Asymptotic Behaviour of Reduced-Order Filters

Reduced-order filters are proposed for linear and nonlinear systems and their long time behaviour is studied. Using the results of Ocone and Pardoux \cite{ocpa} on the asymptotic stability of the optimal filter with respect to its initial condition, the asymptotic efficiency of these filters is established in various cases

Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

In this report, a new interpretation of the main part of our study on asymptotic behaviour of reduced-order filters in [6] is given. Approximate filters are proposed for semi-linear and nonlinear stochastic systems with colored noises. Basically these filters are defined as those which are optimal when the noises are white. Their long time behavior is investigate- d and their asymptotic optimality is shown in two cases under some reasonable assumptions. At first the case of a system where the signal and observation dynamics are linear with respect to the state is considered; the approximate filter is a Kalman filter and the asymptotic analysis relies on a representati- on of the optimal filter which extends a formula known for a linear system with white noises and non-Gaussian initial condition. Then the case of a nonlinear system with limiting ergodic behavior is analyzed; here the approximate filter appears as the optimal filter corresponding to an incorrect prior distribution and the asymptotic study uses the results of Ocone and Pardoux on the asymptotic stability of optimal filters with respect to their initial condition

An Elementary Approach to Filtering in Systems with Fractional Brownian Observation Noise

The problem of optimal filtering is addressed for a signal observed through a possibly nonlinear channel driven by a fractional Brownian motion. An elementary and completely self-contained approach is developed. An appropriate Girsanov type result is proved and a process -- equivalent to the innovation process in the usual situation where the observation noise is a Brownian motion -- is introduced. Zakai's approach is partly extended to derive filtering equations when the signal process is a diffusion. The case of conditionally Gaussian linear systems is analyzed. Closed form equations are derived both for the mean of the optimal filter and the conditional variance of the filtering error. The results are explicit in various special cases

How intramolecular hydrogen bonding (IHB) controls the C-ON bond homolysis in alkoxyamines

International audienceRecent amazing results (Nkolo et al., Org. Biomol. Chem., 2017, 6167) on the effect of solvents and polarity on the C-ON bond homolysis rate constants kd of alkoxyamine R1R2NOR3 led us to re-investigate the antagonistic effect of intramolecular hydrogen-bonding (IHB) on kd. Here, IHB is investigated both in the nitroxyl fragment R1R2NO and in the alkyl fragment R-3, as well as between fragments, that is, the donating group on the alkyl fragment and the accepting group on the nitroxyl fragment, and conversely. It appears that IHB between fragments (inter IHB) strikingly decreases the homolysis rate constant kd, whereas IHB within the fragment (intra IHB) moderately increases kd. For one alkoxyamine, the simultaneous occurrence of IHB within the nitroxyl fragment and between fragments is reported. The protonation effect is weaker in the presence than in the absence of IHB. A moderate solvent effect is also observed

Modelling long memory volatility in the Bitcoin market : evidence of persistence and structural breaks

Motivated by the emergence of Bitcoin as a speculative financial investment, the purpose of this paper is to examine the persistence in the level and volatility of Bitcoin price, accounting for the impact of structural breaks. Using parametric and semiparametric techniques, we find strong evidence in favour of a permanency of the shocks and lack of mean reversion in the level series. We also reveal evidence of structural changes in the dynamics of Bitcoin. After accounting for the structural breaks in the level series, evidence of mean reversion is uncovered in some cases. Further analyses show evidence of a long memory in the two measures of volatility (absolute and the squared returns), whereas some cases of short memory are revealed in the squared returns series in particular. Practical implications are discussed on the inefficiency in the Bitcoin market and its importance for Bitcoin users and investors.Ministerio de Economía y Competitividad, Grant/Award Number: ECO2017‐85503‐R.http://wileyonlinelibrary.com/journal/ijfe2021-01-01hj2018Economic

Big Data Analytics and Organizational Culture as Complements to Swift Trust and Collaborative Performance in the Humanitarian Supply Chain

International audienc

Examining the role of Big Data & Predictive Analytics on Collaborative Performance in context of Sustainable Consumption and Production Behaviour

The organizations engaged in sustainable development programmes are increasingly paying serious attention towards synergetic relationships between focal firms and their partners to achieve the goal of sustainable consumption and production (SCP) via big data and predictive analytics (BDPA). The study examines the role of BDPA in collaborative performance (CP) among the partners engaged in sustainable development programme to achieve the goal of SCP. The study further investigates the contingent effect of organization fit on the impact of BDPA on CP. We used variance based structural equation modelling (PLS SEM) to test research hypotheses using a sample of 190 respondents working in auto-components manufacturing organizations in India drawn from the ACMA and Dun & Bradstreet databases. The results indicate that BDPA has a significant positive impact on the CP among partners and the organizational compatibility and resource complementarity have positive moderating effects on the path joining BDPA and CP. The study contributes to the understanding of BDPA and collaboration literature in the context of sustainable development. These findings extend the dynamic capability view (DCV) to create a better understanding of contemporary applications of big data and predictive analytics capability, while also providing theoretically grounded directions to managers who seek to use information processing technologies to continuously improve the collaboration in supply chain networks. We have also noted some of the limitations of our study and identified numerous further research directions

Niraparib plus abiraterone acetate with prednisone in patients with metastatic castration-resistant prostate cancer and homologous recombination repair gene alterations: second interim analysis of the randomized phase III MAGNITUDE trial

Background: Patients with metastatic castration-resistant prostate cancer (mCRPC) and BRCA alterations have poor outcomes. MAGNITUDE found patients with homologous recombination repair gene alterations (HRR+), particularly BRCA1/2, benefit from first-line therapy with niraparib plus abiraterone acetate and prednisone (AAP). Here we report longer follow-up from the second prespecified interim analysis (IA2). Patients and methods: Patients with mCRPC were prospectively identified as HRR+ with/without BRCA1/2 alterations and randomized 1 : 1 to niraparib (200 mg orally) plus AAP (1000 mg/10 mg orally) or placebo plus AAP. At IA2, secondary endpoints [time to symptomatic progression, time to initiation of cytotoxic chemotherapy, overall survival (OS)] were assessed. Results: Overall, 212 HRR+ patients received niraparib plus AAP (BRCA1/2 subgroup, n = 113). At IA2 with 24.8 months of median follow-up in the BRCA1/2 subgroup, niraparib plus AAP significantly prolonged radiographic progression-free survival {rPFS; blinded independent central review; median rPFS 19.5 versus 10.9 months; hazard ratio (HR) = 0.55 [95% confidence interval (CI) 0.39-0.78]; nominal P = 0.0007} consistent with the first prespecified interim analysis. rPFS was also prolonged in the total HRR+ population [HR = 0.76 (95% CI 0.60-0.97); nominal P = 0.0280; median follow-up 26.8 months]. Improvements in time to symptomatic progression and time to initiation of cytotoxic chemotherapy were observed with niraparib plus AAP. In the BRCA1/2 subgroup, the analysis of OS with niraparib plus AAP demonstrated an HR of 0.88 (95% CI 0.58-1.34; nominal P = 0.5505); the prespecified inverse probability censoring weighting analysis of OS, accounting for imbalances in subsequent use of poly adenosine diphosphate-ribose polymerase inhibitors and other life-prolonging therapies, demonstrated an HR of 0.54 (95% CI 0.33-0.90; nominal P = 0.0181). No new safety signals were observed. Conclusions: MAGNITUDE, enrolling the largest BRCA1/2 cohort in first-line mCRPC to date, demonstrated improved rPFS and other clinically relevant outcomes with niraparib plus AAP in patients with BRCA1/2-altered mCRPC, emphasizing the importance of identifying this molecular subset of patients