Multilevel particle filters for the non-linear filtering problem in continuous time

Statistics and Computing - In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion...     

How do changes in income,employment and health insurance affect family mental health spending?

Using eight two-year panels from the Medical Expenditure Panel Survey data for the period 2004 to 2012, we examine the effect of economic shocks on mental health spending by families with children. Estimating two-part expenditure models within the correlated random effects framework, we find that employment shocks have a greater impact on mental health spending than do income or health insurance shocks. Our estimates reveal that employment gains are associated with a lower likelihood of family mental health services utilization. By contrast employment losses are positively related to an increase in total family mental health. We do not detect a link between economic shocks and mental health spending on behalf of fathers.

     

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets

This study analyzed the time–frequency relationship between oil price and exchange rate for Pakistan by using measures of continuous wavelet such as wavelet power, cross-wavelet power, and cross-wavelet coherency (WTC). The results of cross-wavelet analysis indicated that covariance between oil price and exchange rate is unable to give clear-cut results, but both variables have been in phase and out phase (i.e. they are anti-cyclical and cyclical in nature) in some or other durations. However, results of squared wavelet coherence disclose that both variables are out of phase and real exchange rate was leading during the entire period studied, corresponding to the 10–15 months’ scale. These results are the unique contribution of the present study, which would have not been drawn if one would have utilized any other time series or frequency domain-based approach. This finding provides evidence of anti-cyclical relationship between oil price and real effective exchange rate; however, in most of the period studied, real exchange rate was leading and passing anti-cycle effects on oil price shocks which is the major contribution of the study.     

Habitat selection by an avian top predator in the tropical megacity of Delhi: human activities and socio-religious practices as prey-facilitating tools

Research in urban ecology is growing rapidly in response to the exponential growth of the urban environment. However, few studies have focused on tropical megacities, and on the interplay between predators’ habitat selection and human socio-economic aspects, which may mediate their resilience and coexistence with humans. We examined mechanisms of breeding habitat selection by a synanthropic raptor, the Black Kite Milvus migrans, in Delhi (India) where kites mainly subsist on: (1) human refuse and its associated prey-fauna, and (2) ritualised feeding of kites, particularly practised by Muslims. We used mixed effects models to test the effect of urban habitat configuration and human practices on habitat selection, site occupancy and breeding success. Kite habitat decisions, territory occupancy and breeding success were tightly enmeshed with human activities: kites preferred areas with high human density, poor waste management and a road configuration that facilitated better access to resources provided by humans, in particular to Muslim colonies that provided ritual subsidies. Furthermore, kites bred at ‘clean’ sites with less human refuse only when close to Muslim colonies, suggesting that the proximity to ritual-feeding sites modulated the suitability of other habitats. Rather than a nuisance to avoid, as previously portrayed, humans were a keenly-targeted foraging resource, which tied a predator’s distribution to human activities, politics, history, socio-economics and urban planning at multiple spatio-temporal scales. Many synurbic species may exploit humans in more subtle and direct ways than was previously assumed, but uncovering them will require greater integration of human socio-cultural estimates in urban ecological research.

     

On the assessment of various factors effecting the improvement in CD4 count of aids patients undergoing antiretroviral therapy using generalized Poisson regression

An important marker for identifying the progression of human immunodeficiency virus (HIV) infection in an individual is the CD4 cell count. Antiretroviral therapy (ART) is a treatment for HIV/AIDS (AIDS, acquired immune-deficiency syndrome) which prolongs and improves the lives of patients by improving the CD4 cell count and strengthen the immune system. This strengthening of the immune system in terms of CD4 count, not only depends on various biological factors, but also other behavioral factors. Previous studies have shown the effect of CD4 count on the mortality, but nobody has attempted to study the factors which are likely to influence the improvement in CD4 count of patients diagnosed of AIDS and undergoing ART. In this paper, we use Poisson regression model (GPR) for exploring the effect of various socio-demographic covariates such as age, gender, geographical location, and drug usage on the improvement in the CD4 count of AIDS patients. However, if the CD4 count data suffers from under or overdispersion, we use GPR model and compare it with negative binomial distribution. Finally, the model is applied for the analysis of data on patients undergoing the ART in the Ram Manohar Lohia Hospital, Delhi, India. The data exhibited overdispersion and hence, GPR model provided the best fit.     

Like Mother(-in-Law) Like Daughter? Influence of the Older Generation’s Fertility Behaviours on Women’s Desired Family Size in Bihar,India

This paper investigates the associations between preferred family size of women in rural Bihar, India and the fertility behaviours of their mother and mother-in-law. Scheduled interviews of 440 pairs of married women aged 16–34 years and their mothers-in-law were conducted in 2011. Preferred family size is first measured by Coombs scale, allowing us to capture latent desired number of children and then categorized into three categories (low, medium and high). Women’s preferred family size is estimated using ordered logistic regression. We find that the family size preferences are not associated with mother’s fertility but with mother’s education. Mother-in-law’s desired number of grandchildren is positively associated with women’s preferred family size. However, when the woman has higher education than her mother-in-law, her preferred family size gets smaller, suggesting that education provides women with greater autonomy in their decision-making on childbearing.     

Identifying design criteria for urban system ‘last-mile’ solutions – a multi-stakeholder perspective

Abstract

This study presents a novel approach to design and evaluate ‘last-mile’ solutions – encompassing the social and economic perspectives of key stakeholders. While urban system initiatives have been implemented in practice, theoretical gaps remain at the operational design level. A theoretical framework is developed, based on design criteria identified from a critical synthesis of supply chain and operations management literature, and ‘operationalised’ using an in-depth case study demonstrating implementation of a Consumer Choice Portal-Package Consolidation Centre solution, within a densely populated urban geography. Findings suggest that there is a need to re-define the role of institutional actors beyond that of the traditional governance task, to one of being able to facilitate performance outcomes. Similarly, industrial efficiency dimensions need to be reorientated to include consumer participation, social considerations and multi-stakeholder service outcomes. Finally, implications for operations theory and practising managers in city logistics are highlighted, with suggested directions for future research.     

Cross‐training Decisions in Field Services with Three Job Types and Server–Job Mismatch*

To be cost‐effective, field service managers must balance the high cost of machine downtime with the high cost of cross‐training technicians in multiple skills. We study a field service system with three job types requiring three different skills. Each server has a primary skill, the cost of which is considered sunk, and up to two secondary skills, which is a managerial decision. We model two important characteristics that distinguish field services: server–job mismatch and the ratio of travel time to service time. We use a queueing framework and simulation to study three cross‐training decisions: the number of servers cross‐trained in secondary skills, the number of secondary skills each server should have, and the efficiency in each secondary skill. We find that complete cross‐training is cost‐effective in some field service situations. Typically, efficiency in secondary skills must be close to 100%, but when the probability of mismatch is high and the ratio of travel time to service time is high, efficiency in secondary skills must be less than 100%.     

Acquisition of Telecommunications Bandwidth Under Economies of Scale in Size and Duration of Contracts*

Significant advances in information technology have brought about increased demand for bandwidth. Buyers of bandwidth often encounter bandwidth prices that are decreasing over time. Additionally, bandwidth prices at any point in time are decreasing in total bandwidth purchased and length of contracts. Therefore, buyers face complex decisions in terms of the number of contracts to buy, their bandwidth, and their lengths. In this article, we formulate models for the acquisition of bandwidth from a buyer's perspective. We begin with a model that allows varying contract durations under deterministic demand and without allowing shortages or overlapping contracts. We then formulate a simpler model, which restricts contract lengths over the planning horizon to be equal. We also solve the problem under probabilistic demand and allowing for shortages, which are satisfied by buying additional bandwidth at a premium. We perform numerical sensitivity analysis to compare the results of the models and illustrate the results with numerical examples. The numerical analyses illustrate that using relatively simple equal‐length contracts produces approximately the same results as the more complicated unequal‐length contract strategy.