S ; Carreño

Di Franco

A ; Sahyoun

R ; Melià

P ; Claudet

J ; Sève

C ; Ligas

A ; Belharet

M ; Calò

A ; Carbonara

P ; Coll

M ; Corrales

X ; Lembo

G ; Sartor

P ; Bitetto

I ; Vilas

D ; Piroddi

C ; Prato

G ; Charbonnel

E ; Bretton

Prats L ; Font

T Lloret

P & Melià

M Belharet

J ; Claudet

C Sève

Sartor, P. A Ligas

Lembo P Carbonara

Bitetto, I G Coispa

Corrales, X M Coll

Virginie Hartmann

Lea Prats

Eric Charbonnel

Olivier Bretton

Recreational and small-scale fisheries may pose a threat to vulnerable species in coastal and offshore waters of the western Mediterranean

Keywords: threatened species, target and bycatch, marine protected areas, small-scale fisheries (SSF), recreational fisheries (RF), management

Recreational and small-scale fisheries may pose a threat to vulnerable species in coastal and offshore waters of the western Mediterranean

Introduction

The magnitude of the ongoing extinction crisis has generated a huge effort aimed at evaluating and monitoring the risk of extinction faced by species worldwide. The trade-offs between economic, social and conservation objectives become severely problematic when the vulnerability of exploited species to fishing is high and the economic value of these species is also high [START_REF] Norse | Sustainability of deep-sea fisheries[END_REF]. Increasing global consumption of marine resources, together with environmental changes, has led to widespread loss and degradation of marine ecosystems, with potentially serious consequences for biodiversity and ecosystem services [START_REF] Bianchi | Marine biodiversity of the Mediterranean Sea: situation, problems, and prospects for future research[END_REF][START_REF] Mccauley | Marine defaunation: animal loss in the global ocean[END_REF][START_REF] Webb | Global patterns of extinction risk in marine and non-marine systems[END_REF]. Throughout the world, many exploited marine species are experiencing declines in population because of overfishing and other stressors, including climate change. Moreover, the systematic differences among different species in their sensitivity to fishing is partly responsible for the increasing dominance of less vulnerable fish species in global catches, as the vulnerable ones become easily overexploited [START_REF] Cheung | Intrinsic vulnerability in the global fish catch[END_REF]. Consequently, global, regional, national, and local lists of threatened species, including those listed in the international conventions for the protection of flora and fauna, have proliferated over the past decades [START_REF] Burton | The context of red data books, with a complete bibliography of the IUCN publications[END_REF] and these lists and conventions have undeniably become valuable tools for conservation [START_REF] Rodrigues | The Value of the IUCN Red List for conservation[END_REF][START_REF] Miller | National Threatened Species Listing Based on IUCN Criteria and Regional Guidelines: Current Status and Future Perspectives[END_REF][START_REF] Dulvy | Threat and decline in fishes: an indicator of marine biodiversity[END_REF]. Recently, the IUCN Red List has been proposed as a tool to complement or enhance existing indicators for sustainable use of marine resources, as described in the European Commission's Marine Strategy Framework Directive for monitoring, which applies an ecosystem approach to fisheries management (EC, 2014). Furthermore, quantitative indices, such as the intrinsic vulnerability index of marine fish [START_REF] Cheung | Intrinsic vulnerability in the global fish catch[END_REF], have been developed to address the specific vulnerability of fish to external pressures.

Recreational and small-scale (professional) fishing are important socioeconomic activities in the Mediterranean, taking place in coastal areas, as well as in offshore waters (reviewed by [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF]. Recreational fishing (RF) in the Mediterranean, according to [START_REF] Font | Recreational fishing within Marine Protected Areas in the Mediterranean[END_REF], comprises all non-commercial fishing that is carried out for leisure or sport, where the catch -the selling of which is illegal -is for one's own consumption (or for family and friends). It is particularly popular in the European Mediterranean, with the total number of recreational sea fishers estimated to be approximately 2.8 million [START_REF] Hyder | Recreational sea fishing in Europe in a global context-Participation rates, fishing effort, expenditure, and implications for monitoring and assessment[END_REF], but also in non-European countries such as Tunisia [START_REF] Ben Lamine | Comparing commercial, recreational and illegal coastal fishery catches and their economic values: a survey from the southern Mediterranean Sea[END_REF] and Turkey [START_REF] Tunca | Biosocioeconomic analysis of marine recreational fisheries: A comparative case study from the Eastern Mediterranean, Turkey[END_REF].The Mediterranean has an extensive coastline, a huge population living in coastal areas (150 million people according to IUCN, 2019) and the importance of fishing as a leisure or tourist activity is increasing [START_REF] Font | Recreational fishing within Marine Protected Areas in the Mediterranean[END_REF]. The expenditure by European recreational sea fishers in the Mediterranean has been estimated to be around €0.92 billion [START_REF] Hyder | Recreational sea fishing in Europe in a global context-Participation rates, fishing effort, expenditure, and implications for monitoring and assessment[END_REF].

In coastal waters (less than, approximately, 12 miles from the shore), recreational fishing methods are highly diverse, including boat fishing, shore fishing, spearfishing and shellfish gathering, sometimes carried out individually and sometimes in groups (for example in competitions and on chartered boats) [START_REF] Font | Recreational fishing within Marine Protected Areas in the Mediterranean[END_REF]. In offshore waters (more than, approximately, 12 miles from the shore), various gears are used by recreational boat fishers, such as rods with line and reel and trolley rigs, and they mainly target large pelagic predator fish species, which include sharks, although information is scarce [START_REF] Adap | Estudio socioeconómico, ambiental y legislativo de la pesca recreativa en el litoral español[END_REF][START_REF] Fowler | Sharks, rays and chimaeras: the status of the Chondrichthyan fishes[END_REF].

Professional, small scale fishing (referred to as SSF throughout this paper) is defined, according to the European Parliament (2014), as "fishing carried out by fishing vessels of an overall length of less than 12 m and not using towed fishing gear". SSF involves boats with smaller crews (1-3 fishers per vessel) and uses a wide variety of fishing techniques, including trammel net, gillnet, longline and pound nets, which are mostly passive gears targeting a wide array of seasonally changing benthic and pelagic coastal species [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF]. Offshore SSF mostly targets large pelagic predatory fish using, in most cases, pelagic longlines [START_REF] Biton-Porsmoguer | Potential unsustainable fisheries of a critically endangered pelagic shark species: The case of the blue shark (Prionace glauca) in the Western Mediterranean Sea[END_REF]. Although there are also other offshore fishing vessels using bottom longlines and gillnets to target benthic demersal fish, such as European hake (Merluccius merluccius) and blackspot seabream (Pagellus bogaraveo), these vessels are usually larger than 12 m length and therefore cannot be considered as SSF (Ungaro et al., 2015). SSF is of great importance in terms of job opportunities and their contribution to the economy of coastal communities in Europe: they have been estimated to generate about half of all direct employment within the EU fishing sector, representing approximately 83% of the fishing vessels and a quarter of the catch value [START_REF] Guyader | Small scale fisheries in Europe: a comparative analysis based on a selection of case studies[END_REF][START_REF] Fao | The state of Mediterranean and Black Sea fisheries 2018[END_REF]. According to recent estimations [START_REF] Hyder | Recreational sea fishing in Europe in a global context-Participation rates, fishing effort, expenditure, and implications for monitoring and assessment[END_REF], in a number of northern European countries, removals by marine recreational fisheries accounted for a significant proportion (up to more than 50%) of the total removals (both recreational and commercial) of species such as western Baltic cod (Gadus morhua) and European sea bass (Dicentrarchus labrax).

RF and SSF in European waters, and particularly in the Mediterranean, involve smaller catches, lower impact on habitats, lower annual fuel oil consumption, less bycatch and discards and less of the catch is reduced to fishmeal and oil than is the case with large-scale fisheries such as trawling and purse-seining [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF][START_REF] Tsagarakis | Mediterranean fishery discards: review of the existing knowledge[END_REF][START_REF] Kelleher | Discards in the world's marine fisheries[END_REF]. Consequently, they are often considered to have a smaller ecological impact. However, from a biological standpoint, there are several features of these fisheries that may threaten the conservation status of certain species [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF]. Such species include benthic and pelagic long-lived and slow-growing species with low reproductive potential and a narrow geographic range (e.g. [START_REF] Lloret | A comparative analysis between recreational and artisanal fisheries in a Mediterranean coastal area[END_REF][START_REF] Luna -Pérez | Anthropic impacts in Mediterranean Marine Protected Areas[END_REF]Lloret et al., 2016;[START_REF] Biton-Porsmoguer | Potential unsustainable fisheries of a critically endangered pelagic shark species: The case of the blue shark (Prionace glauca) in the Western Mediterranean Sea[END_REF]. Furthermore, there is a widespread international agreement that bycatch in many fisheries raises ecological concerns that require the urgent attention by fisheries management [START_REF] Zeller | Global marine fisheries discards: a synthesis of reconstructed data[END_REF]. Although some studies have looked into the impact of specific small-scale and recreational fishing gears on particular vulnerable species in the Mediterranean (e.g. [START_REF] Morales-Nin | Managing coastal zone fisheries: A Mediterranean case study[END_REF]Font andLloret, 2014, Biton-Porsmoguer andLloret, 2018), none of these studies have assessed the overall impact of small-scale and recreational fisheries on vulnerable species in an integrated way, taking into account both coastal and offshore waters, as well as target species and bycatch species, and the different fishing gears employed.

The goal of this study is to evaluate and compare the fishing pressure exerted by SSF and RF operating in coastal and offshore waters of the western Mediterranean Sea on the vulnerable species exploited in these waters (target species and bycatch), taking into account, when possible, the differentiated effect of each small-scale and recreational fishing method or gear.

To our knowledge, this is the first holistic study of its kind because, until now, only limited results have been published focusing on particular fishing sites, specific areas, fishing gears or species. The study also proposes a number of management recommendations for a more effective protection of vulnerable exploited species in coastal zones and offshore, particularly in marine protected areas (MPAs) and the "Special areas of conservation" (SACs) in the Mediterranean Sea. SACs are those areas which have been given greater protection under the European Commission's Habitats Directive. It must be considered that most of the species targeted by SSF and RF are not regularly assessed on a broader scale, and very few and coherent management actions (e.g. quotas, minimum landing sizes, etc) have been implemented so far in the Mediterranean. Only a small number of species, such as Bluefin tuna (Thunnus thynnus), swordfish (Xiphias gladius) and European hake (Merluccius merluccius), are currently assessed and managed. In this sense, this study proposes a framework to identify which of the exploited species can be described as vulnerable to fishing pressure from SSF and RF, and for which, consequently, priority management measures should be undertaken in order to attain the favorable conservation status (defined in the Habitats Directive) for these species and the habitats they inhabit.

Methods

Catch of target species

By combining multiple data sources, including reports, scientific literature and catch data provided by fisheries and MPA managers, we assembled a dataset on SSF and recreational catches at multiple sites, covering both coastal and off-shore areas, in the Mediterranean Sea.

Information on recreational fishing (RF) was gathered in 20 coastal areas (14 of which are MPAs and 13 are SACs; Figure 1) from three EU Member States (Spain, France, and Italy), within the framework of the EU SAFENET project (Sustainable Fisheries in EU Mediterranean waters through a network of Marine Protected Areas). These areas include the north-eastern part of the Catalan Sea, the Gulf of Lion, the Ligurian and the northern Tyrrhenian Seas, and the islands of Corsica and Sardinia.

Information was collected from a total of 40 studies comprising scientific articles (8) as well as grey literature (32) including unpublished reports and documents provided by researchers and managers of MPAs, where most of the research regarding RF in the Mediterranean has been carried out. These studies were carried out in a variety of ways encompassing a diverse range of sampling periods, duration and different recreational fishing types (Supplementary Table SB1). For the purpose of this study, fishing types are defined as: boat fishing (BF), shore fishing (SF) and spearfishing (SP). Although some of these studies did not always classify the data according to fishing methods, and for certain areas there is a lack of information regarding particular fishing types, those we have reviewed represent the best source of available information so far. It must be pointed out, nevertheless, that there is very little information on RF outside spring and summer, during which the vast majority of samplings (90%, all areas combined) were carried out (Supplementary Table SB1). Therefore, our analysis is representative of the warmer season only, which is nevertheless the high season for RF in most of the areas (Font andLloret, 2013, 2014). In addition to the revision of literature, the managers of each MPA and seven local scientists who specialize in coastal fisheries were contacted by email to obtain information on the catch of vulnerable species by recreational fishers through standardized questionnaires designed specifically to gather the same information from each area (i.e. the presence of vulnerable species in the catch of recreational fishers). Around 65% of the managers and scientists contacted provided the information required for further analysis. The rest were unable to provide information because their MPAs had only recently been created, which meant sufficient data on RF activity had not yet been collected.

The available information from SSF was provided by monitoring in three MPAs where information was available: Cap de Creus (Spain), Côte Bleue (France) and Cerbère-Banyuls (France). Studies in Cap de Creus MPA were conducted in 2008, 2009, 2010, 2011, 2013 and 2015 via 572 onboard samplings, mostly carried out in spring and summer. The sampling scheme had two components. The first involved interviewing small-scale fishers and conducting on-board inspections. Fishers were interviewed and a sampling report was completed, which included the fishing gear used, location (fishing site), the date and time that the gear was set or cast and when it was removed, and the quantity of fishing gear (number of hooks, length of nets, etc). The second, employing an increasingly common method for collecting fishery data, consisted of a self-sampling program by the fishers themselves enabling them to provide information from their own fishery. Overall, different boats from the various ports in the Cap de Creus area where small-scale fishers land their catches were sampled to gather information according to fishing type (trammel net, gillnet, longline and pound net). Meanwhile, data on species and catches from the Côte Bleue MPA were gathered during 261 small-scale fishing operations -involving trammel net, gillnet and longline -that were carried out in all seasons from 2012 to 2015. In this MPA, some species (mainly small-sized species such as labrids and serranids with little or no commercial value) were not taken into account because of insufficient data. Finally, the data on species and catches from the Cerbère-Banyuls MPA were gathered during 2015 (spring and summer), but only for trammel net fishing operations. The available information from these three MPAs was then collated with the aim of studying the effect of fishing type. Unfortunately, a wide range of sources were used to gather all the available information, which meant the data were heterogeneous in terms of fishing gears, years and seasons (i.e. the same data on all types of gears or years or seasons was not available for each area). Therefore, we proceeded to pool what data we had from all areas and only considered testing the effect of fishing type. Further details of the sampling methodology employed to monitor SSF in Cap de Creus, Côte Bleu and Cerbère-Banyuls MPAs are given in Lloret et al. (2015), Charbonnel et al. (2013, 2017) and Prats (2016), respectively.

Information relating to offshore catches was only available for the Spanish Mediterranean coast. Data on the catch of pelagic species by RF, gathered in 2017, was provided by the Spanish General Secretary of Fisheries. The raw data gives the number of individuals caught; hence, the total weight of the catch by species was estimated by multiplying the number of individuals caught by the estimated weight of the individuals. We estimated an average weight of 15 kg for each specimen of swordfish, given that the Spanish authorities stated that individuals weighed less than 20kg and the minimum legal weight is 10 kg. For tuna species, we also estimated an average weight of 15 kg for each specimen, using information provided by the fishers. Additionally, in the catch there were some specimens of European hake; in this case we assumed an estimated average weight of 0.6 kg for each specimen, again using information provided by the fishers). With regard to the SSF catch of pelagic species, data were obtained for 2017 from the landing statistics recorded by the Autonomous governments of Andalucía, Murcia, Valencia, Catalonia and the Balearic Islands.

Vulnerability of target species

From the catch made by SSF and RF in coastal waters and offshore, we first identified those exploited species that can be considered as "vulnerable to fishing" (Table 2). To do so, we first selected all the species in the catch that are included in the IUCN Red List -Mediterranean regional assessment (www.iucnredlist.org) as Threatened (i.e. Critically Endangered-CR, Endangered-EN and Vulnerable-VU) and Near Threatened-NT. The IUCN Red List is recognized as one of the most reliable sources of information on the global conservation status of plants and animals [START_REF] Rodrigues | The Value of the IUCN Red List for conservation[END_REF] and classifies species at high risk of global extinction under different categories following well established criteria (IUCN, 2015). Second, we selected those species included in the IUCN Red List as Least Concern-LC but with an index of vulnerability (IV) higher than 60 (i.e. high to very high vulnerability; [START_REF] Cheung | Intrinsic vulnerability in the global fish catch[END_REF]. The IV index of a species defines the intrinsic vulnerability of marine fish to fishing, calculated using a fuzzy logic expert system, and is based on the life history traits and ecological characteristics of marine fish, such as maximum body length, age at first maturity, the von Bertalanffy growth parameter k, natural mortality, maximum age, geographical range, fecundity and the strength of aggregation behavior [START_REF] Cheung | A fuzzy logic expert system to estimate intrinsic extinction vulnerabilities of marine fishes to fishing[END_REF]. Generally, the most vulnerable fish are deemed to be species with larger body size, higher longevity, higher age at maturity, lower growth rates, a low reproductive potential and a narrow geographical range. These IV values were obtained from FishBase platform (Froese and Pauly, 2016; http://www.fishbase.org/) in the case of fish, and from the SealifeBase platform (http://www.sealifebase.org/) for organisms other than fish. Thirdly, we included in the selection of vulnerable exploited species three decapod species (Homarus gammarus, Scyllarus arctus and Scyllarides latus) which, despite being on the IUCN Red List as Least Concern or Data Deficient and having an IV index lower than 60, were nevertheless included in the Barcelona, Bern, and CITES conventions, and/or in the EU Habitats Directive.

In addition, for SSF and RF, we computed the mean intrinsic vulnerability index of the overall catch (weighted mean IV index) by gear, when catch data were available by gear. The weighted mean IV index gives a measure of the vulnerability of the overall catch [START_REF] Cheung | Intrinsic vulnerability in the global fish catch[END_REF][START_REF] Font | Biological implications of recreational shore angling and harvest in a marine reserve: the case of Cape Creus[END_REF][START_REF] Lloret | A comparative analysis between recreational and artisanal fisheries in a Mediterranean coastal area[END_REF] and was calculated from the arithmetic mean of the intrinsic vulnerability index of each taxon weighted by its catch (see previous section and Supplementary Table SB2). The mean intrinsic vulnerability of the catch ranges from 1 to 100 and a higher value represents greater vulnerability)

In coastal waters, the weighted mean IV index could be computed in only nine of the study areas because information on catches in other areas was incomplete. Regarding offshore fisheries, the mean intrinsic vulnerability of the overall catch was computed without taking into account the fishing gear (because catch data were not available by gear).

Vulnerability of the bycatch

The vulnerability of the species in the bycatch was also evaluated. In this study, bycatch refers to all unintentional catch returned to the sea for whatever reason (unwanted, unsellable or impermissible). Existing information about the bycatch of vulnerable species caught by SSF and RF in the Mediterranean coastal and offshore waters was gathered from scientific papers and reports available in the literature. This review of the bycatch focused on vertebrates, including marine birds, elasmobranchs and marine mammals, that are categorized in the IUCN Red List as Near Threatened or higher, or listed in the Habitats Directive or in international conventions for the protection of the flora and fauna (Barcelona, Bern and CITES). This analysis considers coastal and offshore fisheries together because many bibliographic sources did not distinguish between gears deployed in coastal waters and the gears deployed in offshore waters.

Results

Coastal waters

Taking into consideration all types of SSF and RF, and all coastal water areas reviewed here, a total of 152 different species were caught, 35 of which (i.e. 23% of the total) were deemed vulnerable (Supplementary Table SB2; Figure 2). SSF caught a total of 90 species (73 by trammel net; 61 by gillnet; 36 by longline and 25 by pound net) of which 26 (29%) were deemed vulnerable. RF caught 136 different species (111 by boat fishing; 102 by shore fishing and 48 by spear fishing), 29 of which (21%) were deemed vulnerable (Supplementary Table SB2, Figure 2).

The fishing methods targeting the highest number of vulnerable species are, in order, trammel net (25 vulnerable species), boat fishing (24), gillnet (17), shore fishing (16), spearfishing (12), longlines (10) and pound nets (7) (Figure 2).

Considering the catch in weight, and taking all fishing methods into account, vulnerable species constituted, by weight, 45.4% of the total SSF catch and 18.5% of the total recreational catch in coastal waters. The proportion of vulnerable species was particularly high in the longline catch, 79% of which comprised vulnerable species (Supplementary Table SB2). For certain fishing methods, there were individual vulnerable species that made up 10% or more of the total catch (Supplementary Table SB2): 54% of the total longline catch consisted of Conger conger; 23% of total gillnet catches were Merluccius merluccius; 16% of total spearfishing catches were Epinephelus marginatus; 13% of the total trammel net catches were Scorpaena scrofa and 10% of the total shore fishing catch was Dicentrarchus labrax. Boat fishing and pound nets were the only methods where no individual vulnerable species exceeded 5% of the total catch (Supplementary Table SB2). Some vulnerable benthic species caught by SSF and RF in coastal waters, such as Angulla anguilla, E. marginatus, Sciaena umbra or Dentex dentex were among the most vulnerable in terms of the IV index (>60) and are under threat according to the IUCN Red List (A. anguilla: CR; E. marginatus: EN; S. umbra and D. dentex: VU). Furthermore, nine of the coastal species targeted by small-scale and recreational fisheries were included in Annex III of the Barcelona and/or Bern conventions; one species is included in CITES-Annex II (A. anguilla) and another (S. latus) is included in the Habitats Directive-Annex V.

Of all the fishing methods in use in coastal waters, the mean intrinsic vulnerabilities (IV) were highest in the longline and spearfishing catch, with 72.6 and 64.7 (out of 100) respectively; such levels are considered as 'high to very high' (Figure 3). The lowest mean IV index was in the pound net catch (38.3; low to moderate vulnerability) while the mean IV index for the catches by the other coastal fishing methods (boat fishing, shore fishing, trammel net and gillnet) ranged from 43 to 51 (moderate vulnerability).

Offshore waters

In offshore waters, small-scale fishers fishing with pelagic longlines caught four species, T. thynnus, Xiphias gladius, T. alalunga and Prionace glauca, all of which, again, are vulnerable (Supplementary Table SB2, Figure 2). At the same time, recreational boat fishers caught three species, Thunnus thynnus, T. alalunga and M. merluccius, all of which are vulnerable (Supplementary Table SB2, Figure 2). In other words, 100% of the offshore SSF and RF catch comprises vulnerable species. In 2017, Spanish recreational boat fishers declared a catch of 0.87 tonnes of T. thynnus, 0.75 tonnes of T. alalunga and 0.002 tonnes of M. merluccius. Hence, T. thynnus and T. alalunga are by far the two main constituents of the total offshore recreational catch (99.8%). Also in 2017, Spanish offshore SSF operating with pelagic longlines, landed a total of 1,329 tonnes of swordfish (X. gladius), 207 tonnes of T. alalunga, 32 tonnes of P. glauca and 0.13 tonnes of T. thynnus. In this case, 84.8% of the offshore pelagic longline catch consisted of swordfish alone.

These five vulnerable species caught in offshore waters were among the most vulnerable both in terms of their IV values (60 or higher in each case) as well as in their classification in the IUCN Red List, because, with the exception of T. alalunga, which is classified as LC, all of these pelagic species are threatened (T. thynnus: EN; P. glauca: CR) or NT (X. gladius). Furthermore, T. thynnus, X. gladius, and P. glauca are included in Annex III of the Barcelona and Bern conventions.

In the case of offshore fisheries, the mean IV index of the SSF catch was 62.58 while that of the recreational fishing catch was 62.23, both corresponding to levels considered as 'high' (Figure 3).

Bycatch of vulnerable species

Due to a lack of specific data on the methods used, the bycatch of vulnerable species could not, as we mentioned earlier, be analyzed separately for coastal and offshore waters. The combined bycatch in both areas by SSF and RF included a total of 27 vulnerable vertebrate species, which are listed in Supplementary Table SB3. Small-scale fishing methods led to the unintended capture of 6 mammal species, 3 turtle species, 8 elasmobranchs, 1 osteichthyes and 6 different species of seabirds. Longlines (demersal, pelagic and drifting) were responsible for the highest number of vulnerable species in the bycatch (20 species), followed by driftnets (11), gillnets (8) and trammel nets (8). Meanwhile, RF unintentionally catch 8 vulnerable species: 3 elasmobranchs, 1 osteichthyes and 3 seabirds. The vulnerable species appearing in the bycatch include 4 elasmobranchs (Isurus oxyrinchus, Sphyrna zygaena, Lamna nasus and P. glauca) and one bird (Puffinus mauretanicus) that are on the IUCN Red List as critically endangered species.

There is also one mammal (Physester macrocephalus) and three sea turtles (Caretta caretta, Dermochelys coriacea and Checlonia mydas) which are listed in Annex I of the CITES convention (Annex I lists the most endangered species recorded in CITES records, i.e., those under threat of extinction). In addition, the bycatch includes a number of other chondrichthyans, including Cetorhinus maximus, S. zygaena, L. nasus and Alpias vulpinus listed in Annex II of CITES (Annex II lists species that may not, as yet, be under imminent threat of extinction).

Discussion

This paper provides new information on the vulnerability of the catch and bycatch associated with recreational and small-scale fisheries operating in coastal and offshore waters in the western Mediterranean Sea. Although generally speaking these fisheries have a smaller ecological impact than large-scale ones (i.e. smaller catches, lower impact on habitats, lower annual fuel oil consumption, less bycatch and discards and less of the catch reduced to fishmeal and oil; [START_REF] Kelleher | Discards in the world's marine fisheries[END_REF][START_REF] Tsagarakis | Mediterranean fishery discards: review of the existing knowledge[END_REF][START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF], the results of this study show that they may pose a threat to vulnerable species. In order to identify the vulnerable species among all the species caught, a framework is provided, based on the IUCN Red List, international conventions for the protection of flora and fauna, the Habitats Directive and the intrinsic vulnerability index of marine fish.

A number of studies in the Mediterranean have already indicated the pressure being placed on particular vulnerable benthic species by coastal small-scale and recreational fisheries [START_REF] Marengo | Comparative analysis of artisanal and recreational fisheries for Dentex dentex in a Marine Protected Area[END_REF][START_REF] Harmelin-Vivien | Effects of reserve protection level on the vulnerable fish species Sciaena umbra and implications for fishing management and policy[END_REF]Adbul Malak, 2011;[START_REF] Biton-Porsmoguer | Análisis de la explotación del pez espada (Xiphias gladius) y de la tintorera (Prionace glauca) en el Mediterráneo occidental por la flota palangrera catalana durante el periodo 2010-2015[END_REF][START_REF] Biton-Porsmoguer | Potential unsustainable fisheries of a critically endangered pelagic shark species: The case of the blue shark (Prionace glauca) in the Western Mediterranean Sea[END_REF].. For example, [START_REF] Marengo | Comparative analysis of artisanal and recreational fisheries for Dentex dentex in a Marine Protected Area[END_REF] found that the combined impact of artisanal and recreational fishing targeting vulnerable species can have consequences on the D. dentex stock in the Bonifacio Strait Natural Reserve.. In addition, the status of the main large pelagic species fished offshore, such as X. gladius and P. glauca, shows clear signs of overexploitation [START_REF] Biton-Porsmoguer | Análisis de la explotación del pez espada (Xiphias gladius) y de la tintorera (Prionace glauca) en el Mediterráneo occidental por la flota palangrera catalana durante el periodo 2010-2015[END_REF][START_REF] Biton-Porsmoguer | Potential unsustainable fisheries of a critically endangered pelagic shark species: The case of the blue shark (Prionace glauca) in the Western Mediterranean Sea[END_REF].

Our results also highlight the need to differentiate between different fishing methods or gears when studying the fishing impacts, because the small-scale fishing fleets and recreational fisheries in the western Mediterranean comprise many types of gears that catch different vulnerable species. Take, for example, the weighted mean indices of vulnerability (IV) for the longline catch (73) and the spear fishing catch (65) in coastal waters, and the catches made by recreational boat fishing (62) and professional pelagic longlines (62) in offshore waters. These values are higher than the mean IV index of the catches made by the rest of fishing gears studied and far exceed the mean vulnerability index of all world-wide exploited coastal fish species (which stands at 48 according to [START_REF] Cheung | Intrinsic vulnerability in the global fish catch[END_REF].

The particular effects of spear fishing on some vulnerable species in the Mediterranean have been already reported in a number of studies [START_REF] Coll | Spear fishing in the Balearic Islands (west central Mediterranean): species affected and catch evolution during the period 1975-2001[END_REF][START_REF] Rocklin | Spear fishing regulation benefits artisanal fisheries: theReGS Indicator and its application to a multiple use Mediterranean marine protected area[END_REF][START_REF] Harmelin-Vivien | Effects of reserve protection level on the vulnerable fish species Sciaena umbra and implications for fishing management and policy[END_REF]Lloret et al., 2018b). For example, [START_REF] Harmelin-Vivien | Effects of reserve protection level on the vulnerable fish species Sciaena umbra and implications for fishing management and policy[END_REF] showed how spear fishing contributed to the decline of the brown meagre (S. umbra) population in the MPA of Scandola (Corsica) whereas [START_REF] Rocklin | Spear fishing regulation benefits artisanal fisheries: theReGS Indicator and its application to a multiple use Mediterranean marine protected area[END_REF] demonstrated that spear fishing in the MPA of Bonifacio Strait can modify species assemblage structure. Despite the potential threats posed by spear fishing to vulnerable species, recent studies found that when humans behave like a typical predator, as occurs during spear fishing, fish are able to learn about them, and this may offer an advantage to exploited species to adapt to fishing pressure [START_REF] Meekan | Never Off the Hook-How Fishing Subverts Predator-Prey Relationships in Marine Teleosts[END_REF].

It must be noted, however, that it is not only the fishing method (small-scale, recreational, boat, shore, etc.) that may cause more or less important impacts on resources and vulnerable species, but also the fishing gear used within each method (e.g. trolling, bottom fishing, jigging, spinning, trammel net for cuttlefish, trammel net for red mullet, etc) all of which may have different impacts. Although we did not have the data classified by gear, it would be advisable in future monitoring programs to collect the information by fishing gear/method in order to identify which fishing types and methods have the greatest impact, in order to establish more gear-oriented restrictions and management actions.

In addition, this study has highlighted the fact that there were many vulnerable species of mammals, elasmobranches, turtles and birds caught as bycatch by small-scale and recreational fishing gears in coastal and offshore waters. These species are listed in the various annexes of the Habitats Directive and Birds Directive, which represent greater protection needs than the international conventions for the protection of biodiversity (i.e. Barcelona, Bern, Bonn, CITES), the IUCN Red List and/or the EU Habitats Directive. SSF are responsible of the largest number of species in the bycatch, with trammel nets and driftnets being the fishing gears that unintentionally catch the greatest number of vulnerable species.

Elasmobranchs are a group of fish that appear in both the list of target and bycatch species caught by SSF and RF operating in coastal and offshore waters, which present an array of challenges for fisheries management and conservation [START_REF] Fowler | Sharks, rays and chimaeras: the status of the Chondrichthyan fishes[END_REF][START_REF] Gibson | The Conservation of Northeast Atlantic Chondrichthyans: Report of the IUCN Shark Specialist Group Northeast Atlantic Red List Workshop[END_REF].

They are generally vulnerable to fishing because of peculiar characteristics of their life cycle (low fertility rate, slow growth and late maturity; [START_REF] Dulvy | Extinction vulnerability in marine populations[END_REF][START_REF] Gibson | The Conservation of Northeast Atlantic Chondrichthyans: Report of the IUCN Shark Specialist Group Northeast Atlantic Red List Workshop[END_REF]. As a result, these species, which play a key role in maintaining the balance in marine ecosystems [START_REF] Ferretti | Patterns and ecosystem consequences of shark declines in the ocean[END_REF], have a generally limited capacity to restore their population and consequently can be more easily endangered by fishing [START_REF] Fowler | Sharks, rays and chimaeras: the status of the Chondrichthyan fishes[END_REF][START_REF] Gibson | The Conservation of Northeast Atlantic Chondrichthyans: Report of the IUCN Shark Specialist Group Northeast Atlantic Red List Workshop[END_REF]. For example, recent studies highlight the current population decline -or even, in some cases, local extinction -of several elasmobranchs in waters around the Balearic Islands, where they had previously been quite common [START_REF] Farriols | Bottom trawl impacts on Mediterranean demersal fish diversity: not so obvious or are we too late?[END_REF][START_REF] Mayol | Llista vermella dels peixos de les Balears[END_REF][START_REF] Grau | Llibre vermell dels peixos de les Illes Balears[END_REF][START_REF] Ligas | Long-term trajectory of some elasmobranch species off the Tuscany coasts (NW Mediterranean) from 50 years of catch data[END_REF]Ferretti et al., 2008). Similar rarefactions have also been documented in other Mediterranean areas [START_REF] Maynou | Estimating Trends of Population Decline in Long-Lived Marine Species in the Mediterranean Sea Based on Fishers' Perceptions[END_REF][START_REF] Ligas | Long-term trajectory of some elasmobranch species off the Tuscany coasts (NW Mediterranean) from 50 years of catch data[END_REF][START_REF] Coll | Assessing fishing and marine biodiversity changes using fishers' perceptions: the Spanish Mediterranean and Gulf of Cadiz case study[END_REF] and in other seas and oceans (Ferretti et al., 2008).

Mediterranean fisheries are expected to continue to exert a significant impact on vulnerable target and bycatch species in the foreseeable future, but the scale of the impact will be different for each sector. For SSF, the impact will remain high but possibly decreasing in many coastal areas if the recent decline observed in SSF continues in the coming years [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF]. In contrast, it appears that the impact on vulnerable species by recreational fisheries will continue to rise with increased activity from this sector reported not only in coastal waters [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF], but also in offshore waters, where considerable growth in the number of sport fishers has been observed over the past few years off the Italian, Spanish and French coasts. For example, the number of Spanish recreational boats with special authorization to fish large pelagic fish species in the Mediterranean increased between 2015 and 2017, from 661 to 917. The data analyzed in this paper suggests that, in offshore waters, the current impact of SSF is much higher than that of RF (with the SSF catch of pelagic species being several times higher in comparison). Despite this, the impact of each sector in coastal waters has been found to be similar in some areas such as, for example, in the MPA Cap de Creus (Lloret et al., 2008b).

It is imperative that monitoring and assessment plans for all these vulnerable species are developed and carried out. Studies on the status of these species are needed to better understand the impact exerted on them by recreational and small-scale fisheries, given the lack of data and assessments of most of the vulnerable target and bycatch species in the Mediterranean. In this sense, the impact on survivability/mortality of vulnerable target and bycatch species caused by fishing should be assessed for the various types of fishing gear and methods currently being employed. Given that, for most of these species, there is a lack of specific studies determining the status of their population and the impact of fisheries on them, the conclusions from this study must be taken with caution. The problem with the lack of accurate, gear-specific data is of particular concern in the case of offshore RF, especially with regard to bycatch. bycatch It is also important to carry out new studies that evaluate the effect of certain features of the MPAs, such as the level of protection and efficiency of enforcement and the number of years in operation, on the catch of vulnerable species in order to better understand the effects of these fisheries under different circumstances.

The findings of this study should help to provide basic guidelines for both managers and policy makers in their work to develop specific management measures that will ensure the protection of vulnerable species caught by small-scale and recreational fisheries in the western Mediterranean Sea, while safeguarding small-scale fisheries in accordance with the FAO guidelines on SSFs (FAO, 2015) and ensuring the sustainability of recreational activities, which are becoming increasingly important in the economies of a number of Mediterranean countries [START_REF] Lloret | Small-scale coastal fisheries in European Seas are not what they were: Ecological, social and economic changes[END_REF]. These measures, based on the precautionary principle, could include reducing the fishing pressure on certain vulnerable species (e.g. by regulating fishing gears and baits) or, in some cases, prohibiting their capture, at least in specific areas, such as marine protected areas (MPAs), and/or in particular seasons of the year. A number of studies have demonstrated the valuable role played by Mediterranean MPAs, particularly under certain circumstances (e.g. sound protection of habitats and species, strong enforcement of laws, optimal size, etc) in protecting and rebuilding the populations of vulnerable species [START_REF] Harmelin-Vivien | Effects of reserve protection level on the vulnerable fish species Sciaena umbra and implications for fishing management and policy[END_REF][START_REF] Giakoumi | Ecological effects of full and partial protection in the crowded Mediterranean Sea: a regional meta-analysis[END_REF][START_REF] Franco | Linking home ranges to protected area size: The case study of the Mediterranean Sea[END_REF], and that seasonal closures during the reproductive season are effective in the protection of spawning aggregations of vulnerable species (Sadovy de [START_REF] Sadovy De Mitcheson | Fishing groupers towards extinction: a global assessment of threats and extinction risks in a billion dollar fishery[END_REF]. Furthermore, minimum landing sizes should be implemented for all vulnerable species, whereas maximum landing sizes should be also implemented for sex-changing species such as E. marginatus, Pagrus pagrus and L. viridis in order to preserve their reproductive potential [START_REF] Lloret | Threats posed by artisanal fisheries to the reproduction of coastal fish species in a Mediterranean marine protected area[END_REF].. In light of recent evidence of strong competition between illegal and legal fishing (by both professional and recreational fishers) in the Mediterranean Sea [START_REF] Ben Lamine | Comparing commercial, recreational and illegal coastal fishery catches and their economic values: a survey from the southern Mediterranean Sea[END_REF], it is also paramount to combine protective measures with an effective enforcement (Sadovy de [START_REF] Sadovy De Mitcheson | Fishing groupers towards extinction: a global assessment of threats and extinction risks in a billion dollar fishery[END_REF], and to promote greater public awareness, which can lead to support for legislation and action at the consumer end of the supply chain by empowering customers to make better seafood choices, for example, by avoiding the consumption or the catch of vulnerable species. In this sense, public awareness will contribute to the so-called "rewilding" initiatives, which are emerging as a promising restoration strategy in a human-dominated world to promote self-sustaining ecosystems and enhance the conservation status of biodiversity [START_REF] Torres | Measuring rewilding progress[END_REF]. Finally, technical solutions aimed at avoiding/minimizing bycatch are needed to avoid the catch of vulnerable elasmobranchs, sea birds, mammals and turtles, including the prohibition of fishing in particular areas and seasons in which these animals appear in greater abundance. These protective measures are not only necessary to safeguard vulnerable species from overfishing or extinction, but are also important in ensuring the favorable conservation status (FCS) of Special Areas of Conservation (SACs), which are strictly protected sites designated under the EU Habitats Directive in European waters. The vulnerable species affected by smallscale and recreational fisheries in coastal waters of the Mediterranean inhabit different habitats included in this Directive, such as Posidonia meadows and coralligenous assemblages.

The protection of vulnerable species that are typical in these habitats is necessary to attain the desired FCS in European waters.

In some cases, the EU, national and/or regional managers have already begun to implement rules to protect vulnerable species from overfishing, enabling certain populations to recoveralthough such measures remain somewhat limited, particularly in coastal waters. There is, for example, in French Mediterranean coastal waters (including Corsica), a ban on recreational hook and line fishing and spear fishing for brown meagre (S. umbra), and a ban on professional and recreational hook and line fishing for groupers (Epinephelus spp., Mycteroperca rubra and Polyprion americanus), until at least 2023. Also, recreational fishers are not allowed to catch the vulnerable decapods Palinurus elephas and Scyllarides latus in Spain, nor S. latus in France and Italy (furthermore, professional fishers in France are not allowed to catch S. latus) In Italy, it is forbidden to fish mature female of P. elephas and Hommarus gammarus by any recreational fishing method, and any crustacean with spearfishing. Although there is very little published information on illegal fisheries, there are, nevertheless, indications that poaching does occur; for example, in the MPA of Calanques (France), poachers are reported to be targeting the larger, older females of two protected species, the dusky grouper (E. marginatus) and the brown meagre (Sciaena umbra) [START_REF] Astruch | A quantitative and functional assessment of fish assemblages of the Port-Cros Archipelago (Port-Cros National Park, north-western Mediterranean Sea)[END_REF].

In offshore waters, some legislative measures to protect vulnerable species are also in place.

France for example has forbidden the on-board presence, landings and sale of swordfish by recreational fisheries (although catch and release is allowed in particular months). Also in France, the recreational fishing of T. thynnus requires a special authorization. Restrictive measures in France affect other pelagic vulnerable species, such as Raja undulata, fishing of which is forbidden. In Spain, recreational fishers cannot fish for pelagic sharks, such as P. glauca, although they have no obligation to report bycatch. As with recreational fisheries, the commercial fisheries of large pelagic fish are often regulated by specific national regulations.

For example, in Spain, professional fishers are obliged to request specific authorization, and a catch and release declaration must be completed. Furthermore, protective measures have been established for several large pelagic vulnerable species that can be caught by recreational fishing, including T. alalunga, T. thynnus, T. obesus, Makaira spp., Tetrapturus spp., Istiophorus albicans and X. gladius. Other regulations have also been established by the European Commission (EC), banning the catch, trade or landing of several shark species, including C. maximus, Z. zygaena, L. nasus and A. vulpinus, by recreational and professional fisheries.

Furthermore, the EU, in the case of recreational fishing, authorizes the catch of only one individual swordfish per day and boat, with a minimum fork length of 100 cm or a minimum weight of 10.2 kg. Furthermore, the EU has banned the fishing of certain shark and elasmobranch species for all professional and recreational fishing fleets, while fishing for T. thynnus and X. gladius in the Mediterranean by small-scale fisheries is subject to closed seasons and quotas established by ICCAT in all contracting countries. Finally, some of the large vulnerable pelagic species such as Bluefin tuna and swordfish are subject to recovery plans that establish specific measures for small-scale and recreational fisheries throughout the Mediterranean or in certain specific areas. Finally, it must be pointed out that although this analysis provides a general picture of the potential impact of RF and SSF on vulnerable species, there are still some uncertainties regarding the results. For example, the fact that marine RF in Europe are usually subject to different national, regional and MPA legislation results in different restrictions on fishing methods and techniques (e.g. spear fishing is not allowed in a number of MPAs), different total catch limits for certain species, and different species authorized for catch; this, in turn, produces uncertainty with respect to the harvested biomass. Furthermore, the fact that the RF surveys are mostly carried out during the summer season may lead to an

FIGURE CAPTIONS Figure 1 :Figure 2 :

 CAPTIONS12 FIGURE CAPTIONS

Figure 3 :

 3 Figure 3: Weighted mean intrinsic vulnerability index (IV) by fishing type operating in coastal

Acknowledgements

The authors would like to thank all the scientists and administrative personnel, including MPA managers and those in the fisheries administrations of Spain, France and Italy, who generously collaborated in this study by providing data and other types of information. This study was carried out within the framework of the EU Research Project SAFENET project ("Sustainable Fisheries in EU Mediterranean Waters through Network of MPAs.", Call for proposals MARE

underestimation of the impact of recreational fisheries on species that tend to be caught during the winter season, such as D. labrax.

In short, the results from this study indicate that despite the fact that recreational and smallscale fisheries in the western Mediterranean are often considered "low impact fisheries" compared to other larger-scale fishing methods, such as trawling and purse seining, they may still pose a threat to vulnerable species, whether they inhabit coastal or offshore waters, and whether they are targeted and commercialized, or unintentionally taken as bycatch and discarded. This threat may very well compromise the conservation of these vulnerable speciesas well as the fisheries associated with them -if urgent and effective management actions (e.g. implementation of new fishing bans and minimum and maximum landing sizes; establishment of closed seasons, etc.) are not undertaken to protect them.

Supplementary data

Supplementary material is available at the ICESJMS online version of the manuscript OBF: offshore boat fishing) and small-scale fisheries (TR: trammel net; GN: gillnet; LL: longline; PN: pound net; OLL: offshore long line)


Vincenzo Catrambone

Herwig Wendt

Riccardo Barbieri

Patrice Abry

Gaetano Valenza

Wavelet-based Multifractal Analysis of Heartbeat Dynamics: Non-Gaussian Expansion vs. Cumulants

Wavelet-based Multifractal Analysis of Heartbeat Dynamics: Non-Gaussian

Expansion vs. Cumulants V. Catrambone1 * , H. Wendt2 , R. Barbieri3 , P. Abry4 , and G. Valenza 1

Abstract-Nonlinear and non-Gaussian analysis contributes to a comprehensive characterization of autonomic nervous system control on heartbeat dynamics. Nevertheless, a statistical comparison between non-Gaussian features and cumulants in the frame of a wavelet-based multifractal analysis of heartbeat dynamics has not been performed yet. Here we exploit a multifractal features formulation based on wavelet p-leaders spectrum applied to instantaneous heartbeat estimates from inhomogeneous point processes. We then perform a non-Gaussian multiscale expansion and analyze physiologically-meaningful differences between resting state and cold-pressure test in 30 healthy subjects. Results show that nonlinear and non-Gaussian features are associated with statistical differences between physiological states, whereas cumulants from the multifractal spectrum, till the third order, were not statistically different.

I. INTRODUCTION

Cardiovascular dynamics result from a continuous interplay between different physiological systems occurring at an anatomical and functional levels [START_REF] Acharya | Heart rate variability[END_REF]. This interplay is thought to be responsible for generating non-stationary and nonlinear characteristics in heartbeat dynamics as quantified from Heart Rate Variability (HRV) series [START_REF] Acharya | Heart rate variability[END_REF]. To this end, exemplary fractal, multiscale, and non-Gaussian analysis has been successfully employed for the characterization of autonomic control on heartbeat in health and disease [START_REF] Acharya | Heart rate variability[END_REF]- [START_REF] Ivanov | Multifractality in human heartbeat dynamics[END_REF].

Cardiovascular dynamics does not show a self-similar dynamics because different Hurst exponents exist at different time scales. Hence, multifractal (MF) spectra can be used for a comprehensive characterization of heartbeat dynamics detecting fluctuations in self-regularity. Methods including detrended fluctuation analysis and modulus maxima method of the wavelet transform were proposed to perform a MF analysis. Recently, a methodological framework quantifying nonlinear and non-Gaussian features through the p-leaders generalization of the wavelet leaders MF formalism has been proposed [START_REF] Wendt | Wavelet p-leader non gaussian multiscale expansions for heart rate variability analysis in congestive heart failure patients[END_REF], [START_REF] Wendt | Bootstrap for empirical multifractal analysis[END_REF].

Although a multiscale MF analysis has recently been proven effective when integrated with inhomogeneous pointprocess modelling for heartbeat dynamics [START_REF] Valenza | Mortality prediction in severe congestive heart failure patients with multifractal point-process modeling of heartbeat dynamics[END_REF], [START_REF] Catrambone | Heartbeat dynamics analysis under coldpressure test using wavelet p-leader non-gaussian multiscale expansions[END_REF], a statistical comparison on p-leaders-derived features from a non-Gaussian expansion and cumulants has not been performed yet. Therefore, in this study we investigate MF cumulants and features from a non-Gaussian expansion, from instantaneous cardiovascular dynamics while discerning between different sympathovagal changes. Particularly, we process cardiovascular data from healthy subjects undergoing a cold-pressor test (CPT), which provides a significant thermal peripheral elicitation and activates the autonomic nervous system [START_REF] Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF]- [START_REF] Cui | Baroreflex modulation of muscle sympathetic nerve activity during cold pressor test in humans[END_REF].

II. MATERIALS AND METHODS

A. Experimental Setup

Details on the experimental procedure are reported in [START_REF] Catrambone | Heartbeat dynamics analysis under coldpressure test using wavelet p-leader non-gaussian multiscale expansions[END_REF], [START_REF] Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF]. Briefly, thirty right-handed healthy volunteers (15 females, average age of 26.7 years) sat comfortably on a chair and underwent a 3-minute resting state and a subsequent CPT for up to 3 minutes. Data from six subjects were not considered for further analyses because of corrupted recordings. One-lead ECG was recorded continuously with a 500Hz sampling rate, and R-peaks were automatically detected using the Pan-Tompkin's algorithm. RR interval series were then processed by using inhomogeneous pointprocess models for heartbeat dynamics [START_REF] Valenza | Point-process nonlinear models with laguerre and volterra expansions: Instantaneous assessment of heartbeat dynamics[END_REF], from which we derived instantaneous estimates of first-order moment (mean-HR) of the probability density function predicting each heartbeat interval [START_REF] Valenza | Point-process nonlinear models with laguerre and volterra expansions: Instantaneous assessment of heartbeat dynamics[END_REF].

B. Multifractals and non-Gaussian Multiscale analyses

The series self-similarity can be formalized through the wavelet spectrum, S d X , modelled through a power law whose exponent is controlled by the Hurst parameter H and the well-known discrete wavelet transform d X [START_REF] Mallat | A wavelet tour of signal processing[END_REF].

Multifractality extends the self-similarity concept by introducing the temporal variability of the Hurst exponent H = h(t), such that the model can be described through a multifractal spectrum D(h). This spectrum collects the temporal repetition of the level series of h(t) [START_REF] Wendt | Bootstrap for empirical multifractal analysis[END_REF]. The quantification of D(h) requires a range of moments q and wavelet p-leaders (p) X defined as the local p norms of wavelet coefficients within a thin temporal neighbourhood over all finer scales. Peculiar properties of D(h) can be estimated through the use of its cumulants:

C (p) m (j) ≡ Cum m log (p) X (j) c 0 m + c m log(2 j ) (1)
where mode, width, asymmetry, and flatness of D(h) are quantified by c 1 , c 2 , c 3 and c 4 , respectively [START_REF] Wendt | Bootstrap for empirical multifractal analysis[END_REF].

Starting from (1), a recently proposed multiscale non-Gaussian expansion can be defined as follows [START_REF] Wendt | Wavelet p-leader non gaussian multiscale expansions for heart rate variability analysis in congestive heart failure patients[END_REF]:

L 2P q (j) = ∞ m=2 C m (j) P i=1 q m-1 2i-1 -q m-1 2i m! (2)
It has been proven that higher-order cumulants, and thus non-Gaussian properties, can be estimated through the L 2P q (j) coefficients. The sensitivity of L 2P q (j) to different kinds of departure from Gaussianity can be tuned by the choice of the moments order q i [START_REF] Wendt | Wavelet p-leader non gaussian multiscale expansions for heart rate variability analysis in congestive heart failure patients[END_REF]. Note that L 2P q (j) quantifies only nonlinear data properties, as C 1 (j) is not in [START_REF] Valenza | Mortality prediction in severe congestive heart failure patients with multifractal point-process modeling of heartbeat dynamics[END_REF].

III. STATISTICAL ANALYSIS AND RESULTS

We investigated statistical differences between rest and CPT at different time scales using L 2P q (s) coefficients gathered from a non-Gaussian multiscale expansion of mean-HR. Features including LQ1, LQ2, and LQ3 are listed in Table I. The multifractal analysis is implemented by employing a Daubechies wavelet function, with N φ = 3 vanishing moment. Statistical differences were investigated using Wilcoxon non-parametric tests for paired samples.

Results show that cumulants derived from the mean-HR multifractal spectrum are not associated with significant differences (see Figure 1), whereas indices from the non-Gaussian expansion are associated with significant differences at different time scales (see Figure 2).

TABLE I: Non-Gaussian Expansion Indices

IV. DISCUSSION AND CONCLUSION

In this study we characterized the multifractal behaviour of heartbeat dynamics during a CPT elicitation with respect to a resting state in healthy subjects. We exploited the recently defined wavelet-based multifractal analysis in cardiovascular dynamics derived from inhomogeneous point-process models [START_REF] Valenza | Point-process nonlinear models with laguerre and volterra expansions: Instantaneous assessment of heartbeat dynamics[END_REF] and investigated statistical differences between sessions using features from a non-Gaussian expansion and cumulants.

We demonstrated that non-Gaussian indices derived from cardiac dynamics tend to a zero value at higher scales, thus depicting a progression towards gaussianity from lower scales to higher scales. Moreover, results are in agreement with [START_REF] Catrambone | Heartbeat dynamics analysis under coldpressure test using wavelet p-leader non-gaussian multiscale expansions[END_REF] showing a general higher non-Gaussianity during the resting phases with respect to a CPT. Interestingly, major differences are with LQ3, which quantifies the belonging to a non-log-normal distribution. We conclude that cardiovascular dynamics have an inherent non-Gaussianity decreasing trend when a haemodynamic stress is applied (i.e. CPT cause an increased mean arterial and blood pressure [START_REF] Elias | Effect of sympathetic autonomic stress from the cold pressor test on left ventricular function in young healthy adults[END_REF]), differently from cumulants. Other variables from the point process framework will be investigated in future studies using different heartbeat datasets.

Fig. 1 :

 1 Fig. 1: First three order cumulants calculated from mean-HR of a point-process model during resting (blue) and CPT (red) sessions. Values indicate the median across subjects, whereas vertical bars refer to the median absolute deviation. Asterisks indicate statistically significant differences between sessions (p < 0.05).

Bioengineering and Robotics Research Center E.Piaggio & Dept. of Information Engineering, University of Pisa, Pisa, Italy;

IRIT, Université de Toulouse, CNRS, France;

Department of Electronics, Informatics and Bioengineering, Politecnico di Milano, Italy;

Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Laboratoire de Physique, Lyon, France; * Corresponding author. Email at: vincenzo.catrambone@ing.unipi.it; Work supported in part by ANR-16-CE33-0020 MultiFracs, France


V Catrambone

P Abry

G Valenza

H Wendt

G Didier

R Barbieri

Multiscale Eigen Analysis on EEG and Heartbeat Dynamics: a Pilot study

The continuous reciprocal interplay underlying cerebral and cardiovascular interactions has been shown to generate complex and nonlinear dynamics. To this extent, differences in induced cross-temporal dynamics are here investigated via wavelet-based multivariate multiscale analysis. Twelve features were extracted from both EEG and ECG recordings from 24 healthy subjects at rest and during a coldpressor test. The proposed multivariate analysis using the eigenstructure of the multiscale decomposition was compared with a classical multivariate analysis. Preliminary results show that differences between experimental conditions are enhanced by the application of the proposed multivariate analysis.

I. INTRODUCTION

Fractal theory has provided a significant scientific contribution for the study of complex physiological systems, particularly involving nonlinear dynamics in brain and cardiovascular regulation activities [START_REF] Ivanov | Multifractality in human heartbeat dynamics[END_REF], [START_REF] Suckling | Endogenous multifractal brain dynamics are modulated by age, cholinergic blockade and cognitive performance[END_REF]. Such dynamics are associated with a variability in time of the Hurst exponent, therefore implying a multifractal (MF) behaviour [START_REF] Ivanov | Multifractality in human heartbeat dynamics[END_REF] that has been exploited to discern different pathological conditions [START_REF] Valenza | Mortality prediction in severe congestive heart failure patients with multifractal point-process modeling of heartbeat dynamics[END_REF]. Likewise, MF analysis has been proven effective for the investigation of the brain dynamics [START_REF] Suckling | Endogenous multifractal brain dynamics are modulated by age, cholinergic blockade and cognitive performance[END_REF].

It is known that the Central Nervous System (CNS) and the Autonomic Nervous System (ANS) continuously interact through functional, anatomical, and biochemical links. To this extent, a functional Brain-Heart Interplay (BHI) derives from a multiscale communication and interaction in space and time between the cortical and subcortical areas and sympathetic and parasympathetic dynamics [START_REF] Silvani | Brain-heart interactions: physiology and clinical implications[END_REF].

While the scientific community has been devoting increasing attention to the assessment of functional BHI from both a physiological and analytical viewpoints, a multivariate multiscale characterization of joint brain and heart dynamics has not been performed yet. To overcome this limitation, in this preliminary study we propose a novel application of a multiscale multivariate analysis referred to as Eigen Wavelet analysis [START_REF] Abry | Wavelet estimation for operator fractional Brownian motion[END_REF], [START_REF] Abry | Multivariate scale-free temporal dynamics: From spectral (fourier) to fractal (wavelet) analysis[END_REF], and compare it with more classical univariate and multivariate analyses. Here we exploit a dataset gathered from healthy subjects undergoing a Cold-Pressor Test (CPT) that elicits a strong sympathovagal response as compared to a resting state. II. DATASET Details on the experimental procedure are reported in [START_REF] V Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF]. Briefly, thirty healthy subject (26.7 yo on average, gender balanced) were asked to submerge their non-dominant hand into iced water after an initial 3-minute resting state. Data from six subjects were discarded because of corrupted recordings. Throughout the experiment, a 128-electrode EEG and ECG signals were continuously recorded with a 500 Hz sampling rate. Heart Rate Variability (HRV) series were derived from ECG following the processing reported in [START_REF] V Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF] using point-process models for heartbeat dynamics. From these models we derived the linear and nonlinear ANS metrics listed in Table I with a 5min temporal resolution [START_REF] Valenza | Point-process nonlinear models with laguerre and volterra expansions: Instantaneous assessment of heartbeat dynamics[END_REF], [START_REF] Valenza | Inhomogeneous point-process entropy: An instantaneous measure of complexity in discrete systems[END_REF]. EEG signals were preprocessed followed the HAPPE pipeline [START_REF] Gabard-Durnam | The harvard automated processing pipeline for electroencephalography (happe): standardized processing software for developmental and high-artifact data[END_REF] and processed to derive the power within the standard EEG bands {δ = [0.5, 4), θ = [4, 8), α = [8, 12), β = [12, 30), γ = [30, 45]}Hz through the Welch method (1s time-window, 50% overlap). The median values from the 43 central electrodes located in the bilateral prefrontal and centro-parietal areas were retained for further analysis. EEG series were resampled at a 200Hz rate to match ANS dynamics.

III. MULTIVARIATE MULTISCALE ANALYSIS

Multivariate wavelet analysis. Let X(t) = {X 1 (t), . . . , X M (t)} denotes the M = 12-variate time series constructed from brain-heart measurements sampled at f s = 200Hz. Let ψ denote a mother wavelet, with N ψ vanishing moments N ψ and {ψ j,k (t) = 2 -j/2 ψ(2 -j t -k)} (j,k)∈Z 2 the collection of dilated and translated templates of ψ. Let d Xm (j, k) = 2 -j ψ(2 -j • -k)|X(•) denote the discrete wavelet transform coefficients of component X m of X.
The classical multivariate multiscale analysis of X consists in forming the M × M wavelet crosscorrelations functions S m1,m2 (j) = k d Xm 1 (j, k)d Xm 1 (j, k) that characterize cross temporal dynamics. Further, one can define for each pair of components, X m1 (t), X m2 (t) the wavelet coherence functions C m1,m2 (j) = S m1,m2 (j)/ S m1,m1 (j)S m2,m2 (j), that consists of scale dependent correlation coefficients and thus permits to assess scale dependencies in cross-temporal dynamics. Eigen wavelet analysis. While classical multivariate analysis would entail analyzing each entry S m1,m2 (j) independently as a function of scales a = 2 j , an original wavelet eigen-analysis approach was recently proposed [START_REF] Abry | Wavelet estimation for operator fractional Brownian motion[END_REF], [START_REF] Abry | Multivariate scale-free temporal dynamics: From spectral (fourier) to fractal (wavelet) analysis[END_REF]. Hereby, we consider all components at a given scale a = 2 j by computing the eigenvalues Λ 1 (j), . . . , Λ M (j) of matrix S(j) and then associate the behaviour of each Λ m (j) as a function of scales 2 j to BHI, thus reversing the classical approach,. IV. EXPERIMENTAL RESULTS Testing Rest-CPT differences. Independently from any physiological interpretation, we aim at determining if the information extracted by our novel multivariate multiscale wavelet analysis combined with point-process modeling is able to characterize differences in BHI between rest and CPT.

We focus on the four octaves 7 ≤ j ≤ 10 corresponding to time scales ranging from .853 ≤ 2 j ≤ 6.826 seconds or equivalently to frequencies 1.17 ≤ f ≤ .146 Hz. For each scale and for each feature, we independently performed the classical Wilcoxon ranksum test for changes in distribution medians across the subjects. Univariate, multivariate, and Eigen wavelet analysis. For the univariate analysis, the diagonal entries S m,m (j) of the matrix S were used for further analyses considering 12 components ×4 scales = 48 tests. The classical multivariate analysis uses all upper triangle entries of the matrix S, resulting in M × (M -1)/2 × 4 = 264 tests.

To get rid of changes in amplitude that would not actually correspond to changes in interactions, it is possible to focus on the coherence functions C m1,m2 (j) for all pairs of components, also yielding to 264 tests.

Finally, the new multivariate eigenwavelet decompositionbased analysis proposed here makes use of the M = 12 eigenfunctions Λ m (j), thus producing 12 components ×4 scales = 48 independent tests.

The corresponding Wilcoxon ranksum test p-values as functions of all available scales are displayed in Fig 1 for the univariate analysis (left) and eigen-multivariate analysis (right). Due to the limited space, the corresponding plots for the classical multivariate analysis both on matrices S and C as function of scales are not shown here. Significance levels for the test are set to 0.10 and 0.05. Results. As reported in Table II, while univariate analysis is associated with 12 positive tests out of 48, classical multivariate analysis is with 15 positive tests only out of 264 comparisons. On the other hand, the proposed Eigen Wavelet multivariate analysis outperforms the classical multivariate analyses with 19 positive tests out of 48, and it also complements the univariate analysis (that focuses only on the brain or heart features independently) by tracking differences in brain-heart interplay. Significant tests did not show statistical differences following a Benjamini-Hochberg false discovery rate correction for multiple hypothesis testing.

V. DISCUSSION AND CONCLUSIONS. In this preliminary study we investigate functional BHI by using a novel multivariate multiscale Eigen-Wavelet method. We build upon our previous work investigating BHI during CPT [START_REF] V Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF], in which we found that the functional interplay is enhanced during a strong sympathovagal elicitation. Here we show that the functional interaction between EEG and HRV series exhibits a multiscale behaviour well characterized by a wavelet analysis, and the proposed Eigen-Wavelet method brings a clear statistical improvement with respect to a univariate analysis. Results suggest that CPT induces changes in BHI independently from brain and heartbeat features, as well as from combined brain and heartbeat features, with subtle and fine cross dependencies that a classical multivariate analysis is not able to catch. These results are preliminary and possibly dependent on the small number of subjects and the specific pre-processing techniques employed. For example, a possible bias might be due to the specific preprocessing procedures applied to EEG signals, or to the preliminary selection of EEG and HRV features that were considered for further analyses. Future studies will employ EEG channels from regions already found significant in previous endeavours [START_REF] V Catrambone | Time-resolved directional brainheart interplay measurement through synthetic data generation models[END_REF] and a more refined feature selection strategy to better characterize BHI dynamics at different time scales.

Fig. 1 .

 1 Fig. 1. p-values (log 10 as functions of log 2 of scales), for the univariate analysis (left 3 columns) and eigenWavelet-multivariate analysis (right 3 columns). The dashed and solid horizontal lines indicate respectively threshold p-value levels corresponding to 0.10 and 0.05.

TABLE II

 II

	Analysis	# tests	# significant tests
	Univ.	48	12
	Multiv. S	264	15
	Multiv. C	264	18
	Multiv. Λ	48	19

Research Center E.Piaggio & Dept. of Information Engineering, University of Pisa, Pisa, Italy;

[START_REF] Abry | Multivariate scale-free temporal dynamics: From spectral (fourier) to fractal (wavelet) analysis[END_REF] Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Laboratoire de Physique, Lyon,

France; 3 IRIT, Universit. de

Toulouse, CNRS; 4 Mathematics Department, Tulane University, New

Orleans, LA, USA; 5 Politecnico di Milano, Milan, Italy; * Corresponding author. Email at: vincenzo.catrambone@ing.unipi.it; Work supported by ANR-16-CE33-0020 MultiFracs, France, and by the Italian Ministry of Education and Research (MIUR) in the framework of the CrossLab project (Departments of Excellence). 978-1-7281-5751-1/20/$31.00 2020 IEEE