Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

A Realidade do Tempo – uma análise de Durée et Simultanéité de Henri Bergson

Este trabalho aborda a questão da realidade do tempo na obra Durée et Simultanéité de Henri Bergson. Primeiramente, explicita-se o sentido dos termos necessários para uma compreensão da natureza do tempo: “duração”, “memória”, “virtual”, “real”, “sucessão” e “simultaneidade”. O objectivo desta análise é compreender de que forma se relacionam estes conceitos e em que sentido a consciência do tempo pode tomar-se como raiz da constituição temporal. A abordagem destes conceitos conduz também à problemática da multiplicidade de tempos, que é inicialmente discutida em relação aos termos previamente referidos. Seguidamente, estabelece-se a relação entre o temporal e o intemporal, considerando de que forma surge a ideia de eternidade numa realidade que é essencialmente temporal. Neste ponto, considera-se a visão de duração como privação de eternidade e a questão de se é possível e como é possível uma consciência universal. O último tópico abordado no trabalho diz respeito à unicidade do tempo. O estudo da realidade no tempo partiu da distinção entre o tempo real e o tempo espacializado. Posteriormente, observámos, através da consideração das relações eu-outro, em que sentido se pode falar de um único tempo. Com a pretensão de chegar à hipótese de um único tempo vivido clarificámos o problema da multiplicidade de tempos. Por último, considerámos a possibilidade de um mundo sem consciência.

Lien entre durée de séjour et réadmissions en chirurgie et en obstétrique: étude de deux procédures à partir des données du PMSI = Using administrative data to assess the impact of length of stay on readmissions: study of two procedures in surgery and obstetrics

Position du problème: La mise en place de la tarification à l'activité pour les hôpitaux de court séjour pourrait entraîner une diminution des durées de séjour pour raisons financières. L'impact potentiel de ce phénomène sur la qualité des soins n'est pas connu. Les réadmissions identifiées à l'aide des données administratives hospitalières sont, pour certaines situations cliniques, des indicateurs de qualité des soins valides. Méthode: Étude rétrospective du lien entre la durée de séjour et la survenue de réadmissions imprévues liées au séjour initial, pour les cholécystectomies simples et les accouchements par voie basse sans complication, à partir des données du programme de médicalisation des systèmes d'information de l'Assistance publique-Hôpitaux de Paris des années 2002 à 2005. Résultats: Pour les deux procédures, la probabilité de réadmission suit une courbe en " J ". Après ajustement sur l'âge, le sexe, les comorbidités associées, l'hôpital et l'année d'admission, la probabilité de réadmission est plus élevée pour les durées de séjour les plus courtes : pour les cholécystectomies, odds ratio : 6,03 [IC95 % : 2,67-13,59] pour les hospitalisations d'un jour versus trois jours ; pour les accouchements, odds ratio : 1,74 [IC95 % : 1,05-2,91] pour les hospitalisations de deux jours versus trois jours. Conclusion: Pour deux pathologies communes, les durées de séjour les plus courtes sont associées à des probabilités de réadmission plus élevées. L'utilisation routinière des données du programme de médicalisation des systèmes d'information peut permettre d'assurer le suivi de la relation entre la réduction de la durée de séjour et les réadmissions. The prospective payment system for the French short-stay hospitals creates a financial incentive to reduce length of stay. The potential impact of the resulting decrease in length of stay on the quality of healthcare is unknown. Readmission rates are valid outcome indicators for some clinical procedures. Methods: Retrospective study of the association between length of stay and unplanned readmissions related to the initial stay, for two procedures: cholecystectomy and vaginal delivery. Data: Administrative diagnosis-related groups database of "Assistance publique-Hopitaux de Paris", a large teaching hospital, for years 2002 to 2005. Results: The risk of readmission according to length of stay, taking age, sex, comorbidity, hospital and year of admission into account, followed a J-shaped curve for both procedures. The probability of readmission was higher for very short stays, with odds ratios and 95% confidence intervals of 6.03 [2.67-13.59] for cholecystectomies (1- versus 3-night stays), and of 1.74 [1.05-2.91] for vaginal deliveries (2- versus 3-night stays). Conclusion: For both procedures, the shortest lengths of stay are associated with a higher readmission probability. Suitable indicators derived from administrative databases would enable monitoring of the association between length of stay and readmissions.

Fonction ventriculaire gauche après revascularisation pour occlusion d'une coronaire d'une durée de 1-2 heures [Left ventricular function following revascularization for occlusion of a coronary artery lasting 1 to 2 hours].

The time-lag between coronary occlusion and irreversible damage to the myocardium is ill-defined in man. In 10 patients the changes in left ventricular function have been studied after coronary occlusion during diagnostic or therapeutic cardiac catheterization of 1-2 hours' duration. Revascularization was achieved either surgically or through intracoronary streptokinase infusion. The interval between occlusion and onset of extracorporal circulation or reopening was 61 to 119 minutes. Despite enzyme elevation (CPK, CK-MB, SGOT) and appearance of Q-waves in 5 patients, no significant alteration of left ventricular function was noted on repeat cardiac catheterization 10 to 230 days after the accident. These observations, suggest that coronary occlusion of 1-2 hours' duration fails to produce significant irreversible damage to the myocardium despite electrocardiographic and enzymatic signs of myocardial infarction.