Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

A framework for fully decentralised cycle stealing

Ordinary desktop computers continue to obtain ever more resources – in-creased processing power, memory, network speed and bandwidth – yet these resources spend much of their time underutilised. Cycle stealing frameworks harness these resources so they can be used for high-performance computing. Traditionally cycle stealing systems have used client-server based architectures which place significant limits on their ability to scale and the range of applica-tions they can support. By applying a fully decentralised network model to cycle stealing the limits of centralised models can be overcome. Using decentralised networks in this manner presents some difficulties which have not been encountered in their previous uses. Generally decentralised ap-plications do not require any significant fault tolerance guarantees. High-performance computing on the other hand requires very stringent guarantees to ensure correct results are obtained. Unfortunately mechanisms developed for traditional high-performance computing cannot be simply translated because of their reliance on a reliable storage mechanism. In the highly dynamic world of P2P computing this reliable storage is not available. As part of this research a fault tolerance system has been created which provides considerable reliability without the need for a persistent storage. As well as increased scalability, fully decentralised networks offer the ability for volunteers to communicate directly. This ability provides the possibility of supporting applications whose tasks require direct, message passing style communication. Previous cycle stealing systems have only supported embarrassingly parallel applications and applications with limited forms of communication so a new programming model has been developed which can support this style of communication within a cycle stealing context. In this thesis I present a fully decentralised cycle stealing framework. The framework addresses the problems of providing a reliable fault tolerance sys-tem and supporting direct communication between parallel tasks. The thesis includes a programming model for developing cycle stealing applications with direct inter-process communication and methods for optimising object locality on decentralised networks.

Review of vibration-based damage detection and condition assessment of bridge structures using structural health monitoring

As a part of vital infrastructure and transportation networks, bridge structures must function safely at all times. However, due to heavier and faster moving vehicular loads and function adjustment, such as Busway accommodation, many bridges are now operating at an overload beyond their design capacity. Additionally, the huge renovation and replacement costs always make the infrastructure owners difficult to undertake. Structural health monitoring (SHM) is set to assess condition and foresee probable failures of designated bridge(s), so as to monitor the structural health of the bridges. The SHM systems proposed recently are incorporated with Vibration-Based Damage Detection (VBDD) techniques, Statistical Methods and Signal processing techniques and have been regarded as efficient and economical ways to solve the problem. The recent development in damage detection and condition assessment techniques based on VBDD and statistical methods are reviewed. The VBDD methods based on changes in natural frequencies, curvature/strain modes, modal strain energy (MSE) dynamic flexibility, artificial neural networks (ANN) before and after damage and other signal processing methods like Wavelet techniques and empirical mode decomposition (EMD) / Hilbert spectrum methods are discussed here.

A forward and backward secure key management in wireless sensor networks for PCS/SCADA

Process Control Systems (PCSs) or Supervisory Control and Data Acquisition (SCADA) systems have recently been added to the already wide collection of wireless sensor networks applications. The PCS/SCADA environment is somewhat more amenable to the use of heavy cryptographic mechanisms such as public key cryptography than other sensor application environments. The sensor nodes in the environment, however, are still open to devastating attacks such as node capture, which makes designing a secure key management challenging. In this paper, a key management scheme is proposed to defeat node capture attack by offering both forward and backward secrecies. Our scheme overcomes the pitfalls which Nilsson et al.'s scheme suffers from, and is not more expensive than their scheme.

Constructing quality : the Hong Kong Housing Department journey

This paper explores the ‘journey’ along the ‘never ending quality road’ undertaken by the Hong Kong Housing Department over the last 15 years. It briefly covers the early history of public housing in Hong Kong, the catalytic effect brought about by the discovery of the infamous 26 sub-standard blocks in the mid-80s leading to the subsequent major improvements to process control and structural quality in the period 1985-1990. It then moves onto a discussion of initiatives taken since 1991, including the formation of the List of Building Contractors and the implementation of the Performance Assessment Scoring System (PASS). The paper ends with a discussion of the current status of quality issues within the Department and touches on future initiatives being developed to further enhance the quality of public housing in Hong Kong.

The use of narrative text for injury surveillance research : a systematic review

Objective: To summarise the extent to which narrative text fields in administrative health data are used to gather information about the event resulting in presentation to a health care provider for treatment of an injury, and to highlight best practise approaches to conducting narrative text interrogation for injury surveillance purposes.----- Design: Systematic review----- Data sources: Electronic databases searched included CINAHL, Google Scholar, Medline, Proquest, PubMed and PubMed Central.. Snowballing strategies were employed by searching the bibliographies of retrieved references to identify relevant associated articles.----- Selection criteria: Papers were selected if the study used a health-related database and if the study objectives were to a) use text field to identify injury cases or use text fields to extract additional information on injury circumstances not available from coded data or b) use text fields to assess accuracy of coded data fields for injury-related cases or c) describe methods/approaches for extracting injury information from text fields.----- Methods: The papers identified through the search were independently screened by two authors for inclusion, resulting in 41 papers selected for review. Due to heterogeneity between studies metaanalysis was not performed.----- Results: The majority of papers reviewed focused on describing injury epidemiology trends using coded data and text fields to supplement coded data (28 papers), with these studies demonstrating the value of text data for providing more specific information beyond what had been coded to enable case selection or provide circumstantial information. Caveats were expressed in terms of the consistency and completeness of recording of text information resulting in underestimates when using these data. Four coding validation papers were reviewed with these studies showing the utility of text data for validating and checking the accuracy of coded data. Seven studies (9 papers) described methods for interrogating injury text fields for systematic extraction of information, with a combination of manual and semi-automated methods used to refine and develop algorithms for extraction and classification of coded data from text. Quality assurance approaches to assessing the robustness of the methods for extracting text data was only discussed in 8 of the epidemiology papers, and 1 of the coding validation papers. All of the text interrogation methodology papers described systematic approaches to ensuring the quality of the approach.----- Conclusions: Manual review and coding approaches, text search methods, and statistical tools have been utilised to extract data from narrative text and translate it into useable, detailed injury event information. These techniques can and have been applied to administrative datasets to identify specific injury types and add value to previously coded injury datasets. Only a few studies thoroughly described the methods which were used for text mining and less than half of the studies which were reviewed used/described quality assurance methods for ensuring the robustness of the approach. New techniques utilising semi-automated computerised approaches and Bayesian/clustering statistical methods offer the potential to further develop and standardise the analysis of narrative text for injury surveillance.

Use of Bayesian geostatistical prediction to estimate local variations in Schistosoma haematobium infection in western Africa

Objective We aimed to predict sub-national spatial variation in numbers of people infected with Schistosoma haematobium, and associated uncertainties, in Burkina Faso, Mali and Niger, prior to implementation of national control programmes. Methods We used national field survey datasets covering a contiguous area 2,750 × 850 km, from 26,790 school-aged children (5–14 years) in 418 schools. Bayesian geostatistical models were used to predict prevalence of high and low intensity infections and associated 95% credible intervals (CrI). Numbers infected were determined by multiplying predicted prevalence by numbers of school-aged children in 1 km2 pixels covering the study area. Findings Numbers of school-aged children with low-intensity infections were: 433,268 in Burkina Faso, 872,328 in Mali and 580,286 in Niger. Numbers with high-intensity infections were: 416,009 in Burkina Faso, 511,845 in Mali and 254,150 in Niger. 95% CrIs (indicative of uncertainty) were wide; e.g. the mean number of boys aged 10–14 years infected in Mali was 140,200 (95% CrI 6200, 512,100). Conclusion National aggregate estimates for numbers infected mask important local variation, e.g. most S. haematobium infections in Niger occur in the Niger River valley. Prevalence of high-intensity infections was strongly clustered in foci in western and central Mali, north-eastern and northwestern Burkina Faso and the Niger River valley in Niger. Populations in these foci are likely to carry the bulk of the urinary schistosomiasis burden and should receive priority for schistosomiasis control. Uncertainties in predicted prevalence and numbers infected should be acknowledged and taken into consideration by control programme planners.

The effect of Amblyopia on motor and psychosocial skills in children

Background/Aims: In an investigation of the functional impact of amblyopia on children, the fine motor skills, perceived self-esteem and eye movements of amblyopic children were compared with that of age-matched controls. The influence of amblyogenic condition or treatment factors that might predict any decrement in outcome measures was investigated. The relationship between indirect measures of eye movements that are used clinically and eye movement characteristics recorded during reading was examined and the relevance of proficiency in fine motor skills to performance on standardised educational tests was explored in a sub-group of the control children. Methods: Children with amblyopia (n=82; age 8.2 ± 1.3 years) from differing causes (infantile esotropia n=17, acquired strabismus n=28, anisometropia n=15, mixed n=13 and deprivation n=9), and a control group of children (n=106; age 9.5 ± 1.2 years) participated in this study. Measures of visual function included monocular logMAR visual acuity (VA) and stereopsis assessed with the Randot Preschool Stereoacuity test, while fine motor skills were measured using the Visual-Motor Control (VMC) and Upper Limb Speed and Dexterity (ULSD) subtests of the Brunicks-Oseretsky Test of Motor Proficiency. Perceived self esteem was assessed for those children from grade 3 school level with the Harter Self Perception Profile for Children and for those in younger grades (preschool to grade 2) with the Pictorial Scale of Perceived Competence and Acceptance for Young Children. A clinical measure of eye movements was made with the Developmental Eye Movement (DEM) test for those children aged eight years and above. For appropriate case-control comparison of data, the results from amblyopic children were compared with age-matched sub-samples drawn from the group of children with normal vision who completed the tests. Eye movements during reading for comprehension were recorded by the Visagraph infra-red recording system and results of standardised tests of educational performance were also obtained for a sub-set of the control group. Results Amblyopic children (n=82; age 8.2 ± 1.7 years) performed significantly poorer than age-matched control children (n=37; age 8.3 ± 1.3 years) on 9 of 16 fine motor skills sub-items and for the overall age-standardised scores for both VMC and ULSD items (p<0.05); differences were most evident on timed manual dexterity tasks. The underlying aetiology of amblyopia and level of stereoacuity significantly affected fine motor skill performance on both items. However, when examined in a multiple regression model that took into account the inter-correlation between visual characteristics, poorer fine motor skills performance was only associated with strabismus (F1,75 = 5.428; p =0. 022), and not with the level of stereoacuity, refractive error or visual acuity in either eye. Amblyopic children from grade 3 school level and above (n=47; age 9.2 ± 1.3 years), particularly those with acquired strabismus, had significantly lower social acceptance scores than age-matched control children (n=52; age 9.4 ± 0.5 years) (F(5,93) = 3.14; p = 0.012). However, the scores of the amblyopic children were not significantly different to controls for other areas related to self-esteem, including scholastic competence, physical appearance, athletic competence, behavioural conduct and global self worth. A lower social acceptance score was independently associated with a history of treatment with patching but not with a history of strabismus or wearing glasses. Amblyopic children from pre-school to grade 2 school level (n=29; age = 6.6 ± 0.6 years) had similar self-perception scores to their age-matched peers (n=20; age = 6.4 ± 0.5 years). There were no significant differences between the amblyopic (n=39; age 9.1 ± 0.9 years) and age-matched control (n = 42; age = 9.3 ± 0.38 years) groups for any of the DEM outcome measures (Vertical Time, Horizontal Time, Number of Errors and Ratio (Horizontal time/Vertical time)). Performance on the DEM did not significantly relate to measures of VA in either eye, level of binocular function, history of strabismus or refractive error. Developmental Eye Movement test outcome measures Horizontal Time and Vertical Time were significantly correlated with reading rates measured by the Visagraph for both reading for comprehension and naming numbers (r>0.5). Some moderate correlations were also seen between the DEM Ratio and word reading rates as recorded by Visagraph (r=0.37). In children with normal vision, academic scores in mathematics, spelling and reading were associated with measures of fine motor skills. Strongest effect sizes were seen with the timed manual dexterity domain, Upper Limb Speed and Dexterity. Conclusions Amblyopia may have a negative impact on a child’s fine motor skills and an older child’s sense of acceptance by their peers may be influenced by treatment that includes eye patching. Clinical measures of eye movements were not affected in amblyopic children. A number of the outcome measures of the DEM are associated with objective recordings of reading rates, supporting its clinical use for identification of children with slower reading rates. In children with normal vision, proficiency on clinical measures of fine motor skill are associated with outcomes on standardised measures of educational performance. Scores on timed manual dexterity tasks had the strongest association with educational performance. Collectively, the results of this study indicate that, in addition to the reduction in visual acuity and binocular function that define the condition, amblyopes have functional impairment in childhood development skills that underlie proficiency in everyday activities. The study provides support for strategies aimed at early identification and remediation of amblyopia and the co-morbidities that arise from abnormal visual neurodevelopment.

Accelerated computation of cyclic steady state for simulated-moving-bed processes

Industrial applications of the simulated-moving-bed (SMB) chromatographic technology have brought an emergent demand to improve the SMB process operation for higher efficiency and better robustness. Improved process modelling and more-efficient model computation will pave a path to meet this demand. However, the SMB unit operation exhibits complex dynamics, leading to challenges in SMB process modelling and model computation. One of the significant problems is how to quickly obtain the steady state of an SMB process model, as process metrics at the steady state are critical for process design and real-time control. The conventional computation method, which solves the process model cycle by cycle and takes the solution only when a cyclic steady state is reached after a certain number of switching, is computationally expensive. Adopting the concept of quasi-envelope (QE), this work treats the SMB operation as a pseudo-oscillatory process because of its large number of continuous switching. Then, an innovative QE computation scheme is developed to quickly obtain the steady state solution of an SMB model for any arbitrary initial condition. The QE computation scheme allows larger steps to be taken for predicting the slow change of the starting state within each switching. Incorporating with the wavelet-based technique, this scheme is demonstrated to be effective and efficient for an SMB sugar separation process. Moreover, investigations are also carried out on when the computation scheme should be activated and how the convergence of the scheme is affected by a variable stepsize.

Analysing Seasonal Health Data

Seasonal patterns have been found in a remarkable range of health conditions, including birth defects, respiratory infections and cardiovascular disease. Accurately estimating the size and timing of seasonal peaks in disease incidence is an aid to understanding the causes and possibly to developing interventions. With global warming increasing the intensity of seasonal weather patterns around the world, a review of the methods for estimating seasonal effects on health is timely. This is the first book on statistical methods for seasonal data written for a health audience. It describes methods for a range of outcomes (including continuous, count and binomial data) and demonstrates appropriate techniques for summarising and modelling these data. It has a practical focus and uses interesting examples to motivate and illustrate the methods. The statistical procedures and example data sets are available in an R package called ‘season’. Adrian Barnett is a senior research fellow at Queensland University of Technology, Australia. Annette Dobson is a Professor of Biostatistics at The University of Queensland, Australia. Both are experienced medical statisticians with a commitment to statistical education and have previously collaborated in research in the methodological developments and applications of biostatistics, especially to time series data. Among other projects, they worked together on revising the well-known textbook "An Introduction to Generalized Linear Models," third edition, Chapman Hall/CRC, 2008. In their new book they share their knowledge of statistical methods for examining seasonal patterns in health.