Topological properties and fractal analysis of a recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions

The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

Temporal dependence of in vivo USPIO-enhanced MRI signal changes in human carotid atheromatous plaques

Introduction: Ultrasmall superparamagnetic iron oxide (USPIO)-enhanced MRI has been shown to be a useful modality to image activated macrophages in vivo, which are principally responsible for plaque inflammation. This study determined the optimum imaging time-window to detect maximal signal change post-USPIO infusion using T1-weighted (T1w), T2*- weighted (T2*w) and quantitative T2*(qT 2*) imaging. Methods: Six patients with an asymptomatic carotid stenosis underwent high resolution T1w, T2*w and qT2*MR imaging of their carotid arteries at 1.5 T. Imaging was performed before and at 24, 36, 48, 72 and 96 h after USPIO (Sinerem™, Guerbet, France) infusion. Each slice showing atherosclerotic plaque was manually segmented into quadrants and signal changes in each quadrant were fitted to an exponential power function to model the optimum time for post-infusion imaging. Results: The power function determining the mean time to convergence for all patients was 46, 41 and 39 h for the T1w, T 2*w and qT2*sequences, respectively. When modelling each patient individually, 90% of the maximum signal intensity change was observed at 36 h for three, four and six patients on T1w, T 2*w and qT2*, respectively. The rates of signal change decrease after this period but signal change was still evident up to 96 h. Conclusion: This study showed that a suitable imaging window for T 1w, T2*w and qT2*signal changes post-USPIO infusion was between 36 and 48 h. Logistically, this would be convenient in bringing patients back for one post-contrast MRI, but validation is required in a larger cohort of patients.

Model selection with misspecified spatial covariance structure

Spatial data analysis has become more and more important in the studies of ecology and economics during the last decade. One focus of spatial data analysis is how to select predictors, variance functions and correlation functions. However, in general, the true covariance function is unknown and the working covariance structure is often misspecified. In this paper, our target is to find a good strategy to identify the best model from the candidate set using model selection criteria. This paper is to evaluate the ability of some information criteria (corrected Akaike information criterion, Bayesian information criterion (BIC) and residual information criterion (RIC)) for choosing the optimal model when the working correlation function, the working variance function and the working mean function are correct or misspecified. Simulations are carried out for small to moderate sample sizes. Four candidate covariance functions (exponential, Gaussian, Matern and rational quadratic) are used in simulation studies. With the summary in simulation results, we find that the misspecified working correlation structure can still capture some spatial correlation information in model fitting. When the sample size is large enough, BIC and RIC perform well even if the the working covariance is misspecified. Moreover, the performance of these information criteria is related to the average level of model fitting which can be indicated by the average adjusted R square ( [GRAPHICS] ), and overall RIC performs well.

A note on Gittins indexes for pharmaceutical research

The Bernoulli/exponential target process is considered. Such processes have been found useful in modelling the search for active compounds in pharmaceutical research. An inequality is presented which improves a result of Gittins (1989), thus providing a better approximation to the Gittins indices which define the optimal search policy.

Iterative estimating equations: Linear convergence and asymptotic properties

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

The method of generalised estimating equations for regression modelling of clustered outcomes allows for specification of a working matrix that is intended to approximate the true correlation matrix of the observations. We investigate the asymptotic relative efficiency of the generalised estimating equation for the mean parameters when the correlation parameters are estimated by various methods. The asymptotic relative efficiency depends on three-features of the analysis, namely (i) the discrepancy between the working correlation structure and the unobservable true correlation structure, (ii) the method by which the correlation parameters are estimated and (iii) the 'design', by which we refer to both the structures of the predictor matrices within clusters and distribution of cluster sizes. Analytical and numerical studies of realistic data-analysis scenarios show that choice of working covariance model has a substantial impact on regression estimator efficiency. Protection against avoidable loss of efficiency associated with covariance misspecification is obtained when a 'Gaussian estimation' pseudolikelihood procedure is used with an AR(1) structure.

Bias reduction using stochastic approximation

The paper studies stochastic approximation as a technique for bias reduction. The proposed method does not require approximating the bias explicitly, nor does it rely on having independent identically distributed (i.i.d.) data. The method always removes the leading bias term, under very mild conditions, as long as auxiliary samples from distributions with given parameters are available. Expectation and variance of the bias-corrected estimate are given. Examples in sequential clinical trials (non-i.i.d. case), curved exponential models (i.i.d. case) and length-biased sampling (where the estimates are inconsistent) are used to illustrate the applications of the proposed method and its small sample properties.

Error bounds for calculation of the Gittins indices

For a wide class of semi-Markov decision processes the optimal policies are expressible in terms of the Gittins indices, which have been found useful in sequential clinical trials and pharmaceutical research planning. In general, the indices can be approximated via calibration based on dynamic programming of finite horizon. This paper provides some results on the accuracy of such approximations, and, in particular, gives the error bounds for some well known processes (Bernoulli reward processes, normal reward processes and exponential target processes).

The Learning Component of Dynamic Allocation Indices

For a multiarmed bandit problem with exponential discounting the optimal allocation rule is defined by a dynamic allocation index defined for each arm on its space. The index for an arm is equal to the expected immediate reward from the arm, with an upward adjustment reflecting any uncertainty about the prospects of obtaining rewards from the arm, and the possibilities of resolving those uncertainties by selecting that arm. Thus the learning component of the index is defined to be the difference between the index and the expected immediate reward. For two arms with the same expected immediate reward the learning component should be larger for the arm for which the reward rate is more uncertain. This is shown to be true for arms based on independent samples from a fixed distribution with an unknown parameter in the cases of Bernoulli and normal distributions, and similar results are obtained in other cases.

Lost in space: The place of the architectural milieu in the aetiology and treatment of schizophrenia

Purpose – Psychological and epidemiological literature suggests that the built environment plays both causal and therapeutic roles in schizophrenia, but what are the implications for designers? The purpose of this paper is to focus on the role the built environment plays in psycho‐environmental dynamics, in order that negative effects can be avoided and beneficial effects emphasised in architectural design. Design/methodology/approach – The approach taken is a translational exploration of the dynamics between the built environment and psychotic illness, using primary research from disciplines as diverse as epidemiology, neurology and psychology. Findings – The built environment is conceived as being both an agonist and as an antagonist for the underlying processes that present as psychosis. The built environment is implicated through several means, through the opportunities it provides. These may be physical, narrative, emotional, hedonic or personal. Some opportunities may be negative, and others positive. The built environment is also an important source of unexpected aesthetic stimulation, yet in psychotic illnesses, aesthetic sensibilities characteristically suffer from deterioration. Research limitations/implications – The findings presented are based on research that is largely translated from very different fields of enquiry. Whilst findings are cogent and logical, much of the support is correlational rather than empirical. Social implications – The WHO claims that schizophrenia destroys 24 million lives worldwide, with an exponential effect on human and financial capital. Because evidence implicates the built environment, architectural and urban designers may have a role to play in reducing the human costs wrought by the illness. Originality/value – Never before has architecture been so explicitly implicated as a cause of mental illness. This paper was presented to the Symposium of Mental Health Facility Design, and is essential reading for anyone involved in designing for improved mental health.

A genome wide linkage scan for dizygotic twinning in 525 families of mothers of dizygotic twins

BACKGROUND: The tendency to conceive dizygotic (DZ) twins is a complex trait influenced by genetic and environmental factors. To search for new candidate loci for twinning, we conducted a genome-wide linkage scan in 525 families using microsatellite and single nucleotide polymorphism marker panels. METHODS AND RESULTS: Non-parametric linkage analyses, including 523 families containing a total of 1115 mothers of DZ twins (MODZT) from Australia and New Zealand (ANZ) and The Netherlands (NL), produced four linkage peaks above the threshold for suggestive linkage, including a highly suggestive peak at the extreme telomeric end of chromosome 6 with an exponential logarithm of odds \[(exp)LOD] score of 2.813 (P = 0.0002). Since the DZ twinning rate increases steeply with maternal age independent of genetic effects, we also investigated linkage including only families where at least one MODZT gave birth to her first set of twins before the age of 30. These analyses produced a maximum expLOD score of 2.718 (P = 0.0002), largely due to linkage signal from the ANZ cohort, however, ordered subset analyses indicated this result is most likely a chance finding in the combined dataset. Linkage analyses were also performed for two large DZ twinning families from the USA, one of which produced a peak on chromosome 2 in the region of two potential candidate genes. Sequencing of FSHR and FIGLA, along with INHBB in MODZTs from two large NL families with family specific linkage peaks directly over this gene, revealed a potentially functional variant in the 5' untranslated region of FSHR that segregated with the DZ twinning phenotype in the Utah family. CONCLUSION: Our data provide further evidence for complex inheritance of familial DZ twinning.

Strong evidence for a novel schizophrenia risk locus on chromosome 1p31.1 in homogeneous pedigrees from Tamil Nadu, India

OBJECTIVE: The study of ethnically homogeneous populations may help to identify schizophrenia risk loci. The authors conducted a genomewide linkage scan for schizophrenia in an Indian population. METHOD: Participants were 441 individuals (262 affected probands and siblings) who were recruited primarily from one ethnically homogeneous group, the Tamil Brahmin caste, although individuals from other geographically proximal castes also participated. Genotyping of 124 affected sibling pair pedigrees was performed with 402 short tandem repeat polymorphisms. Linkage analyses were conducted using nonparametric exponential LOD (logarithm of the odds ratio for linkage) scores and parametric heterogeneity LOD scores. Parametric heterogeneity scores were calculated using simple dominant and recessive models, correcting for multiple statistics. The data were examined for evidence of consanguinity. Genomewide significance levels were determined using 10,000 gene dropping simulations. RESULTS: These findings revealed genomewide significant linkage to chromosome 1p31.1, through the use of both exponential and heterogeneity LOD scores, incorporating correction for multiple statistics and mild consanguinity. The estimated sibling recurrence risk associated with this putative locus was 1.95. Analysis for heterogeneity LOD scores also detected suggestive linkage to chromosomes 13q22.1 and 16q12.2. Using 117 tag single nucleotide polymorphisms (SNPs), family-based association analyses of phosphodiesterase 4B (PDE4B), the closest schizophrenia candidate gene, detected no convincing evidence of association, suggesting that the chromosome 1 peak represents a novel risk locus. CONCLUSIONS: This is the first study-to the authors' knowledge-to report significant linkage of schizophrenia to chromosome 1p31.1. Further investigation of this chromosome region in diverse populations is warranted to identify underlying sequence variants.

Susceptibility locus on chromosome 1q23-25 for a schizophrenia subtype resembling deficit schizophrenia identified by latent class analysis

Context: Identifying susceptibility genes for schizophrenia may be complicated by phenotypic heterogeneity, with some evidence suggesting that phenotypic heterogeneity reflects genetic heterogeneity. Objective: To evaluate the heritability and conduct genetic linkage analyses of empirically derived, clinically homogeneous schizophrenia subtypes. Design: Latent class and linkage analysis. Setting: Taiwanese field research centers. Participants: The latent class analysis included 1236 Han Chinese individuals with DSM-IV schizophrenia. These individuals were members of a large affected-sibling-pair sample of schizophrenia (606 ascertained families), original linkage analyses of which detected a maximum logarithm of odds (LOD) of 1.8 (z = 2.88) on chromosome 10q22.3. Main Outcome Measures: Multipoint exponential LOD scores by latent class assignment and parametric heterogeneity LOD scores. Results: Latent class analyses identified 4 classes, with 2 demonstrating familial aggregation. The first (LC2) described a group with severe negative symptoms, disorganization, and pronounced functional impairment, resembling “deficit schizophrenia.” The second (LC3) described a group with minimal functional impairment, mild or absent negative symptoms, and low disorganization. Using the negative/deficit subtype, we detected genome-wide significant linkage to 1q23-25 (LOD = 3.78, empiric genome-wide P = .01). This region was not detected using the DSM-IV schizophrenia diagnosis, but has been strongly implicated in schizophrenia pathogenesis by previous linkage and association studies.Variants in the 1q region may specifically increase risk for a negative/deficit schizophrenia subtype. Alternatively, these results may reflect increased familiality/heritability of the negative class, the presence of multiple 1q schizophrenia risk genes, or a pleiotropic 1q risk locus or loci, with stronger genotype-phenotype correlation with negative/deficit symptoms. Using the second familial latent class, we identified nominally significant linkage to the original 10q peak region. Conclusion: Genetic analyses of heritable, homogeneous phenotypes may improve the power of linkage and association studies of schizophrenia and thus have relevance to the design and analysis of genome-wide association studies.

Consistently replicating locus linked to migraine on 10q22-q23

Here, we present the results of two genome-wide scans in two diverse populations in which a consistent use of recently introduced migraine-phenotyping methods detects and replicates a locus on 10q22-q23, with an additional independent replication. No genetic variants have been convincingly established in migraine, and although several loci have been reported, none of them has been consistently replicated. We employed the three known migraine-phenotyping methods (clinical end diagnosis, latent-class analysis, and trait-component analysis) with robust multiple testing correction in a large sample set of 1675 individuals from 210 migraine families from Finland and Australia. Genome-wide multipoint linkage analysis that used the Kong and Cox exponential model in Finns detected a locus on 10q22-q23 with highly significant evidence of linkage (LOD 7.68 at 103 cM in female-specific analysis). The Australian sample showed a LOD score of 3.50 at the same locus (100 cM), as did the independent Finnish replication study (LOD score 2.41, at 102 cM). In addition, four previously reported loci on 8q21, 14q21, 18q12, and Xp21 were also replicated. A shared-segment analysis of 10q22-q23 linked Finnish families identified a 1.6-9.5 cM segment, centered on 101 cM, which shows in-family homology in 95% of affected Finns. This region was further studied with 1323 SNPs. Although no significant association was observed, four regions warranting follow-up studies were identified. These results support the use of symptomology-based phenotyping in migraine and suggest that the 10q22-q23 locus probably contains one or more migraine susceptibility variants.