propose a method to compute the entanglement degree E of bipartite systems having dimension 2 x 2 and demonstrate that the partial transposition of density matrix, the Peres criterion, arise as a consequence Of Our method. Differently from other existing measures of entanglement, the one presented here makes possible the derivation of a criterion to verify if an arbitrary bipartite entanglement will suffers sudden death (SD) based only on the initial-state parameters. Our method also makes possible to characterize the SD as a dynamical quantum phase transition, with order parameter epsilon. having a universal critical exponent -1/2. (C) 2009 Elsevier Inc. All rights reserved.

CONTRA: Improving the performance of dynamic investigations in natural abundance organic solids by mirror-symmetric constant-time CODEX

We present a minor but essential modification to the CODEX 1D-MAS exchange experiment. The new CONTRA method, which requires minor changes of the original sequence only, has advantages over the previously introduced S-CODEX, since it is less sensitive to artefacts caused by finite pulse lengths. The performance of this variant, including the finite pulse effect, was confirmed by SIMPSON calculations and demonstrated on a number of dynamic systems. (C) 2007 Elsevier Inc. All rights reserved.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.