Search results for "Nonparametric"
showing 10 items of 427 documents
Imputation Procedures in Surveys Using Nonparametric and Machine Learning Methods: An Empirical Comparison
2020
Abstract Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse, nonparametric and machine learning procedures may thus provide a useful alternative to traditional imputation procedures for deriving a set of imputed values used next for the estimation of study parameters defined as solution of population estimating equation. In this paper, we conduct an extensive empirical investigation that compares a number of imputation procedures in terms of bias and efficiency in a wide variety of settings, including high-dimens…
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
2021
We develop a new nonparametric approach for estimating the risk-neutral density of asset prices and reformulate its estimation into a double-constrained optimization problem. We evaluate our approach using the S\&P 500 market option prices from 1996 to 2015. A comprehensive cross-validation study shows that our approach outperforms the existing nonparametric quartic B-spline and cubic spline methods, as well as the parametric method based on the Normal Inverse Gaussian distribution. As an application, we use the proposed density estimator to price long-term variance swaps, and the model-implied prices match reasonably well with those of the variance future downloaded from the CBOE websi…
Aggregation ofArgulus coregoni(Crustacea: Branchiura) on rainbow trout (Oncorhynchus mykiss): a consequence of host susceptibility or exposure?
2005
By sampling individual rainbow trout,Oncorhynchus mykiss, at a fish farm we showed thatArgulus coregoniwere aggregated within their host population. The relative significance of susceptibility and exposure generating the observed pattern was tested using experimental infections. We examined, whether rainbow trout developed protective resistance mechanisms against the louse following a challenge infection and if there was variation between individual trout in their susceptibility toA. coregonimetanauplii. Fish were exposed to 20A. coregonifor 5, 25, 50, 85 or 120 min and the numbers attaching recorded. Three weeks later, developing argulids were removed and the experiment repeated with a sta…
Assessing Spillover Effects of Spatial Policies with Semiparametric Zero-Inflated Models and Random Forests
2021
The aim of this work is to estimate the variation over time of the spatial spillover effects of a public policy that was devoted to boost rural development in France over the period 1993–2002. At a micro data level, it is often observed that the dependent variable, such as local employment in a municipality, does not vary along time, so that we face a kind of zero inflated phenomenon that cannot be dealt with a classical continuous response model or propensity score approaches. We consider two recent non parametric techniques that are able to deal with that estimation issue. The first approach consists in fitting two generalized additive models to estimate both the probability of no variati…
Dendrites are dispensable for basic motoneuron function but essential for fine tuning of behavior.
2014
Dendrites are highly complex 3D structures that define neuronal morphology and connectivity and are the predominant sites for synaptic input. Defects in dendritic structure are highly consistent correlates of brain diseases. However, the precise consequences of dendritic structure defects for neuronal function and behavioral performance remain unknown. Here we probe dendritic function by using genetic tools to selectively abolish dendrites in identified Drosophila wing motoneurons without affecting other neuronal properties. We find that these motoneuron dendrites are unexpectedly dispensable for synaptic targeting, qualitatively normal neuronal activity patterns during behavior, and basic …
Seasonal changes in predator community switch the direction of selection for prey defences
2014
Insect communities consist of aposematic species with efficient warning colours against predation, as well as abundant examples of crypsis. To understand such coexistence, we here report results from a field experiment where relative survival of artificial larvae, varying in conspicuousness, was estimated in natural bird communities over an entire season. This takes advantage of natural variation in the proportion of naive predators: naivety peaks when young birds have just fledged. We show that the relative benefit of warning signals and crypsis changes accordingly. When naive birds are rare (early and late in the season), conspicuous warning signals improve survival, but conspicuousness b…
Functional Data Analysis and Mixed Effect Models
2004
Panel studies in econometrics as well as longitudinal studies in biomedical applications provide data from a sample of individual units where each unit is observed repeatedly over time (age, etc.). In this context, mixed effect models are often applied to analyze the behavior of a response variable in dependence of a number of covariates. In some important applications it is necessary to assume that individual effects vary over time (age, etc.).
Late gadolinium enhancement-cardiovascular magnetic resonance identifies coronary artery disease as the aetiology of left ventricular dysfunction in …
2009
Aims We evaluated the ability of late gadolinium enhancement (LGE) using cardiovascular magnetic resonance (CMR) to identify acute new-onset heart failure (HF) with left ventricular systolic dysfunction (LVSD), whether or not in relation to underlying coronary artery disease (CAD), in patients with no clinical evidence of associated ischaemic cardiomyopathy. Methods and results Hundred consecutive patients admitted with acute new-onset decompensated HF and EF ,40%, with no clinical or electrocardiographic data suggestive of CAD. The patients were classified according to the presence or absence of significant CAD (stenosis � 70% in at least one major vessel). Twenty-one patients (21%) had si…
Utility of Cardiac Magnetic Resonance to assess association between admission hyperglycemia and myocardial damage in patients with reperfused ST-segm…
2008
Abstract Aims to investigate the association between admission hyperglycemia and myocardial damage in patients with ST-segment elevation myocardial infarction (STEMI) using Cardiac Magnetic Resonance (CMR). Methods We analyzed 113 patients with STEMI treated with successful primary percutaneous coronary intervention. Admission hyperglycemia was defined as a glucose level ≥ 7.8 mmol/l. Contrast-enhanced CMR was performed between 3 and 7 days after reperfusion to evaluate left ventricular function and perfusion data after injection of gadolinium-DTPA. First-pass images (FP), providing assessment of microvascular obstruction and Late Gadolinium Enhanced images (DE), reflecting the extent of in…
Quantification of resting myocardial blood flow in a pig model of acute ischemia based on first-pass MRI
2005
Qualitative and semiquantitative contrast-enhanced (CE) dynamic perfusion MRI techniques are established as noninvasive diagnostic means of assessing coronary artery disease. However, to date quantification of myocardial blood flow (MBF) has not reached the same acceptance as MBF quantification with nuclear techniques. To validate quantification of MBF at rest using the extracellular contrast agent (CA) Gd-DTPA, we performed an animal study in a pig model of acute myocardial ischemia. We quantified MBF from MRI data with a mathematical model (MMID4) of the underlying vasculature. These MBF results were subsequently compared with the results from fluorescent microspheres. The study showed a …