Transparency in Complex Computational Systems

Scientists depend on complex computational systems that are often ineliminably opaque, to the detriment of our ability to give scientific explanations and detect artifacts. Some philosophers have s..

Strategic interactions between monetary and fiscal policies: a case study for the European Stability Pact.

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Gender Differences in Survival in Idiopathic Pulmonary Fibrosis and Following Lung Transplant

Idiopathic Pulmonary Fibrosis (IPF) is a chronic and progressive form of interstitial lung disease characterized by inflammation and abnormal tissue repair ultimately leading to decreased pulmonary function and death. Risk factors for IPF are largely unknown and medical treatment offers a poor prognosis due to the lack of effective treatment options. Survival outcomes were analyzed for a cohort of 331 patients. The median age at clinical evaluation for IPF was 69 years. Subjects survived an average of 21.82 months after diagnosis, with a higher survival in females than in males. Males had a risk 2.85 times higher than females of death. Subjects older than 69 years of age had a relative risk of dying of 1.6 in comparison to subjects younger than 69 years. Predictors of survival after lung transplant were also analyzed in a cohort of 990 lung transplanted patients. The overall survival was 41.6%, (41.5 % in males, and 41.8 % in females), the average length of the follow up was 45.84 plus or minus 51.98 months (range 0 to 282.47 months). Females tend to live longer than males: 50.75 plus or minus 55.41 months versus 40.64 plus or minus 47.60 months, respectively. Males had a risk of dying during the follow up that was 1.18 (95% CI 1.01-1.40) relative to females, after adjusting for ethnicity, age, smoking status, diagnosis and donor characteristics. Females who had at least one full term pregnancy during their life had better survival rates than females who had no full term pregnancies.Our results of a better survival after lung transplant in females (particularly females with at least one pregnancy) support the hypothesis of a hormonal contribution to survival and of the development of immunotolerance after pregnancy.The public health significance includes the use of the current study as a model in understanding the role of immunity in cancer development. The age-adjusted incidence rate is 555.8 per 100,000 men and 411.3 per 100,000 women per year (2000-2004), and the combined lifetime risk of cancer is approximately 1 in 2. Thus, any further understanding of cancer causes would be worthwhile in cancer prevention and treatment efforts

User-Friendly Parallel Computations with Econometric Examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.parallel computing, Monte Carlo, bootstrapping,maximum likelihood, GMM, kernel regression

The Stability Pact and Feedback Policy Effects

We use a two-country dynamic model in a monetary union in which we introduce a wealth private behaviour. We study the implications of public debt on monetary and fiscal policies in the short and the long run. We analyse the effects of asymmetric fiscal policies in Euroland: the first country has fiscal room for manoeuvre whereas the second country is fettered by the Stability Pact. We show that such a situation creates two feedback effects which reduce the efficiency of economic policies. First, because of the inability of one government to implement an expansionist fiscal policy, the other government has to substitute for it in order to stabilise inflation and production. Second, the ECB's involvement in macroeconomic stabilisation will also be exacerbated. The more substantial these effects, the more co-operation is needed between European governments and the ECB.monetary and fiscal policies, EMU, Stability Pact, fiscal theory of inflation, public debt.

A Note on Parallelizing the Parameterized Expectations Algorithm

The parameterized expectations algorithm (PEA) involves a long simulationand a nonlinear least squares (NLS) fit, both embedded in a loop. Both steps are natural candidates for parallelization.This note shows that parallelization can lead to important speedups forthe PEA.I provide example code for a simple model that can serve as a templatefor parallelization of more interesting models, as well as a download linkfor an image of a bootable CD that allows creation of a cluster and executionof the example code in minutes, with no need to install any software.parameterized expectations, parallel computing

A Data Mining Approach to Indirect Inference

Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.simulation-based estimation; data mining; dynamic panel data; vector autoregression; bias reduction Abstract JEL codes: C13, C14, C15, C33

Unconstrained Optimization with MINTOOLKIT for GNU Octave

The paper documents MINTOOLKIT for GNU Octave. MINTOOLKIT provides functions for minimization and numeric differentiation. The main algorithms are BFGS, LBFGS, and simulated annealing. Examples are given.minimization, optmization, software

Symbolic computation with finite biquandles

A method of computing a basis for the second Yang-Baxter cohomology of a finite biquandle with coefficients in Q and Z_p from a matrix presentation of the finite biquandle is described. We also describe a method for computing the Yang-Baxter cocycle invariants of an oriented knot or link represented as a signed Gauss code. We provide a URL for our Maple implementations of these algorithms.Comment: 8 pages. Version 2 has typo corrections and changes suggested by referee. To appear in J. Symbolic Compu

Boundary layer relaminarization device

Relamination of a boundary layer formed in supersonic flow over the leading edge of a swept airfoil is accomplished by means of at least one band, especially a quadrangular band, and most preferably a square band. Each band conforms to the leading edge and the upper and lower surfaces of the airfoil as an integral part thereof and extends perpendicularly from the leading edge. Each band has a height of about two times the thickness of the maximum expected boundary layer