Sequential Monte Carlo for rare event estimation

This paper discusses a novel strategy for simulating rare events and an associated Monte Carlo estimation of tail probabilities. Our method uses a system of interacting particles and exploits a Feynman-Kac representation of that system to analyze their fluctuations. Our precise analysis of the variance of a standard multilevel splitting algorithm reveals an opportunity for improvement. This leads to a novel method that relies on adaptive levels and produces, in the limit of an idealized version of the algorithm, estimates with optimal variance. The motivation for this theoretical work comes from problems occurring in watermarking and fingerprinting of digital contents, which represents a new field of applications of rare event simulation techniques. Some numerical results show performance close to the idealized version of our technique for these practical applications.     

Corporate social responsibility and corporate governance in Italian SMEs: the experience of some “spirited businesses”

The study proposes to individuate the relationship between social engagement, social statements and governance of SMEs. Does an adhesion to the philosophy and to the practices of CSR, which are reflected in a firm’s mission and accountability, positively influences its governance? If so, is this influence more or less significant for SMEs with respect to large-sized firms? This paper winds itself around these questions and describes the principle findings that have emerged from a qualitative investigation focused on a selected group of “cohesive” Italian SMEs, in which their management complies with both economic and social issues. The empirical study finds that the diffusion of CSR is tied above all to the entrepreneur’s values and orientation and to the company embeddedness to the local socio-economic environment. The concluding reflections trace the features of a territorial model of socially responsible orientation centered on the best practices of SMEs who are excellent examples of “spirited businesses” and are part of a network (which includes institutions, trade associations, non-profit organizations, etc.) that contributes to the diffusion of an orientation towards CSR and to sustainability across the territory.     

Semi-structured interview protocol for constructing logic models

This paper details a semi-structured interview protocol that evaluators can use to develop a logic model of a program's services and outcomes. The protocol presents a series of questions, which evaluators can ask of specific program informants, that are designed to: (1) identify key informants basic background and contextual information, (2) generate logic model elements, (3) model program inputs, activities, outputs, and outcomes, (4) build a rational theory, (5) develop a program theory, (6) prioritize logic model elements, and (7) build a graphical or tabular logic model. The paper will also provide an example of how this approach was used to develop a logic model for a youth mentoring program. It is our hope and belief that with this interview protocol, novice evaluators will be able to generate comprehensive logic models like seasoned professional evaluators.     

Post-Divorce Transfers and the Welfare of Mothers and Children in the United States

ABSTRACT In this paper we analyze the relationship between post-divorce private transfers (child support and alimony), mothers' economic independence and children's welfare using US data. Our empirical results show that mothers who receive child support and alimony from absent fathers are more likely to work and to spend a higher proportion of the income on child-related goods. We argue that the pattern of empirical results is consistent with there being significant externalities between parents even after divorce.     

The role of grandparenting in early childcare and child outcomes

This paper examines the short and medium term impact of early childcare provision by grandparents and formal care settings on child cognitive outcomes, using data from the Millennium Cohort Study (UK). Compared with children placed in formal childcare, children cared for by their grandparents are better at naming objects, but perform worse on tests of basic concept development and non-verbal reasoning. These results mask strong heterogeneities. On the one hand, the positive association between grandparental care and child outcomes is stronger for children from more advantaged households; on the other, the negative association is only significant for those from more disadvantaged households. The results of OLS estimations used for our analysis are confirmed using panel methods and an instrumental variable approach.     

From the "terrain" to "territory": which contributions from mobility and bus drivers' activity towards local development?

The focus of the present analysis is on the work of drivers in the public road passenger transportation sector in Portugal and on its specific contribution to local development. This approach dissociates itself from the one that places mobility as a "paradigm" of the contemporary societies and considers that the increase in mobility registered in the latter years is, in itself, revealing of development. For field work, a public transportation line, in an urban context, and a network of lines, in a rural context were chosen. In each of these contexts, the drivers' work was analyzed in real situations and semi-structured interviews were held with 16 of them: ten drivers in an urban context and six in a rural context. Considering the point of view of the work activity, enabled us to abandon the dominant perspectives that tend to highlight the social inequality of the mobility conditions (between those who use a private vehicle and those who need to use public transportation), to reflect on the characteristics of the mobility spaces which benefit or limit it, contributing to other inequalities. What is the importance of the space for mobility besides its support? How is it considered in the drivers' work?     

Risk of Error and the Kappa Coefficient of a Binary Diagnostic Test in the Presence of Partial Verification

The accuracy of a binary diagnostic test is usually measured in terms of its sensitivity and its specificity, or through positive and negative predictive values. Another way to describe the validity of a binary diagnostic test is the risk of error and the kappa coefficient of the risk of error. The risk of error is the average loss that is caused when incorrectly classifying a non-diseased or a diseased patient, and the kappa coefficient of the risk of error is a measure of the agreement between the diagnostic test and the gold standard. In the presence of partial verification of the disease, the disease status of some patients is unknown, and therefore the evaluation of a diagnostic test cannot be carried out through the traditional method. In this paper, we have deduced the maximum likelihood estimators and variances of the risk of error and of the kappa coefficient of the risk of error in the presence of partial verification of the disease. Simulation experiments have been carried out to study the effect of the verification probabilities on the coverage of the confidence interval of the kappa coefficient.