Statistical Algorithms for Models in State Space Using SsfPack 2.2

This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form. The emphasis is on documenting the link we have made to the Ox computing environment. SsfPack allows for a full range of different state space forms: from a simple time-invariant model to a complicated time-varying model. Functions can be used which put standard models such as ARIMA and cubic spline models in state space form. Basic functions are available for filtering, moment smoothing and simulation smoothing. Ready-to-use functions are provided for standard tasks such as likelihood evaluation, forecasting and signal extraction. We show that SsfPack can be easily used for implementing, fitting and analysing Gaussian models relevant to many areas of econometrics and statistics. Some Gaussian illustrations are given.Kalman filtering and smoothing;Markov chain Monte Carlo;Ox;simulation smoother;state space

Using Adobe Flash Lite on mobile phones for psychological research: reaction time measurement reliability and inter-device variability

Mobile telephones have significant potential for use in psychological research, possessing unique characteristics—not least their ubiquity—that may make them useful tools for psychologists. We examined whether it is possible to measure reaction times (RTs) accurately using Adobe Flash Lite on mobile phones. We ran simple and choice RT experiments on two widely available mobile phones, a Nokia 6110 Navigator and a Sony Ericsson W810i, using a wireless application protocol (WAP) connection to access the Internet from the devices. RTs were compared within subjects with those obtained using a Linux-based millisecond-accurate measurement system. Results show that measured RTs were significantly longer on mobile devices, and that overall RTs and distribution of RTs varied across device

Promoting effective collective marketing in the context of integrated agricultural research for development in sub saharan Africa

Recent changes in world markets, trade liberalisation and price decontrol have left smallholder farmers more vulnerable to the vagaries of market forces. Constraints such as poor technology, weak organisational structures and high transaction costs due to long and inefficient supply chain means that smallholders cannot compete with large corporations. Collective action which has been successfully applied within natural resources management if properly institutionalised among smallholder farmers can improve their marketing in a number of ways. It can reduce transaction costs of taking produce to the market; increase the smallholders’ bargaining power and enable them to access services that private sector or government are not readily willing to investigate. This paper uses the Sub Saharan Africa Challenge Programme panel data to investigate enabling factors for collective marketing. Based on these factors the paper discusses how Integrated Agriculture Research for Development (IAR4D) can be fashioned to improve upon collective marketing among smallholder farmers in Sub Saharan Africa

Effects of acute exercise on expressions of functional receptors on CD56dim and CD56bright natural killer cells

PURPOSE: Mobilization and cytotoxicity of natural killer (NK) cells are regulated by cell surface receptors such as adhesion molecules and activating/inhibitory receptors. In this study, we examined the effects of acute exercise on the expression of these cell surface molecules and receptors. METHODS: Six healthy male college students (22.8 ± 0.8 years olds) exercised on the cycle ergometer for 30 min at intensities corresponding to the individual onset of blood lactate accumulation level (70-85%VO2max). Venous blood samples were collected at rest (PRE); just before the end of exercise (END) and 30 (POST 30), 60 (POST 60), 120 (POST 120) and 180 (POST 180) min post exercise. The densities of cell surface molecules and receptors on CD56dim and CD56bright NK cells were determined by flow cytometry. One-way ANOVA and MANOVA were used for statistical analyses. RESULTS: At PRE, expressions of CD16, CD56, CD44, CD62L, CD314, CD335, CD159a and CX3CR1 differed between CD56dim and CD56bright NK cells. Expressions of adhesion molecules CD62L and CX3CR1 changed significantly in both subsets during and after exercise. The expressions of CD62L tended to decrease at END, and then they increased significantly at POST 30. These changes were mainly due to the proportional changes in CD62Lnegative cells. The opposite patterns of changes were seen in the expressions of CX3CR1. Additionally, the expressions of CX3CR1 decreased at POST 120 and 180 only in CD56dim NK cells. The changes in the expressions of CD44 were similar to those seen in the expressions of CD62L. Although changes in the expression of adhesion molecules were statistically significant, they were relatively unclear in histogram analyses. With regard to the expressions of NK cell activating/inhibitory receptors, most changes were observed in CD56dim NK cells. The expressions of CD16 decreased at END and returned at POST 30. The expressions of CD212 dropped from END to POST 30. In contrast, the expressions of CD335 increased from END to POST 30. Exceptionally, changes in the expressions of CD226 were found in both subsets. The expressions decreased at POST180. CONCLUSION: These results suggest that acute exercise influences the expressions of cell surface molecules and receptors. Changes were mainly observed at END and POST 30 in CD56dim NK cell. However, the delayed changes were also seen in some receptors. The changes in several receptors were related to cell mobilization. In contrast, the changes in other receptors were not directly related to mobilization and cytotoxicity

The DiPEP (Diagnosis of PE in Pregnancy) biomarker study: An observational cohort study augmented with additional cases to determine the diagnostic utility of biomarkers for suspected venous thromboembolism during pregnancy and puerperium

This study aimed to estimate the diagnostic utility of biomarkers for suspected venous thromboembolism (VTE) in pregnancy and the puerperium. Research nurses/midwives collected blood samples from 310 pregnant/postpartum women with suspected pulmonary emboli (PE) and 18 with diagnosed deep vein thrombosis (DVT). VTE was diagnosed using imaging, treatment and adverse outcome data. Primary analysis was limited to women with conclusive imaging (36 with VTE, 247 without). The area under the curve (AUC) for each biomarker was: activated partial thromboplastin time 0·669 (95% confidence interval 0·570-0·768), B-type natriuretic peptide 0·549 (0·453-0·645), C-reactive protein 0·542 (0·445-0·639), Clauss fibrinogen 0·589 (0·476-0·701), D-Dimer (by enzyme-linked immunosorbent assay) 0·668 (0·561-0·776), near-patient D-Dimer 0·651 (0·545-0·758), mid-regional pro-atrial natriuretic peptide 0·524 (0·418-0·630), prothrombin fragment 1 + 2 0·562 (0·462-0·661), plasmin-antiplasmin complexes 0·639 (0·536-0·742), prothombin time 0·613 (0·508-0·718), thrombin generation lag time 0·702 (0·598-0·806), thrombin generation endogenous potential 0·559 (0·437-0·681), thrombin generation peak 0·596 (0·478-0·715), thrombin generation time to peak 0·655 (0·541-0·769), soluble tissue factor 0·531 (0·424-0·638) and serum troponin 0·597 (0·499-0·695). No diagnostically useful threshold for diagnosing or ruling out VTE was identified. In pregnancy and the puerperium, conventional and candidate biomarkers have no utility either for their negative or positive predictive value in the diagnosis of VTE

Circum-Arctic mantle structure and long-wavelength topography since the Jurassic

The circum-Arctic is one of the most tectonically complex regions of the world, shaped by a history of ocean basin opening and closure since the Early Jurassic. The region is characterized by contemporaneous large-scale Cenozoic exhumation extending from Alaska to the Atlantic, but its driving force is unknown. We show that the mantle flow associated with subducted slabs of the South Anuyi, Mongol-Okhotsk, and Panthalassa oceans have imparted long-wavelength deflection on overriding plates. We identify the Jurassic-Cretaceous South Anuyi slab under present-day Greenland in seismic tomography and numerical mantle flow models. Under North America, we propose the “Farallon” slab results from Andean-style ocean-continent convergence around ~30°N and from a combination of ocean-continent and intraoceanic subduction north of 50°N. We compute circum-Arctic dynamic topography through time from subduction-driven convection models and find that slabs have imparted on average <1–16 m/Myr of dynamic subsidence across the region from at least 170 Ma to ~50 Ma. With the exception of Siberia, the main phase of circum-Arctic dynamic subsidence has been followed either by slowed subsidence or by uplift of <1–6 m/Myr on average to present day. Comparing these results to geological inferences suggest that subduction-driven dynamic topography can account for rapid Middle to Late Jurassic subsidence in the Slave Craton and North Slope (respectively, <15 and 21 m/Myr, between 170 and 130 Ma) and for dynamic subsidence (<7 m/Myr, ~170–50 Ma) followed by dynamic uplift (<6 m/Myr since 50 Ma) of the Barents Sea region. Combining detailed kinematic reconstructions with geodynamic modeling and key geological observations constitutes a powerful tool to investigate the origin of vertical motion in remote regions

Do the home field, global advantage, and liability of unfamiliarness hypotheses hold? empirical evidence from Malaysia

The study explores the home field, global advantage, and liability of unfamiliarness hypotheses in the Malaysian banking sector. The results indicate that Malaysian banks have exhibited productivity progress mainly attributed to technological progress. The authors find negative relationship between foreign and government ownership and bank productivity. Likewise, the publicly listed banks have been relatively less productive compared to private banks, thus rejecting the market discipline hypothesis. The empirical findings suggest that foreign banks from the North American countries to be the least productive banking group lending support to the home field advantage and the limited form of the global advantage hypotheses

Interacting Multiple Try Algorithms with Different Proposal Distributions

We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is twofold. The sampler proposed extends the basic MTM algorithm by allowing different proposal distributions in the multiple-try generation step. We exploit the structure of the MTM algorithm with different proposal distributions to naturally introduce an interacting MTM mechanism (IMTM) that expands the class of population Monte Carlo methods. We show the validity of the algorithm and discuss the choice of the selection weights and of the different proposals. We provide numerical studies which show that the new algorithm can perform better than the basic MTM algorithm and that the interaction mechanism allows the IMTM to efficiently explore the state space

Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models

We compare the probabilistic properties of the non-Gaussian Ornstein-Uhlenbeck based stochastic volatility model of Barndorff-Nielsen and Shephard (2001) with those of the COGARCH process. The latter is a continuous time GARCH process introduced by the authors (2004). Many features are shown to be shared by both processes, but differences are pointed out as well. Furthermore, it is shown that the COGARCH process has Pareto like tails under weak regularity conditions