The Devil is in the Detail: Hints for Practical Optimisation

Finding the minimum of an objective function, such as a least squares or negative log-likelihood function, with respect to the unknown model parameters is a problem often encountered in econometrics. Consequently, students of econometrics and applied econometricians are usually well-grounded in the broad differences between the numerical procedures employed to solve these problems. Often, however, relatively little time is given to understanding the practical subtleties of implementing these schemes when faced with illbehaved problems. This paper addresses some of the details involved in practical optimisation, such as dealing with constraints on the parameters, specifying starting values, termination criteria and analytical gradients, and illustrates some of the general ideas with several instructive examples.gradient algorithms, unconstrained optimisation, generalised method of moments.

Discrete time-series models when counts are unobservable

Count data in economics have traditionally been modeled by means of integer-valued autoregressive models. Consequently, the estimation of the parameters of these models and their asymptotic properties have been well documented in the literature. The models comprise a description of the survival of counts generally in terms of a binomial thinning process and an independent arrivals process usually specified in terms of a Poisson distribution. This paper extends the existing class of models to encompass situations in which counts are latent and all that is observed is the presence or absence of counts. This is a potentially important modification as many interesting economic phenomena may have a natural interpretation as a series of 'events' that are driven by an underlying count process which is unobserved. Arrivals of the latent counts are modeled either in terms of the Poisson distribution, where multiple counts may arrive in the sampling interval, or in terms of the Bernoulli distribution, where only one new arrival is allowed in the same sampling interval. The models with latent counts are then applied in two practical illustrations, namely, modeling volatility in financial markets as a function of unobservable 'news' and abnormal price spikes in electricity markets being driven by latent 'stress'.Integer-valued autoregression, Poisson distribution, Bernoulli distribution, latent factors, maximum likelihood estimation

Nepotistic patterns of violent psychopathy: evidence for adaptation?

Psychopaths routinely disregard social norms by engaging in selfish, antisocial, often violent behavior. Commonly characterized as mentally disordered, recent evidence suggests that psychopaths are executing a well-functioning, if unscrupulous strategy that historically increased reproductive success at the expense of others. Natural selection ought to have favored strategies that spared close kin from harm, however, because actions affecting the fitness of genetic relatives contribute to an individual’s inclusive fitness. Conversely, there is evidence that mental disorders can disrupt psychological mechanisms designed to protect relatives. Thus, mental disorder and adaptation accounts of psychopathy generate opposing hypotheses: psychopathy should be associated with an increase in the victimization of kin in the former account but not in the latter. Contrary to the mental disorder hypothesis, we show here in a sample of 289 violent offenders that variation in psychopathy predicts a decrease in the genetic relatedness of victims to offenders; that is, psychopathy predicts an increased likelihood of harming non-relatives. Because nepotistic inhibition in violence may be caused by dispersal or kin discrimination, we examined the effects of psychopathy on (1) the dispersal of offenders and their kin and (2) sexual assault frequency (as a window on kin discrimination). Although psychopathy was negatively associated with coresidence with kin and positively associated with the commission of sexual assault, it remained negatively associated with the genetic relatedness of victims to offenders after removing cases of offenders who had coresided with kin and cases of sexual assault from the analyses. These results stand in contrast to models positing psychopathy as a pathology, and provide support for the hypothesis that psychopathy reflects an evolutionary strategy largely favoring the exploitation of non-relatives

Child Exploitation and the FIFA World Cup: A review of risks and protective interventions

This review was commissioned by the Child Abuse Programme (CAP) of Oak Foundation, a large international philanthropic organisation. It forms part of CAP’s effort to win societal rejection of practices such as the sexual exploitation of children and adolescents around major sporting events (MSEs), and to embed prevention and protection from exploitation as a permanent concern for global sports-related bodies. This review is intended to inform action in countries that host MSEs and to provide some suggestions on how hosting countries can avoid past pitfalls and mistakes in relation to child exploitation, especially economic and sexual exploitation. Importantly, it also acts as a call to action by those responsible for commissioning and staging MSEs, such as FIFA and the IOC, to anticipate, prepare for and adopt risk mitigation strategies and interventions. Positive leadership from these culturally powerful bodies could prove decisive in shifting hearts, minds and actions in the direction of improved safety for children

Stochastic modelling of tumorigenesis in p53 deficient mice.

Stochastic models of tumorigenesis have been developed to investigate the implications of experimental data on tumour induction in wild-type and p53-deficient mice for tumorigenesis mechanisms. Conventional multistage models in which inactivation of each p53 allele represents a distinct stage predict excessively large numbers of tumours in p53-deficient genotypes, allowing this category of model to be rejected. Multistage multipath models, in which a p53-mediated pathway co-exists with one or more p53-independent pathways, are consistent with the data, although these models require unknown pathways and do not enable age-specific curves of tumour appearance to be computed. An alternative model that fits the data is the 'multigate' model in which tumorigenesis results from a small number of gate-pass (enabling) events independently of p53 status. The role of p53 inactivation is as a rate modifier that accelerates the gate-pass events. This model implies that wild-type p53 acts as a 'caretaker' to maintain genetic uniformity in cell populations, and that p53 inactivation increases the probability of occurrence of a viable cellular mutant by a factor of about ten. The multigate model predicts a relationship between the time pattern of tumour occurrence and tumour genotype that should be experimentally testable. Stochastic modelling may help to distinguish 'gatekeeper' and 'caretaker' genes in other tumorigenic pathays

Spatial distribution of Alitta virens and Clymenella torquata with respect to rigid boundaries in mud and sand

Recent advances in understanding of sediment material properties and of burrowing mechanics suggest likely differences in the behavior of organisms burrowing in mud and sand. The path of least resistance in the mud may lead an infaunal organism to burrow along a rigid wall. By contrast, in sand, force chains may prevent a burrowing organism from reaching a rigid wall. Burrowing in mud occurs primarily by the propagation of cracks. Cracks, and hence burrows, tend to propagate along rigid walls. In sand, force chains comprise collections of particles that experience much more stress than their neighbors. Stress chains tend to terminate at walls where their high density may inhibit burrowing. To test for differing effects of mud and sand on the spatial distribution of infauna, proximity to a rigid wall of two polychaetes, Alitta virens and Clymenella torquata, was measured in sand and mud. For both species the cumulative density distribution of burrow distances from the wall showed significantly more burrows near the wall than expected in both mud and sand. However, in direct sampling experiments, the more mobile A. virens showed a greater tendency to burrow at the wall in mud than in sand and strong exclusion from the immediate vicinity of the wall in sand, whereas C. torquata did not show a significant difference in distance from the wall in sand versus mud. The wall effect may be weaker for C. torquata because its limited mobility makes it less likely to encounter a wall over the course of an experiment. Our results point to the need for quantitative assessment of biases of analytical devices that rely on rigid walls, such as optodes and sediment profile imaging cameras, and suggest a possible similar bias in animal distributions around natural analogs such as rock-sediment boundaries

Decoherence on a two-dimensional quantum walk using four- and two-state particle

We study the decoherence effects originating from state flipping and depolarization for two-dimensional discrete-time quantum walks using four-state and two-state particles. By quantifying the quantum correlations between the particle and position degree of freedom and between the two spatial ($x-y$) degrees of freedom using measurement induced disturbance (MID), we show that the two schemes using a two-state particle are more robust against decoherence than the Grover walk, which uses a four-state particle. We also show that the symmetries which hold for two-state quantum walks breakdown for the Grover walk, adding to the various other advantages of using two-state particles over four-state particles.Comment: 12 pages, 16 figures, In Press, J. Phys. A: Math. Theor. (2013

The effect of frequent hemodialysis on nutrition and body composition: frequent Hemodialysis Network Trial.

We investigated the effects of frequency of hemodialysis on nutritional status by analyzing the data in the Frequent Hemodialysis Network Trial. We compared changes in albumin, body weight, and composition among 245 patients randomized to six or three times per week in-center hemodialysis (Daily Trial) and 87 patients randomized to six times per week nocturnal or three times per week conventional hemodialysis, performed largely at home (Nocturnal Trial). In the Daily Trial, there were no significant differences between groups in changes in serum albumin or the equilibrated protein catabolic rate by 12 months. There was a significant relative decrease in predialysis body weight of 1.5 ± 0.2 kg in the six times per week group at 1 month, but this significantly rebounded by 1.3 ± 0.5 kg over the remaining 11 months. Extracellular water (ECW) decreased in the six times per week compared with the three per week hemodialysis group. There were no significant between-group differences in phase angle, intracellular water, or body cell mass (BCM). In the Nocturnal Trial, there were no significant between-group differences in any study parameter. Any gain in 'dry' body weight corresponded to increased adiposity rather than muscle mass but was not statistically significant. Thus, frequent in-center hemodialysis reduced ECW but did not increase serum albumin or BCM while frequent nocturnal hemodialysis yielded no net effect on parameters of nutritional status or body composition