984 resultados para Dynamic Conditional Correlation
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The asphalt concrete (AC) dynamic modulus (|E*|) is a key design parameter in mechanistic-based pavement design methodologies such as the American Association of State Highway and Transportation Officials (AASHTO) MEPDG/Pavement-ME Design. The objective of this feasibility study was to develop frameworks for predicting the AC |E*| master curve from falling weight deflectometer (FWD) deflection-time history data collected by the Iowa Department of Transportation (Iowa DOT). A neural networks (NN) methodology was developed based on a synthetically generated viscoelastic forward solutions database to predict AC relaxation modulus (E(t)) master curve coefficients from FWD deflection-time history data. According to the theory of viscoelasticity, if AC relaxation modulus, E(t), is known, |E*| can be calculated (and vice versa) through numerical inter-conversion procedures. Several case studies focusing on full-depth AC pavements were conducted to isolate potential backcalculation issues that are only related to the modulus master curve of the AC layer. For the proof-of-concept demonstration, a comprehensive full-depth AC analysis was carried out through 10,000 batch simulations using a viscoelastic forward analysis program. Anomalies were detected in the comprehensive raw synthetic database and were eliminated through imposition of certain constraints involving the sigmoid master curve coefficients. The surrogate forward modeling results showed that NNs are able to predict deflection-time histories from E(t) master curve coefficients and other layer properties very well. The NN inverse modeling results demonstrated the potential of NNs to backcalculate the E(t) master curve coefficients from single-drop FWD deflection-time history data, although the current prediction accuracies are not sufficient to recommend these models for practical implementation. Considering the complex nature of the problem investigated with many uncertainties involved, including the possible presence of dynamics during FWD testing (related to the presence and depth of stiff layer, inertial and wave propagation effects, etc.), the limitations of current FWD technology (integration errors, truncation issues, etc.), and the need for a rapid and simplified approach for routine implementation, future research recommendations have been provided making a strong case for an expanded research study.
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We present here a dynamic model of functional equilibrium between keratinocyte stem cells, transit amplifying populations and cells that are reversibly versus irreversibly committed to differentiation. According to this model, the size of keratinocyte stem cell populations can be controlled at multiple levels, including relative late steps in the sequence of events leading to terminal differentiation and by the influences of a heterogeneous extra-cellular environment. We discuss how work in our laboratory, on the interconnection between the cyclin/CDK inhibitor p21WAF1/Cip1 and the Notch1 signaling pathways, provides strong support to this dynamic model of stem cell versus committed and/or differentiated keratinocyte populations.
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Aims: Plasma concentrations of imatinib differ largely between patients despite same dosage, owing to large inter-individual variability in pharmacokinetic (PK) parameters. As the drug concentration at the end of the dosage interval (Cmin) correlates with treatment response and tolerability, monitoring of Cmin is suggested for therapeutic drug monitoring (TDM) of imatinib. Due to logistic difficulties, random sampling during the dosage interval is however often performed in clinical practice, thus rendering the respective results not informative regarding Cmin values.Objectives: (I) To extrapolate randomly measured imatinib concentrations to more informative Cmin using classical Bayesian forecasting. (II) To extend the classical Bayesian method to account for correlation between PK parameters. (III) To evaluate the predictive performance of both methods.Methods: 31 paired blood samples (random and trough levels) were obtained from 19 cancer patients under imatinib. Two Bayesian maximum a posteriori (MAP) methods were implemented: (A) a classical method ignoring correlation between PK parameters, and (B) an extended one accounting for correlation. Both methods were applied to estimate individual PK parameters, conditional on random observations and covariate-adjusted priors from a population PK model. The PK parameter estimates were used to calculate trough levels. Relative prediction errors (PE) were analyzed to evaluate accuracy (one-sample t-test) and to compare precision between the methods (F-test to compare variances).Results: Both Bayesian MAP methods allowed non-biased predictions of individual Cmin compared to observations: (A) - 7% mean PE (CI95% - 18 to 4 %, p = 0.15) and (B) - 4% mean PE (CI95% - 18 to 10 %, p = 0.69). Relative standard deviations of actual observations from predictions were 22% (A) and 30% (B), i.e. comparable to the intraindividual variability reported. Precision was not improved by taking into account correlation between PK parameters (p = 0.22).Conclusion: Clinical interpretation of randomly measured imatinib concentrations can be assisted by Bayesian extrapolation to maximum likelihood Cmin. Classical Bayesian estimation can be applied for TDM without the need to include correlation between PK parameters. Both methods could be adapted in the future to evaluate other individual pharmacokinetic measures correlated to clinical outcomes, such as area under the curve(AUC).
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Polychlorinated trityl radicals bearing carboxylate substituents are water soluble persistent radicals that can be used for dynamic nuclear polarization. In contrast to other trityl radicals, the polarization mechanism differs from the classical solid effect. DFT calculations performed to rationalize this behaviour support the hypothesis that polarization is transferred from the unpaired electron to chlorine nuclei and from these to carbon by spin diffusion. The marked differences observed between neutral and anionic forms of the radical will be discussed.
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The objective of this study was to determine the effects of rainfall, temperature, sunlight and relative humidity, as well as predators and parasitoids, leaf chemical composition and levels of leaf nitrogen and potassium on the intensity of Scirtothrips manihoti (Thysanoptera: Thripidae) attack on cassava Manihot esculenta Crantz var. Cacau. The leaf compounds (E)-farnesene/trans-farnesol and D-friedoolean-14-en-3-one correlated significantly with the population of S. manihoti. Insect population decreased in the dry and cold season probably due to leaf senescence. Significative correlation was observed between Syrphidae with S. manihoti populations.
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Many governments in developing countries implement programs that aim to address nutrionalfailures in early childhood, yet evidence on the effectiveness of these interventions is scant. Thispaper evaluates the impact of a conditional food supplementation program on child mortality inEcuador. The Programa de Alimentaci?n y Nutrici?n Nacional (PANN) 2000 was implementedby regular staff at local public health posts and consisted of offering a free micronutrient-fortifiedfood, Mi Papilla, for children aged 6 to 24 months in exchange for routine health check-ups forthe children. Our regression discontinuity design exploits the fact that at its inception, the PANN2000 was running for about 8 months only in the poorest communities (parroquias) of certainprovinces. Our main result is that the presence of the program reduced child mortality in cohortswith 8 months of differential exposure from a level of about 2.5 percent by 1 to 1.5 percentagepoints.
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Chemical shifts of protons can report on metabolic transformations such as the conversion of choline to phosphocholine. To follow such processes in vivo, magnetization can be enhanced by dynamic nuclear polarization (DNP). We have hyperpolarized in this manner nitrogen-15 spins in (15)N-labeled choline up to 3.3% by irradiating the 94 GHz electron spin resonance of admixed TEMPO nitroxide radicals in a magnetic field of 3.35 T during ca. 3 h at 1.2 K. The sample was subsequently transferred to a high-resolution magnet, and the enhanced polarization was converted from (15)N to methyl- and methylene protons, using the small (2,3)J((1)H,(15)N) couplings in choline. The room-temperature lifetime of nitrogen polarization in choline, T(1)((15)N) approximately 200 s, could be considerably increased by partial deuteration of the molecule. This procedure enables studies of choline metabolites in vitro and in vivo using DNP-enhanced proton NMR.
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We describe the effect of guanidinylation of the aminoglycoside moiety on acridine-neamine-containing ligands for the stem-loop structure located at the exon 10-5′-intron junction of Tau pre-mRNA, an important regulatory element of tau gene alternative splicing. On the basis of dynamic combinatorial chemistry experiments, ligands that combine guanidinoneamine and two different acridines were synthesized and their RNA-binding properties were compared with those of their amino precursors. Fluorescence titration experiments and UV-monitored melting curves revealed that guanidinylation has a positive effect both on the binding affinity and specificity of the ligands for the stemloop RNA, as well as on the stabilization of all RNA sequences evaluated, particularly some mutated sequences associated with the development of FTDP-17 tauopathy. However, this correlation between binding affinity and stabilization due to guanidinylation was only found in ligands containing a longer spacer between the acridine and guanidinoneamine moieties, since a shorter spacer produced the opposite effect (e.g. lower binding affinity and lower stabilization). Furthermore, spectroscopic studies suggest that ligand binding does not significantly change the overall RNA structure upon binding (circular dichroism) and that the acridine moiety might intercalate near the bulged region of the stem->loop structure (UV-Vis and NMR spectroscopy).
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The number of existing protein sequences spans a very small fraction of sequence space. Natural proteins have overcome a strong negative selective pressure to avoid the formation of insoluble aggregates. Stably folded globular proteins and intrinsically disordered proteins (IDP) use alternative solutions to the aggregation problem. While in globular proteins folding minimizes the access to aggregation prone regions IDPs on average display large exposed contact areas. Here, we introduce the concept of average meta-structure correlation map to analyze sequence space. Using this novel conceptual view we show that representative ensembles of folded and ID proteins show distinct characteristics and responds differently to sequence randomization. By studying the way evolutionary constraints act on IDPs to disable a negative function (aggregation) we might gain insight into the mechanisms by which function - enabling information is encoded in IDPs.
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OBJECTIVE: Juvenile dermatomyositis (DM) is a systemic autoimmune disorder of unknown immunopathogenesis in which the immune system targets the microvasculature of skeletal muscles, skin, and other organs. The current mainstay of therapy is a steroid regimen in combination with other immunosuppressive treatments. To date, no validated markers for monitoring disease activity have been identified, which hampers personalized treatment. This study was undertaken to identify a panel of proteins specifically related to active disease in juvenile DM. METHODS: We performed a multiplex immunoassay for plasma levels of 45 proteins related to inflammation in 25 patients with juvenile DM in 4 clinically well-defined groups, as determined by clinical activity and treatment. We compared them to 14 age-matched healthy children and 8 age-matched children with nonautoimmune muscle disease. RESULTS: Cluster analysis of circulating proteins showed distinct profiles for juvenile DM patients and controls based on a group of 10 proteins. In addition to CXCL10, tumor necrosis factor receptor type II (TNFRII) and galectin 9 were significantly increased in active juvenile DM. The levels of these 3 proteins were tightly linked to active disease and correlated with clinical scores (as measured by the Childhood Myositis Assessment Scale and physician's global assessment of disease activity on a visual analog scale). CONCLUSION: Our findings indicate that CXCL10, TNFRII, and galectin 9 correspond to disease status in juvenile DM and thus could be helpful in monitoring disease activity and guiding treatment. Furthermore, they might provide new knowledge about the pathogenesis of this autoimmune disease.
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Introduction This dissertation consists of three essays in equilibrium asset pricing. The first chapter studies the asset pricing implications of a general equilibrium model in which real investment is reversible at a cost. Firms face higher costs in contracting than in expanding their capital stock and decide to invest when their productive capital is scarce relative to the overall capital of the economy. Positive shocks to the capital of the firm increase the size of the firm and reduce the value of growth options. As a result, the firm is burdened with more unproductive capital and its value lowers with respect to the accumulated capital. The optimal consumption policy alters the optimal allocation of resources and affects firm's value, generating mean-reverting dynamics for the M/B ratios. The model (1) captures convergence of price-to-book ratios -negative for growth stocks and positive for value stocks - (firm migration), (2) generates deviations from the classic CAPM in line with the cross-sectional variation in expected stock returns and (3) generates a non-monotone relationship between Tobin's q and conditional volatility consistent with the empirical evidence. The second chapter proposes a standard portfolio-choice problem with transaction costs and mean reversion in expected returns. In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render equal all riskless rates of return. When two such rates follow stochastic processes, it is not optimal immediately to arbitrage out any discrepancy that arises between them. The reason is that immediate arbitrage would induce a definite expenditure of transactions costs whereas, without arbitrage intervention, there exists some, perhaps sufficient, probability that these two interest rates will come back together without any costs having been incurred. Hence, one can surmise that at equilibrium the financial market will permit the coexistence of two riskless rates that are not equal to each other. For analogous reasons, randomly fluctuating expected rates of return on risky assets will be allowed to differ even after correction for risk, leading to important violations of the Capital Asset Pricing Model. The combination of randomness in expected rates of return and proportional transactions costs is a serious blow to existing frictionless pricing models. Finally, in the last chapter I propose a two-countries two-goods general equilibrium economy with uncertainty about the fundamentals' growth rates to study the joint behavior of equity volatilities and correlation at the business cycle frequency. I assume that dividend growth rates jump from one state to other, while countries' switches are possibly correlated. The model is solved in closed-form and the analytical expressions for stock prices are reported. When calibrated to the empirical data of United States and United Kingdom, the results show that, given the existing degree of synchronization across these business cycles, the model captures quite well the historical patterns of stock return volatilities. Moreover, I can explain the time behavior of the correlation, but exclusively under the assumption of a global business cycle.
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Geophysical techniques can help to bridge the inherent gap with regard to spatial resolution and the range of coverage that plagues classical hydrological methods. This has lead to the emergence of the new and rapidly growing field of hydrogeophysics. Given the differing sensitivities of various geophysical techniques to hydrologically relevant parameters and their inherent trade-off between resolution and range the fundamental usefulness of multi-method hydrogeophysical surveys for reducing uncertainties in data analysis and interpretation is widely accepted. A major challenge arising from such endeavors is the quantitative integration of the resulting vast and diverse database in order to obtain a unified model of the probed subsurface region that is internally consistent with all available data. To address this problem, we have developed a strategy towards hydrogeophysical data integration based on Monte-Carlo-type conditional stochastic simulation that we consider to be particularly suitable for local-scale studies characterized by high-resolution and high-quality datasets. Monte-Carlo-based optimization techniques are flexible and versatile, allow for accounting for a wide variety of data and constraints of differing resolution and hardness and thus have the potential of providing, in a geostatistical sense, highly detailed and realistic models of the pertinent target parameter distributions. Compared to more conventional approaches of this kind, our approach provides significant advancements in the way that the larger-scale deterministic information resolved by the hydrogeophysical data can be accounted for, which represents an inherently problematic, and as of yet unresolved, aspect of Monte-Carlo-type conditional simulation techniques. We present the results of applying our algorithm to the integration of porosity log and tomographic crosshole georadar data to generate stochastic realizations of the local-scale porosity structure. Our procedure is first tested on pertinent synthetic data and then applied to corresponding field data collected at the Boise Hydrogeophysical Research Site near Boise, Idaho, USA.
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Asphalt pavements suffer various failures due to insufficient quality within their design lives. The American Association of State Highway and Transportation Officials (AASHTO) Mechanistic-Empirical Pavement Design Guide (MEPDG) has been proposed to improve pavement quality through quantitative performance prediction. Evaluation of the actual performance (quality) of pavements requires in situ nondestructive testing (NDT) techniques that can accurately measure the most critical, objective, and sensitive properties of pavement systems. The purpose of this study is to assess existing as well as promising new NDT technologies for quality control/quality assurance (QC/QA) of asphalt mixtures. Specifically, this study examined field measurements of density via the PaveTracker electromagnetic gage, shear-wave velocity via surface-wave testing methods, and dynamic stiffness via the Humboldt GeoGauge for five representative paving projects covering a range of mixes and traffic loads. The in situ tests were compared against laboratory measurements of core density and dynamic modulus. The in situ PaveTracker density had a low correlation with laboratory density and was not sensitive to variations in temperature or asphalt mix type. The in situ shear-wave velocity measured by surface-wave methods was most sensitive to variations in temperature and asphalt mix type. The in situ density and in situ shear-wave velocity were combined to calculate an in situ dynamic modulus, which is a performance-based quality measurement. The in situ GeoGauge stiffness measured on hot asphalt mixtures several hours after paving had a high correlation with the in situ dynamic modulus and the laboratory density, whereas the stiffness measurement of asphalt mixtures cooled with dry ice or at ambient temperature one or more days after paving had a very low correlation with the other measurements. To transform the in situ moduli from surface-wave testing into quantitative quality measurements, a QC/QA procedure was developed to first correct the in situ moduli measured at different field temperatures to the moduli at a common reference temperature based on master curves from laboratory dynamic modulus tests. The corrected in situ moduli can then be compared against the design moduli for an assessment of the actual pavement performance. A preliminary study of microelectromechanical systems- (MEMS)-based sensors for QC/QA and health monitoring of asphalt pavements was also performed.
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Dynamic speed feedback sign (DSFS) systems are traffic control devices that are programmed to provide a message to drivers exceeding a certain speed thresh¬old. A DSFS system typically consists of a speed-measuring device, which may be loop detectors or radar, and a message sign that displays feedback to drivers who exceed a predetermined speed threshold. The feedback may be the driver’s actual speed, a message like “SLOW DOWN,” or activation of a warning device such as beacons or a curve warning sign. For more on this topic by these authors, see also "Evaluation of Dynamic Speed Feedback Signs on Curves: A National Demonstration Project": http://www.trb.org/main/blurbs/172092.aspx
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Although sources in general nonlinear mixturm arc not separable iising only statistical independence, a special and realistic case of nonlinear mixtnres, the post nonlinear (PNL) mixture is separable choosing a suited separating system. Then, a natural approach is based on the estimation of tho separating Bystem parameters by minimizing an indcpendence criterion, like estimated mwce mutual information. This class of methods requires higher (than 2) order statistics, and cannot separate Gaarsian sources. However, use of [weak) prior, like source temporal correlation or nonstationarity, leads to other source separation Jgw rithms, which are able to separate Gaussian sourra, and can even, for a few of them, works with second-order statistics. Recently, modeling time correlated s011rces by Markov models, we propose vcry efficient algorithms hmed on minimization of the conditional mutual information. Currently, using the prior of temporally correlated sources, we investigate the fesihility of inverting PNL mixtures with non-bijectiw non-liacarities, like quadratic functions. In this paper, we review the main ICA and BSS results for riunlinear mixtures, present PNL models and algorithms, and finish with advanced resutts using temporally correlated snu~sm