Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding

A fast and exact procedure for the numerical synthesis of stationary multivariate Gaussian time series with a priori prescribed and well controlled auto- and cross-covariance functions is proposed. It is based on extending the circulant embedding technique to the multivariate case and can be viewed as a modification and variation around the Chan and Wood algorithm proposed earlier to solve the same problem. The procedure is shown to yield time series possessing exactly the desired covariance structure, when sufficient conditions are satisfied. Such conditions are discussed theoretically and examined on several examples of multivariate time series models. Issues related to prescribing a priori the spectral structure rather than the covariance one are also discussed. Matlab routines implementing this procedure are publicly available at http://www.hermir.org.     

Environmental contingency in life history strategies: The influence of mortality and socioeconomic status on reproductive timing.

Why do some people have children early, whereas others delay reproduction? By considering the trade-offs between using one's resources for reproduction versus other tasks, the evolutionary framework of life history theory predicts that reproductive timing should be influenced by mortality and resource scarcity. A series of experiments examined how mortality cues influenced the desire to have children sooner rather than later. The effects of mortality depended critically on whether people grew up in a relatively resource-scarce or resource-plentiful environment. For individuals growing up relatively poor, mortality cues produced a desire to reproduce sooner—to want children now, even at the cost of furthering one's education or career. Conversely, for individuals growing up relatively wealthy, mortality cues produced a desire to delay reproduction—to further one's education or career before starting a family. Overall, mortality cues appear to shift individuals into different life history strategies as a function of childhood socioeconomic status, suggesting important implications for how environmental factors can influence fertility and family size. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Peacocks, Picasso, and parental investment: The effects of romantic motives on creativity.

Four experiments explored the effects of mating motivation on creativity. Even without other incentives to be creative, romantic motives enhanced creativity on subjective and objective measures. For men, any cue designed to activate a short-term or a long-term mating goal increased creative displays; however, women displayed more creativity only when primed to attract a high-quality long-term mate. These creative boosts were unrelated to increased effort on creative tasks or to changes in mood or arousal. Furthermore, results were unaffected by the application of monetary incentives for creativity. These findings align with the view that creative displays in both sexes may be linked to sexual selection, qualified by unique exigencies of human parental investment. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Influence of different positive emotions on persuasion processing: A functional evolutionary approach.

Much research has found that positive affect facilitates increased reliance on heuristics in cognition. However, theories proposing distinct evolutionary fitness-enhancing functions for specific positive emotions also predict important differences among the consequences of different positive emotion states. Two experiments investigated how six positive emotions influenced the processing of persuasive messages. Using different methods to induce emotions and assess processing, we showed that the positive emotions of anticipatory enthusiasm, amusement, and attachment love tended to facilitate greater acceptance of weak persuasive messages (consistent with previous research), whereas the positive emotions of awe and nurturant love reduced persuasion by weak messages. In addition, a series of mediation analyses suggested that the effects distinguishing different positive emotions from a neutral control condition were best accounted for by different mediators rather than by one common mediator. These findings build upon approaches that link affective valence to certain types of processing, documenting emotion-specific effects on cognition that are consistent with functional evolutionary accounts of discrete positive emotions. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Statistical tests for a single change in mean against long‐range dependence

Statistical tests are introduced for distinguishing between short‐range dependent time series with a single change in mean, and long‐range dependent time series, with the former making the null hypothesis. The tests are based on estimation of the self‐similarity parameter after removing the change in mean from the series. The focus is on the GPH (Geweke and Porter‐Hudak, 1983) and local Whittle estimation methods in the spectral domain. Theoretical properties of the resulting estimators are established when testing for a single change in mean, and small sample properties of the tests are examined in simulations. The introduced tests improve on the BHKS ( Berkes et al., 2006 ) test which is the only other available test for the considered problem. It is argued that the BHKS test has a low power against long‐range dependence alternatives and that this happens because the BHKS test statistic involves estimation of the long‐run variance. The BHKS test could be improved readily by considering its R/S‐like regression version which estimates the self‐similarity parameter and which does not involve the long‐run variance. Yet better alternatives are to use more powerful estimation methods (such as GPH or local Whittle) and lead to the tests introduced here.     

Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding

The problem of synthesizing multivariate stationary series Y[n]=(Y₁[n],…,Y_P[n])^T, n∈Z, with prescribed non-Gaussian marginal distributions, and a targeted covariance structure, is addressed. The focus is on constructions based on a memoryless transformation Y_p[n]=f_p(X_p[n]) of a multivariate stationary Gaussian series X[n]=(X₁[n],…,X_P[n])^T. The mapping between the targeted covariance and that of the Gaussian series is expressed via Hermite expansions. The various choices of the transforms f_p for a prescribed marginal distribution are discussed in a comprehensive manner. The interplay between the targeted marginal distributions, the choice of the transforms f_p, and on the resulting reachability of the targeted covariance, is discussed theoretically and illustrated on examples. Also, an original practical procedure warranting positive definiteness for the transformed covariance at the price of approximating the targeted covariance is proposed, based on a simple and natural modification of the popular circulant matrix embedding technique. The applications of the proposed methodology are also discussed in the context of network traffic modeling. Matlab codes implementing the proposed synthesis procedure are publicly available at http://www.hermir.org.     

Going green to be seen: Status, reputation, and conspicuous conservation.

Why do people purchase proenvironmental “green” products? We argue that buying such products can be construed as altruistic, since green products often cost more and are of lower quality than their conventional counterparts, but green goods benefit the environment for everyone. Because biologists have observed that altruism might function as a “costly signal” associated with status, we examined in 3 experiments how status motives influenced desire for green products. Activating status motives led people to choose green products over more luxurious nongreen products. Supporting the notion that altruism signals one’s willingness and ability to incur costs for others’ benefit, status motives increased desire for green products when shopping in public (but not private) and when green products cost more (but not less) than nongreen products. Findings suggest that status competition can be used to promote proenvironmental behavior. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Blatant benevolence and conspicuous consumption: When romantic motives elicit strategic costly signals.

Conspicuous displays of consumption and benevolence might serve as "costly signals" of desirable mate qualities. If so, they should vary strategically with manipulations of mating-related motives. The authors examined this possibility in 4 experiments. Inducing mating goals in men increased their willingness to spend on conspicuous luxuries but not on basic necessities. In women, mating goals boosted public-but not private--helping. Although mating motivation did not generally inspire helping in men, it did induce more helpfulness in contexts in which they could display heroism or dominance. Conversely, although mating motivation did not lead women to conspicuously consume, it did lead women to spend more publicly on helpful causes. Overall, romantic motives seem to produce highly strategic and sex-specific self-presentations best understood within a costly signaling framework. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Let's get serious: Communicating commitment in romantic relationships.

Are men or women more likely to confess love first in romantic relationships? And how do men and women feel when their partners say “I love you”? An evolutionary–economics perspective contends that women and men incur different potential costs and gain different potential benefits from confessing love. Across 6 studies testing current and former romantic relationships, we found that although people think that women are the first to confess love and feel happier when they receive such confessions, it is actually men who confess love first and feel happier when receiving confessions. Consistent with predictions from our model, additional studies have shown that men's and women's reactions to love confessions differ in important ways depending on whether the couple has engaged in sexual activity. These studies have demonstrated that saying and hearing “I love you” has different meanings depending on who is doing the confessing and when the confession is being made. Beyond romantic relationships, an evolutionary–economics perspective suggests that displays of commitment in other types of relationships—and reactions to these displays—will be influenced by specific, functional biases. (PsycINFO Database Record (c) 2011 APA, all rights reserved)     

DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG‐RANGE DEPENDENT TIME SERIES

The notion of multivariate long‐range dependence is reexamined here from the perspectives of time and spectral domains. The role of the so‐called phase parameters is clarified and stressed throughout. In particular, examples of causal (one‐sided) representations of multivariate long‐range dependent time series with general‐phase parameters are constructed. A multivariate extension of the autoregressive fractionally integrated moving‐average series is introduced with explicit formulas for its autocovariance function.