A class of bivariate Erlang distributions and ruin probabilities in multivariate risk models

Nous y introduisons une nouvelle classe de distributions bivariées de type Marshall-Olkin, la distribution Erlang bivariée. La transformée de Laplace, les moments et les densités conditionnelles y sont obtenus. Les applications potentielles en assurance-vie et en finance sont prises en considération. Les estimateurs du maximum de vraisemblance des paramètres sont calculés par l'algorithme Espérance-Maximisation. Ensuite, notre projet de recherche est consacré à l'étude des processus de risque multivariés, qui peuvent être utiles dans l'étude des problèmes de la ruine des compagnies d'assurance avec des classes dépendantes. Nous appliquons les résultats de la théorie des processus de Markov déterministes par morceaux afin d'obtenir les martingales exponentielles, nécessaires pour établir des bornes supérieures calculables pour la probabilité de ruine, dont les expressions sont intraitables.

Studies on the Synthesis and Transformations of a Few 2(3H)- and 3(2H)-Furanones

The thesis entitled studies on the synthesis and transformations of a few 2(3H)- and 3(2H)- furanones. Furanones represent an interesting class of heterocyclic compounds, which constitute the central ring system of many natural products. The derivatives of furan is divided, depending on their structure 2(3H)-furanones(I), 2(5H)-furanones(II), and 3(2H)-furanones(III). Systems I&II are unsatured gama lactones known as ‘butenolides’. Compounds of this type also known as ‘crotonolactones’ based on the parent crotonic acid. In conclusion a number of 2(3H)-and 3(2H)- furanones were synthesized from dibenzoylalkene precursors and were characterized on the basis of spectral analytical and X-ray data. On direct irradiation 3,3-bis(4-chloropheneyl)-5-aryl-3H-furan -2-ones underwent decarbonylation to yield the corresponding alpha, beta- unsaturated carbonyl compounds and upon sensitized irradiation they underwent dimersation arising through a 2+2 cycloaddition reaction. Our studies on 3(2H)-furanones revealed that these compounds are thermally stable, while they undergo extensive decomposition to intractable mixtures under the influence of light. Similarly, the novel dibenzoylalkenes- type systems containing hetroatomatic rings synthesized by us also underwent extensive decomposition under the influence of heat. Some of the 3(2H)-furanones synthesized by us exhibit remarkable anti-proliferative activity.

Studies on the dynamics and rheology of dilute suspensions of Brownian particles in simple shear flow under the action of an external force

We present a novel approach to computing the orientation moments and rheological properties of a dilute suspension of spheroids in a simple shear flow at arbitrary Peclct number based on a generalised Langevin equation method. This method differs from the diffusion equation method which is commonly used to model similar systems in that the actual equations of motion for the orientations of the individual particles are used in the computations, instead of a solution of the diffusion equation of the system. It also differs from the method of 'Brownian dynamics simulations' in that the equations used for the simulations are deterministic differential equations even in the presence of noise, and not stochastic differential equations as in Brownian dynamics simulations. One advantage of the present approach over the Fokker-Planck equation formalism is that it employs a common strategy that can be applied across a wide range of shear and diffusion parameters. Also, since deterministic differential equations are easier to simulate than stochastic differential equations, the Langevin equation method presented in this work is more efficient and less computationally intensive than Brownian dynamics simulations.We derive the Langevin equations governing the orientations of the particles in the suspension and evolve a procedure for obtaining the equation of motion for any orientation moment. A computational technique is described for simulating the orientation moments dynamically from a set of time-averaged Langevin equations, which can be used to obtain the moments when the governing equations are harder to solve analytically. The results obtained using this method are in good agreement with those available in the literature.The above computational method is also used to investigate the effect of rotational Brownian motion on the rheology of the suspension under the action of an external force field. The force field is assumed to be either constant or periodic. In the case of con- I stant external fields earlier results in the literature are reproduced, while for the case of periodic forcing certain parametric regimes corresponding to weak Brownian diffusion are identified where the rheological parameters evolve chaotically and settle onto a low dimensional attractor. The response of the system to variations in the magnitude and orientation of the force field and strength of diffusion is also analyzed through numerical experiments. It is also demonstrated that the aperiodic behaviour exhibited by the system could not have been picked up by the diffusion equation approach as presently used in the literature.The main contributions of this work include the preparation of the basic framework for applying the Langevin method to standard flow problems, quantification of rotary Brownian effects by using the new method, the paired-moment scheme for computing the moments and its use in solving an otherwise intractable problem especially in the limit of small Brownian motion where the problem becomes singular, and a demonstration of how systems governed by a Fokker-Planck equation can be explored for possible chaotic behaviour.

Factorial Hidden Markov Models

We present a framework for learning in hidden Markov models with distributed state representations. Within this framework, we derive a learning algorithm based on the Expectation--Maximization (EM) procedure for maximum likelihood estimation. Analogous to the standard Baum-Welch update rules, the M-step of our algorithm is exact and can be solved analytically. However, due to the combinatorial nature of the hidden state representation, the exact E-step is intractable. A simple and tractable mean field approximation is derived. Empirical results on a set of problems suggest that both the mean field approximation and Gibbs sampling are viable alternatives to the computationally expensive exact algorithm.

Fast Learning by Bounding Likelihoods in Sigmoid Type Belief Networks

Sigmoid type belief networks, a class of probabilistic neural networks, provide a natural framework for compactly representing probabilistic information in a variety of unsupervised and supervised learning problems. Often the parameters used in these networks need to be learned from examples. Unfortunately, estimating the parameters via exact probabilistic calculations (i.e, the EM-algorithm) is intractable even for networks with fairly small numbers of hidden units. We propose to avoid the infeasibility of the E step by bounding likelihoods instead of computing them exactly. We introduce extended and complementary representations for these networks and show that the estimation of the network parameters can be made fast (reduced to quadratic optimization) by performing the estimation in either of the alternative domains. The complementary networks can be used for continuous density estimation as well.

Clonidina para el Tratamiento del Dolor Oncológico: una Revisión Sistemática de la Literatura

El dolor oncológico representa una de las principales causas de dolor crónico, siendo los opioides la primera línea de manejo, sin embargo 10% de los pacientes requieren estrategias analgésicas multimodales. La eficacia analgésica de la clonidina como coadyuvante ha sido demostrada para diversos modelos de dolor. Sin embargo no hay revisiones sistemáticas que validen su eficacia y seguridad en dolor crónico oncológico. Se realizó una revisión sistemática de la literatura a noviembre 26 de 2012, encontrando 15 trabajos (12 reportes de caso y tres ensayos clínicos controlados), n=138 pacientes. La intervención tuvo una eficacia entre 44,7 y 100%, mostrando mayor beneficio en pacientes con componente de dolor neuropático. La adición de clonidina fue bien tolerada, siendo la sedación y la disminución en tensión arterial y frecuencia cardiaca los efectos secundarios más frecuentes, con relación dosis dependiente, de resolución espontánea y en ninguno de los casos se documentó lesión secundaria en los pacientes. La vía de administración más frecuente fue neuroaxial (intratecal y peridural). La revisión sistemática no fue susceptible de metaanálisis por la heterogeneidad clínica de los estudios. Los resultados obtenidos sugieren que la adición de clonidina puede ser una opción terapeútica eficaz y segura en los pacientes con dolor crónico oncológico severo refractario a opioides a altas dosis asociado o no a infusión neuroaxial de anestésico local, en especial en presencia de componente neuropático. Sin embargo se identificó la necesidad de un mayor número de ensayos clínicos controlados aleatorios que permitan establecer conclusiones definitivas.

La reintegración social y económica de los grupos armados ilegales en Colombia: reflexiones a partir de la trayectoria de nueve excombatientes

Esta investigación toma como marco general la Política de Reintegración Social y económica de personas y grupos alzados en armas en Colombia, en donde tras el estudio de las trayectorias en el conflicto de un grupo de 9 excombatientes, se aborda la relación existente entre los beneficios otorgados por dicha política y aquello que facilitó y motivó el ingreso, la permanencia y desmovilización de los grupos armados. Se presenta una caracterización e interpretación conceptual de las denominadas trayectorias en el conflicto, son establecidas relaciones y diferencias entre las organizaciones ilegales FARC y las AUC, se revisan las percepciones que frente a los beneficios del programa de reintegración tienen excombatientes y profesionales de la entidad que lidera dicho proceso y a partir de ello, es argumentada la incidencia que sobre el éxito de esta política tienen las características individuales y particulares, tanto de los excombatientes como de las organizaciones armadas ilegales.

Amenaza Interdependiente en la Región de los Grandes Lagos

El objetivo de esta monografía es analizar los alcances de la presencia de grupos armados ilegales como elementos determinantes en el origen de un subcomplejo de seguridad regional entre la República Democrática del Congo, Ruanda y Burundi. Se busca explicar cómo un conflicto étnico se traduce en la presencia de grupos insurgentes, y a su vez, establece una amenaza interdependiente entre los líderes políticos de dichos países, que permite hablar del subcomplejo de seguridad. Para lograr lo anterior, son pertinentes los postulados teóricos de los Complejos de Seguridad Regional de Barry Buzan, ya que identifican la manera como se estructuran, localizan, y evolucionan estas unidades de análisis. Finalmente, este análisis se complementa con el método de estudio propuesto por Jeremy M. Weinstein para comprender por qué y para qué se crean grupos insurgentes.

La influencia del derecho universal a la libre autodeterminación de los pueblos en la construcción de las Relaciones Bilaterales entre Palestina e Israel (1993-2004)

Esta monografía se enfoca en el papel que ha tenido el derecho a la libre autodeterminación de los pueblos en la construcción de las relaciones bilaterales entre Palestina e Israel, en uno de los periodos tal vez más fructíferos de la historia de las dos naciones, comprendido entre 1993 y 2004. Por medio del análisis de ciertos eventos históricos y manifestaciones del derecho a la libre autodeterminación de los pueblos durante del periodo de estudio seleccionado, se busca explicar cómo éstos han repercutido en la relación de ambos pueblos. Este análisis hace uso del enfoque constructivista de Alexander Wendt como herramienta que permite una aproximación teórica que considera, que la construcción de relaciones entre los diferentes agentes del Sistema Internacional son las ideas y creencias compartidas y no únicamente las capacidades materiales.

Beyond retrenchment over Iran: can the EU offer a framework for regional security? CEPS Commentary, 3 September 2012

A new and far-reaching round of sanctions imposed recently on Iran by the EU is starting to hurt the country, its economy and its citizens. Yet Iran’s leadership seems deaf to demands for international weapons inspectors to be allowed unhindered access to its nuclear enrichment facilities. With a regime that is not likely to sway to international and domestic pressure, and in view of the shifting strategic landscape in the Middle East, the question is whether the twin-track approach of sanctions and diplomacy should be kept up, or whether it should make way for an alternative set of policies that could preserve the fragile stability in the wider Middle East and turn a vicious circle into a virtuous one. In this new Commentary, CEPS Senior Research Fellow Steven Blockmans argues that the High Representative of the EU for Foreign Affairs and Security Policy, supported by the European External Action Service, is in a good position to offer a negotiated way out of this seemingly intractable situation.

Perceived controllability modulates the neural response to pain

The response to painful stimulation depends not only on peripheral nociceptive input but also on the cognitive and affective context in which pain occurs. One contextual variable that affects the neural and behavioral response to nociceptive stimulation is the degree to which pain is perceived to be controllable. Previous studies indicate that perceived controllability affects pain tolerance, learning and motivation, and the ability to cope with intractable pain, suggesting that it has profound effects on neural pain processing. To date, however, no neuroimaging studies have assessed these effects. We manipulated the subjects' belief that they had control over a nociceptive stimulus, while the stimulus itself was held constant. Using functional magnetic resonance imaging, we found that pain that was perceived to be controllable resulted in attenuated activation in the three neural areas most consistently linked with pain processing: the anterior cingulate, insular, and secondary somatosensory cortices. This suggests that activation at these sites is modulated by cognitive variables, such as perceived controllability, and that pain imaging studies may therefore overestimate the degree to which these responses are stimulus driven and generalizable across cognitive contexts. [References: 28]

Bayesian parameter estimation for latent Markov random fields and social networks

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.

Realistic mean field forward predictions for the integration of co-registered EEG/fMRI

Brain activity can be measured non-invasively with functional imaging techniques. Each pixel in such an image represents a neural mass of about 105 to 107 neurons. Mean field models (MFMs) approximate their activity by averaging out neural variability while retaining salient underlying features, like neurotransmitter kinetics. However, MFMs incorporating the regional variability, realistic geometry and connectivity of cortex have so far appeared intractable. This lack of biological realism has led to a focus on gross temporal features of the EEG. We address these impediments and showcase a "proof of principle" forward prediction of co-registered EEG/fMRI for a full-size human cortex in a realistic head model with anatomical connectivity, see figure 1. MFMs usually assume homogeneous neural masses, isotropic long-range connectivity and simplistic signal expression to allow rapid computation with partial differential equations. But these approximations are insufficient in particular for the high spatial resolution obtained with fMRI, since different cortical areas vary in their architectonic and dynamical properties, have complex connectivity, and can contribute non-trivially to the measured signal. Our code instead supports the local variation of model parameters and freely chosen connectivity for many thousand triangulation nodes spanning a cortical surface extracted from structural MRI. This allows the introduction of realistic anatomical and physiological parameters for cortical areas and their connectivity, including both intra- and inter-area connections. Proper cortical folding and conduction through a realistic head model is then added to obtain accurate signal expression for a comparison to experimental data. To showcase the synergy of these computational developments, we predict simultaneously EEG and fMRI BOLD responses by adding an established model for neurovascular coupling and convolving "Balloon-Windkessel" hemodynamics. We also incorporate regional connectivity extracted from the CoCoMac database [1]. Importantly, these extensions can be easily adapted according to future insights and data. Furthermore, while our own simulation is based on one specific MFM [2], the computational framework is general and can be applied to models favored by the user. Finally, we provide a brief outlook on improving the integration of multi-modal imaging data through iterative fits of a single underlying MFM in this realistic simulation framework.

A comparative review of dimension reduction methods in approximate Bayesian computation

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC requires computations based on vectors of summary statistics, rather than full data sets, a central question is how to derive low-dimensional summary statistics from the observed data with minimal loss of information. In this article we provide a comprehensive review and comparison of the performance of the principal methods of dimension reduction proposed in the ABC literature. The methods are split into three nonmutually exclusive classes consisting of best subset selection methods, projection techniques and regularization. In addition, we introduce two new methods of dimension reduction. The first is a best subset selection method based on Akaike and Bayesian information criteria, and the second uses ridge regression as a regularization procedure. We illustrate the performance of these dimension reduction techniques through the analysis of three challenging models and data sets.

Phonological therapy in jargon aphasia: effects on naming and neologisms

Background: Jargon aphasia is one of the most intractable forms of aphasia with limited recommendation on amelioration of associated naming difficulties and neologisms. The few naming therapy studies that exist in jargon aphasia have utilized either semantic or phonological approaches but the results have been equivocal. Moreover, the effect of therapy on characteristics of neologisms is less explored. Aims: This study investigates the effectiveness of a phonological naming therapy (i.e., phonological component analysis, PCA) on picture naming abilities and on quantitative and qualitative changes in neologisms for an individual with jargon aphasia (FF). Methods: FF showed evidence of jargon aphasia with severe naming difficulties and produced a very high proportion of neologisms. A single-subject multiple probe design across behaviors was employed to evaluate the effects of PCA therapy on the accuracy for three sets of words. In therapy, a phonological components analysis chart was used to identify five phonological components (i.e., rhymes, first sound, first sound associate, final sound, number of syllables) for each target word. Generalization effects—change in percent accuracy and error pattern—were examined comparing pre-and post-therapy responses on the Philadelphia Naming Test and these responses were analyzed to explore the characteristics of the neologisms. The quantitative change in neologisms was measured by change in the proportion of neologisms from pre- to post-therapy and the qualitative change was indexed by the phonological overlap between target and neologism. Results: As a consequence of PCA therapy, FF showed a significant improvement in his ability to name the treated items. His performance in maintenance and follow-up phases remained comparable to his performance during the therapy phases. Generalization to other naming tasks did not show a change in accuracy but distinct differences in error pattern (an increase in proportion of real word responses and a decrease in proportion of neologisms) were observed. Notably, the decrease in neologisms occurred with a corresponding trend for increase in the phonological similarity between the neologisms and the targets. Conclusions: This study demonstrated the effectiveness of a phonological therapy for improving naming abilities and reducing the amount of neologisms in an individual with severe jargon aphasia. The positive outcome of this research is encouraging, as it provides evidence for effective therapies for jargon aphasia and also emphasizes that use of the quality and quantity of errors may provide a sensitive outcome measure to determine therapy effectiveness, in particular for client groups who are difficult to treat.