Bayesian inference with an adaptive proposal density for GARCH models

We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are evaluated by using the data sampled during the simulation. We apply the method for the QGARCH model which is one of asymmetric GARCH models and make empirical studies for for Nikkei 225, DAX and Hang indexes. We find that autocorrelation times from our method are very small, thus the method is very efficient for generating uncorrelated Monte Carlo data. The results from the QGARCH model show that all the three indexes show the leverage effect, i.e. the volatility is high after negative observations

A randomised feasibility study of serial magnetic resonance imaging to reduce treatment times in Charcot neuroarthropathy in people with diabetes (CADOM): A protocol

Background Charcot neuroarthropathy is a complication of peripheral neuropathy associated with diabetes which most frequently affects the lower limb. It can cause fractures and dislocations within the foot, which may progress to deformity and ulceration. Recommended treatment is immobilisation and offloading, with a below knee non-removable cast or boot. Duration of treatment varies from six months to more than one year. Small observational studies suggest that repeated assessment with Magnetic Resonance Imaging improves decision making about when to stop treatment, but this has not been tested in clinical trials. This study aims to explore the feasibility of using serial Magnetic Resonance Imaging without contrast in the monitoring of Charcot neuroarthropathy to reduce duration of immobilisation of the foot. A nested qualitative study aims to explore participants’ lived experience of Charcot neuroarthropathy and of taking part in the feasibility study. Methods We will undertake a two arm, open study, and randomise 60 people with a suspected or confirmed diagnosis of Charcot neuroarthropathy from five NHS, secondary care multidisciplinary Diabetic Foot Clinics across England. Participants will be randomised 1:1 to receive Magnetic Resonance Imaging at baseline and remission up to 12 months, with repeated foot temperature measurements and x-rays (standard care plus), or standard care plus with additional three-monthly Magnetic Resonance Imaging until remission up to 12 months (intervention). Time to confirmed remission of Charcot neuroarthropathy with off-loading treatment (days) and its variance will be used to inform sample size in a full-scale trial. We will look for opportunities to improve the protocols for monitoring techniques and the clinical, patient centred, and health economic measures used in a future study. For the nested qualitative study, we will invite a purposive sample of 10-14 people able to offer maximally varying experiences from the feasibility study to take part in semi-structured interviews to be analysed using thematic analysis. Discussion The study will inform the decision whether to proceed to a full-scale trial. It will also allow deeper understanding of the lived experience of Charcot neuroarthropathy, and factors that contribute to engagement in management and contribute to the development of more effective patient centred strategies. Trial registration ISRCTN, ISRCTN, 74101606. Registered on 6 November 2017, http://www.isrctn.com/ISRCTN74101606?q=CADom&filters=&sort=&offset=1&totalResults=1&page=1&pageSize=10&searchType=basic-searc

Challenges in Estimating Insecticide Selection Pressures from Mosquito Field Data

Insecticide resistance has the potential to compromise the enormous effort put into the control of dengue and malaria vector populations. It is therefore important to quantify the amount of selection acting on resistance alleles, their contributions to fitness in heterozygotes (dominance) and their initial frequencies, as a means to predict the rate of spread of resistance in natural populations. We investigate practical problems of obtaining such estimates, with particular emphasis on Mexican populations of the dengue vector Aedes aegypti. Selection and dominance coefficients can be estimated by fitting genetic models to field data using maximum likelihood (ML) methodology. This methodology, although widely used, makes many assumptions so we investigated how well such models perform when data are sparse or when spatial and temporal heterogeneity occur. As expected, ML methodologies reliably estimated selection and dominance coefficients under idealised conditions but it was difficult to recover the true values when datasets were sparse during the time that resistance alleles increased in frequency, or when spatial and temporal heterogeneity occurred. We analysed published data on pyrethroid resistance in Mexico that consists of the frequency of a Ile1,016 mutation. The estimates for selection coefficient and initial allele frequency on the field dataset were in the expected range, dominance coefficient points to incomplete dominance as observed in the laboratory, although these estimates are accompanied by strong caveats about possible impact of spatial and temporal heterogeneity in selection

An analysis of material consumption culture in the Muslim world

In this paper, we examine the notion of material consumption culture in Islamic societies. We differentiate between institutionalised religion and religion as culture. We contest the Orientalist portrayal of Islam as a fanatic ideology opposed to Western Modernity’s features of secularism, individualism, and pluralism. With reference to the Qur’anic text, we discuss that such qualities are embedded with Islam. We do not interpret the Qur’an from a theological perspective; rather, we seek to demonstrate the possibilities of its multiple interpretations. We argue that, in their everyday life consumption practices, Muslims (re)interpret religious guidelines in different ways and refer to Islam, as a transcendental set of guidelines, to make better sense of their cultural practices in different ways. We summarise our discussion by highlighting the importance of analysing the culture of consumption from the lens of insiders and offer directions for future research

Health inequalities, fundamental causes and power:Towards the practice of good theory

Reducing health inequalities remains a challenge for policy makers across the world. Beginning from Lewin’s famous dictum that “there is nothing as practical as a good theory”, this paper begins from an appreciative discussion of ‘fundamental cause theory’, emphasizing the elegance of its theoretical encapsulation of the challenge, the relevance of its critical focus for action, and its potential to support the practical mobilisation of knowledge in generating change. Moreover, it is argued that recent developments in the theory, provide an opportunity for further theoretical development focused more clearly on the concept of power (Dickie et al. 2015). A critical focus on power as the essential element in maintaining, increasing or reducing social and economic inequalities – including health inequalities – can both enhance the coherence of the theory, and also enhance the capacity to challenge the roots of health inequalities at different levels and scales. This paper provides an initial contribution by proposing a framework to help to identify the most important sources, forms and positions of power, as well as the social spaces in which they operate. Subsequent work could usefully test, elaborate and adapt this framework, or indeed ultimately replace it with something better, to help focus actions to reduce inequalities

Dephosphorylated NSSR1 Is Induced by Androgen in Mouse Epididymis and Phosphorylated NSSR1 Is Increased during Sperm Maturation

NSSR1 (Neural salient serine/arginine rich protein 1, alternatively SRp38) is a newly identified RNA splicing factor and predominantly expressed in neural tissues. Here, by Western blot analysis and immunofluorescent staining, we showed that the expression of dephosphorylated NSSR1 increased significantly during development of the caput epididymis. In adult mice, phosphorylated NSSR1 was mainly expressed in the apical side of epithelial cells, and dephosphorylated NSSR1 in caput epididymis was upregulated in a testosterone dependent manner. In addition, subcellular immunoreactive distribution of NSSR1 varied in different regions of the epididymis. With respect to the sperm, phosphorylated NSSR1 was detected in the mid-piece of the tail as well as the acrosome. Furthermore, NSSR1 was released from the sperm head during the capacitation and acrosome reaction. These findings for the first time provide the evidence for the potential roles of NSSR1 in sperm maturation and fertilization

Alu Exonization Events Reveal Features Required for Precise Recognition of Exons by the Splicing Machinery

Despite decades of research, the question of how the mRNA splicing machinery precisely identifies short exonic islands within the vast intronic oceans remains to a large extent obscure. In this study, we analyzed Alu exonization events, aiming to understand the requirements for correct selection of exons. Comparison of exonizing Alus to their non-exonizing counterparts is informative because Alus in these two groups have retained high sequence similarity but are perceived differently by the splicing machinery. We identified and characterized numerous features used by the splicing machinery to discriminate between Alu exons and their non-exonizing counterparts. Of these, the most novel is secondary structure: Alu exons in general and their 5′ splice sites (5′ss) in particular are characterized by decreased stability of local secondary structures with respect to their non-exonizing counterparts. We detected numerous further differences between Alu exons and their non-exonizing counterparts, among others in terms of exon–intron architecture and strength of splicing signals, enhancers, and silencers. Support vector machine analysis revealed that these features allow a high level of discrimination (AUC = 0.91) between exonizing and non-exonizing Alus. Moreover, the computationally derived probabilities of exonization significantly correlated with the biological inclusion level of the Alu exons, and the model could also be extended to general datasets of constitutive and alternative exons. This indicates that the features detected and explored in this study provide the basis not only for precise exon selection but also for the fine-tuned regulation thereof, manifested in cases of alternative splicing

The Big Drink Debate: perceptions of the impact of price on alcohol consumption from a large scale cross-sectional convenience survey in north west England

<p>Abstract</p> <p>Background</p> <p>A large-scale survey was conducted in 2008 in north west England, a region with high levels of alcohol-related harm, during a regional 'Big Drink Debate' campaign. The aim of this paper is to explore perceptions of how alcohol consumption would change if alcohol prices were to increase or decrease.</p> <p>Methods</p> <p>A convenience survey of residents (≥ 18 years) of north west England measured demographics, income, alcohol consumption in previous week, and opinions on drinking behaviour under two pricing conditions: low prices and discounts and increased alcohol prices (either 'decrease', 'no change' or 'increase'). Multinomial logistic regression used three outcomes: 'completely elastic' (consider that lower prices increase drinking and higher prices decrease drinking); 'lower price elastic' (lower prices increase drinking, higher prices have no effect); and 'price inelastic' (no change for either).</p> <p>Results</p> <p>Of 22,780 drinkers surveyed, 80.3% considered lower alcohol prices and discounts would increase alcohol consumption, while 22.1% thought raising prices would decrease consumption, making lower price elasticity only (i.e. lower prices increase drinking, higher prices have no effect) the most common outcome (62%). Compared to a high income/high drinking category, the lightest drinkers with a low income (adjusted odds ratio AOR = 1.78, 95% confidence intervals CI 1.38-2.30) or medium income (AOR = 1.88, CI 1.47-2.41) were most likely to be lower price elastic. Females were more likely than males to be lower price elastic (65% vs 57%) while the reverse was true for complete elasticity (20% vs 26%, P < 0.001).</p> <p>Conclusions</p> <p>Lower pricing increases alcohol consumption, and the alcohol industry's continued focus on discounting sales encourages higher drinking levels. International evidence suggests increasing the price of alcohol reduces consumption, and one in five of the surveyed population agreed; more work is required to increase this agreement to achieve public support for policy change. Such policy should also recognise that alcohol is an addictive drug, and the population may be prepared to pay more to drink the amount they now feel they need.</p

Integrating ecological insight derived from individual-based simulations and physiologically structured population models

Two contrasting approaches are widely used to derive population dynamics as an emergent property deriving from the physiology and behavior of individual organisms. "Individual-based models" (IBMs) are computer simulations where the "state" (e.g., age, size) of each individual in a population is fol- lowed explicitly along with changes in its environment. Population properties (e.g., density, age- or size-structure) emerge from simple bookkeeping and descriptive statistics. Physiologically structured population models (PPSMs) have an identical philosophy, but assume a very large (formally infinite) population and that all individuals in a given state have an identical response to any given environment. These assumptions allow the bookkeeping to proceed through a series of mathematical steps that lead to partial differential or integral equations describing the population dynamics. There is software for both approaches that handles the bookkeeping, with the modeler specifying solely the individual model using stylized files, thereby eliminating the need for technical expertise in either complex computer sim- ulations or advanced calculus. Each approach has its advantages and disadvantages. IBMs are easier to formulate and to explain to people with limited mathematical experience than PSPMs, but PSPMs allow for more extensive mapping of possible dynamic attractors. IBMs alone can reveal the population level effects of demographic stochasticity and of differences among individuals. Formal equilibrium analysis of PSPMs show possible stable states (size distributions) of the populations that include unstable steady states from which slightly perturbed populations may start cycling. The equilibrium size structure at these unstable states can serve as an initial condition for IBMs, thereby facilitating study of the cycles. We illustrated the interconnections and contrasting insights from the two approaches using a food-chain model for which the PSPM was previously studied by De Roos and Persson (Proc. Nat. Acad. Sci. USA: 99, 12907-12912, 2002). Future general population ecology theory requires work with model populations that are both physiologically structured and distributed in space. We describe concepts from spatially explicit IBMs with identical individuals that, in combination with the results in this paper, may point to a way forward