Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Comparison between 2.5-D and 3-D realistic models for wind field adjustment

[EN]In previous works, many authors have widely used mass consistent models for wind field simulation by the finite element method. On one hand, we have developed a 3-D mass consistent model by using tetrahedral meshes which are simultaneously adapted to complex orography and to terrain roughness length. In addition, we have included a local refinement strategy around several measurement or control points, significant contours, as for example shorelines, or numerical solution singularities. On the other hand, we have developed a 2.5-D model for simulating the wind velocity in a 3-D domain in terms of the terrain elevation, the surface temperature and the meteorological wind, which is consider as an averaged wind on vertical boundaries...

Comparison of immortalized bEnd5 and primary mouse brain microvascular endothelial cells as in vitro blood-brain barrier models for the study of T cell extravasation

Important insights into the molecular mechanism of T cell extravasation across the blood-brain barrier (BBB) have already been obtained using immortalized mouse brain endothelioma cell lines (bEnd). However, compared with bEnd, primary brain endothelial cells have been shown to establish better barrier characteristics, including complex tight junctions and low permeability. In this study, we asked whether bEnd5 and primary mouse brain microvascular endothelial cells (pMBMECs) were equally suited as in vitro models with which to study the cellular and molecular mechanisms of T cell extravasation across the BBB. We found that both in vitro BBB models equally supported both T cell adhesion under static and physiologic flow conditions, and T cell crawling on the endothelial surface against the direction of flow. In contrast, distances of T cell crawling on pMBMECs were strikingly longer than on bEnd5, whereas diapedesis of T cells across pMBMECs was dramatically reduced compared with bEnd5. Thus, both in vitro BBB models are suited to study T cell adhesion. However, because pMBMECs better reflect endothelial BBB specialization in vivo, we propose that more reliable information about the cellular and molecular mechanisms of T cell diapedesis across the BBB can be attained using pMBMECs.

Transmission of Chlamydia trachomatis through sexual partnerships: a comparison between three individual-based models and empirical data

Chlamydia trachomatis is the most common bacterial sexually transmitted infection (STI) in many developed countries. The highest prevalence rates are found among young adults who have frequent partner change rates. Three published individual-based models have incorporated a detailed description of age-specific sexual behaviour in order to quantify the transmission of C. trachomatis in the population and to assess the impact of screening interventions. Owing to varying assumptions about sexual partnership formation and dissolution and the great uncertainty about critical parameters, such models show conflicting results about the impact of preventive interventions. Here, we perform a detailed evaluation of these models by comparing the partnership formation and dissolution dynamics with data from Natsal 2000, a population-based probability sample survey of sexual attitudes and lifestyles in Britain. The data also allow us to describe the dispersion of C. trachomatis infections as a function of sexual behaviour, using the Gini coefficient. We suggest that the Gini coefficient is a useful measure for calibrating infectious disease models that include risk structure and highlight the need to estimate this measure for other STIs.

Sevoflurane remifentanil interaction: comparison of different response surface models

Various pharmacodynamic response surface models have been developed to quantitatively describe the relationship between two or more drug concentrations with their combined clinical effect. We examined the interaction of remifentanil and sevoflurane on the probability of tolerance to shake and shout, tetanic stimulation, laryngeal mask airway insertion, and laryngoscopy in patients to compare the performance of five different response surface models.

An empirical comparison of methods for meta-analysis of diagnostic accuracy showed hierarchical models are necessary

OBJECTIVE: Meta-analysis of studies of the accuracy of diagnostic tests currently uses a variety of methods. Statistically rigorous hierarchical models require expertise and sophisticated software. We assessed whether any of the simpler methods can in practice give adequately accurate and reliable results. STUDY DESIGN AND SETTING: We reviewed six methods for meta-analysis of diagnostic accuracy: four simple commonly used methods (simple pooling, separate random-effects meta-analyses of sensitivity and specificity, separate meta-analyses of positive and negative likelihood ratios, and the Littenberg-Moses summary receiver operating characteristic [ROC] curve) and two more statistically rigorous approaches using hierarchical models (bivariate random-effects meta-analysis and hierarchical summary ROC curve analysis). We applied the methods to data from a sample of eight systematic reviews chosen to illustrate a variety of patterns of results. RESULTS: In each meta-analysis, there was substantial heterogeneity between the results of different studies. Simple pooling of results gave misleading summary estimates of sensitivity and specificity in some meta-analyses, and the Littenberg-Moses method produced summary ROC curves that diverged from those produced by more rigorous methods in some situations. CONCLUSION: The closely related hierarchical summary ROC curve or bivariate models should be used as the standard method for meta-analysis of diagnostic accuracy.

Microscopic wire guide-based orotracheal mouse intubation: description, evaluation and comparison with transillumination

Airway access is needed for a number of experimental animal models, and the majority of animal research is based on mouse models. Anatomical conditions in mice are small, and the narrow glottic opening allows intubation only with a subtle technique. We therefore developed a microscopic endotracheal intubation method with a wire guide technique in mice anaesthetized with halothane in oxygen. The mouse is hung perpendicularly with its incisors on a thread fixed on a vertical plate. The tongue is placed with a pair of forceps between the left hand's thumb and forefinger and slightly pulled, while the neck and thorax are positioned using the third and fourth fingers. By doing so, the neck can be slightly stretched, which allows optimal visualization of the larynx and the vocal cords. To ensure a safe intubation, a fine wire guide is placed under vision between the vocal cords and advanced about 5 mm into the trachea. An intravenous 22G x 1 in. plastic or Teflon catheter is guided over this wire. In a series of 41 mice, between 21 and 38 g, the success rate for the first intubation attempt was >95%. Certainty of the judgement procedure was 100% and success rate was higher using the described method when compared with a transillumination method in a further series. The technique is safe, less invasive than tracheostomy and suitable for controlled ventilation and pulmonary substance application.

On the evolution of the oceanic component of the IPSL climate models from CMIP3 to CMIP5: A mean state comparison

This study analyses the impact on the oceanic mean state of the evolution of the oceanic component (NEMO) of the climate model developed at Institut Pierre Simon Laplace (IPSL-CM), from the version IPSL-CM4, used for third phase of the Coupled Model Intercomparison Project (CMIP3), to IPSL-CM5A, used for CMIP5. Several modifications have been implemented between these two versions, in particular an interactive coupling with a biogeochemical module, a 3-band model for the penetration of the solar radiation, partial steps at the bottom of the ocean and a set of physical parameterisations to improve the representation of the impact of turbulent and tidal mixing. A set of forced and coupled experiments is used to single out the effect of each of these modifications and more generally the evolution of the oceanic component on the IPSL coupled models family. Major improvements are located in the Southern Ocean, where physical parameterisations such as partial steps and tidal mixing reinforce the barotropic transport of water mass, in particular in the Antarctic Circumpolar Current) and ensure a better representation of Antarctic bottom water masses. However, our analysis highlights that modifications, which substantially improve ocean dynamics in forced configuration, can yield or amplify biases in coupled configuration. In particular, the activation of radiative biophysical coupling between biogeochemical cycle and ocean dynamics results in a cooling of the ocean mean state. This illustrates the difficulty to improve and tune coupled climate models, given the large number of degrees of freedom and the potential compensating effects masking some biases.

A comparison of Markov and generalized linear models of hospital mortality

This paper reports a comparison of three modeling strategies for the analysis of hospital mortality in a sample of general medicine inpatients in a Department of Veterans Affairs medical center. Logistic regression, a Markov chain model, and longitudinal logistic regression were evaluated on predictive performance as measured by the c-index and on accuracy of expected numbers of deaths compared to observed. The logistic regression used patient information collected at admission; the Markov model was comprised of two absorbing states for discharge and death and three transient states reflecting increasing severity of illness as measured by laboratory data collected during the hospital stay; longitudinal regression employed Generalized Estimating Equations (GEE) to model covariance structure for the repeated binary outcome. Results showed that the logistic regression predicted hospital mortality as well as the alternative methods but was limited in scope of application. The Markov chain provides insights into how day to day changes of illness severity lead to discharge or death. The longitudinal logistic regression showed that increasing illness trajectory is associated with hospital mortality. The conclusion is reached that for standard applications in modeling hospital mortality, logistic regression is adequate, but for new challenges facing health services research today, alternative methods are equally predictive, practical, and can provide new insights. ^

Comparison of three different brushing techniques to isolate and culture primary nasal epithelial cells from human subjects.

PURPOSE Primary nasal epithelial cells are used for diagnostic purposes in clinical routine and have been shown to be good surrogate models for bronchial epithelial cells in studies of airway inflammation and remodeling. We aimed at comparing different instruments allowing isolation of nasal epithelial cells. METHODS Primary airway epithelial cell cultures were established using cells acquired from the inferior surface of the middle turbinate of both nostrils. Three different instruments to isolate nasal cells were used: homemade cytology brush, nasal swab, and curette. Cell count, viability, time until a confluent cell layer was reached, and success rate in establishing cell cultures were evaluated. A standard numeric pain intensity scale was used to assess the acceptability of each instrument. RESULTS Sixty healthy adults (median with interquartile range [IQR] age of 31 [26-37] years) participated in the study. Higher number of cells (×10(5) cells/ml) was obtained using brushes (9.8 [5.9-33.5]) compared to swabs (2.4 [1.5-3.9], p < 0.0001) and curettes (5.5 [4.4-6.9], p < 0.01). Cell viability was similar between groups. Cells obtained by brushes had the fastest growth rate, and the success rate in establishing primary cell cultures was highest with brushes (90% vs. 65% for swabs and 70% for curettes). Pain was highest with curettes (VAS score 4.0 [3.0-5.0] out of 10). The epithelial phenotype of the cultures was confirmed through cytokeratin and E-cadherin staining. CONCLUSIONS All three types of instruments allow collection and growth of human nasal epithelial cells with good acceptability to study participants. The most efficient instrument is the nasal brush.