The private memory of aggregate shocks

We study constrained efficient aggregate risk sharing and its consequence for the behavior of macro-aggregates in a dynamic Mirrlees’s (1971) setting. Privately observed idiosyncratic productivity shocks are assumed to be independent of i.i.d. publicly observed aggregate shocks. Yet, private allocations display memory with respect to past aggregate shocks, when idosyncratic shocks are also i.i.d.. Under a mild restriction on the nature of optimal allocations the result extends to more persistent idiosyncratic shocks, for all but the limit at which idiosyncratic risk disappears, and the model collapses to a pure heterogeneity repeated Mirrlees economy identical to Werning [2007]. When preferences are iso-elastic we show that an allocation is memoryless only if it displays a strong form of separability with respect to aggregate shocks. Separability characterizes the pure heterogeneity limit as well as the general case with log preferences. With less than full persistence and risk aversion different from unity both memory and non-separability characterize optimal allocations. Exploiting the fact that non-separability is associated with state-varying labor wedges, we apply a business cycle accounting procedure (e.g. Chari et al. [2007]) to the aggregate data generated by the model. We show that, whenever risk aversion is great than one our model produces efficient counter-cyclical labor wedges.

Spatial Distribution of Seropositive Dogs to Leptospira spp. and Evaluation of Leptospirosis Risk Factors Using a Decision Tree

Background: Leptospirosis is an important zoonotic disease associated with poor areas of urban settings of developing countries and early diagnosis and prompt treatment may prevent disease. Although rodents are reportedly considered the main reservoirs of leptospirosis, dogs may develop the disease, may become asymptomatic carriers and may be used as sentinels for disease epidemiology. The use of Geographical Information Systems (GIS) combined with spatial analysis techniques allows the mapping of the disease and the identification and assessment of health risk factors. Besides the use of GIS and spatial analysis, the technique of data mining, decision tree, can provide a great potential to find a pattern in the behavior of the variables that determine the occurrence of leptospirosis. The objective of the present study was to apply Geographical Information Systems and data prospection (decision tree) to evaluate the risk factors for canine leptospirosis in an area of Curitiba, PR.Materials, Methods & Results: The present study was performed on the Vila Pantanal, a urban poor community in the city of Curitiba. A total of 287 dog blood samples were randomly obtained house-by-house in a two-day sampling on January 2010. In addition, a questionnaire was applied to owners at the time of sampling. Geographical coordinates related to each household of tested dog were obtained using a Global Positioning System (GPS) for mapping the spatial distribution of reagent and non-reagent dogs to leptospirosis. For the decision tree, risk factors included results of microagglutination test (MAT) from the serum of dogs, previous disease on the household, contact with rats or other dogs, dog breed, outdoors access, feeding, trash around house or backyard, open sewer proximity and flooding. A total of 189 samples (about 2/3 of overall samples) were randomly selected for the training file and consequent decision rules. The remained 98 samples were used for the testing file. The seroprevalence showed a pattern of spatial distribution that involved all the Pantanal area, without agglomeration of reagent animals. In relation to data mining, from 189 samples used in decision tree, a total of 165 (87.3%) animal samples were correctly classified, generating a Kappa index of 0.413. A total of 154 out of 159 (96.8%) samples were considered non-reagent and were correctly classified and only 5/159 (3.2%) were wrongly identified. on the other hand, only 11 (36.7%) reagent samples were correctly classified, with 19 (63.3%) samples failing diagnosis.Discussion: The spatial distribution that involved all the Pantanal area showed that all the animals in the area are at risk of contamination by Leptospira spp. Although most samples had been classified correctly by the decision tree, a degree of difficulty of separability related to seropositive animals was observed, with only 36.7% of the samples classified correctly. This can occur due to the fact of seronegative animals number is superior to the number of seropositive ones, taking the differences in the pattern of variable behavior. The data mining helped to evaluate the most important risk factors for leptospirosis in an urban poor community of Curitiba. The variables selected by decision tree reflected the important factors about the existence of the disease (default of sewer, presence of rats and rubbish and dogs with free access to street). The analyses showed the multifactorial character of the epidemiology of canine leptospirosis.

Multiscale Fractal Descriptors and Polynomial Classifier for Partial Pixels Identification in Regions of Interest of Mammographic Images

Computer systems are used to support breast cancer diagnosis, with decisions taken from measurements carried out in regions of interest (ROIs). We show that support decisions obtained from square or rectangular ROIs can to include background regions with different behavior of healthy or diseased tissues. In this study, the background regions were identified as Partial Pixels (PP), obtained with a multilevel method of segmentation based on maximum entropy. The behaviors of healthy, diseased and partial tissues were quantified by fractal dimension and multiscale lacunarity, calculated through signatures of textures. The separability of groups was achieved using a polynomial classifier. The polynomials have powerful approximation properties as classifiers to treat characteristics linearly separable or not. This proposed method allowed quantifying the ROIs investigated and demonstrated that different behaviors are obtained, with distinctions of 90% for images obtained in the Cranio-caudal (CC) and Mediolateral Oblique (MLO) views.

Quantum section method for the soft stadium

The soft stadium is defined by a monomial potential with exponent α as a parameter, such that α → ∞ corresponds to the billiard. The practical use of the quantum section method depends only on the partial separability of the system on both sides of the section, which holds for all α's. In particular, for α = 1.0, the system becomes globally separable, allowing for a general test of the method. For various values of the parameter, we also tested the use of the asymptotic WKB-type approximation in the construction of Green's functions and asymptotic overlap integrals to obtain higher energy eigenvalues. We show these approximations to be reliable. © 2000 Elsevier Science B.V. All rights reserved.

Parkinson's disease identification through Optimum-Path Forest

Artificial intelligence techniques have been extensively used for the identification of several disorders related with the voice signal analysis, such as Parkinson's disease (PD). However, some of these techniques flaw by assuming some separability in the original feature space or even so in the one induced by a kernel mapping. In this paper we propose the PD automatic recognition by means of Optimum-Path Forest (OPF), which is a new recently developed pattern recognition technique that does not assume any shape/separability of the classes/feature space. The experiments showed that OPF outperformed Support Vector Machines, Artificial Neural Networks and other commonly used supervised classification techniques for PD identification. © 2010 IEEE.

Improving image classification through descriptor combination

The efficiency in image classification tasks can be improved using combined information provided by several sources, such as shape, color, and texture visual properties. Although many works proposed to combine different feature vectors, we model the descriptor combination as an optimization problem to be addressed by evolutionary-based techniques, which compute distances between samples that maximize their separability in the feature space. The robustness of the proposed technique is assessed by the Optimum-Path Forest classifier. Experiments showed that the proposed methodology can outperform individual information provided by single descriptors in well-known public datasets. © 2012 IEEE.

Análise da potencialidade a condução do BDT através da densidade eletrônica de estados via tight binding e desenvolvimento de software (B3J)

Neste trabalho nos propomos a fazer um estudo acerca da potencialidade de condução eletrônica no polímero BDT (1,3-benzoditiol 4H-ciclopenta[2,1-b:3,4b’]). O estudo usual de polímeros conjugados é feito de modo a obter sua densidade de estados com diversos tipos e níveis de dopagem. O método de Huckel é o mais utilizado e se baseia na separabilidade das ligações sigma e pi que é possível quando a molécula estudada é plana. Os polímeros conjugados são em sua maioria planos e estão inseridos nesta aproximação. O monômero do BDT apresenta sua geometria fora do plano por apresentar ligações com orbitais sp3. Para contornar esse problema foi desenvolvido o programa B3J, que considera todos os orbitais de valencia (s, px, py e pz). O programa B3J calcula a densidade de estados de sistemas poliméricos. O estudo das bandas do BDT foi feito com este software. Calculamos a densidade de estados do sistema neutro e com diversos níveis de dopagem, com distribuição aleatória e ordenada dos defeitos, dopagem do tipo n e do tipo p. O comportamento do quadrado do coeficiente da expansão da função de onda foi obtido para polímeros de até 20 monômeros. Estes cálculos foram obtidos com geometrias dos métodos AM1 e PM3. Obtivemos os espectros de absorção de oligômeros a fim de inferir seu comportamento para um polímero. Foram utilizados cálculos de otimização de geometria através dos métodos semi-empíricos AM1 e PM3 e ZINDO/S e o método DFT. Em outro objetivo desta monografia há o estudo do aproveitamento de tetrâmeros de BDT como dispositivos eletrônicos. Tais oligômeros foram otimizados em diversos valores de potencial elétrico, com a inserção em suas cadeias de moléculas doadoras e aceitadoras para induzir um aumento no momento de dipolo da mesma.

HTS and HTSn: New shape descriptors based on Hough transform statistics

With the widespread proliferation of computers, many human activities entail the use of automatic image analysis. The basic features used for image analysis include color, texture, and shape. In this paper, we propose a new shape description method, called Hough Transform Statistics (HTS), which uses statistics from the Hough space to characterize the shape of objects or regions in digital images. A modified version of this method, called Hough Transform Statistics neighborhood (HTSn), is also presented. Experiments carried out on three popular public image databases showed that the HTS and HTSn descriptors are robust, since they presented precision-recall results much better than several other well-known shape description methods. When compared to Beam Angle Statistics (BAS) method, a shape description method that inspired their development, both the HTS and the HTSn methods presented inferior results regarding the precision-recall criterion, but superior results in the processing time and multiscale separability criteria. The linear complexity of the HTS and the HTSn algorithms, in contrast to BAS, make them more appropriate for shape analysis in high-resolution image retrieval tasks when very large databases are used, which are very common nowadays. (C) 2014 Elsevier Inc. All rights reserved.

On the quantumness of correlations in nuclear magnetic resonance

Nuclear magnetic resonance (NMR) was successfully employed to test several protocols and ideas in quantum information science. In most of these implementations, the existence of entanglement was ruled out. This fact introduced concerns and questions about the quantum nature of such bench tests. In this paper, we address some issues related to the non-classical aspects of NMR systems. We discuss some experiments where the quantum aspects of this system are supported by quantum correlations of separable states. Such quantumness, beyond the entanglement-separability paradigm, is revealed via a departure between the quantum and the classical versions of information theory. In this scenario, the concept of quantum discord seems to play an important role. We also present an experimental implementation of an analogue of the single-photon Mach-Zehnder interferometer employing two nuclear spins to encode the interferometric paths. This experiment illustrates how non-classical correlations of separable states may be used to simulate quantum dynamics. The results obtained are completely equivalent to the optical scenario, where entanglement (between two field modes) may be present.

Variance Reduction in Analytical Chemistry : New Numerical Methods in Chemometrics and Molecular Simulation

This thesis is based on five papers addressing variance reduction in different ways. The papers have in common that they all present new numerical methods. Paper I investigates quantitative structure-retention relationships from an image processing perspective, using an artificial neural network to preprocess three-dimensional structural descriptions of the studied steroid molecules. Paper II presents a new method for computing free energies. Free energy is the quantity that determines chemical equilibria and partition coefficients. The proposed method may be used for estimating, e.g., chromatographic retention without performing experiments. Two papers (III and IV) deal with correcting deviations from bilinearity by so-called peak alignment. Bilinearity is a theoretical assumption about the distribution of instrumental data that is often violated by measured data. Deviations from bilinearity lead to increased variance, both in the data and in inferences from the data, unless invariance to the deviations is built into the model, e.g., by the use of the method proposed in paper III and extended in paper IV. Paper V addresses a generic problem in classification; namely, how to measure the goodness of different data representations, so that the best classifier may be constructed. Variance reduction is one of the pillars on which analytical chemistry rests. This thesis considers two aspects on variance reduction: before and after experiments are performed. Before experimenting, theoretical predictions of experimental outcomes may be used to direct which experiments to perform, and how to perform them (papers I and II). After experiments are performed, the variance of inferences from the measured data are affected by the method of data analysis (papers III-V).

Seizure prediction and control in epilepsy

The first part of my thesis presents an overview of the different approaches used in the past two decades in the attempt to forecast epileptic seizure on the basis of intracranial and scalp EEG. Past research could reveal some value of linear and nonlinear algorithms to detect EEG features changing over different phases of the epileptic cycle. However, their exact value for seizure prediction, in terms of sensitivity and specificity, is still discussed and has to be evaluated. In particular, the monitored EEG features may fluctuate with the vigilance state and lead to false alarms. Recently, such a dependency on vigilance states has been reported for some seizure prediction methods, suggesting a reduced reliability. An additional factor limiting application and validation of most seizure-prediction techniques is their computational load. For the first time, the reliability of permutation entropy [PE] was verified in seizure prediction on scalp EEG data, contemporarily controlling for its dependency on different vigilance states. PE was recently introduced as an extremely fast and robust complexity measure for chaotic time series and thus suitable for online application even in portable systems. The capability of PE to distinguish between preictal and interictal state has been demonstrated using Receiver Operating Characteristics (ROC) analysis. Correlation analysis was used to assess dependency of PE on vigilance states. Scalp EEG-Data from two right temporal epileptic lobe (RTLE) patients and from one patient with right frontal lobe epilepsy were analysed. The last patient was included only in the correlation analysis, since no datasets including seizures have been available for him. The ROC analysis showed a good separability of interictal and preictal phases for both RTLE patients, suggesting that PE could be sensitive to EEG modifications, not visible on visual inspection, that might occur well in advance respect to the EEG and clinical onset of seizures. However, the simultaneous assessment of the changes in vigilance showed that: a) all seizures occurred in association with the transition of vigilance states; b) PE was sensitive in detecting different vigilance states, independently of seizure occurrences. Due to the limitations of the datasets, these results cannot rule out the capability of PE to detect preictal states. However, the good separability between pre- and interictal phases might depend exclusively on the coincidence of epileptic seizure onset with a transition from a state of low vigilance to a state of increased vigilance. The finding of a dependency of PE on vigilance state is an original finding, not reported in literature, and suggesting the possibility to classify vigilance states by means of PE in an authomatic and objectic way. The second part of my thesis provides the description of a novel behavioral task based on motor imagery skills, firstly introduced (Bruzzo et al. 2007), in order to study mental simulation of biological and non-biological movement in paranoid schizophrenics (PS). Immediately after the presentation of a real movement, participants had to imagine or re-enact the very same movement. By key release and key press respectively, participants had to indicate when they started and ended the mental simulation or the re-enactment, making it feasible to measure the duration of the simulated or re-enacted movements. The proportional error between duration of the re-enacted/simulated movement and the template movement were compared between different conditions, as well as between PS and healthy subjects. Results revealed a double dissociation between the mechanisms of mental simulation involved in biological and non-biologial movement simulation. While for PS were found large errors for simulation of biological movements, while being more acurate than healthy subjects during simulation of non-biological movements. Healthy subjects showed the opposite relationship, making errors during simulation of non-biological movements, but being most accurate during simulation of non-biological movements. However, the good timing precision during re-enactment of the movements in all conditions and in both groups of participants suggests that perception, memory and attention, as well as motor control processes were not affected. Based upon a long history of literature reporting the existence of psychotic episodes in epileptic patients, a longitudinal study, using a slightly modified behavioral paradigm, was carried out with two RTLE patients, one patient with idiopathic generalized epilepsy and one patient with extratemporal lobe epilepsy. Results provide strong evidence for a possibility to predict upcoming seizures in RTLE patients behaviorally. In the last part of the thesis it has been validated a behavioural strategy based on neurobiofeedback training, to voluntarily control seizures and to reduce there frequency. Three epileptic patients were included in this study. The biofeedback was based on monitoring of slow cortical potentials (SCPs) extracted online from scalp EEG. Patients were trained to produce positive shifts of SCPs. After a training phase patients were monitored for 6 months in order to validate the ability of the learned strategy to reduce seizure frequency. Two of the three refractory epileptic patients recruited for this study showed improvements in self-management and reduction of ictal episodes, even six months after the last training session.

Kristallisation der Arbutin-Synthase und der Strictosidin Glukosidase - zwei Enzyme aus dem sekundären Glykosidstoffwechsel von Rauvolfia serpentina

Kristallisation der Arbutin-Synthase und der Strictosidin Glukosidase - zwei Enzyme aus dem sekundären Glykosidstoffwechsel von Rauvolfia serpentina Die vorliegende Arbeit befasst sich mit der Kristallisation und der strukturellen Auswertung der Arbutin-Synthase (AS) und der Strictosidin Glukosidase (SG). Beide Enzyme stammen aus der Medizinalpflanze Rauvolfia serpentina. Für die Kristallisation der Arbutin-Synthase wurden ca. 2500 verschiedene Beding-ungen experimentell untersucht. Für einige dieser Experimente wurde das Enzym molekularbiologisch und chemisch verändert. Trotzdem konnten keine Kristalle erhalten werden. Die bei diesen Veränderungen erhaltenen Ergebnisse wurden anhand von Vergleichen mit Strukturen anderer Glykosyltransferasen der gleichen Familie analysiert. Bei der Reinigung der AS konnte mit verschiedenen Trennsystemen nie eine homogene Lösung produziert werden. Der wahrscheinliche Grund für diese schlechte Isolierbarkeit, und damit der wahrscheinliche Grund für die schwierige Kris-tallisation, liegt in der überdurchschnittlich hohen Anzahl an Cysteinen in der Proteinsequenz. Mit den Aminosäuren Cys171, Cys253 und Cys461 wurden drei Cysteine gefunden, die einem Strukturvergleich nach an der Proteinoberfläche liegen und möglicherweise durch Quervernetzungen mit anderen Proteinmolekülen ein heterogenes Gemisch bilden, das nicht geordnet kristallisieren kann. Durch gezielte Mutationen dieser drei Aminosäuren könnte die Kristallisation zukünftig ermöglicht werden. Für die SG waren bereits Bedingungen bekannt bei denen nicht vermessbare Enzymkristalle (Nadeln) wuchsen. In weit gefächerten Versuchen konnten diese Kristalle jedoch nicht zu 3D-Wachstum angeregt werden. Es wurden mit einem HTS-Screening neue Bedingungen zur Kristallisation gefunden. Anschließend konnten die native Struktur und der Strictosidin/Enzym-Komplex vermessen und aufgeklärt werden. Die SG gehört zur Familie 1 der Glukosidasen (GH-1) und besitzt die in dieser Familie konservierte (beta/alpha)8-Barrel-Faltung. Im Vergleich mit 16 bekannten Glykosidasen der Familie GH-1 wurde die Substratbindung untersucht. Dabei wurde die in der Familie konservierte Zuckerbindung vorgefunden, jedoch große Unterschiede in der Aglykonbindung entdeckt. Es wurden Bedingungen für die Konformationsänderung des Trp388 erkannt. Diese Konformationsänderung dirigiert den Aglykonteil des Substrates auf verschiedene Seiten der Substratbindungstasche und teilt so die Familie GH-1 in zwei Gruppen.

Enhancing BOLD response in the auditory system by neurophysiologically tuned fMRI sequence

Auditory neuroscience has not tapped fMRI's full potential because of acoustic scanner noise emitted by the gradient switches of conventional echoplanar fMRI sequences. The scanner noise is pulsed, and auditory cortex is particularly sensitive to pulsed sounds. Current fMRI approaches to avoid stimulus-noise interactions are temporally inefficient. Since the sustained BOLD response to pulsed sounds decreases with repetition rate and becomes minimal with unpulsed sounds, we developed an fMRI sequence emitting continuous rather than pulsed gradient sound by implementing a novel quasi-continuous gradient switch pattern. Compared to conventional fMRI, continuous-sound fMRI reduced auditory cortex BOLD baseline and increased BOLD amplitude with graded sound stimuli, short sound events, and sounds as complex as orchestra music with preserved temporal resolution. Response in subcortical auditory nuclei was enhanced, but not the response to light in visual cortex. Finally, tonotopic mapping using continuous-sound fMRI demonstrates that enhanced functional signal-to-noise in BOLD response translates into improved spatial separability of specific sound representations.

Enantioselective analysis of ketamine and its metabolites in equine plasma and urine by CE with multiple isomer sulfated beta-CD

CE with multiple isomer sulfated beta-CD as the chiral selector was assessed for the simultaneous analysis of the enantiomers of ketamine and metabolites in extracts of equine plasma and urine. Different lots of the commercial chiral selector provided significant changes in enantiomeric ketamine separability, a fact that can be related to the manufacturing variability. A mixture of two lots was found to provide high-resolution separations and interference-free detection of the enantiomers of ketamine, norketamine, dehydronorketamine, and an incompletely identified hydroxylated metabolite of norketamine in liquid/liquid extracts of the two body fluids. Ketamine, norketamine, and dehydronorketamine could be unambiguously identified via HPLC fractionation of urinary extracts and using LC-MS and LC-MS/MS with 1 mmu mass discrimination. The CE assay was used to characterize the stereoselectivity of the compounds' enantiomers in the samples of five ponies anesthetized with isoflurane in oxygen and treated with intravenous continuous infusion of racemic ketamine. The concentrations of the ketamine enantiomers in plasma are equal, whereas the urinary amount of R-ketamine is larger than that of S-ketamine. Plasma and urine contain higher S- than R-norketamine levels and the mean S-/R-enantiomer ratios of dehydronorketamine in plasma and urine are lower than unity and similar.

Topological invariance and spatial scaling of surface roughness in two highly eroded zones of Mexico: a comparative study

The Fractal Image Informatics toolbox (Oleschko et al., 2008 a; Torres-Argüelles et al., 2010) was applied to extract, classify and model the topological structure and dynamics of surface roughness in two highly eroded catchments of Mexico. Both areas are affected by gully erosion (Sidorchuk, 2005) and characterized by avalanche-like matter transport. Five contrasting morphological patterns were distinguished across the slope of the bare eroded surface of Faeozem (Queretaro State) while only one (apparently independent on the slope) roughness pattern was documented for Andosol (Michoacan State). We called these patterns ?the roughness clusters? and compared them in terms of metrizability, continuity, compactness, topological connectedness (global and local) and invariance, separability, and degree of ramification (Weyl, 1937). All mentioned topological measurands were correlated with the variance, skewness and kurtosis of the gray-level distribution of digital images. The morphology0 spatial dynamics of roughness clusters was measured and mapped with high precision in terms of fractal descriptors. The Hurst exponent was especially suitable to distinguish between the structure of ?turtle shell? and ?ramification? patterns (sediment producing zone A of the slope); as well as ?honeycomb? (sediment transport zone B) and ?dinosaur steps? and ?corals? (sediment deposition zone C) roughness clusters. Some other structural attributes of studied patterns were also statistically different and correlated with the variance, skewness and kurtosis of gray distribution of multiscale digital images. The scale invariance of classified roughness patterns was documented inside the range of five image resolutions. We conjectured that the geometrization of erosion patterns in terms of roughness clustering might benefit the most semi-quantitative models developed for erosion and sediment yield assessments (de Vente and Poesen, 2005).