On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization

This paper addresses the problem of maximum a posteriori (MAP) sequence estimation in general state-space models. We consider two algorithms based on the sequential Monte Carlo (SMC) methodology (also known as particle filtering). We prove that they produce approximations of the MAP estimator and that they converge almost surely. We also derive a lower bound for the number of particles that are needed to achieve a given approximation accuracy. In the last part of the paper, we investigate the application of particle filtering and MAP estimation to the global optimization of a class of (possibly non-convex and possibly non-differentiable) cost functions. In particular, we show how to convert the cost-minimization problem into one of MAP sequence estimation for a state-space model that is “matched” to the cost of interest. We provide examples that illustrate the application of the methodology as well as numerical results.     

Fluid adaptation of contested citizenship: second-generation migrant Turks in Germany and the United States

This paper explores belonging in the context of legal citizenship for second-generation Turkish immigrants in Berlin and in New York. Fluid adaptation refers to the discursive boundaries of immigrant identity articulations, the contextual and shifting adjustments immigrants make to their sense of belonging. Immigrant belonging, gauged by ‘encounters’ with bureaucracies and participatory expressions, is shaped in large part by the receiving state's legal framework and citizenship status. Belonging is complicated by racialization and exclusion, and affected by intersectionalities of immigrant experience. Limited citizenship models necessitate deployment of fluid and alternative membership models. Alternative forms of belonging underscore the power of the nation-state in delimiting belonging.     

Determinants of mortality transition in developing countries before and after the Second World War: Some evidence from Cuba

Few studies provide an insight into what factors contributed to declines in the mortality rates of developing countries before the Second World War. In this paper, statistics on causes of death from Cuba, particularly Havana, are used to investigate what may have been some of the principal determinants of mortality decline in the developing world before the arrival of modern drugs and insecticides. Trends in cause-specific mortality are examined in the light of Cuba's social, economic, medical and public health history. The Cuban experience strongly suggests that in this country public health and sanitary reforms and nutritional improvements were largely responsible for initial declines in mortality throughout the first half of the twentieth century. One important finding is that the impact of these reforms and improved nutrition was greatly influenced by prevailing economic conditions. Periods of economic prosperity facilitated declines in mortality; but in times of adversity, the reverse occurred. It appears that during prosperous periods the maintenance and expansion of public health and sanitary facilities were made possible by increased public and private revenues, and that individuals had access to a more abundant diet. The severe economic crisis of the Great Depression had the opposite effect. With the appearance of sulphonamides in the late 1930s, antibiotics, and residual insecticides and other specific measures at the end of the Second World War, the relevance of economic conditions as a determinant of mortality decline diminished. Although this analysis points to the aforementioned trends, the Cuban experience also suggests that other factors enter into the process of declining mortality and that this phenomenon can only be explained as the result of the complex interplay of many forces.     

A New Proposal to Gauge Intergenerational Mobility: Educational Mobility in Europe as a Case Study

This paper is aimed at presenting a new intergenerational mobility index that (a) combines the intergenerational elasticity and the R-squared of the intergenerational regression and (b) enables the expression of the total degree of mobility as the weighted sum of mobility with respect to both parents. As a case study, we apply our proposal to investigate the intergenerational mobility of education in several European countries and its changes across birth cohorts. The results derived from the proposed index indicate that Nordic countries display higher levels of educational mobility than Southern countries, whereas continental countries are in an intermediate position. Moreover, it appears that the degree of mobility increases over time only in those countries with low initial levels and remains stable for the most mobile countries. Finally, for most of the countries the proposed methodology can prove that the degree of educational mobility with respect to each parent tends to converge to the same level over the course of time.     

Do Cultural Values Affect Quality of Life Evaluation?

Schwartz defines cultural values as motivational types, where each value reflects goals and objectives to be achieved. According to Schwartz, cultural values are related to an orientation that is individualistic (values referred to as power, achievement, hedonism, stimulation and self-direction), collectivistic (benevolence, tradition and conformity) or mixed (security and universalism). Today, there is a theoretical consensus that cultural values are mediators in the evaluation of quality of life (QOL); nonetheless, there are few published studies to date relating them to QOL. To determine whether a significant relationship exits between cultural values and QOL in three Spanish-speaking countries. A total of 821 persons participated: 321 from Chile, 200 from Spain and 300 from Cuba. The Schwartz Cultural Values Survey and the WHOQOL-BREF Quality of Life Scale were used. Analysis of variance, and correlation and regression analyses were preformed after collecting data. Only hedonism was significantly correlated with the global evaluation of QOL in Spain and Chile. Few correlations were found in all three countries between cultural values and the QOL domains evaluated, with the exceptions of the value of self-direction, which was related to physical well-being, and the value stimulation, which was correlated with psychological as well as social well-being in all three countries. Certain values may be associated with a better perception of QOL, depending on the particular culture of the population evaluated.     

Estimand framework: Are we asking the right questions? A case study in the solid tumor setting

The estimand framework requires a precise definition of the clinical question of interest (the estimand) as different ways of accounting for “intercurrent” events post randomization may result in different scientific questions. The initiation of subsequent therapy is common in oncology clinical trials and is considered an intercurrent event if the start of such therapy occurs prior to a recurrence or progression event. Three possible ways to account for this intercurrent event in the analysis are to censor at initiation, consider recurrence or progression events (including death) that occur before and after the initiation of subsequent therapy, or consider the start of subsequent therapy as an event in and of itself. The new estimand framework clarifies that these analyses address different questions (“does the drug delay recurrence if no patient had received subsequent therapy?” vs “does the drug delay recurrence with or without subsequent therapy?” vs “does the drug delay recurrence or start of subsequent therapy?”). The framework facilitates discussions during clinical trial planning and design to ensure alignment between the key question of interest, the analysis, and interpretation. This article is a result of a cross-industry collaboration to connect the International Council for Harmonisation E9 addendum concepts to applications. Data from previously reported randomized phase 3 studies in the renal cell carcinoma setting are used to consider common intercurrent events in solid tumor studies, and to illustrate different scientific questions and the consequences of the estimand choice for study design, data collection, analysis, and interpretation.     

Greenspace sites conserve taxonomic and functional diversity of dung beetles in an urbanized landscape in the Brazilian Cerrado

Urban Ecosystems - Urbanization transforms natural ecosystems, creating an environmental mosaic, characterized by native vegetation sites mixed with constructed sites. In this study, we compared...     

Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk

ABSTRACT

Many financial decisions such as portfolio allocation, risk management, option pricing and hedge strategies are based on the forecast of the conditional variances, covariances and correlations of financial returns. Although the decisions depend on the forecasts covariance matrix little is known about effects of outliers on the uncertainty associated with these forecasts. In this paper we analyse these effects on the context of dynamic conditional correlation models when the uncertainty is measured using bootstrap methods. We also propose a bootstrap procedure to obtain forecast densities for return, volatilities, conditional correlation and Value-at-Risk that is robust to outliers. The results are illustrated with simulated and real data.     

The Effect of Parental Education on Marital Fertility in Developing Countries

The effects of parents' education on marital fertility are analysed with data from 38 Surveys in the WFS programme, and a two-parameter model in which the age-dependent level of fertility and a duration-dependent slope of fertility are estimated. The level parameter reflects post-partum infecundity and, in some populations, contraceptive spacing of births. The slope parameter reflects parity-specific birth control. The effects of the husband's and of the wife's education are estimated, both before and after adjustment for other socio-economic factors. The schooling of the wife emerges as a more decisive influence on fertility than that of the husband, with substantial net effects even after controlling for urban-rural residence, husband's socio-economic status and wife's employment. In Latin America and the Arab states, monotonic declines in marital fertility are found, as the level of the wife's education increases. However, in many Asian and African populations, the highest fertility is observed among women with moderate exposure to schooling, because the relaxation of traditional spacing mechanisms is not matched by increased birth control. This regional diversity cannot be explained convincingly by national levels of economic development or efforts made to popularize contraception, but appears to relect ill-understood cultural factors.