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Consider the following experiment: a deck with m copies of n different card types is randomly shuffled, and a guesser attempts to guess the cards sequentially as they are drawn. Each time a guess is made, some amount of ‘feedback’ is given. For example, one could tell the guesser the true identity of the card they just guessed (the complete feedback model) or they could be told nothing at all (the no feedback model). In this paper we explore a partial feedback model, where upon guessing a card, the guesser is only told whether or not their guess was correct. We show in this setting that, uniformly in n, at most $m+O(m^{3/4}\log m)$ cards can be guessed correctly in expectation. This resolves a question of Diaconis and Graham from 1981, where even the $m=2$ case was open.
Consider a random $n\times n$ zero-one matrix with ‘sparsity’ p, sampled according to one of the following two models: either every entry is independently taken to be one with probability p (the ‘Bernoulli’ model) or each row is independently uniformly sampled from the set of all length-n zero-one vectors with exactly pn ones (the ‘combinatorial’ model). We give simple proofs of the (essentially best-possible) fact that in both models, if $\min(p,1-p)\geq (1+\varepsilon)\log n/n$ for any constant $\varepsilon>0$, then our random matrix is nonsingular with probability $1-o(1)$. In the Bernoulli model, this fact was already well known, but in the combinatorial model this resolves a conjecture of Aigner-Horev and Person.
A graph G arrows a graph H if in every 2-edge-colouring of G there exists a monochromatic copy of H. Schelp had the idea that if the complete graph $K_n$ arrows a small graph H, then every ‘dense’ subgraph of $K_n$ also arrows H, and he outlined some problems in this direction. Our main result is in this spirit. We prove that for every sufficiently large n, if $n = 3t+r$ where $r \in \{0,1,2\}$ and G is an n-vertex graph with $\delta(G) \ge (3n-1)/4$, then for every 2-edge-colouring of G, either there are cycles of every length $\{3, 4, 5, \dots, 2t+r\}$ of the same colour, or there are cycles of every even length $\{4, 6, 8, \dots, 2t+2\}$ of the samecolour.
Our result is tight in the sense that no longer cycles (of length $>2t+r$) can be guaranteed and the minimum degree condition cannot be reduced. It also implies the conjecture of Schelp that for every sufficiently large n, every $(3t-1)$-vertex graph G with minimum degree larger than $3|V(G)|/4$ arrows the path $P_{2n}$ with 2n vertices. Moreover, it implies for sufficiently large n the conjecture by Benevides, Łuczak, Scott, Skokan and White that for $n=3t+r$ where $r \in \{0,1,2\}$ and every n-vertex graph G with $\delta(G) \ge 3n/4$, in each 2-edge-colouring of G there exists a monochromatic cycle of length at least $2t+r$.
The Hodrick–Prescott (HP) filter has been a popular method of trend extraction from economic time series. However, it is impractical without modification if some observations are not available. This paper improves the HP filter so that it can be applied in such situations. More precisely, this paper introduces two alternative generalized HP filters that are applicable for this purpose. We provide their properties and a way of specifying those smoothing parameters that are required for their application. In addition, we numerically examine their performance. Finally, based on our analysis, we recommend one of them for applied studies.
We use identification robust tests to show that difference (Dif), level (Lev), and nonlinear (NL) moment conditions, as proposed by Arellano and Bond (1991, Review of Economic Studies 58, 277–297), Ahn and Schmidt (1995, Journal of Econometrics 68, 5–27), Arellano and Bover (1995, Journal of Econometrics 68, 29–51), and Blundell and Bond (1998, Journal of Econometrics 87, 115–143) for the linear dynamic panel data model, do not separately identify the autoregressive parameter when its true value is close to one and the variance of the initial observations is large. We prove that combinations of these moment conditions, however, do so when there are more than three time series observations. This identification then solely results from a set of, so-called, robust moment conditions. These robust moments are spanned by the combined Dif, Lev, and NL moment conditions and only depend on differenced data. We show that, when only the robust moments contain identifying information on the autoregressive parameter, the discriminatory power of the Kleibergen (2005, Econometrica 73, 1103–1124) Lagrange multiplier (KLM) test using the combined moments is identical to the largest rejection frequencies that can be obtained from solely using the robust moments. This shows that the KLM test implicitly uses the robust moments when only they contain information on the autoregressive parameter.
Middle East respiratory syndrome coronavirus (MERS-CoV) causes a potentially fatal respiratory disease. Although it is most common in the Arabian Peninsula, it has been exported to 17 countries outside the Middle East, mostly through air travel. The Risk Assessment Guidelines for Infectious Diseases transmitted on Aircraft (RAGIDA) advise authorities on measures to take when an infected individual travelled by air. The aim of this systematic review was to gather all available information on documented MERS-CoV cases that had travelled by air, to update RAGIDA. The databases used were PubMed, Embase, Scopus and Global Index Medicus; Google was searched for grey literature and hand searching was performed on the EU Early Warning and Response System and the WHO Disease Outbreak News. Forty-seven records were identified, describing 21 cases of MERS that had travelled on 31 flights. Contact tracing was performed for 17 cases. Most countries traced passengers sitting in the same row and the two rows in front and behind the case. Only one country decided to trace all passengers and crew. No cases of in-flight transmission were observed; thus, considering the resources it requires, a conservative approach may be appropriate when contact tracing passengers and crew where a case of MERS has travelled by air.
We examine the impact of asset allocation and contribution rates on the risk of defined benefit (DB) pension schemes, using both a run-off and a shorter 3-year time horizon. Using the 3-year horizon, which is typically preferred by regulators, a high bond allocation reduces the spread of the distribution of surplus. However, this result is reversed when examined on a run-off basis. Furthermore, under both the 3-year horizon and the run-off, the higher bond allocation reduces the median level of surplus. Pressure on the affordability of DB schemes has led to widespread implementation of the so-called de-risking strategies, such as moving away from predominantly equity investments to greater bond investments. If the incentives produced by shorter term risk assessments are contributing to this shift, they might be harming the long-term financial health of the schemes. Contribution rates have relatively lower impact on the risk.
It is well known that the presence of outliers can mis-estimate (underestimate or overestimate) the overall reserve in the chain-ladder method, when we consider a linear regression model, based on the assumption that the coefficients are fixed and identical from one observation to another. By relaxing the usual regression assumptions and applying a regression with randomly varying coefficients, we have a similar phenomenon, i.e., mis-estimation of the overall reserves. The lack of robustness of loss reserving regression with random coefficients on incremental payment estimators leads to the development of this paper, aiming to apply robust statistical procedures to the loss reserving estimation when regression coefficients are random. Numerical results of the proposed method are illustrated and compared with the results that were obtained by linear regression with fixed coefficients.
Because the ARMA–GARCH model can generate data with some important properties such as skewness, heavy tails, and volatility persistence, it has become a benchmark model in analyzing financial and economic data. The commonly employed quasi maximum likelihood estimation (QMLE) requires a finite fourth moment for both errors and the sequence itself to ensure a normal limit. The self-weighted quasi maximum exponential likelihood estimation (SWQMELE) reduces the moment constraints by assuming that the errors and their absolute values have median zero and mean one, respectively. Therefore, it is necessary to test zero median of errors before applying the SWQMELE, as changing zero mean to zero median destroys the ARMA–GARCH structure. This paper develops an efficient empirical likelihood test without estimating the GARCH model but using the GARCH structure to reduce the moment effect. A simulation study confirms the effectiveness of the proposed test. The data analysis shows that some financial returns do not have zero median of errors, which cautions the use of the SWQMELE.
The novel coronavirus identified as severe acute respiratory syndrome-coronavirus-2 causes acute respiratory distress syndrome (ARDS). Our aim in this study is to assess the incidence of life-threatening complications like pneumothorax, haemothorax, pneumomediastinum and subcutaneous emphysema, probable risk factors and effect on mortality in coronavirus disease-2019 (COVID-19) ARDS patients treated with mechanical ventilation (MV). Data from 96 adult patients admitted to the intensive care unit with COVID-19 ARDS diagnosis from 11 March to 31 July 2020 were retrospectively assessed. A total of 75 patients abiding by the study criteria were divided into two groups as the group developing ventilator-related barotrauma (BG) (N = 10) and the group not developing ventilator-related barotrauma (NBG) (N = 65). In 10 patients (13%), barotrauma findings occurred 22 ± 3.6 days after the onset of symptoms. The mortality rate was 40% in the BG-group, while it was 29% in the NBG-group with no statistical difference identified. The BG-group had longer intensive care admission duration, duration of time in prone position and total MV duration, with higher max positive end-expiratory pressure (PEEP) levels and lower min pO2/FiO2 levels. The peak lactate dehydrogenase levels in blood were higher by statistically significant level in the BG-group (P < 0.05). The contribution of MV to alveolar injury caused by infection in COVID-19 ARDS patients may cause more frequent barotrauma compared to classic ARDS and this situation significantly increases the MV and intensive care admission durations of patients. In terms of reducing mortality and morbidity in these patients, MV treatment should be carefully maintained within the framework of lung-protective strategies and the studies researching barotrauma pathophysiology should be increased.
The novel coronavirus, severe acute respiratory syndrome-coronavirus-2 (SARS-CoV-2), is the causative agent of the 2020 worldwide coronavirus pandemic. Antibody testing is useful for diagnosing historic infections of a disease in a population. These tests are also a helpful epidemiological tool for predicting how the virus spreads in a community, relating antibody levels to immunity and for assessing herd immunity. In the present study, SARS-CoV-2 viral proteins were recombinantly produced and used to analyse serum from individuals previously exposed, or not, to SARS-CoV-2. The nucleocapsid (Npro) and spike subunit 2 (S2Frag) proteins were identified as highly immunogenic, although responses to the former were generally greater. These two proteins were used to develop two quantitative enzyme-linked immunosorbent assays (ELISAs) that when used in combination resulted in a highly reliable diagnostic test. Npro and S2Frag-ELISAs could detect at least 10% more true positive coronavirus disease-2019 (COVID-19) cases than the commercially available ARCHITECT test (Abbott). Moreover, our quantitative ELISAs also show that specific antibodies to SARS-CoV-2 proteins tend to wane rapidly even in patients who had developed severe disease. As antibody tests complement COVID-19 diagnosis and determine population-level surveillance during this pandemic, the alternative diagnostic we present in this study could play a role in controlling the spread of the virus.
Cholera is one of the major public health problems in the state of Odisha, India since centuries. The current paper is a comprehensive report on epidemiology of cholera in Odisha, which was documented from 1993. PubMed and Web of Knowledge were searched for publications reporting cholera in Odisha during the period 1993–2015. The search was performed using the keywords ‘Odisha’ and/or ‘Orissa’ and ‘Cholera’. In addition, manual search was undertaken to find out relevant papers. During the study period, a total of 37 cholera outbreaks were reported with an average of >1.5 cholera outbreaks per year and case fatality ratio was 0.3%. Vibrio cholerae O1 Ogawa serotype was the major causative agent in most of the cholera cases. The recent studies demonstrated the prevalence of V. cholerae O1, El Tor variants carrying ctxB1, ctxB7 and Haitian variant tcpA allele associated with polymyxin B sensitivity and these variants are replacing the proto type El Tor. The first report of variant ctxB7 in Odisha during super-cyclone 1999 predicted its emergence and subsequent spread causing cholera outbreaks. The prevalence of multidrug-resistant V. cholerae at different time periods created alarming situation. The efficacy trial of oral cholera vaccine (OCV, Shanchol) in a public health set-up in Odisha has shown encouraging results which should be deployed for community level vaccination among the vulnerable population. This paper has taken an effort to disseminate the valuable information of epidemiology of cholera that will influence the policy-makers and epidemiologists for constant surveillance in other parts of Odisha, India and around the globe.
In August 2019, public health surveillance systems in Scotland and England identified seven, geographically dispersed cases infected with the same strain (defined as isolates that fell within the same five single nucleotide polymorphism single linage cluster) of Shiga toxin-producing Escherichia coli O157:H7. Epidemiological analysis of enhanced surveillance questionnaire data identified handling raw beef and shopping from the same national retailer (retailer A) as the common exposure. Concurrently, a microbiological survey of minced beef at retail identified the same strain in a sample of minced beef sold by retailer A, providing microbiological evidence of the link. Between September and November 2019, a further four primary and two secondary cases infected with the same strain were identified; two cases developed haemolytic uraemic syndrome. None of the four primary cases reported consumption of beef from retailer A and the transmission route of these subsequent cases was not identified, although all four primary cases visited the same petting farm. Generally, outbreaks of STEC O157:H7 in the UK appear to be distinct, short-lived events; however, on-going transmission linked to contaminated food, animals or environmental exposures and person-to-person contact do occur. Although outbreaks of STEC caused by contaminated fresh produce are increasingly common, undercooked meat products remain a risk of infection.
In the auto insurance industry, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder's claim history. Even though the recent literature reports evidence of a significant dependence between frequency and severity, the current BMS practice is to use a frequency-based transition rule while ignoring severity information. Although Oh et al. [(2020). Bonus-Malus premiums under the dependent frequency-severity modeling. Scandinavian Actuarial Journal 2020(3): 172–195] claimed that the frequency-driven BMS transition rule can accommodate the dependence between frequency and severity, their proposal is only a partial solution, as the transition rule still completely ignores the claim severity and is unable to penalize large claims. In this study, we propose to use the BMS with a transition rule based on both frequency and size of claim, based on the bivariate random effect model, which conveniently allows dependence between frequency and severity. We analytically derive the optimal relativities under the proposed BMS framework and show that the proposed BMS outperforms the existing frequency-driven BMS. Later, numerical experiments are also provided using both hypothetical and actual datasets in order to assess the effect of various dependencies on the BMS risk classification and confirm our theoretical findings.
Medium frequency radars with multiple receivers are able to track the movement of the interference pattern on the ground from echoes from irregularities in refractive index. In particular, refractive index in the mesosphere is determined by electron density – commonly known as the ionospheric D-region. Thus using this technique it is possible to determine winds in the height regime 70-90 km, depending on the degree of ionization throughout the year. In addition, by examining the fading times of the passage of these structures, it is possible to deduce metrics pertaining to neutral air turbulence. Here, we employ a well-established method to this effect. Thereafter, comparing the turbulent intensity to the kinematic viscosity of the neutral atmosphere, we determine the turbopause altitude. Above this height, atmospheric constituents behave independently, whereas below, all components are mixed. Contrary to earlier analyses, we present evidence the turbopause altitude has been constant since approximately 2004.
The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial identification frequently restricts the geometry of identified sets with diverse high-level assumptions. These superficially appear to be different approaches to closely related problems. We extensively analyze their relation. Among other things, we show that for partial identification through pure moment inequalities, numerous assumptions from the literature essentially coincide with the Mangasarian–Fromowitz constraint qualification. This clarifies the relation between well-known contributions, including within econometrics, and elucidates stringency, as well as ease of verification, of some high-level assumptions in seminal papers.