Testing for sufficient information in structural VARs

We derive necessary and sufficient conditions under which a set of variables is informationally sufficient, i.e. it contains enough information to estimate the structural shocks with a VAR model. Based on such conditions, we suggest a procedure to test for informational sufficiency. Moreover, we show how to amend the VAR if informational sufficiency is rejected. We apply our procedure to a VAR including TFP, unemployment and per-capita hours worked. We find that the three variables are not informationally sufficient. When adding missing information, the effects of technology shocks change dramatically.

Molluscicidal activity of Physalis angulata L. extracts and fractions on Biomphalaria tenagophila (d'Orbigny, 1835) under laboratory conditions

The main objective of this research is to evaluate the molluscicide activity of Physalis angulata L. Biomphalaria tenagophila specimens under laboratory conditions. Extracts and fractions were supplied by the Laboratório de Química de Produtos Naturais, Farmanguinhos-Fiocruz. Experiments were performed according to the methodology described by the World Health Organization for molluscicide tests using the concentrations from 0.1 to 500 mg/l of the extracts, fractions and of a pool of physalins modified steroids present in this species. The results show that ethyl acetate and acetone extracts from the whole plant, the ethanolic extracts of the roots and the physalins pool from stems and leaves were active. Only the whole plant extracts were available in sufficient quantity for the determination of LD50 and LD90 values.

Effects of Different Postural Conditions on Handwriting Variability

During their career, forensic document examiners will inevitably be confronted with handwriting carried out under unusual conditions (UnC). A questioned document signed on top of a car or on a vertical surface like a wall are two examples. These atypical circumstances may give rise to more variability of the signatures or written words, in particular if the body was in non-traditional writing position without the traditional support. Few studies were devoted to handwriting variability under unusual writing conditions. The current study investigates whether individual variability changes with special writing conditions. In a previous study (Sciacca & al, 2009), we found that eight repetitions were sufficient to obtain a correct estimation of the variance. In the present study, twelve subjects were asked to write two word sets eight times in upper and eight times in lower case, under different conditions : sitting and writing on a horizontal (usual condition UC) or vertical support; and standing, kneeling or laying while writing on a horizontal or vertical support (unusual conditions UnC). Words were written on a pen tablet, normalized in space and time and then averaged. The variance of the eight words was measured under all conditions. Results showed only an increase in variability under the laying and kneeling / vertical UnC. Within the five other postural conditions tested, handwriting was shown to be very stable.

On Certain Greedoid Polyhedra, Partially Indexable Scheduling Problems, and Extended Restless Bandit Allocation Indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid (whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then the problem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

On the Individual Optimality of Economic Integration

Ce document est une version antérieure du document "On the Individual Optimality of Economic Integration", nov. 2015 : http://hdl.handle.net/1866/12794

Malek Bennabi (1905 – 1973 É.C.) et les conditions d’une nouvelle renaissance de la société arabo-musulmane

Né à Constantine en 1905 É.C., décédé à Alger en 1973 É.C., Malek Bennabi ce penseur algérien et réformateur musulman peu connu, s’est attaché durant sa vie, à étudier et analyser les problèmes liés à la civilisation du Monde arabo-musulman. Ingénieur sorti de l’Ecole Polytechnique de Paris, Malek Bennabi a jumelé deux cultures différentes : la culture islamique et la culture occidentale.C'est pour cette raison que ses analyses sont ornées d'expertise et d'expérience, d'innovation et d'émancipation. Sa réflexion est pleine d'animation, il a plus d'une vingtaine d'ouvrages, traitant des thèmes variés : la civilisation, le dialogue civilisationnel, la culture, l'idéologie, les problèmes de société, l’orientalisme, la démocratie, le système colonial ainsi que de sujets relatifs au phénomène coranique. À travers ses écrits, il s’attache à étudier et à analyser les raisons de la stagnation de la Société arabo-musulmane et les conditions d’une nouvelle renaissance. Malek Bennabi, s’attèle à tenter d’éveiller les consciences pour une renaissance de cette société. Ayant vécu l’expérience coloniale et post – coloniale dans son pays, Malek Bennabi demeurera tourmenté par les obstacles de développement. Pour lui l’accession à l’indépendance et la construction d’un État moderne n’auront pas suffi à arracher la société au sous-développement économique, social et culturel. En effectuant une relecture du patrimoine islamique, tout comme l’ont fait deux penseurs décédés récemment : Al Djâbiri et Mohamed Arkoun. Malek Bennabi cherchait à offrir une énergie sociale capable à arracher les sociétés arabo-musulmanes de leur sous-développement et décadence. C’est sous cet angle, que nous allons, dans ce mémoire, mener notre réflexion en l’articulant autour de la problématique centrale qui traverse la pensée de Malek Bennabi, à savoir celle du renouveau de la société islamique marquée par une grande diversité. Nous allons tenter de répondre à plusieurs questions, dont la principale est la suivante : est-ce que Malek Bennabi a présenté, à travers ses idées, de la nouveauté pour changer la réalité arabo-musulmane?

On the individual optimality of economic integration

Which countries find it optimal to form an economic union? We emphasize the risk-sharing benefits of economic integration. Consider an endowment world economy model, where international financial markets are incomplete and contracts not enforceable. A union solves both frictions among member countries. We uncover conditions on initial incomes and net foreign assets of potential union members such that forming a union is welfare-improving over standing alone in the world economy. Consistently with evidence on economic integration, unions in our model occur (i) relatively infrequently, and (ii) emerge more likely among homogeneous countries, and (iii) rich countries.

On the individual optimality of economic integration

Ce document est une version mise-à-jour du document "On the individual optimality of economic integration", mars 2011 : http://hdl.handle.net/1866/4829

Studies on arbuscular mycorrhiza (AM) in the Alentejo (Portugal) using pea mutants resistant to AM fungi as a control tool for field conditions

The utilization and management of arbuscular mycorrhiza (AM) symbiosis may improve production and sustainability of the cropping system. For this purpose, native AM fungi (AMF) were sought and tested for their efficiency to increase plant growth by enhanced P uptake and by alleviation of drought stress. Pot experiments with safflower (Carthamus tinctorius) and pea (Pisum sativum) in five soils (mostly sandy loamy Luvisols) and field experiments with peas were carried out during three years at four different sites. Host plants were grown in heated soils inoculated with AMF or the respective heat sterilized inoculum. In the case of peas, mutants resistant to AMF colonization were used as non-mycorrhizal controls. The mycorrhizal impact on yields and its components, transpiration, and P and N uptake was studied in several experiments, partly under varying P and N levels and water supply. Screening of native AMF by most probable number bioassays was not very meaningful. Soil monoliths were placed in the open to simulate field conditions. Inoculation with a native AMF mix improved grain yield, shoot and leaf growth variables as compared to control. Exposed to drought, higher soil water depletion of mycorrhizal plants resulted in a haying-off effect. The growth response to this inoculum could not be significantly reproduced in a subsequent open air pot experiment at two levels of irrigation and P fertilization, however, safflower grew better at higher P and water supply by multiples. The water use efficiency concerning biomass was improved by the AMF inoculum in the two experiments. Transpiration rates were not significantly affected by AM but as a tendency were higher in non-mycorrhizal safflower. A fundamental methodological problem in mycorrhiza field research is providing an appropriate (negative) control for the experimental factor arbuscular mycorrhiza. Soil sterilization or fungicide treatment have undesirable side effects in field and greenhouse settings. Furthermore, artificial rooting, temperature and light conditions in pot experiments may interfere with the interpretation of mycorrhiza effects. Therefore, the myc- pea mutant P2 was tested as a non-mycorrhizal control in a bioassay to evaluate AMF under field conditions in comparison to the symbiotic isogenetic wild type of var. FRISSON as a new integrative approach. However, mutant P2 is also of nod- phenotype and therefore unable to fix N2. A 3-factorial experiment was carried out in a climate chamber at high NPK fertilization to examine the two isolines under non-symbiotic and symbiotic conditions. P2 achieved the same (or higher) biomass as wild type both under good and poor water supply. However, inoculation with the AMF Glomus manihot did not improve plant growth. Differences of grain and straw yields in field trials were large (up to 80 per cent) between those isogenetic pea lines mainly due to higher P uptake under P and water limited conditions. The lacking N2 fixation in mutants was compensated for by high mineral N supply as indicated by the high N status of the pea mutant plants. This finding was corroborated by the results of a major field experiment at three sites with two levels of N fertilization. The higher N rate did not affect grain or straw yields of the non-fixing mutants. Very efficient AMF were detected in a Ferric Luvisol on pasture land as revealed by yield levels of the evaluation crop and by functional vital staining of highly colonized roots. Generally, levels of grain yield were low, at between 40 and 980 kg ha-1. An additional pot trial was carried out to elucidate the strong mycorrhizal effect in the Ferric Luvisol. A triplication of the plant equivalent field P fertilization was necessary to compensate for the mycorrhizal benefit which was with five times higher grain yield very similar to that found in the field experiment. However, the yield differences between the two isolines were not always plausible as the evaluation variable because they were also found in (small) field test trials with apparently sufficient P and N supply and in a soil of almost no AMF potential. This similarly occurred for pea lines of var. SPARKLE and its non-fixing mycorrhizal (E135) and non-symbiotic (R25) isomutants, which were tested in order to exclude experimentally undesirable benefits by N2 fixation. In contrast to var. FRISSON, SPARKLE was not a suitable variety for Mediterranean field conditions. This raises suspicion putative genetic defects other than symbiotic ones may be effective under field conditions, which would conflict with the concept of an appropriate control. It was concluded that AMF resistant plants may help to overcome fundamental problems of present research on arbuscular mycorrhiza, but may create new ones.

Effect of environmental conditions on the N uptake route of soil microorganisms and adaption of a method to determine amino acid oxidase in soil

Soil microorganisms have evolved two possible mechanisms for their uptake of organic N: the direct route and the mobilization-immobilization-turnover (MIT) route. In the direct route, simple organic molecules are taken up via various mechanisms directly into the cell. In the MIT route, the deamination occurs outside the cell and all N is mineralized to NH4+ before assimilation. A better understanding of the mechanisms controlling the different uptake routes of soil microorganisms under different environmental conditions is crucial for understanding mineralization processes of organic material in soil. For the first experiment we incubated soil samples from the long term trial in Bad Lauchstädt with corn residues with different C to N ratios and inorganic N for 21 days at 20 °C. Under the assumption that all added amino acids were taken up or mineralized, the direct uptake route was more important in soil amended with corn residues with a wide C to N ratio. After 21 days of incubation the direct uptake of added amino acids increased in the order addition of corn residue with a: “C to N ratio of 40 & (NH4)2SO4 and no addition (control)” (69% and 68%, respectively) < “C to N ratio of 20” (73%) < “C to N ratio of 40” (95%). In all treatments the proportion of the added amino acids that were mineralized increased with time, indicating that the MIT route became more important over time. To investigate the effects of soil depth on the N uptake route of soil microorganisms (experiment II), soil samples in two soil depths (0-5 cm; 30-40 cm) were incubated with corn residues with different C to N ratios and inorganic N for 21 days at 20 °C and 60% (WHC). The addition of corn residue resulted in a marked increase of protease activity in both depths due to the induction from the added substrate. Addition of corn residue with a wide C to N ratio resulted in a significantly greater part of the direct uptake (97% and 94%) than without the addition of residues (85% and 80%) or addition of residue with a small C to N ratio (90% and 84%) or inorganic N (91% and 79% in the surface soil and subsoil, respectively), suggesting that under conditions of sufficient mineralizable N (C to N ratio of 20) or increased concentrations of NH4+, the enzyme system involved in the direct uptake is slightly repressed. Substrate additions resulted in an initially significantly higher increase of the direct uptake in the surface soil than in the subsoil. As a large proportion of the organic N input into soil is in form of proteinaceous material, the deamination of amino acids is a key reaction of the MIT route. Therefore the enzyme amino acid oxidase contribute to the extracellular N mineralization in soil. The objective of experiment III was to adapt a method to determine amino acid oxidase in soil. The detection via synthetic fluorescent Lucifer Yellow derivatives of the amino acid lysine is possible in soil. However, it was not possible to find the substrate concentration at which the reaction rate is independent of substrate concentration and therefore we were not able to develop a valid soil enzyme assay.

Conditions for Viewpoint Dependent Face Recognition

Poggio and Vetter (1992) showed that learning one view of a bilaterally symmetric object could be sufficient for its recognition, if this view allows the computation of a symmetric, "virtual," view. Faces are roughly bilaterally symmetric objects. Learning a side-view--which always has a symmetric view--should allow for better generalization performances than learning the frontal view. Two psychophysical experiments tested these predictions. Stimuli were views of shaded 3D models of laser-scanned faces. The first experiment tested whether a particular view of a face was canonical. The second experiment tested which single views of a face give rise to best generalization performances. The results were compatible with the symmetry hypothesis: Learning a side view allowed better generalization performances than learning the frontal view.

M-estimator, and D-optimality model construction using orthogonal forward regression

This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.

The persistence of solar activity indicators and the descent of the sun into Maunder Minimum conditions

The recent low and prolonged minimum of the solar cycle, along with the slow growth in activity of the new cycle, has led to suggestions that the Sun is entering a Grand Solar Minimum (GSMi), potentially as deep as the Maunder Minimum (MM). This raises questions about the persistence and predictability of solar activity. We study the autocorrelation functions and predictability R^2_L(t) of solar indices, particularly group sunspot number R_G and heliospheric modulation potential phi for which we have data during the descent into the MM. For R_G and phi, R^2_L (t) > 0.5 for times into the future of t = 4 and 3 solar cycles, respectively: sufficient to allow prediction of a GSMi onset. The lower predictability of sunspot number R_Z is discussed. The current declines in peak and mean R_G are the largest since the onset of the MM and exceed those around 1800 which failed to initiate a GSMi.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.