Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Surface Complexation Modeling in Variable Charge Soils: Charge Characterization by Potentiometric Titration

ABSTRACT Intrinsic equilibrium constants of 17 representative Brazilian Oxisols were estimated from potentiometric titration measuring the adsorption of H+ and OH− on amphoteric surfaces in suspensions of varying ionic strength. Equilibrium constants were fitted to two surface complexation models: diffuse layer and constant capacitance. The former was fitted by calculating total site concentration from curve fitting estimates and pH-extrapolation of the intrinsic equilibrium constants to the PZNPC (hand calculation), considering one and two reactive sites, and by the FITEQL software. The latter was fitted only by FITEQL, with one reactive site. Soil chemical and physical properties were correlated to the intrinsic equilibrium constants. Both surface complexation models satisfactorily fit our experimental data, but for results at low ionic strength, optimization did not converge in FITEQL. Data were incorporated in Visual MINTEQ and they provide a modeling system that can predict protonation-dissociation reactions in the soil surface under changing environmental conditions.

Surface Complexation Modeling in Variable Charge Soils: Prediction of Cadmium Adsorption

ABSTRACT Intrinsic equilibrium constants for 22 representative Brazilian Oxisols were estimated from a cadmium adsorption experiment. Equilibrium constants were fitted to two surface complexation models: diffuse layer and constant capacitance. Intrinsic equilibrium constants were optimized by FITEQL and by hand calculation using Visual MINTEQ in sweep mode, and Excel spreadsheets. Data from both models were incorporated into Visual MINTEQ. Constants estimated by FITEQL and incorporated in Visual MINTEQ software failed to predict observed data accurately. However, FITEQL raw output data rendered good results when predicted values were directly compared with observed values, instead of incorporating the estimated constants into Visual MINTEQ. Intrinsic equilibrium constants optimized by hand calculation and incorporated in Visual MINTEQ reliably predicted Cd adsorption reactions on soil surfaces under changing environmental conditions.

Scale decisions can reverse conclusions on community assembly processes.

AIM: Phylogenetic diversity patterns are increasingly being used to better understand the role of ecological and evolutionary processes in community assembly. Here, we quantify how these patterns are influenced by scale choices in terms of spatial and environmental extent and organismic scales. LOCATION: European Alps. METHODS: We applied 42 sampling strategies differing in their combination of focal scales. For each resulting sub-dataset, we estimated the phylogenetic diversity of the species pools, phylogenetic α-diversities of local communities, and statistics commonly used together with null models in order to infer non-random diversity patterns (i.e. phylogenetic clustering versus over-dispersion). Finally, we studied the effects of scale choices on these measures using regression analyses. RESULTS: Scale choices were decisive for revealing signals in diversity patterns. Notably, changes in focal scales sometimes reversed a pattern of over-dispersion into clustering. Organismic scale had a stronger effect than spatial and environmental extent. However, we did not find general rules for the direction of change from over-dispersion to clustering with changing scales. Importantly, these scale issues had only a weak influence when focusing on regional diversity patterns that change along abiotic gradients. MAIN CONCLUSIONS: Our results call for caution when combining phylogenetic data with distributional data to study how and why communities differ from random expectations of phylogenetic relatedness. These analyses seem to be robust when the focus is on relating community diversity patterns to variation in habitat conditions, such as abiotic gradients. However, if the focus is on identifying relevant assembly rules for local communities, the uncertainty arising from a certain scale choice can be immense. In the latter case, it becomes necessary to test whether emerging patterns are robust to alternative scale choices.

Rapid radiation in spiny lobsters (Palinurus spp) as revealed by classic and ABC methods using mtDNA and microsatellite data

Background: Molecular tools may help to uncover closely related and still diverging species from a wide variety of taxa and provide insight into the mechanisms, pace and geography of marine speciation. There is a certain controversy on the phylogeography and speciation modes of species-groups with an Eastern Atlantic-Western Indian Ocean distribution, with previous studies suggesting that older events (Miocene) and/or more recent (Pleistocene) oceanographic processes could have influenced the phylogeny of marine taxa. The spiny lobster genus Palinurus allows for testing among speciation hypotheses, since it has a particular distribution with two groups of three species each in the Northeastern Atlantic (P. elephas, P. mauritanicus and P. charlestoni) and Southeastern Atlantic and Southwestern Indian Oceans (P. gilchristi, P. delagoae and P. barbarae). In the present study, we obtain a more complete understanding of the phylogenetic relationships among these species through a combined dataset with both nuclear and mitochondrial markers, by testing alternative hypotheses on both the mutation rate and tree topology under the recently developed approximate Bayesian computation (ABC) methods. Results Our analyses support a North-to-South speciation pattern in Palinurus with all the South-African species forming a monophyletic clade nested within the Northern Hemisphere species. Coalescent-based ABC methods allowed us to reject the previously proposed hypothesis of a Middle Miocene speciation event related with the closure of the Tethyan Seaway. Instead, divergence times obtained for Palinurus species using the combined mtDNA-microsatellite dataset and standard mutation rates for mtDNA agree with known glaciation-related processes occurring during the last 2 my. Conclusion The Palinurus speciation pattern is a typical example of a series of rapid speciation events occurring within a group, with very short branches separating different species. Our results support the hypothesis that recent climate change-related oceanographic processes have influenced the phylogeny of marine taxa, with most Palinurus species originating during the last two million years. The present study highlights the value of new coalescent-based statistical methods such as ABC for testing different speciation hypotheses using molecular data.

High-throughput SELEX SAGE method for quantitative modeling of transcription-factor binding sites.

The ability to determine the location and relative strength of all transcription-factor binding sites in a genome is important both for a comprehensive understanding of gene regulation and for effective promoter engineering in biotechnological applications. Here we present a bioinformatically driven experimental method to accurately define the DNA-binding sequence specificity of transcription factors. A generalized profile was used as a predictive quantitative model for binding sites, and its parameters were estimated from in vitro-selected ligands using standard hidden Markov model training algorithms. Computer simulations showed that several thousand low- to medium-affinity sequences are required to generate a profile of desired accuracy. To produce data on this scale, we applied high-throughput genomics methods to the biochemical problem addressed here. A method combining systematic evolution of ligands by exponential enrichment (SELEX) and serial analysis of gene expression (SAGE) protocols was coupled to an automated quality-controlled sequence extraction procedure based on Phred quality scores. This allowed the sequencing of a database of more than 10,000 potential DNA ligands for the CTF/NFI transcription factor. The resulting binding-site model defines the sequence specificity of this protein with a high degree of accuracy not achieved earlier and thereby makes it possible to identify previously unknown regulatory sequences in genomic DNA. A covariance analysis of the selected sites revealed non-independent base preferences at different nucleotide positions, providing insight into the binding mechanism.

Integrated methodologies to study human transcriptional regulation from functional genomics data

Abstract : The human body is composed of a huge number of cells acting together in a concerted manner. The current understanding is that proteins perform most of the necessary activities in keeping a cell alive. The DNA, on the other hand, stores the information on how to produce the different proteins in the genome. Regulating gene transcription is the first important step that can thus affect the life of a cell, modify its functions and its responses to the environment. Regulation is a complex operation that involves specialized proteins, the transcription factors. Transcription factors (TFs) can bind to DNA and activate the processes leading to the expression of genes into new proteins. Errors in this process may lead to diseases. In particular, some transcription factors have been associated with a lethal pathological state, commonly known as cancer, associated with uncontrolled cellular proliferation, invasiveness of healthy tissues and abnormal responses to stimuli. Understanding cancer-related regulatory programs is a difficult task, often involving several TFs interacting together and influencing each other's activity. This Thesis presents new computational methodologies to study gene regulation. In addition we present applications of our methods to the understanding of cancer-related regulatory programs. The understanding of transcriptional regulation is a major challenge. We address this difficult question combining computational approaches with large collections of heterogeneous experimental data. In detail, we design signal processing tools to recover transcription factors binding sites on the DNA from genome-wide surveys like chromatin immunoprecipitation assays on tiling arrays (ChIP-chip). We then use the localization about the binding of TFs to explain expression levels of regulated genes. In this way we identify a regulatory synergy between two TFs, the oncogene C-MYC and SP1. C-MYC and SP1 bind preferentially at promoters and when SP1 binds next to C-NIYC on the DNA, the nearby gene is strongly expressed. The association between the two TFs at promoters is reflected by the binding sites conservation across mammals, by the permissive underlying chromatin states 'it represents an important control mechanism involved in cellular proliferation, thereby involved in cancer. Secondly, we identify the characteristics of TF estrogen receptor alpha (hERa) target genes and we study the influence of hERa in regulating transcription. hERa, upon hormone estrogen signaling, binds to DNA to regulate transcription of its targets in concert with its co-factors. To overcome the scarce experimental data about the binding sites of other TFs that may interact with hERa, we conduct in silico analysis of the sequences underlying the ChIP sites using the collection of position weight matrices (PWMs) of hERa partners, TFs FOXA1 and SP1. We combine ChIP-chip and ChIP-paired-end-diTags (ChIP-pet) data about hERa binding on DNA with the sequence information to explain gene expression levels in a large collection of cancer tissue samples and also on studies about the response of cells to estrogen. We confirm that hERa binding sites are distributed anywhere on the genome. However, we distinguish between binding sites near promoters and binding sites along the transcripts. The first group shows weak binding of hERa and high occurrence of SP1 motifs, in particular near estrogen responsive genes. The second group shows strong binding of hERa and significant correlation between the number of binding sites along a gene and the strength of gene induction in presence of estrogen. Some binding sites of the second group also show presence of FOXA1, but the role of this TF still needs to be investigated. Different mechanisms have been proposed to explain hERa-mediated induction of gene expression. Our work supports the model of hERa activating gene expression from distal binding sites by interacting with promoter bound TFs, like SP1. hERa has been associated with survival rates of breast cancer patients, though explanatory models are still incomplete: this result is important to better understand how hERa can control gene expression. Thirdly, we address the difficult question of regulatory network inference. We tackle this problem analyzing time-series of biological measurements such as quantification of mRNA levels or protein concentrations. Our approach uses the well-established penalized linear regression models where we impose sparseness on the connectivity of the regulatory network. We extend this method enforcing the coherence of the regulatory dependencies: a TF must coherently behave as an activator, or a repressor on all its targets. This requirement is implemented as constraints on the signs of the regressed coefficients in the penalized linear regression model. Our approach is better at reconstructing meaningful biological networks than previous methods based on penalized regression. The method is tested on the DREAM2 challenge of reconstructing a five-genes/TFs regulatory network obtaining the best performance in the "undirected signed excitatory" category. Thus, these bioinformatics methods, which are reliable, interpretable and fast enough to cover large biological dataset, have enabled us to better understand gene regulation in humans.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Up-regulation of macrophage migration inhibitory factor gene and protein expression in glial tumor cells during hypoxic and hypoglycemic stress indicates a critical role for angiogenesis in glioblastoma multiforme.

Glioblastoma multiforme (GBM) is the most malignant variant of human glial tumors. A prominent feature of this tumor is the occurrence of necrosis and vascular proliferation. The regulation of glial neovascularization is still poorly understood and the characterization of factors involved in this process is of major clinical interest. Macrophage migration inhibitory factor (MIF) is a pleiotropic cytokine released by leukocytes and by a variety of cells outside of the immune system. Recent work has shown that MIF may function to regulate cellular differentiation and proliferation in normal and tumor-derived cell lines, and may also contribute to the neovascularization of tumors. Our immunohistological analysis of MIF distribution in GBM tissues revealed the strong MIF protein accumulation in close association with necrotic areas and in tumor cells surrounding blood vessels. In addition, MIF expression was frequently associated with the presence of the tumor-suppressor gene p53. To substantiate the concept that MIF might be involved in the regulation of angiogenesis in GBM, we analyzed the MIF gene and protein expression under hypoxic and hypoglycemic stress conditions in vitro. Northern blot analysis showed a clear increase of MIF mRNA after hypoxia and hypoglycemia. We could also demonstrate that the increase of MIF transcripts on hypoxic stress can be explained by a profound transcriptional activation of the MIF gene. In parallel to the increase of MIF transcripts, we observed a significant rise in extracellular MIF protein on angiogenic stimulation. The data of our preliminary study suggest that the up-regulation of MIF expression during hypoxic and hypoglycemic stress might play a critical role for the neovascularization of glial tumors.

Patterns of gravity induced aggregate migration during casting of fluid concretes

In this paper, aggregate migration patterns during fluid concrete castings are studied through experiments, dimensionless approach and numerical modeling. The experimental results obtained on two beams show that gravity induced migration is primarily affecting the coarsest aggregates resulting in a decrease of coarse aggregates volume fraction with the horizontal distance from the pouring point and in a puzzling vertical multi-layer structure. The origin of this multi layer structure is discussed and analyzed with the help of numerical simulations of free surface flow. Our results suggest that it finds its origin in the non Newtonian nature of fresh concrete and that increasing casting rate shall decrease the magnitude of gravity induced particle migration. (C) 2012 Elsevier Ltd. All rights reserved.

Measurements of glial metabolic fluxes with C-11-acetate using positron emission and an adapted NMR-based metabolic modeling approach

Objectives: Acetate brain metabolism has the particularity to occur specifically in glial cells. Labeling studies, using acetate labeled either with 13C (NMR) or 11C (PET), are governed by the same biochemical reactions and thus follow the same mathematical principles. In this study, the objective was to adapt an NMR acetate brain metabolism model to analyse [1-11C]acetate infusion in rats. Methods: Brain acetate infusion experiments were modeled using a two-compartment model approach used in NMR.1-3 The [1-11C]acetate labeling study was done using a beta scintillator.4 The measured radioactive signal represents the time evolution of the sum of all labeled metabolites in the brain. Using a coincidence counter in parallel, an arterial input curve was measured. The 11C at position C-1 of acetate is metabolized in the first turn of the TCA cycle to the position 5 of glutamate (Figure 1A). Through the neurotransmission process, it is further transported to the position 5 of glutamine and the position 5 of neuronal glutamate. After the second turn of the TCA cycle, tracer from [1-11C]acetate (and also a part from glial [5-11C]glutamate) is transferred to glial [1-11C]glutamate and further to [1-11C]glutamine and neuronal glutamate through the neurotransmission cycle. Brain poster session: oxidative mechanisms S460 Journal of Cerebral Blood Flow & Metabolism (2009) 29, S455-S466 Results: The standard acetate two-pool PET model describes the system by a plasma pool and a tissue pool linked by rate constants. Experimental data are not fully described with only one tissue compartment (Figure 1B). The modified NMR model was fitted successfully to tissue time-activity curves from 6 single animals, by varying the glial mitochondrial fluxes and the neurotransmission flux Vnt. A glial composite rate constant Kgtg=Vgtg/[Ace]plasma was extracted. Considering an average acetate concentration in plasma of 1 mmol/g5 and the negligible additional amount injected, we found an average Vgtg = 0.08±0.02 (n = 6), in agreement with previous NMR measurements.1 The tissue time-activity curve is dominated by glial glutamate and later by glutamine (Figure 1B). Labeling of neuronal pools has a low influence, at least for the 20 mins of beta-probe acquisition. Based on the high diffusivity of CO2 across the blood-brain barrier; 11CO2 is not predominant in the total tissue curve, even if the brain CO2 pool is big compared with other metabolites, due to its strong dilution through unlabeled CO2 from neuronal metabolism and diffusion from plasma. Conclusion: The two-compartment model presented here is also able to fit data of positron emission experiments and to extract specific glial metabolic fluxes. 11C-labeled acetate presents an alternative for faster measurements of glial oxidative metabolism compared to NMR, potentially applicable to human PET imaging. However, to quantify the relative value of the TCA cycle flux compared to the transmitochondrial flux, the chemical sensitivity of NMR is required. PET and NMR are thus complementary.

A model of cellular dosimetry for macroscopic tumors in radiopharmaceutical therapy.

PURPOSE: In the radiopharmaceutical therapy approach to the fight against cancer, in particular when it comes to translating laboratory results to the clinical setting, modeling has served as an invaluable tool for guidance and for understanding the processes operating at the cellular level and how these relate to macroscopic observables. Tumor control probability (TCP) is the dosimetric end point quantity of choice which relates to experimental and clinical data: it requires knowledge of individual cellular absorbed doses since it depends on the assessment of the treatment's ability to kill each and every cell. Macroscopic tumors, seen in both clinical and experimental studies, contain too many cells to be modeled individually in Monte Carlo simulation; yet, in particular for low ratios of decays to cells, a cell-based model that does not smooth away statistical considerations associated with low activity is a necessity. The authors present here an adaptation of the simple sphere-based model from which cellular level dosimetry for macroscopic tumors and their end point quantities, such as TCP, may be extrapolated more reliably. METHODS: Ten homogenous spheres representing tumors of different sizes were constructed in GEANT4. The radionuclide 131I was randomly allowed to decay for each model size and for seven different ratios of number of decays to number of cells, N(r): 1000, 500, 200, 100, 50, 20, and 10 decays per cell. The deposited energy was collected in radial bins and divided by the bin mass to obtain the average bin absorbed dose. To simulate a cellular model, the number of cells present in each bin was calculated and an absorbed dose attributed to each cell equal to the bin average absorbed dose with a randomly determined adjustment based on a Gaussian probability distribution with a width equal to the statistical uncertainty consistent with the ratio of decays to cells, i.e., equal to Nr-1/2. From dose volume histograms the surviving fraction of cells, equivalent uniform dose (EUD), and TCP for the different scenarios were calculated. Comparably sized spherical models containing individual spherical cells (15 microm diameter) in hexagonal lattices were constructed, and Monte Carlo simulations were executed for all the same previous scenarios. The dosimetric quantities were calculated and compared to the adjusted simple sphere model results. The model was then applied to the Bortezomib-induced enzyme-targeted radiotherapy (BETR) strategy of targeting Epstein-Barr virus (EBV)-expressing cancers. RESULTS: The TCP values were comparable to within 2% between the adjusted simple sphere and full cellular models. Additionally, models were generated for a nonuniform distribution of activity, and results were compared between the adjusted spherical and cellular models with similar comparability. The TCP values from the experimental macroscopic tumor results were consistent with the experimental observations for BETR-treated 1 g EBV-expressing lymphoma tumors in mice. CONCLUSIONS: The adjusted spherical model presented here provides more accurate TCP values than simple spheres, on par with full cellular Monte Carlo simulations while maintaining the simplicity of the simple sphere model. This model provides a basis for complementing and understanding laboratory and clinical results pertaining to radiopharmaceutical therapy.

Melt variability in percolated peridotite: an experimental study applied to reactive migration of tholeiitic basalt in the upper mantle

Melt-rock reaction in the upper mantle is recorded in a variety of ultramafic rocks and is an important process in modifying melt composition on its way from the source region towards the surface. This experimental study evaluates the compositional variability of tholeiitic basalts upon reaction with depleted peridotite at uppermost-mantle conditions. Infiltration-reaction processes are simulated by employing a three-layered set-up: primitive basaltic powder ('melt layer') is overlain by a 'peridotite layer' and a layer of vitreous carbon spheres ('melt trap'). Melt from the melt layer is forced to move through the peridotite layer into the melt trap. Experiments were conducted at 0.65 and 0.8 GPa in the temperature range 1,170-1,290 degrees C. In this P-T range, representing conditions encountered in the transition zone (thermal boundary layer) between the asthenosphere and the lithosphere underneath oceanic spreading centres, the melt is subjected to fractionation, and the peridotite is partially melting (T (s) similar to 1,260 degrees C). The effect of reaction between melt and peridotite on the melt composition was investigated across each experimental charge. Quenched melts in the peridotite layers display larger compositional variations than melt layer glasses. A difference between glasses in the melt and peridotite layer becomes more important at decreasing temperature through a combination of enrichment in incompatible elements in the melt layer and less efficient diffusive equilibration in the melt phase. At 1,290A degrees C, preferential dissolution of pyroxenes enriches the melt in silica and dilutes it in incompatible elements. Moreover, liquids become increasingly enriched in Cr(2)O(3) at higher temperatures due to the dissolution of spinel. Silica contents of liquids decrease at 1,260 degrees C, whereas incompatible elements start to concentrate in the melt due to increasing levels of crystallization. At the lowest temperatures investigated, increasing alkali contents cause silica to increase as a consequence of reactive fractionation. Pervasive percolation of tholeiitic basalt through an upper-mantle thermal boundary layer can thus impose a high-Si 'low-pressure' signature on MORB. This could explain opx + plag enrichment in shallow plagioclase peridotites and prolonged formation of olivine gabbros.

Debris flow modeling for susceptibility mapping at regional to national scale in Norway

Debris flows and related landslide processes occur in many regions all over Norway and pose a significant hazard to inhabited areas. Within the framework of the development of a national debris flows susceptibility map, we are working on a modeling approach suitable for Norway with a nationwide coverage. The discrimination of source areas is based on an index approach, which includes topographic parameters and hydrological settings. For the runout modeling, we use the Flow-R model (IGAR, University of Lausanne), which is based on combined probabilistic and energetic algorithms for the assessment of the spreading of the flow and maximum runout distances. First results for different test areas have shown that runout distances can be modeled reliably. For the selection of source areas, however, additional factors have to be considered, such as the lithological and quaternary geological setting, in order to accommodate the strong variation in debris flow activity in the different geological, geomorphological and climate regions of Norway.

Bayesian estimation of speciation and extinction from incomplete fossil occurrence data.

The temporal dynamics of species diversity are shaped by variations in the rates of speciation and extinction, and there is a long history of inferring these rates using first and last appearances of taxa in the fossil record. Understanding diversity dynamics critically depends on unbiased estimates of the unobserved times of speciation and extinction for all lineages, but the inference of these parameters is challenging due to the complex nature of the available data. Here, we present a new probabilistic framework to jointly estimate species-specific times of speciation and extinction and the rates of the underlying birth-death process based on the fossil record. The rates are allowed to vary through time independently of each other, and the probability of preservation and sampling is explicitly incorporated in the model to estimate the true lifespan of each lineage. We implement a Bayesian algorithm to assess the presence of rate shifts by exploring alternative diversification models. Tests on a range of simulated data sets reveal the accuracy and robustness of our approach against violations of the underlying assumptions and various degrees of data incompleteness. Finally, we demonstrate the application of our method with the diversification of the mammal family Rhinocerotidae and reveal a complex history of repeated and independent temporal shifts of both speciation and extinction rates, leading to the expansion and subsequent decline of the group. The estimated parameters of the birth-death process implemented here are directly comparable with those obtained from dated molecular phylogenies. Thus, our model represents a step towards integrating phylogenetic and fossil information to infer macroevolutionary processes.