Variable Kernel estimates: On the impossibility of tuning the parameters

For the standard kernel density estimate, it is known that one can tune the bandwidth such that the expected L1 error is within a constant factor of the optimal L1 error (obtained when one is allowed to choose the bandwidth with knowledge of the density). In this paper, we pose the same problem for variable bandwidth kernel estimates where the bandwidths are allowed to depend upon the location. We show in particular that for positive kernels on the real line, for any data-based bandwidth, there exists a densityfor which the ratio of expected L1 error over optimal L1 error tends to infinity. Thus, the problem of tuning the variable bandwidth in an optimal manner is ``too hard''. Moreover, from the class of counterexamples exhibited in the paper, it appears thatplacing conditions on the densities (monotonicity, convexity, smoothness) does not help.

Inequalities for a new data-based method for selecting nonparametric density estimates

We continue the development of a method for the selection of a bandwidth or a number of design parameters in density estimation. We provideexplicit non-asymptotic density-free inequalities that relate the $L_1$ error of the selected estimate with that of the best possible estimate,and study in particular the connection between the richness of the classof density estimates and the performance bound. For example, our methodallows one to pick the bandwidth and kernel order in the kernel estimatesimultaneously and still assure that for {\it all densities}, the $L_1$error of the corresponding kernel estimate is not larger than aboutthree times the error of the estimate with the optimal smoothing factor and kernel plus a constant times $\sqrt{\log n/n}$, where $n$ is the sample size, and the constant only depends on the complexity of the family of kernels used in the estimate. Further applications include multivariate kernel estimates, transformed kernel estimates, and variablekernel estimates.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Tax smoothing in a business cycle model with capital-skill complementarity

This paper undertakes a normative investigation of the quantitative properties of optimal tax smoothing in a business cycle model with state contingent debt, capital-skill complementarity, endogenous skill formation and stochastic shocks to public consumption as well as total factor and capital equipment productivity. Our main finding is that an empirically relevant restriction which does not allow the relative supply of skilled labour to adjust in response to aggregate shocks, signi cantly changes the cyclical properties of optimal labour taxes. Under a restricted relative skill supply, the government fi nds it optimal to adjust labour income tax rates so that the average net returns to skilled and unskilled labour hours exhibit the same dynamic behaviour as under fl exible skill supply.

Returns from Income Strategies in Rural Poland. Factor Markets Working Document No. 64, August 2013

In order to stabilise and improve their income situation, rural households are strongly encouraged to diversify their activities both within and outside the agricultural sector. Often, however, this advice is only moderately pursued. This paper addresses issues of rural household income diversification in the case of Poland. It investigates returns from rural household income strategies using propensity score matching methods and extensive datasets spanning 1998-2008. Results suggest that returns from combining farm and off-farm activities were lower than returns from concentrating on farming or on self-employment outside agriculture. This differential is stable over time although returns from diversification have relatively improved after Poland’s accession to the EU. This is also visible in the fact that since 2006 returns from combining farm and off-farm activities have evened with returns from relying solely on hired off-farm labour, thus smoothing the difference observed before the accession. Further, over the analysed period, households pursuing the diversification strategy performed better than those relying solely on unearned income. Finally, in general, the income in households combining farm and off-farm activities was higher than in those combining two off-farm income sources.

Space-Time Smoothing Models for Surveillance and Complex Survey Data

Thesis (Ph.D.)--University of Washington, 2016-06

Comparison of multitemporal MODIS-EVI smoothing algorithms and its contribution to crop monitoring.

Crop monitoring and more generally land use change detection are of primary importance in order to analyze spatio-temporal dynamics and its impacts on environment. This aspect is especially true in such a region as the State of Mato Grosso (south of the Brazilian Amazon Basin) which hosts an intensive pioneer front. Deforestation in this region as often been explained by soybean expansion in the last three decades. Remote sensing techniques may now represent an efficient and objective manner to quantify how crops expansion really represents a factor of deforestation through crop mapping studies. Due to the special characteristics of the soybean productions' farms in Mato Grosso (area varying between 1000 hectares and 40000 hectares and individual fields often bigger than 100 hectares), the Moderate Resolution Imaging Spectroradiometer (MODIS) data with a near daily temporal resolution and 250 m spatial resolution can be considered as adequate resources to crop mapping. Especially, multitemporal vegetation indices (VI) studies have been currently used to realize this task [1] [2]. In this study, 16-days compositions of EVI (MODQ13 product) data are used. However, although these data are already processed, multitemporal VI profiles still remain noisy due to cloudiness (which is extremely frequent in a tropical region such as south Amazon Basin), sensor problems, errors in atmospheric corrections or BRDF effect. Thus, many works tried to develop algorithms that could smooth the multitemporal VI profiles in order to improve further classification. The goal of this study is to compare and test different smoothing algorithms in order to select the one which satisfies better to the demand which is classifying crop classes. Those classes correspond to 6 different agricultural managements observed in Mato Grosso through an intensive field work which resulted in mapping more than 1000 individual fields. The agricultural managements above mentioned are based on combination of soy, cotton, corn, millet and sorghum crops sowed in single or double crop systems. Due to the difficulty in separating certain classes because of too similar agricultural calendars, the classification will be reduced to 3 classes : Cotton (single crop), Soy and cotton (double crop), soy (single or double crop with corn, millet or sorghum). The classification will use training data obtained in the 2005-2006 harvest and then be tested on the 2006-2007 harvest. In a first step, four smoothing techniques are presented and criticized. Those techniques are Best Index Slope Extraction (BISE) [3], Mean Value Iteration (MVI) [4], Weighted Least Squares (WLS) [5] and Savitzky-Golay Filter (SG) [6] [7]. These techniques are then implemented and visually compared on a few individual pixels so that it allows doing a first selection between the five studied techniques. The WLS and SG techniques are selected according to criteria proposed by [8]. Those criteria are: ability in eliminating frequent noises, conserving the upper values of the VI profiles and keeping the temporality of the profiles. Those selected algorithms are then programmed and applied to the MODIS/TERRA EVI data (16-days composition periods). Tests of separability are realized based on the Jeffries-Matusita distance in order to see if the algorithms managed in improving the potential of differentiation between the classes. Those tests are realized on the overall profile (comprising 23 MODIS images) as well as on each MODIS sub-period of the profile [1]. This last test is a double interest process because it allows comparing the smoothing techniques and also enables to select a set of images which carries more information on the separability between the classes. Those selected dates can then be used to realize a supervised classification. Here three different classifiers are tested to evaluate if the smoothing techniques as a particular effect on the classification depending on the classifiers used. Those classifiers are Maximum Likelihood classifier, Spectral Angle Mapper (SAM) classifier and CHAID Improved Decision tree. It appears through the separability tests on the overall process that the smoothed profiles don't improve efficiently the potential of discrimination between classes when compared with the original data. However, the same tests realized on the MODIS sub-periods show better results obtained with the smoothed algorithms. The results of the classification confirm this first analyze. The Kappa coefficients are always better with the smoothing techniques and the results obtained with the WLS and SG smoothed profiles are nearly equal. However, the results are different depending on the classifier used. The impact of the smoothing algorithms is much better while using the decision tree model. Indeed, it allows a gain of 0.1 in the Kappa coefficient. While using the Maximum Likelihood end SAM models, the gain remains positive but is much lower (Kappa improved of 0.02 only). Thus, this work's aim is to prove the utility in smoothing the VI profiles in order to improve the final results. However, the choice of the smoothing algorithm has to be made considering the original data used and the classifier models used. In that case the Savitzky-Golay filter gave the better results.

Growth Factor Stimulation Improves The Structure And Properties Of Scaffold-free Engineered Auricular Cartilage Constructs.

The reconstruction of the external ear to correct congenital deformities or repair following trauma remains a significant challenge in reconstructive surgery. Previously, we have developed a novel approach to create scaffold-free, tissue engineering elastic cartilage constructs directly from a small population of donor cells. Although the developed constructs appeared to adopt the structural appearance of native auricular cartilage, the constructs displayed limited expression and poor localization of elastin. In the present study, the effect of growth factor supplementation (insulin, IGF-1, or TGF-β1) was investigated to stimulate elastogenesis as well as to improve overall tissue formation. Using rabbit auricular chondrocytes, bioreactor-cultivated constructs supplemented with either insulin or IGF-1 displayed increased deposition of cartilaginous ECM, improved mechanical properties, and thicknesses comparable to native auricular cartilage after 4 weeks of growth. Similarly, growth factor supplementation resulted in increased expression and improved localization of elastin, primarily restricted within the cartilaginous region of the tissue construct. Additional studies were conducted to determine whether scaffold-free engineered auricular cartilage constructs could be developed in the 3D shape of the external ear. Isolated auricular chondrocytes were grown in rapid-prototyped tissue culture molds with additional insulin or IGF-1 supplementation during bioreactor cultivation. Using this approach, the developed tissue constructs were flexible and had a 3D shape in very good agreement to the culture mold (average error <400 µm). While scaffold-free, engineered auricular cartilage constructs can be created with both the appropriate tissue structure and 3D shape of the external ear, future studies will be aimed assessing potential changes in construct shape and properties after subcutaneous implantation.

Macrophage Cell Activation With Acute Apical Abscess Contents Determined By Interleukin-1 Beta And Tumor Necrosis Factor Alpha Production.

This clinical study has investigated the antigenic activity of bacterial contents from exudates of acute apical abscesses (AAAs) and their paired root canal contents regarding the stimulation capacity by levels of interleukin (IL)-1 beta and tumor necrosis factor alpha (TNF-α) throughout the root canal treatment against macrophage cells. Paired samples of infected root canals and exudates of AAAs were collected from 10 subjects. Endodontic contents were sampled before (root canal sample [RCS] 1) and after chemomechanical preparation (RCS2) and after 30 days of intracanal medication with calcium hydroxide + chlorhexidine gel (Ca[OH]2 + CHX gel) (RCS3). Polymerase chain reaction (16S rDNA) was used for detection of the target bacteria, whereas limulus amebocyte lysate was used to measure endotoxin levels. Raw 264.7 macrophages were stimulated with AAA exudates from endodontic contents sampled in different moments of root canal treatment. Enzyme-linked immunosorbent assays were used to measure the levels of TNF-α and IL-1 beta. Parvimonas micra, Porphyromonas endodontalis, Dialister pneumosintes, and Prevotella nigrescens were the most frequently detected species. Higher levels of endotoxins were found in samples from periapical exudates at RCS1 (P < .005). In fact, samples collected from periapical exudates showed a higher stimulation capacity at RCS1 (P < .05). A positive correlation was found between endotoxins from exudates with IL-1 beta (r = 0.97) and TNF-α (r = 0.88) production (P < .01). The significant reduction of endotoxins and bacterial species achieved by chemomechanical procedures (RCS2) resulted in a lower capacity of root canal contents to stimulate the cells compared with that at RCS1 (P < .05). The use of Ca(OH)2 + CHX gel as an intracanal medication (RCS3) improved the removal of endotoxins and bacteria from infected root canals (P < .05) whose contents induced a lower stimulation capacity against macrophages cells at RCS1, RCS2, and RCS3 (P < .05). AAA exudates showed higher levels of endotoxins and showed a greater capacity of macrophage stimulation than the paired root canal samples. Moreover, the use of intracanal medication improved the removal of bacteria and endotoxins from infected root canals, which may have resulted in the reduction of the inflammatory potential of the root canal content.

Vascular Endothelial Growth Factor Increases During Blood-brain Barrier-enhanced Permeability Caused By Phoneutria Nigriventer Spider Venom.

Phoneutria nigriventer spider accidental envenomation provokes neurotoxic manifestations, which when critical, results in epileptic-like episodes. In rats, P. nigriventer venom (PNV) causes blood-brain barrier breakdown (BBBb). The PNV-induced excitotoxicity results from disturbances on Na(+), K(+) and Ca(2+) channels and glutamate handling. The vascular endothelial growth factor (VEGF), beyond its angiogenic effect, also, interferes on synaptic physiology by affecting the same ion channels and protects neurons from excitotoxicity. However, it is unknown whether VEGF expression is altered following PNV envenomation. We found that adult and neonates rats injected with PNV showed immediate neurotoxic manifestations which paralleled with endothelial occludin, β-catenin, and laminin downregulation indicative of BBBb. In neonate rats, VEGF, VEGF mRNA, and Flt-1 receptors, glutamate decarboxylase, and calbindin-D28k increased in Purkinje neurons, while, in adult rats, the BBBb paralleled with VEGF mRNA, Flk-1, and calbindin-D28k increases and Flt-1 decreases. Statistically, the variable age had a role in such differences, which might be due to age-related unequal maturation of blood-brain barrier (BBB) and thus differential cross-signaling among components of the glial neurovascular unit. The concurrent increases in the VEGF/Flt-1/Flk-1 system in the cerebellar neuron cells and the BBBb following PNV exposure might imply a cytokine modulation of neuronal excitability consequent to homeostatic perturbations induced by ion channels-acting PNV neuropeptides. Whether such modulation represents neuroprotection needs further investigation.

Granulocyte Colony-stimulating Factor (g-csf) Positive Effects On Muscle Fiber Degeneration And Gait Recovery After Nerve Lesion In Mdx Mice.

G-CSF has been shown to decrease inflammatory processes and to act positively on the process of peripheral nerve regeneration during the course of muscular dystrophy. The aims of this study were to investigate the effects of treatment of G-CSF during sciatic nerve regeneration and histological analysis in the soleus muscle in MDX mice. Six-week-old male MDX mice underwent left sciatic nerve crush and were G-CSF treated at 7 days prior to and 21 days after crush. Ten and twenty-one days after surgery, the mice were euthanized, and the sciatic nerves were processed for immunohistochemistry (anti-p75(NTR) and anti-neurofilament) and transmission electron microscopy. The soleus muscles were dissected out and processed for H&E staining and subsequent morphologic analysis. Motor function analyses were performed at 7 days prior to and 21 days after sciatic crush using the CatWalk system and the sciatic nerve index. Both groups treated with G-CSF showed increased p75(NTR) and neurofilament expression after sciatic crush. G-CSF treatment decreased the number of degenerated and regenerated muscle fibers, thereby increasing the number of normal muscle fibers. The reduction in p75(NTR) and neurofilament indicates a decreased regenerative capacity in MDX mice following a lesion to a peripheral nerve. The reduction in motor function in the crushed group compared with the control groups may reflect the cycles of muscle degeneration/regeneration that occur postnatally. Thus, G-CSF treatment increases motor function in MDX mice. Nevertheless, the decrease in baseline motor function in these mice is not reversed completely by G-CSF.

Inhibition Of Tumor Necrosis Factor-alpha And Cyclooxigenase-2 By Isatin: A Molecular Mechanism Of Protection Against Tnbs-induced Colitis In Rats.

Isatin, an indole alkaloid has been shown to have anti-microbial, anti-tumor and anti-inflammatory effects. Due to its findings, we evaluated whether this alkaloid would have any effect on TNBS-induced colitis. Animals (male Unib:WH rats, aged 8 weeks old) were induced colitis through a rectal administration of 2,4,6-trinitrobenzene sulphonic acid using a catheter inserted 8 cm into the rectum of the animals. The rats were divided into two major groups: non-colitic and colitic. The colitic group was sub-divided into 6 groups (10 animals per group): colitic non-treated, Isatin 3; 6; 12.5; 18.75 and 25 mg/kg. Our main results showed that the oral treatment with Isatin 6 and 25 mg/kg were capable of avoiding the increase in TNF-α, COX-2 and PGE₂ levels when compared to the colitic non-treated group. Interestingly, the same doses (6 and 25 mg/kg) were also capable of preventing the decrease in IL-10 levels comparing with the colitic non-treated group. The levels of MPO, (an indirect indicator of neutrophil presence), were also maintained lower than those of the colitic non-treated group. Isatin also prevented the decrease of SOD activity and increase of GSH-Px and GSH-Rd activity as well as the depletion of GSH levels. In conclusion, both pre-treatments (6 and 25 mg/kg) were capable of protecting the gut mucosa against the injury caused by TNBS, through the combination of antioxidant and anti-inflammatory properties, which, together, showed a protective activity of the indole alkaloid Isatin.

Frequency Of The Allelic Variant C.1150t > C In Exon 10 Of The Fibroblast Growth Factor Receptor 3 (fgfr3) Gene Is Not Increased In Patients With Pathogenic Mutations And Related Chondrodysplasia Phenotypes.

Mutations in the FGFR3 gene cause the phenotypic spectrum of FGFR3 chondrodysplasias ranging from lethal forms to the milder phenotype seen in hypochondroplasia (Hch). The p.N540K mutation in the FGFR3 gene occurs in ∼70% of individuals with Hch, and nearly 30% of individuals with the Hch phenotype have no mutations in the FGFR3, which suggests genetic heterogeneity. The identification of a severe case of Hch associated with the typical mutation c.1620C > A and the occurrence of a c.1150T > C change that resulted in a p.F384L in exon 10, together with the suspicion that this second change could be a modulator of the phenotype, prompted us to investigate this hypothesis in a cohort of patients. An analysis of 48 patients with FGFR3 chondrodysplasia phenotypes and 330 healthy (control) individuals revealed no significant difference in the frequency of the C allele at the c.1150 position (p = 0.34). One patient carrying the combination `pathogenic mutation plus the allelic variant c.1150T > C' had a typical achondroplasia (Ach) phenotype. In addition, three other patients with atypical phenotypes showed no association with the allelic variant. Together, these results do not support the hypothesis of a modulatory role for the c.1150T > C change in the FGFR3 gene.

Correlation Between Vascular Endothelial Growth Factor Expression And Presence Of Lymph Node Metastasis In Advanced Squamous Cell Carcinoma Of The Larynx.

Squamous cell carcinoma is the most common neoplasm of the larynx, and its evolution depends on tumor staging. Vascular endothelial growth factor is a marker of angiogenesis, and its expression may be related to increased tumor aggressiveness, as evidenced by the presence of cervical lymphatic metastases. To evaluate the expression of the vascular endothelial growth factor marker in non-glottic advanced squamous cell carcinoma of the larynx (T3/T4) and correlate it with the presence of cervical lymph node metastases. Retrospective clinical study and immunohistochemical analysis of vascular endothelial growth factor through the German scale of immunoreactivity in products of non-glottic squamous cell carcinomas. This study analyzed 15 cases of advanced non-glottic laryngeal tumors (T3/T4), four of which exhibited cervical lymphatic metastases. There was no correlation between vascular endothelial growth factor expression and the presence of cervical metastases. Although vascular endothelial growth factor was expressed in a few cases, there was no correlation with the spread of cervical lymph metastases.