Detection and correction of artificial shifts in climate series

Summary.  Many long instrumental climate records are available and might provide useful information in climate research. These series are usually affected by artificial shifts, due to changes in the conditions of measurement and various kinds of spurious data. A comparison with surrounding weather-stations by means of a suitable two-factor model allows us to check the reliability of the series. An adapted penalized log-likelihood procedure is used to detect an unknown number of breaks and outliers. An example concerning temperature series from France confirms that a systematic comparison of the series together is valuable and allows us to correct the data even when no reliable series can be taken as a reference.     

Data-driven Kriging models based on FANOVA-decomposition

Kriging models have been widely used in computer experiments for the analysis of time-consuming computer codes. Based on kernels, they are flexible and can be tuned to many situations. In this paper, we construct kernels that reproduce the computer code complexity by mimicking its interaction structure. While the standard tensor-product kernel implicitly assumes that all interactions are active, the new kernels are suited for a general interaction structure, and will take advantage of the absence of interaction between some inputs. The methodology is twofold. First, the interaction structure is estimated from the data, using a first initial standard Kriging model, and represented by a so-called FANOVA graph. New FANOVA-based sensitivity indices are introduced to detect active interactions. Then this graph is used to derive the form of the kernel, and the corresponding Kriging model is estimated by maximum likelihood. The performance of the overall procedure is illustrated by several 3-dimensional and 6-dimensional simulated and real examples. A substantial improvement is observed when the computer code has a relatively high level of complexity.     

Using Eye Tracking to Identify Faking Attempts During Penile Plethysmography Assessment

Penile plethysmography (PPG) is considered the most rigorous method for sexual interest assessment. Nevertheless, it is subject to faking attempts by participants, which compromises the internal validity of the instrument. To date, various attempts have been made to limit voluntary control of sexual response during PPG assessments, without satisfactory results. This exploratory research examined eye-tracking technologies' ability to identify the presence of cognitive strategies responsible for erectile inhibition during PPG assessment. Eye movements and penile responses for 20 subjects were recorded while exploring animated human-like computer-generated stimuli in a virtual environment under three distinct viewing conditions: (a) the free visual exploration of a preferred sexual stimulus without erectile inhibition; (b) the viewing of a preferred sexual stimulus with erectile inhibition; and (c) the free visual exploration of a non-preferred sexual stimulus. Results suggest that attempts to control erectile responses generate specific eye-movement variations, characterized by a general deceleration of the exploration process and limited exploration of the erogenous zone. Findings indicate that recording eye movements can provide significant information on the presence of competing covert processes responsible for erectile inhibition. The use of eye-tracking technologies during PPG could therefore lead to improved internal validity of the plethysmographic procedure.     

Risk Assessment for Hospital-Acquired Diseases: A Risk-Theory Approach

We introduce a new approach to hospital-acquired disease risk assessment from public health databases. In a spirit similar to actuarial risk theory, we define an adjustment coefficient that can quantify the risk associated with a hospital department, allowing comparisons of similar departments. The adjustment coefficient characterizes the tail of the distribution of the total patient length of stay in a department before the first disease event occurs. We show that this coefficient is the solution of a Lundberg-like equation, and we provide a nonparametric estimation procedure for this measure, based on a Cramér-Lundberg approximation for the tail of the distribution. Using simulations, we provide evidence of the robustness of the approximation to various individual risk models. In addition, we illustrate the relevance of this approach by evaluating the risk associated with a standard patient safety indicator in 20 hospitals of southeastern France.     

Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets

We develop an econometric methodology to infer the path of risk premia from a large unbalanced panel of individual stock returns. We estimate the time‐varying risk premia implied by conditional linear asset pricing models where the conditioning includes both instruments common to all assets and asset‐specific instruments. The estimator uses simple weighted two‐pass cross‐sectional regressions, and we show its consistency and asymptotic normality under increasing cross‐sectional and time series dimensions. We address consistent estimation of the asymptotic variance by hard thresholding, and testing for asset pricing restrictions induced by the no‐arbitrage assumption. We derive the restrictions given by a continuum of assets in a multi‐period economy under an approximate factor structure robust to asset repackaging. The empirical analysis on returns for about ten thousand U.S. stocks from July 1964 to December 2009 shows that risk premia are large and volatile in crisis periods. They exhibit large positive and negative strays from time‐invariant estimates, follow the macroeconomic cycles, and do not match risk premia estimates on standard sets of portfolios. The asset pricing restrictions are rejected for a conditional four‐factor model capturing market, size, value, and momentum effects.     

Entry and Exit in OTC Derivatives Markets

We develop a parsimonious model to study the equilibrium and socially optimal decisions of banks to enter, trade in, and possibly exit, an OTC market. Although we endow all banks with the same trading technology, banks' optimal entry and trading decisions endogenously lead to a realistic market structure composed of dealers and customers with distinct trading patterns. We decompose banks' entry incentives into incentives to hedge risk and incentives to make intermediation profits. We show that dealer banks enter more than is socially optimal. In the face of large negative shocks, they may also exit more than is socially optimal when markets are not perfectly resilient.     

Data-driven stochastic inversion via functional quantization

In this paper, we propose a new methodology for solving stochastic inversion problems through computer experiments, the stochasticity being driven by a functional random variables. This study is motivated by an automotive application. In this context, the simulator code takes a double set of simulation inputs: deterministic control variables and functional uncertain variables. This framework is characterized by two features. The first one is the high computational cost of simulations. The second is that the probability distribution of the functional input is only known through a finite set of realizations. In our context, the inversion problem is formulated by considering the expectation over the functional random variable. We aim at solving this problem by evaluating the model on a design, whose adaptive construction combines the so-called stepwise uncertainty reduction methodology with a strategy for an efficient expectation estimation. Two greedy strategies are introduced to sequentially estimate the expectation over the functional uncertain variable by adaptively selecting curves from the initial set of realizations. Both of these strategies consider functional principal component analysis as a dimensionality reduction technique assuming that the realizations of the functional input are independent realizations of the same continuous stochastic process. The first strategy is based on a greedy approach for functional data-driven quantization, while the second one is linked to the notion of space-filling design. Functional PCA is used as an intermediate step. For each point of the design built in the reduced space, we select the corresponding curve from the sample of available curves, thus guaranteeing the robustness of the procedure to dimension reduction. The whole methodology is illustrated and calibrated on an analytical example. It is then applied on the automotive industrial test case where we aim at identifying the set of control parameters leading to meet the pollutant emission standards of a vehicle.     

Why are social sciences and humanities needed in the works of IPBES? A systematic review of the literature

Despite the increased attention, which has been given to the issue of involving knowledge and experts from the social sciences and humanities (SSH) into the products and works of the Intergovernmental Science-Policy Platform on Biodiversity and Ecosystem Services (IPBES), little is known on what the expectations towards the involvement of SSH in IPBES actually are. The aim of this paper is to close this gap by identifying the range of possible SSH contributions to IPBES that are expected in the literature, and discuss the inherent challenges of and concrete ways to realize these contributions in the particular institutional setting of IPBES. We address these two points by: firstly, assessing the literature dealing with IPBES and building a typology describing the main ways in which contributions from SSH to IPBES have been conceived between 2006 and 2017. We discuss these expected contributions in light of broader debates on the role of SSH in nature conservation and analyse some of the blind spots and selectivities in the perception of how SSH could substantially contribute to the works of IPBES. Then, secondly, by looking at one particular example, economics and its use in the first thematic assessment on pollinators, pollination and food production, we will concretely illustrate how works in a given discipline could contribute in many different and unprecedented ways to the works of IPBES and help identify paths for enhancing the conservation of biodiversity. Finally, we propose a range of practical recommendations as to how to increase the contribution of SSH in the works of IPBES.     

Early Segmentation Abilities in Preterm Infants

Infants born preterm have higher risks of developing linguistic deficits. Considering that the ability to segment words from fluent speech is crucial for lexical acquisition, Experiment 1 tested the ability of healthy extremely‐to‐late preterm infants to segment monosyllabic words at 6 months of postnatal age. Results establish basic segmentation skills in these infants. While we failed to find an effect of the degree of prematurity, this issue will need further exploration. Future studies will also have to specify the scope of these early segmentation skills, both in terms of the types of words segmented, the cues used to do so, and in terms of possible differences in performance between subgroups of preterm infants (e.g., based on gestational age or medical risks). Lastly, given that the preterm infants tested had a mean maturational age of 4 months, Experiment 2 explored monosyllabic segmentation in full‐term 4‐month olds. Infants succeeded at the task, providing the earliest developmental evidence of word segmentation in full‐term infants. These findings better specify the early trajectory of segmentation abilities in both full‐term and healthy, low‐risk preterm infants and support the proposal that prematurity might have a differential effect on the early acquisition of various linguistic levels.     

How Ego Depletion Affects Sexual Self-Regulation: Is It More Than Resource Depletion?

Rational thinking and decision making are impacted when in a state of sexual arousal. The inability to self-regulate arousal can be linked to numerous problems, like sexual risk taking, infidelity, and sexual coercion. Studies have shown that most men are able to exert voluntary control over their sexual excitation with various levels of success. Both situational and dispositional factors can influence self-regulation achievement. The goal of this research was to investigate how ego depletion, a state of low self-control capacity, interacts with personality traits—propensities for sexual excitation and inhibition—and cognitive absorption, to cause sexual self-regulation failure. The sexual responses of 36 heterosexual males were assessed using penile plethysmography. They were asked to control their sexual arousal in two conditions, with and without ego depletion. Results suggest that ego depletion has opposite effects based on the trait sexual inhibition, as individuals moderately inhibited showed an increase in performance while highly inhibited ones showed a decrease. These results challenge the limited resource model of self-regulation and point to the importance of considering how people adapt to acute and high challenging conditions.