Detecting changes in cross-sectional dependence in multivariate time series

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes better, a test is introduced based on a recently studied variant of the sequential empirical copula process. In contrast to earlier attempts, ranks are computed with respect to relevant subsamples, with beneficial consequences for the sensitivity of the test. For the computation of p-values we propose a multiplier resampling scheme that takes the serial dependence into account. The large-sample theory for the test statistic and the resampling scheme is developed. The finite-sample performance of the procedure is assessed by Monte Carlo simulations. Two case studies involving time series of financial returns are presented as well.Comment: 32 pages, 6 table

Profile extrema for visualizing and quantifying uncertainties on excursion regions. Application to coastal flooding

We consider the problem of describing excursion sets of a real-valued function $f$, i.e. the set of inputs where $f$ is above a fixed threshold. Such regions are hard to visualize if the input space dimension, $d$, is higher than 2. For a given projection matrix from the input space to a lower dimensional (usually $1,2$) subspace, we introduce profile sup (inf) functions that associate to each point in the projection's image the sup (inf) of the function constrained over the pre-image of this point by the considered projection. Plots of profile extrema functions convey a simple, although intrinsically partial, visualization of the set. We consider expensive to evaluate functions where only a very limited number of evaluations, $n$, is available, e.g. $n<100d$, and we surrogate $f$ with a posterior quantity of a Gaussian process (GP) model. We first compute profile extrema functions for the posterior mean given $n$ evaluations of $f$. We quantify the uncertainty on such estimates by studying the distribution of GP profile extrema with posterior quasi-realizations obtained from an approximating process. We control such approximation with a bound inherited from the Borell-TIS inequality. The technique is applied to analytical functions ($d=2,3$) and to a $5$-dimensional coastal flooding test case for a site located on the Atlantic French coast. Here $f$ is a numerical model returning the area of flooded surface in the coastal region given some offshore conditions. Profile extrema functions allowed us to better understand which offshore conditions impact large flooding events

Les surfaces gagnent du volume

National audienceImproving the visual appearance of today virtual character of video-games or cinema involves the use of geometry, computer science and a classical theorem of calculus. In this paper, we apply the well known divergence theorem to the field of computer graphics to certify that a virtual character can be deformed while having a constant internal volume during the animation.Améliorer l'apparence des personnages virtuels modernes des jeux vidéo et du cinéma passe aujourd'hui par le mariage entre un théorème d'analyse vectoriel classique, la géométrie et l'informatique. Nous proposons dans cet article d'expliquer en quoi l'application du théorème de Green-Ostrogradsky dans le domaine de l'image de synthèse permet de garantir que les personnages virtuels maintiennent leur volume constant lorsqu'ils sont animés

The D-ring, Not the A-ring, Rotates in Synechococcus OS-B' Phytochrome

Phytochrome photoreceptors in plants and microorganisms switch photochromically between two states, controlling numerous important biological processes. Although this phototransformation is generally considered to involve rotation of ring D of the tetrapyrrole chromophore, Ulijasz et al. (Ulijasz, A. T., Cornilescu, G., Cornilescu, C. C., Zhang, J., Rivera, M., Markley, J. L., and Vierstra, R. D. (2010) Nature 463, 250–254) proposed that the A-ring rotates instead. Here, we apply magic angle spinning NMR to the two parent states following studies of the 23-kDa GAF (cGMP phosphodiesterase/adenylyl cyclase/FhlA) domain fragment of phytochrome from Synechococcus OS-B′. Major changes occur at the A-ring covalent linkage to the protein as well as at the protein residue contact of ring D. Conserved contacts associated with the A-ring nitrogen rule out an A-ring photoflip, whereas loss of contact of the D-ring nitrogen to the protein implies movement of ring D. Although none of the methine bridges showed a chemical shift change comparable with those characteristic of the D-ring photoflip in canonical phytochromes, denaturation experiments showed conclusively that the same occurs in Synechococcus OS-B′ phytochrome upon photoconversion. The results are consistent with the D-ring being strongly tilted in both states and the C15=C16 double bond undergoing a Z/E isomerization upon light absorption. More subtle changes are associated with the A-ring linkage to the protein. Our findings thus disprove A-ring rotation and are discussed in relation to the position of the D-ring, photoisomerization, and photochromicity in the phytochrome family

Mammalian NDR kinases : tumor suppressors with essential functions in embryonic development

NDR kinases are highly conserved from yeast to man. Loss-of-function models of Ndr homologs in yeast and fly demonstrate essential functions of the respective kinases. Mammalian Ndr1 and Ndr2 are widely expressed and share a high degree of sequence identity. Human NDR kinases function in centriole duplication, mitotic chromosome alignment, apoptosis and proliferation. Mice that lack functional NDR1 protein are phenotypically normal, but protein levels of NDR2 are up-regulated in Ndr1-null tissues suggesting a compensatory link between both isoforms. Aged Ndr1 knock-out (KO) mice develop T-cell lymphoma, indicating a tumor suppressive function of mammalian NDR kinases. Several reports describe deregulated Ndr transcript levels in human cancers but the functional relevance of the expression changes has not been addressed. The present study reveals that mice carrying a targeted deletion of Ndr2 are phenotypically normal but show an up-regulation of NDR1 protein levels. Combined loss of Ndr1 and Ndr2 results in embryonic lethality, demonstrating that NDR kinases play essential roles in mammalian development. Ndr-null embryos are small and developmentally delayed at embryonic day (E) 8 and die around E10. Transcript levels of the CDK inhibitors p21 and p27 are up-regulated in Ndr-null embryos at E8.5, suggesting that NDR kinases positively regulate proliferation in vivo. Mutant somites are small and irregularly shaped. Asymmetric expression of the somite-clock genes Lunatic Fringe and Hes7 in mutant embryos indicates that NDR kinases contribute to ensure bilateral symmetry in the embryo. In the absence of NDR kinases, heart development arrests at the linear heart tube stage and does not proceed to cardiac looping. Proper establishment of the left / right axis is a prerequisite for rightward cardiac looping. Cardiac malformation is most likely the primary cause for embryonic lethality of Ndr-null embryos. Asymmetric gene expression and impaired cardiac looping might reflect a general symmetry defect in NDR-deficient embryos. Embryonic lethality precludes the analysis of in vivo functions of NDR kinases in the adult mouse. To address the role of NDR in the context of tumorigenesis, I have generated an intestinal epithelium specific Ndr1/2 double KO (Ndr1-/-Ndr2Δ/ΔVilCre) mouse line. Ndr1-/-Ndr2Δ/ΔVilCre mice develop rectal prolapse, a symptom of chronic inflammation of the colon. Importantly, patients suffering from chronic colitis are at increased risk of developing colorectal cancer (CRC). Although Ndr1-/-Ndr2Δ/ΔVilCre mice do not spontaneously develop colon cancer, initial studies indicate that Ndr1-/-Ndr2Δ/ΔVilCre mice are more susceptible to Azoxymethane (AOM)-induced colon carcinogenesis. Therefore, Ndr1-/-Ndr2Δ/ΔVilCre mice could provide a new model system to study the molecular mechanisms that underlie the increased risk of CRC formation in patients with chronic colonic inflammation. In summary, this study demonstrates that mammalian NDR kinases are essential for embryonic development. They positively regulate growth, somitogenesis and heart development. Whether the defect in bilateral symmetry and the cardiac phenotype are causally connected remains to be addressed. Complete loss of NDR kinases in the intestinal epithelium causes rectal prolapse and increased susceptibility to AOM-induced CRC formation. Lastly, the conditional Ndr double KO mouse line represents a valuable tool to address additional in vivo functions of mammalian NDR kinases in normal physiology and disease

Quoi de neuf dans les hypophysites ?

Hypophysitis is a rare disorder. As clinical manifestations and radiologic signs are non specific, the diagnosis is difficult. Pathogenesis of hypophysitis remains largely unknown but new histological and etiological variants have been recently reported. Primary hypophysitis is the main form. For the first time, hypophysitis in ANCA-associated vasculitides has been reported. An entity of IgG4 related plasmatic hypophysitis has been described and well-defined diagnostic criteria have been proposed. Monoclonal antibodies directed against the cytotoxic T-lymphocyte antigen-4 (CTLA-4), investigated in metastatic cancer, can induce hypophysitis. Several candidate pituitary auto-antigens have been described in the last decade, although none has proven to be useful as a diagnostic tool

Dominance of the mean sea level in the high-percentile sea levels time evolution with respect to large-scale climate variability: a Bayesian statistical approach

International audienceChanges in mean sea level (MSL) are a major, but not the unique, cause of changes in high-percentile sea levels (HSL), e.g. the annual 99.9th quantile of sea level (among other factors, climate variability may also have huge influence). To unravel the respective influence of each contributor, we propose to use structural time series models considering six major climate indices (CI) (Artic Oscillation, North Atlantic Oscillation, Atlantic Multidecadal Oscillation, Southern Oscillation Index, Nino 1 + 2 and Nino 3.4) as well as a reconstruction of MSL. The method is applied to eight century-long tide gauges across the world (Brest (France), Newlyn (UK), Cuxhaven (Germany), Stockholm (Sweden), Gedser (Danemark), Halifax (Canada), San Francisco (US), and Honolulu (US)). The treatment within a Bayesian setting enables to derive an importance indicator, which measures how often the considered driver is included in the model. The application to the eight tide gauges outlines that MSL signal is a strong driver (except for Gedser), but is not unique. In particular, the influence of Artic Oscillation index at Cuxhaven, Stockholm and Halifax, and of Nino Sea Surface Temperature index 1 + 2 at San Francisco appear to be very strong as well. Asimilar analysis was conducted by restricting the time period of interest to the 1st part of the 20th century. Over this period, we show that the MSL dominance is lower, whereas an ensemble of CI contribute to a large part to HSL time evolution as well. The proposed setting is flexible and could be applied to incorporate any alternative predictive time series such as river discharge, tidal constituents or vertical ground motions where relevant

Lorquin – Collège

Identifiant de l'opération archéologique : F1357200100077 Date de l'opération : 2001 (EV) À l'occasion de la reconstruction du collège de Lorquin sur un terrain de 2,7 ha, le service régional de l'Archéologie a réalisé des sondages de diagnostic préalable, qui n'ont pas révélé la présence de vestiges archéologiques