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.

Asset prices and the measurement of wealth and saving

The paper defines concepts of real wealth and saving which take into account the intertemporal index number problem that results from changing interest rates. Unlike conventional measures of real wealth, which are based on the market value of assets and ignore the index number problem, the new measure correctly reflects the changes in the welfare of households over time. An empirically operational approximation to the theoretical measure is provided and applied to US data. A major empirical finding is that US real financial wealth increased strongly in the 1980s, much more than is revealed by the market value of assets.

Which inflation to target? A small open economy with sticky wages indexed to past inflation

In a closed economy context there is common agreement on price inflation stabilization being one of the objects of monetary policy. Moving to an open economy context gives rise to the coexistence of two measures of inflation: domestic inflation (DI) and consumer price inflation (CPI). Which one of the two measures should be the target variable? This is the question addressed in this paper. In particular, I use a small open economy model to show that once sticky wages indexed to past CPI inflation are introduced, a complete inward looking monetary policy is no more optimal. I first, derive a loss function from a secondorder approximation of the utility function and then, I compute the fully optimalmonetary policy under commitment. Then, I use the optimal monetary policy as a benchmark to compare the performance of different monetary policy rules. The main result is that once a positive degree of indexation is introduced in the model the rule performing better (among the Taylor type rules considered) is the one targeting wage inflation and CPI inflation. Moreover this rule delivers results very close to the one obtained under the fully optimal monetary policy with commitment.

On the concept of optimality interval

The approximants to regular continued fractions constitute `best approximations' to the numbers they converge to in two ways known as of the first and the second kind.This property of continued fractions provides a solution to Gosper's problem of the batting average: if the batting average of a baseball player is 0.334, what is the minimum number of times he has been at bat? In this paper, we tackle somehow the inverse question: given a rational number P/Q, what is the set of all numbers for which P/Q is a `best approximation' of one or the other kind? We prove that inboth cases these `Optimality Sets' are intervals and we give aprecise description of their endpoints.

ÁFRICA VERSUS EUROPA: CABO VERDE NO ATLÂNTICO MÉDIO

Este artigo visa a apresentar um contributo para a reflexão acerca da integração de Cabo Verde na CEDEAO (Comunidade Económica dos Estados da África Ocidental) e sobre a aproximação de Cabo Verde às RUP (Regiões Ultraperiféricas) e, posteriormente, à União Europeia, tirando-se proveito da realidade de uma Nação que se gerou e se vai consolidando a partir da cooperação de povos e culturas oriundos dos dois espaços geográficos referidos. A discussão não se deve somente à posição geográfica privilegiada do arquipélago, mas, igualmente, liga-se a aspectos de ordem cultural, política, económica, comercial e de segurança, com especial destaque para a estruturação do Estado-Nação em Cabo Verde.

O DEBATE CONTEMPORÂNEO SOBRE A NAÇÃO EM CABO VERDE: PERSPECTIVAS E PERPLEXIDADES

Este artigo procura compreender a integração regional do Arquipélago de Cabo Verde, na base do debate contemporâneo sobre a Nação. Resultado de cruzamento e convergência entre povos e culturas oriundos de dois espaços geográficos (África e Europa), a Nação cabo-verdiana afirma-se e consolida-se na margem dos debates perspetivados e delineados por diferentes gerações de intelectuais, políticos e académicos nacionais e estrangeiros. Estes procuram compreender e analisar a integração de Cabo Verde na Comunidade Económica dos Estados da África Ocidental (CEDEAO), a aproximação às Regiões Ultraperiféricas (RUP) e a Parceria Especial com a União Europeia (UE). A análise expressa no presente artigo, além de distinguir a posição geográfica privilegiada do arquipélago, enfatiza também aspetos de ordem cultural, política, económica, comercial e de segurança, relevantes para a construção da Nação em Cabo Verde.

Reconocimiento geofísico del deslizamiento de Rosiana (depresión de Tirajana, Gran Canaria)

The landslide of Rosiana is considered the largest slope movement amongst those known in historical times in Gran Canana, Canary Islands. It has been activated at least 4 times in the last century, and in the movement of 1956, when about 3.106 m3 of materials were involved, 250 people had to be evacuated and many buildings were destroyed. The present geological hazard has lead to specific studies of the phenomenon which, once characterised, can be used as a guide for the scientific and technical works that are to be made in this or similar areas. This paper wants to increase the knowledge about the unstable mass of Rosiana by using geophysical techniques based on the method of seismic by refraction. The geophysical measues have been interpreted with the aid of the available geomorphologic data, thus obtaining a first approximation to the geometry of the slope movements

Escriure poesia al convent entre la devoció i l'obediència. Primera aproximació a un manuscrit femení del segle XVIII

El manuscrit que ens disposem a donar a conèixer és un tresor documental interessantíssim per abordar l’estudi dels usos poètics de les dones d’època moderna als territoris de parla catalana, no només pel nombre de composicions recuperades d’una mateixa autora (un total de 53 poesies espirituals, no catalogades i desconegudes fins ara) sinó perquè es tracta d’un dels pocs autògrafs femenins accessibles per a la recerca. La inexistència de treballs dedicats exclusivament a la poesia femenina d’època moderna al panorama català, ens obliga necessàriament a iniciar el treball amb una primera part introductòria dedicada a qüestions relatives als usos poètics de les dones dels segles XVI-XVIII, tot centrant-nos en algunes autores de l’àmbit conventual, al qual pertany el manuscrit objecte d’estudi. En la segona part del treball, ens centrem particularment en l’anàlisi i estudi del manuscrit. Així doncs, en una primera aproximació, descrivim el contingut del quadern, íntegrament en castellà, que recull composicions d caire espiritual i devot, i esbossem les dades biogràfiques de l’autora, la religiosa dominica sor Eulària Teixidor. Tot partint dels interessants estudis apareguts en els darrers anys sobre la literatura conventual femenina, intentem vincular aquest manuscrit amb la variada producció monàstica escrita per nombroses religioses de l’època sota manament del confessor

Nets: Network estimation for time series

This work proposes novel network analysis techniques for multivariate time series.We define the network of a multivariate time series as a graph where verticesdenote the components of the process and edges denote non zero long run partialcorrelations. We then introduce a two step LASSO procedure, called NETS, toestimate high dimensional sparse Long Run Partial Correlation networks. This approachis based on a VAR approximation of the process and allows to decomposethe long run linkages into the contribution of the dynamic and contemporaneousdependence relations of the system. The large sample properties of the estimatorare analysed and we establish conditions for consistent selection and estimation ofthe non zero long run partial correlations. The methodology is illustrated with anapplication to a panel of U.S. bluechips.

Effects of convection on the removal of the multiplicity of stable states in one-dimensional vertical models

Here I develop a model of a radiative-convective atmosphere with both radiative and convective schemes highly simplified. The atmospheric absorption of radiation at selective wavelengths makes use of constant mass absorption coefficients in finite width spectral bands. The convective regime is introduced by using a prescribed lapse rate in the troposphere. The main novelty of the radiative-convective model developed here is that it is solved without using any angular approximation for the radiation field. The solution obtained in the purely radiation mode (i. e. with convection ignored) leads to multiple equilibria of stable states, being very similar to some results recently found in simple models of planetary atmospheres. However, the introduction of convective processes removes the multiple equilibria of stable states. This shows the importance of taking convective processes into account even for qualitative analyses of planetary atmosphere

Visualitzador de molècules d'ADN per laboratori virtual

RESUM Com a continuació del treball de final de carrera “Desenvolupament d’un laboratori virtual per a les pràctiques de Biologia Molecular” de Jordi Romero, s’ha realitzat una eina complementaria per a la visualització de molècules integrada en el propi laboratori virtual. Es tracta d’una eina per a la visualització gràfica de gens, ORF, marques i seqüències de restricció de molècules reals o fictícies. El fet de poder treballar amb molècules fictícies és la gran avantatge respecte a les solucions com GENBANK que només permet treballar amb molècules pròpies. Treballar amb molècules fictícies fa que sigui una solució ideal per a l’ensenyament, ja que dóna la possibilitat als professors de realitzar exercicis o demostracions amb molècules reals o dissenyades expressament per a l’exercici a demostrar. A més, permet mostrar de forma visual les diferents parts simultàniament o per separat, de manera que ofereix una primera aproximació interpretació dels resultats. Per altra banda, permet marcar gens, crear marques, localitzar seqüències de restricció i generar els ORF de la molècula que nosaltres creem o modificar una ja existent. Per l’implementació, s’ha continuat amb l’idea de separar la part de codi i la part de disseny en les aplicacions Flash. Per fer-ho, s’ha utilitzat la plataforma de codi lliure Ariware ARPv2.02 que proposa un marc de desenvolupament d’aplicacions Flash orientades a objectes amb el codi (classes ActionScript 2.0) separats del movieclip. Per al processament de dades s’ha fet servir Perl per ser altament utilitzat en Bioinformàtica i per velocitat de càlcul. Les dades generades es guarden en una Base de Dades en MYSQL (de lliure distribució), de la que s’extreuen les dades per generar fitxers XML, fent servir tant PHP com la plataforma AMFPHP com a enllaç entre Flash i la resta de parts.

Numerical simulation of ambient seismic wavefield modification caused by pore-fluid effects in an oil reservoir

We have modeled numerically the seismic response of a poroelastic inclusion with properties applicable to an oil reservoir that interacts with an ambient wavefield. The model includes wave-induced fluid flow caused by pressure differences between mesoscopic-scale (i.e., in the order of centimeters to meters) heterogeneities. We used a viscoelastic approximation on the macroscopic scale to implement the attenuation and dispersion resulting from this mesoscopic-scale theory in numerical simulations of wave propagation on the kilometer scale. This upscaling method includes finite-element modeling of wave-induced fluid flow to determine effective seismic properties of the poroelastic media, such as attenuation of P- and S-waves. The fitted, equivalent, viscoelastic behavior is implemented in finite-difference wave propagation simulations. With this two-stage process, we model numerically the quasi-poroelastic wave-propagation on the kilometer scale and study the impact of fluid properties and fluid saturation on the modeled seismic amplitudes. In particular, we addressed the question of whether poroelastic effects within an oil reservoir may be a plausible explanation for low-frequency ambient wavefield modifications observed at oil fields in recent years. Our results indicate that ambient wavefield modification is expected to occur for oil reservoirs exhibiting high attenuation. Whether or not such modifications can be detected in surface recordings, however, will depend on acquisition design and noise mitigation processing as well as site-specific conditions, such as the geologic complexity of the subsurface, the nature of the ambient wavefield, and the amount of surface noise.

Biodiversity study of arthropods collected on rat carrion in Yaounde, Cameroon: first study on forensic entomology in Central Africa

The first investigation of arthropods associated with carrion in Cameroon was carried out within the campus of the University of Yaounde I (Cameroon) from 17thJanuary to 3rd April 2008. Carcasses of rats (Rattus norvegicus Berkenhout, 1769 var WISTAR) were exposed to colonization by the local fauna of arthropods. The invading organisms were collected daily during the study period. 2287 individuals of arthropod belonging to 3 classes, 16 orders, 37 families and 7 subfamilies were identified. The insects assessed were mainly Diptera, Coleoptera and Acari. This study illustrates the high diversity of the necroentomofauna in Cameroon and provides an insight approximation into the succession pattern of invading insect and a weekly estimation of the time of death.

Quality of assessement of CMR images in the setting of the European cardiovascular magnetic resonance registry : description and validation of standardized criteria

l'imagerie par résonance magnétique (IRMC) est une technologie utilisée depuis les aimées quatre¬-vingts dans le monde de la cardiologie. Cette technique d'imagerie non-invasive permet d'acquérir Ses images du coeur en trois dimensions, dans n'importe quel, plan, sans application de radiation, et en haute résolution. Actuellement, cette technique est devenue un référence dans l'évaluation et 'l'investigation de différentes pathologies cardiaques. La morphologie cardiaque, la fonction des ventricules ainsi que leur contraction, la perfusion tissulaire ainsi que la viabilité tissulaire peuvent être caractérisés en utilisant différentes séquences d'imagerie. Cependant, cette technologie repose sur des principes physiques complexes et la mise en pratique de cette technique se heurte à la difficulté d'évaluer un organe en mouvement permanent. L'IRM cardiaque est donc sujette à différents artefacts qui perturbent l'interprétation des examens et peuvent diminuer la précision diagnostique de cette technique. A notre connaissance, la plupart des images d'IRMC sont analysées et interprétées sans évaluation rigoureuse de la qualité intrinsèque de l'examen. Jusqu'à présent, et à notre connaissance, aucun critère d'évaluation de la qualité des examens d'IRMC n'a été clairement déterminé. L'équipe d'IRMC du CHUV, dirigée par le Prof J. Schwitter, a recensé une liste de 35 critères qualitatifs et 12 critères quantitatifs évaluant la qualité d'un examen d'IRMC et les a introduit dans une grille d'évaluation. L'objet de cette étude est de décrire et de valider la reproductibilité des critères figurant dans cette grille d'évaluation, par l'interprétation simultanée d'examens IRMC par différents observateurs (cardiologues spécialisés en IRM, étudiant en médecine, infirmière spécialisée). Notre étude a permis de démontrer que les critères définis pour l'évaluation des examens d'IRMC sont robustes, et permettent une bonne reproductibilité intra- et inter-observateurs. Cette étude valide ainsi l'utilisation de ces critères de qualité dans le cadre de l'imagerie par résonance magnétique cardiaque. D'autres études sont encore nécessaires afin de déterminer l'impact de la qualité de l'image sur la précision diagnostique de cette technique. Les critères standardisés que nous avons validés seront utilisés pour évaluer la qualité des images dans le cadre d'une étude à échelle européenne relative à l'IRMC : "l'EuroCMR registry". Parmi les autres utilités visées par ces critères de qualité, citons notamment la possibilité d'avoir une référence d'évaluation de la qualité d'examen pour toutes les futures études cliniques utilisant la technologie d'IRMC, de permettre aux centres d'IRMC de quantifier leur niveau de qualité, voire de créer un certificat de standard de qualité pour ces centres, d'évaluer la reproductibilité de l'évaluation des images par différents observateurs d'un même centre, ou encore d'évaluer précisément la qualité des séquences développées à l'avenir dans le monde de l'IRMC.

Scores composites CHC pour le WISC-IV: Normes Francophones

Bien que le manuel du WISC-IV fasse référence à la théorie de Cattell-Horn-Carroll (CHC), les indices calculés à partir de cette batterie (ICV, IRP, IMT et IVT) n'ont pas été définis sur la base du modèle CHC. Afin d'apporter un éclairage complémentaire sur les performances observées, nous recommandons néanmoins d'examiner les scores des subtests du WISC-IV en référence à la nomenclature des aptitudes cognitives proposées dans le modèle CHC. La première partie de cet article présente les normes francophones pour cinq facteurs CHC du WISC-IV, à savoir le raisonnement fluide (Gf), compréhension-connaissances (Gc), le traitement visuel (Gv), la mémoire à court terme (Gsm) et la vitesse de traitement (Gs), établies en utilisant une procédure d'approximation statistique. La seconde partie présente l'examen de la validité de ces normes, confrontées à des données recueillies sur un échantillon de 250 enfants. Nos résultats montrent que les corrélations entre les indices classiques du WISC-IV (ICV, IRP, IMT et IVT) et les scores composites CHC sont élevées, attestant de la validité des scores CHC. Ces normes permettent de calculer et d'utiliser les scores composites CHC en complément des indices standard, dans le cadre d'analyses normatives et ipsatives.