A multiple time scale survival model with a cure fraction

Many recent survival studies propose modeling data with a cure fraction, i.e., data in which part of the population is not susceptible to the event of interest. This event may occur more than once for the same individual (recurrent event). We then have a scenario of recurrent event data in the presence of a cure fraction, which may appear in various areas such as oncology, finance, industries, among others. This paper proposes a multiple time scale survival model to analyze recurrent events using a cure fraction. The objective is analyzing the efficiency of certain interventions so that the studied event will not happen again in terms of covariates and censoring. All estimates were obtained using a sampling-based approach, which allows information to be input beforehand with lower computational effort. Simulations were done based on a clinical scenario in order to observe some frequentist properties of the estimation procedure in the presence of small and moderate sample sizes. An application of a well-known set of real mammary tumor data is provided.

Motion-based wave estimation: Small-scale tests with a crane-barge model

This paper provides additional validation to the problem of estimating wave spectra based on the first-order motions of a moored vessel. Prior investigations conducted by the authors have attested that even a large-volume ship, such as an FPSO unit, could be adopted for on-board estimation of the wave field. The obvious limitation of the methodology concerns filtering of high-frequency wave components, for which the vessel has no significant response. As a result, the estimation range is directly dependent on the characteristics of the vessel response. In order to extend this analysis, further small-scale tests were performed with a model of a pipe-laying crane-barge. When compared to the FPSO case, the results attest that a broader range of typical sea states can be accurately estimated, including crossed-sea states with low peak periods. (C) 2012 Elsevier Ltd. All rights reserved.

Height variability from the MIROC - IPCC model for the 20th century compared to that of the TOPEX/POSEIDON altimeter

Planetary waves are key to large-scale dynamical adjustment in the global ocean as they transfer energy from the east to the west side of oceanic basins; they connect the forcing in the ocean interior with the variability at its boundaries: and they change the local heat content, thus coupling oceanic, atmospheric, and biological processes. Planetary waves, mostly of the first baroclinic mode, are observed as distinctive patterns in global time series of sea surface height anomaly (SSHA) and heat storage. The goal of this study is to compare and validate large-scale SSHA signals from coupled ocean-atmosphere general circulation Model for Interdisciplinary Research on Climate (MIROC) with TOPEX/POSEIDON satellite altimeter observations. The last decade of the models` time series is selected for comparison with the altimeter data. The wave patterns are separated from the meso- and large-scale SSHA signals by digital filters calibrated to select the same spectral bands in both model and altimeter data. The band-wise comparison allows for an assessment of the model skill to simulate the dynamical components of the observed wave field. Comparisons regarding both the seasonal cycle and the Rossby wave Held differ significantly among basins. When carried within the same basin, differences can occur between equal latitudes in opposite hemispheres. Furthermore, at some latitudes the MIROC reproduces biannual, annual and semiannual planetary waves with phase speeds and average amplitudes similar to those observed by the altimeter, but with significant differences in phase. (C) 2008 Elsevier Ltd. All rights reserved.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

On scale-mixture Birnbaum-Saunders distributions

We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

Effect of Si addition on Ca- and P-impregnated implant surfaces with nanometer-scale roughness: an experimental study in dogs

Objectives: To investigate the effect of Si addition on a nanometer-scale roughness Ca and P implant surfaces in a canine tibia model by biomechanical and histomorphometric evaluations. Material and methods: The implant surfaces comprised a resorbable media CaP microblasted (control) and a CaP resorbable media + silica-boost microblasted (experimental) surfaces. Surfaces were characterized by scanning electron microscopy (SEM), X-ray photoelectron spectroscopy (XPS), and optical interferometry (IFM) down to the nanometric level. The animal model involved the bilateral placement of control (n = 24) and experimental surface (n = 24) implants along the proximal tibiae of six dogs, remaining in vivo for 2 or 4 weeks. After euthanization, half of the specimens were torquedto- interface failure, and the other half was subjected to histomorphologic and bone-to-implant contact (BIC) evaluation. Torque and BIC statistical evaluation was performed by the Friedman test at 95% level of significance, and comparisons between groups was performed by the Dunn test. Results: IFM and SEM observations depicted comparable roughness parameters for both implant surfaces on the micrometer and nanometer scales. XPS analysis revealed similar chemical composition, except for the addition of Si on the experimental group. Torque-to-interface failure and BIC mean values showed no significant differences (P = 0.25 and 0.51, respectively) at both 2- and 4-week evaluation points for experimental and control groups. Early bone healing histomorphologic events were similar between groups. Conclusions: The experimental surface resulted in not significantly different biomechanical fixation and BIC relative to control. Both surfaces were biocompatible and osseoconductive.

The influence of large-scale circulation, transient and local processes on the seasonal circulation of the Eastern Brazilian Shelf, 13 degrees S

The circulation at the Eastern Brazilian Shelf (EBS), near 13 degrees S, is discussed in terms of the currents and hydrography, associating large-scale circulation, transient and local processes to establish a regional picture of the EBS circulation. The results show that the circulation within the continental shelf and slope region is strongly affected by the seasonal changes in the wind field and mesa/large-scale circulation. Transient processes associated to the passage of Cold Front systems or meso-scale activity and the presence of a local canyon add more complexity to the system. During the austral spring and summer seasons, the prevailing upwelling favorable winds blowing from E-NE were responsible for driving southwestward shelf currents. The interaction with the Western Boundary Current (the Brazil Current), especially during summer, was significant and a considerable vertical shear in the velocity field was observed at the outer shelf. The passage of a Cold Front system during the springtime caused a complete reversal of the mean flow and contributed to the deepening of the Mixed Layer Depth (MLD). In addition, the presence of Salvador Canyon, subject to an upwelling favorable boundary current, enhanced the upwelling system, when compared to the upwelling observed at the adjacent shelf. During the austral autumn and winter seasons the prevailing downwelling favorable winds blowing from the SE acted to total reverse the shelf circulation, resulting in a northeastward flow. The passage of a strong Cold Front, during the autumn season, contributed not only to the strengthening of the flow but also to the deepening of the MLD. The presence of the Salvador Canyon, when subject to a downwelling favorable boundary current, caused an intensification of the downwelling process. Interestingly, the alongshore velocity at the shelf region adjacent to the head of the canyon was less affected when compared to the upwelling situation.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

Evaluation of a nanometer roughness scale resorbable media-processed surface: a study in dogs

Objectives: This study compared the biomechanical fixation and bone-to-implant contact (BIC) of implants with different surfaces treatment (experimental resorbable blasting media-processed nanometer roughness scale surface, and control dual acid-etched) in a dog model. Material and methods: Surface characterization was made in six implants by means of scanning electron microscopic imaging, atomic force microscopy to evaluate roughness parameters, and X-ray photoelectron spectroscopy (XPS) for chemical assessment. The animal model comprised the bilateral placement of control (n = 24) and experimental surface (n = 24) implants along the proximal tibiae of six mongrel dogs, which remained in place for 2 or 4 weeks. Half of the specimens were biomechanically tested (torque), and the other half was subjected to histomorphologic/ morphometric evaluation. BIC and resistance to failure measures were each evaluated as a function of time and surface treatment in a mixed model ANOVA. Results: Surface texturing was significantly higher for the experimental compared with the control surface. The survey XPS spectra detected O, C, Al, and Ti at the control group, and Ca (similar to 0.2-0.9%) and P (similar to 1.7-4.1%) besides O, C, Al, and Ti at experimental surfaces. While no statistical difference in BIC was found between experimental and control surfaces or between 2 and 4 weeks in vivo, both longer time and use of experimental surface significantly increased resistance to failure. Conclusions: The experimental surface resulted in enhanced biomechanical fixation but comparable BIC relative to control, suggesting higher bone mechanical properties around the experimental implants.

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

Alzheimer random walk model: Two previously overlooked diffusion regimes

A non-Markovian one-dimensional random walk model is studied with emphasis on the phase-diagram, showing all the diffusion regimes, along with the exactly determined critical lines. The model, known as the Alzheimer walk, is endowed with memory-controlled diffusion, responsible for the model's long-range correlations, and is characterized by a rich variety of diffusive regimes. The importance of this model is that superdiffusion arises due not to memory per se, but rather also due to loss of memory. The recently reported numerically and analytically estimated values for the Hurst exponent are hereby reviewed. We report the finding of two, previously overlooked, phases, namely, evanescent log-periodic diffusion and log-periodic diffusion with escape, both with Hurst exponent H = 1/2. In the former, the log-periodicity gets damped, whereas in the latter the first moment diverges. These phases further enrich the already intricate phase diagram. The results are discussed in the context of phase transitions, aging phenomena, and symmetry breaking.

Hyperbaric Oxygen Therapy Induces Kidney Protection in an Ischemia/Reperfusion Model in Rats

Ischemia/reperfusion (I/R) injury remains a major cause of graft dysfunction, which impacts short- and long-term follow-up. Hyperbaric oxygen therapy (HBO), through plasma oxygen transport, has been currently used as an alternative treatment for ischemic tissues. The aim of this study was to analyze the effects of HBO on kidney I/R injury model in rats, in reducing the harmful effect of I/R. The renal I/R model was obtained by occluding bilateral renal pedicles with nontraumatic vascular clamps for 45 minutes, followed by 48 hours of reperfusion. HBO therapy was delivered an hypebaric chamber (2.5 atmospheres absolute). Animals underwent two sessions of 60 minutes each at 6 hours and 20 hours after initiation of reperfusion. Male Wistar rats (n = 38) were randomized into four groups: sham, sham operated rats; Sham+HBO, sham operated rats exposed to HBO; I/R, animals submitted to I/R; and I/R+HBO, I/R rats exposed to HBO. Blood, urine, and kidney tissue were collected for biochemical, histologic, and immunohistochemical analyses. The histopathological evaluation of the ischemic injury used a grading scale of 0 to 4. HBO attenuated renal dysfunction after ischemia characterized by a significant decrease in blood urea nitrogen (BUN), serum creatinine, and proteinuria in the I/R+HBO group compared with I/R alone. In parallel, tubular function was improved resulting in significantly lower fractional excretions of sodium and potassium. Kidney sections from the I/R plus HBO group showed significantly lower acute kidney injury scores compared with the I/R group. HBO treatment significantly diminished proliferative activity in I/R (P < .05). There was no significant difference in macrophage infiltration or hemoxygenase-1 expression. In conclusion, HBO attenuated renal dysfunction in a kidney I/R injury model with a decrease in BUN, serum creatinine, proteinuria, and fractional excretion of sodium and potassium, associated with reduced histological damage.

Dynamical (super)symmetry vacuum properties of the supersymmetric Chern-Simons-matter model

By computing the two-loop effective potential of the D=3 N=1 supersymmetric Chern-Simons model minimally coupled to a massless self-interacting matter superfield, it is shown that supersymmetry is preserved, while the internal U(1) and the scale symmetries are broken at two-loop order, dynamically generating masses both for the gauge superfield and for the real component of the matter superfield.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Mean-Field critical behavior and ergodicity break in a nonequilibrium one-dimensional RSOS growth model

We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.