Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

From local to global importance measures of uncertainty propagation in composite structures

The influence of uncertainties of input parameters on output response of composite structures is investigated in this paper. In particular, the effects of deviations in mechanical properties, ply angles, ply thickness and on applied loads are studied. The uncertainty propagation and the importance measure of input parameters are analysed using three different approaches: a first-order local method, a Global Sensitivity Analysis (GSA) supported by a variance-based method and an extension of local variance to estimate the global variance over the domain of inputs. Sample results are shown for a shell composite laminated structure built with different composite systems including multi-materials. The importance measures of input parameters on structural response based on numerical results are established and discussed as a function of the anisotropy of composite materials. Needs for global variance methods are discussed by comparing the results obtained from different proposed methodologies. The objective of this paper is to contribute for the use of GSA techniques together with low expensive local importance measures.

Textual autocorrelation : formalism and illustrations

Abstract Textual autocorrelation is a broad and pervasive concept, referring to the similarity between nearby textual units: lexical repetitions along consecutive sentences, semantic association between neighbouring lexemes, persistence of discourse types (narrative, descriptive, dialogal...) and so on. Textual autocorrelation can also be negative, as illustrated by alternating phonological or morpho-syntactic categories, or the succession of word lengths. This contribution proposes a general Markov formalism for textual navigation, and inspired by spatial statistics. The formalism can express well-known constructs in textual data analysis, such as term-document matrices, references and hyperlinks navigation, (web) information retrieval, and in particular textual autocorrelation, as measured by Moran's I relatively to the exchange matrix associated to neighbourhoods of various possible types. Four case studies (word lengths alternation, lexical repulsion, parts of speech autocorrelation, and semantic autocorrelation) illustrate the theory. In particular, one observes a short-range repulsion between nouns together with a short-range attraction between verbs, both at the lexical and semantic levels. Résumé: Le concept d'autocorrélation textuelle, fort vaste, réfère à la similarité entre unités textuelles voisines: répétitions lexicales entre phrases successives, association sémantique entre lexèmes voisins, persistance du type de discours (narratif, descriptif, dialogal...) et ainsi de suite. L'autocorrélation textuelle peut être également négative, comme l'illustrent l'alternance entre les catégories phonologiques ou morpho-syntaxiques, ou la succession des longueurs de mots. Cette contribution propose un formalisme markovien général pour la navigation textuelle, inspiré par la statistique spatiale. Le formalisme est capable d'exprimer des constructions bien connues en analyse des données textuelles, telles que les matrices termes-documents, les références et la navigation par hyperliens, la recherche documentaire sur internet, et, en particulier, l'autocorélation textuelle, telle que mesurée par le I de Moran relatif à une matrice d'échange associée à des voisinages de différents types possibles. Quatre cas d'étude illustrent la théorie: alternance des longueurs de mots, répulsion lexicale, autocorrélation des catégories morpho-syntaxiques et autocorrélation sémantique. On observe en particulier une répulsion à courte portée entre les noms, ainsi qu'une attraction à courte portée entre les verbes, tant au niveau lexical que sémantique.

Value at Risk in Foreign Exchange Risk Management

This thesis examines the suitability of VaR in foreign exchange rate risk management from the perspective of a European investor. The suitability of four different VaR models is evaluated in respect to have insight if VaR is a valuable tool in managing foreign exchange rate risk. The models evaluated are historical method, historical bootstrap method, variance-covariance method and Monte Carlo simulation. The data evaluated are divided into emerging and developed market currencies to have more intriguing analysis. The foreign exchange rate data in this thesis is from 31st January 2000 to 30th April 2014. The results show that the previously mentioned VaR models performance in foreign exchange risk management is not to be considered as a single tool in foreign exchange rate risk management. The variance-covariance method and Monte Carlo simulation performs poorest in both currency portfolios. Both historical methods performed better but should also be considered as an additional tool along with other more sophisticated analysis tools. A comparative study of VaR estimates and forward prices is also included in the thesis. The study reveals that regardless of the expensive hedging cost of emerging market currencies the risk captured by VaR is more expensive and thus FX forward hedging is recommended

Méthodes de rééchantillonnage en méthodologie d'enquête

Le sujet principal de cette thèse porte sur l'étude de l'estimation de la variance d'une statistique basée sur des données d'enquête imputées via le bootstrap (ou la méthode de Cyrano). L'application d'une méthode bootstrap conçue pour des données d'enquête complètes (en absence de non-réponse) en présence de valeurs imputées et faire comme si celles-ci étaient de vraies observations peut conduire à une sous-estimation de la variance. Dans ce contexte, Shao et Sitter (1996) ont introduit une procédure bootstrap dans laquelle la variable étudiée et l'indicateur de réponse sont rééchantillonnés ensemble et les non-répondants bootstrap sont imputés de la même manière qu'est traité l'échantillon original. L'estimation bootstrap de la variance obtenue est valide lorsque la fraction de sondage est faible. Dans le chapitre 1, nous commençons par faire une revue des méthodes bootstrap existantes pour les données d'enquête (complètes et imputées) et les présentons dans un cadre unifié pour la première fois dans la littérature. Dans le chapitre 2, nous introduisons une nouvelle procédure bootstrap pour estimer la variance sous l'approche du modèle de non-réponse lorsque le mécanisme de non-réponse uniforme est présumé. En utilisant seulement les informations sur le taux de réponse, contrairement à Shao et Sitter (1996) qui nécessite l'indicateur de réponse individuelle, l'indicateur de réponse bootstrap est généré pour chaque échantillon bootstrap menant à un estimateur bootstrap de la variance valide même pour les fractions de sondage non-négligeables. Dans le chapitre 3, nous étudions les approches bootstrap par pseudo-population et nous considérons une classe plus générale de mécanismes de non-réponse. Nous développons deux procédures bootstrap par pseudo-population pour estimer la variance d'un estimateur imputé par rapport à l'approche du modèle de non-réponse et à celle du modèle d'imputation. Ces procédures sont également valides même pour des fractions de sondage non-négligeables.

Level Identification of Brain MR Images using Histogram of a LBP variant

Axial brain slices containing similar anatomical structures are retrieved using features derived from the histogram of Local binary pattern (LBP). A rotation invariant description of texture in terms of texture patterns and their strength is obtained with the incorporation of local variance to the LBP, called Modified LBP (MOD-LBP). In this paper, we compare Histogram based Features of LBP (HF/LBP), against Histogram based Features of MOD-LBP (HF/MOD-LBP) in retrieving similar axial brain images. We show that replacing local histogram with a local distance transform based similarity metric further improves the performance of MOD-LBP based image retrieval

Content-Based Image Retrieval of Axial Brain Slices Using a Novel LBP with a Ternary Encoding

Retrieval of similar anatomical structures of brain MR images across patients would help the expert in diagnosis of diseases. In this paper, modified local binary pattern with ternary encoding called modified local ternary pattern (MOD-LTP) is introduced, which is more discriminant and less sensitive to noise in near-uniform regions, to locate slices belonging to the same level from the brain MR image database. The ternary encoding depends on a threshold, which is a user-specified one or calculated locally, based on the variance of the pixel intensities in each window. The variancebased local threshold makes the MOD-LTP more robust to noise and global illumination changes. The retrieval performance is shown to improve by taking region-based moment features of MODLTP and iteratively reweighting the moment features of MOD-LTP based on the user’s feedback. The average rank obtained using iterated and weighted moment features of MOD-LTP with a local variance-based threshold, is one to two times better than rotational invariant LBP (Unay, D., Ekin, A. and Jasinschi, R.S. (2010) Local structure-based region-of-interest retrieval in brain MR images. IEEE Trans. Inf. Technol. Biomed., 14, 897–903.) in retrieving the first 10 relevant images

The Wild Bootstrap for the Variance Radio Test.

Rapport de recherche

Cardiovascular response during trigeminal ganglion compression for trigeminal neuralgia according to the use of local anesthetics

There are controversies about the use of local anesthetics during balloon compression for trigeminal neuralgia (TN) as a protective factor for cardiovascular events. The objective of this study was to investigate cardiovascular parameters (blood pressure and heart rate [HR]) of patients that underwent trigeminal balloon compression with local anesthetics compared to a control group (placebo). This is a randomized controlled study; 55 patients were randomized into two groups: study (deep sedation and trigeminal block with 0.8-mL lidocaine 2%) and control group (deep sedation and trigeminal injection of 0.8-mL saline). Blood pressure and HR were measured in five distinct moments: preoperative, during puncture for local anesthesia/placebo, during puncture with the catheter, during balloon compression, and final evaluation. Statistical analysis was performed with Pearson`s chi (2) and McNemar tests and the analysis of variance for repetitive measures. The means of systolic and diastolic blood pressures (SBP and DBP, respectively) were higher in the control group when compared to the study group at the evaluation during puncture with the catheter (p < 0.001) and balloon compression (p < 0.001 and p = 0.018 for DBP and SBP, respectively). There was an increase in the HR in the control group during the procedure (p = 0.017). The use of local anesthetics during the trigeminal balloon compression for TN can have a preventive role for the risk of cardiovascular events.

Electrocardiographic Alterations During Endosseous Implant Placement Performed with Local Anesthetic Agents

Purpose: The purpose of this study was to analyze electrocardiographic alterations during dental implant surgeries when local anesthetic agents were used. Materials and Methods: Twenty implants were placed in 18 healthy patients. An electrocardiogram and Wincardio software were used to gather recordings from 12 static leads every 2 minutes, continuously record coronary artery (D2) derivations, and automatically measure the following electrocardiographic parameters: heart rate, duration and amplitude of the P wave, PR segment duration, ST segment deviation, QRS complex duration, and duration of the RR, QT, and corrected QT (QTc) intervals. Results: Analysis of variance of the values obtained at the different stages showed significant differences (P < .05) for the heart rate and for the duration of the RR and QT intervals. The heart rate increased during the anesthesia, incision, and bone drilling stages, reaching a peak during drilling. Duration of the RR and QT intervals decreased during the incision and drilling stages. Among the electrocardiographic parameters individually assessed, several altered values were found for the duration of the P wave, the QRS complex, and the QT and QTc intervals. Sinusal tachycardia and bradycardia, sinusal arrhythmia, supraventricular extrasystole, ventricular extrasystole, and T-wave inversion were detected. Conclusion: Dental implant placement surgery may induce electrocardiographic alterations. The most frequently found arrhythmias were extrasystole and sinusal tachycardia. The anesthesia, incision, and bone drilling stages exhibited the highest heart rate values and the shortest durations of the RR and QT intervals. INT J ORAL MAXILLOFAC IMPLANTS 2009;24:412-418

Shiva's dance: Crisis, local institutions and private firms

The uneven spatial distribution of start-ups and their respective survival may reflect comparative advantages resulting from the local institutional background. For the first time, we explore this idea using Data Envelopment Analysis (DEA) to assess the relative efficiency of Portuguese municipalities in this specific context. We depart from the related literature where expenditure is perceived as a desirable input by choosing a measure of fiscal responsibility and infrastructural variables in the first stage. Comparing results for 2006 and 2010, we find that mean performance decreased substantially 1) with the effects of the Global Financial Crisis, 2) as municipal population increases and 3) as financial independence decreases. A second stage is then performed employing a double-bootstrap procedure to evaluate how the regional context outside the control of local authorities (e.g. demographic characteristics and political preferences) impacts on efficiency.

Effective exposure to solar UV in building workers: influence of local and individual factors.

Excessive exposure to solar UV light is the main cause of skin cancers in humans. UV exposure depends on environmental as well as individual factors related to activity. Although outdoor occupational activities contribute significantly to the individual dose received, data on effective exposure are scarce and limited to a few occupations. A study was undertaken in order to assess effective short-term exposure among building workers and characterize the influence of individual and local factors on exposure. The effective exposure of construction workers in a mountainous area in the southern part of Switzerland was investigated through short-term dosimetry (97 dosimeters). Three altitudes, of about 500, 1500 and 2500 m were considered. Individual measurements over 20 working periods were performed using Spore film dosimeters on five body locations. The postural activity of workers was concomitantly recorded and static UV measurements were also performed. Effective exposure among building workers was high and exceeded occupational recommendations, for all individuals for at least one body location. The mean daily UV dose in plain was 11.9 SED (0.0-31.3 SED), in middle mountain 21.4 SED (6.6-46.8 SED) and in high mountain 28.6 SED (0.0-91.1 SED). Measured doses between workers and anatomical locations exhibited a high variability, stressing the role of local exposure conditions and individual factors. Short-term effective exposure ranged between 0 and 200% of ambient irradiation, indicating the occurrence of intense, subacute exposures. A predictive irradiation model was developed to investigate the role of individual factors. Posture and orientation were found to account for at least 38% of the total variance of relative individual exposure, and were also found to account more than altitude on the total variance of effective daily exposures. Targeted sensitization actions through professional information channels and specific prevention messages are recommended. Altitude outdoor workers should also benefit from preventive medical examination.

High genetic variability and low local diversity in a population of arbuscular mycorrhizal fungi.

Arbuscular mycorrhizal fungi (AMF) are ecologically important root symbionts of most terrestrial plants. Ecological studies of AMF have concentrated on differences between species; largely assuming little variability within AMF species. Although AMF are clonal, they have evolved to contain a surprisingly high within-species genetic variability, and genetically different nuclei can coexist within individual spores. These traits could potentially lead to within-population genetic variation, causing differences in physiology and symbiotic function in AMF populations, a consequence that has been largely neglected. We found highly significant genetic and phenotypic variation among isolates of a population of Glomus intraradices but relatively low total observed genetic diversity. Because we maintained the isolated population in a constant environment, phenotypic variation can be considered as variation in quantitative genetic traits. In view of the large genetic differences among isolates by randomly sampling two individual spores, <50% of the total observed population genetic diversity is represented. Adding an isolate from a distant population did not increase total observed genetic diversity. Genetic variation exceeded variation in quantitative genetic traits, indicating that selection acted on the population to retain similar traits, which might be because of the multigenomic nature of AMF, where considerable genetic redundancy could buffer the effects of changes in the genetic content of phenotypic traits. These results have direct implications for ecological research and for studying AMF genes, improving commercial AMF inoculum, and understanding evolutionary mechanisms in multigenomic organisms.

Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach

We propose new spanning tests that assess if the initial and additional assets share theeconomically meaningful cost and mean representing portfolios. We prove their asymptoticequivalence to existing tests under local alternatives. We also show that unlike two-step oriterated procedures, single-step methods such as continuously updated GMM yield numericallyidentical overidentifyng restrictions tests, so there is arguably a single spanning test.To prove these results, we extend optimal GMM inference to deal with singularities in thelong run second moment matrix of the influence functions. Finally, we test for spanningusing size and book-to-market sorted US stock portfolios.