The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

An equivalent distributed magnetic current based FDTD method for the calculation of e-fields induced by gradient coils in MRI

This paper evaluates a low-frequency FDTD method applied to the problem of induced E-fields/eddy currents in the human body resulting from the pulsed magnetic field gradients in MRI. In this algorithm, a distributed equivalent magnetic current (DEMC) is proposed as the electromagnetic source and is obtained by quasistatic calculation of the empty coil's vector potential or measurements therein. This technique circumvents the discretizing of complicated gradient coil geometries into a mesh of Yee cells, and thereby enables any type of gradient coil modeling or other complex low frequency sources. The proposed method has been verified against an example with an analytical solution. Results are presented showing the spatial distribution of gradient-induced electric fields in a multilayered spherical phantom model and a complete body model.

Validation of a food-frequency questionnaire assessment of carotenoid and vitamin E intake using weighed food records and plasma biomarkers: The method of triads model

Background: Reliability or validity studies are important for the evaluation of measurement error in dietary assessment methods. An approach to validation known as the method of triads uses triangulation techniques to calculate the validity coefficient of a food-frequency questionnaire (FFQ). Objective: To assess the validity of an FFQ estimates of carotenoid and vitamin E intake against serum biomarker measurements and weighed food records (WFRs), by applying the method of triads. Design: The study population was a sub-sample of adult participants in a randomised controlled trial of beta-carotene and sunscreen in the prevention of skin cancer. Dietary intake was assessed by a self-administered FFQ and a WFR. Nonfasting blood samples were collected and plasma analysed for five carotenoids (alpha-carotene, beta-carotene, beta-cryptoxanthin, lutein, lycopene) and vitamin E. Correlation coefficients were calculated between each of the dietary methods and the validity coefficient was calculated using the method of triads. The 95% confidence intervals for the validity coefficients were estimated using bootstrap sampling. Results: The validity coefficients of the FFQ were highest for alpha-carotene (0.85) and lycopene (0.62), followed by beta- carotene (0.55) and total carotenoids (0.55), while the lowest validity coefficient was for lutein (0.19). The method of triads could not be used for b- cryptoxanthin and vitamin E, as one of the three underlying correlations was negative. Conclusions: Results were similar to other studies of validity using biomarkers and the method of triads. For many dietary factors, the upper limit of the validity coefficients was less than 0.5 and therefore only strong relationships between dietary exposure and disease will be detected.

The performance of the maximum ratio combining method in correlated Rician-fading channels for antenna-diversity signal combining

The performance of the maximum ratio combining method for the combining of antenna-diversity signals in correlated Rician-fading channels is rigorously studied. The distribution function of the normalized signal-to-noise ratio (SNR) is expanded in terms of a power series and calculated numerically. This power series can easily take into account the signal correlations and antenna gains and can be applied to any number of receiving antennas. An application of the method to dual-antenna diversity systems produces useful distribution curves for the normalized SNR which can be used to find the diversity gain. It is revealed that signal correlation in Rician-fading channels helps to increase the diversity gain rather than to decrease it as in the Rayleigh fading channels. It is also shown that with a relative strong direct signal component, the diversity gain can be much higher than that without a direct signal component.

Numerical method for determination of the NMR frequency of the single-qubit operation in a silicon-based solid-state quantum computer

A numerical method is introduced to determine the nuclear magnetic resonance frequency of a donor (P-31) doped inside a silicon substrate under the influence of an applied electric field. This phosphorus donor has been suggested for operation as a qubit for the realization of a solid-state scalable quantum computer. The operation of the qubit is achieved by a combination of the rotation of the phosphorus nuclear spin through a globally applied magnetic field and the selection of the phosphorus nucleus through a locally applied electric field. To realize the selection function, it is required to know the relationship between the applied electric field and the change of the nuclear magnetic resonance frequency of phosphorus. In this study, based on the wave functions obtained by the effective-mass theory, we introduce an empirical correction factor to the wave functions at the donor nucleus. Using the corrected wave functions, we formulate a first-order perturbation theory for the perturbed system under the influence of an electric field. In order to calculate the potential distributions inside the silicon and the silicon dioxide layers due to the applied electric field, we use the multilayered Green's functions and solve an integral equation by the moment method. This enables us to consider more realistic, arbitrary shape, and three-dimensional qubit structures. With the calculation of the potential distributions, we have investigated the effects of the thicknesses of silicon and silicon dioxide layers, the relative position of the donor, and the applied electric field on the nuclear magnetic resonance frequency of the donor.

Heart rate variability characterization using a time-frequency based instantaneous frequency estimation technique

In this paper, a new method for characterizing the newborn heart rate variability (HRV) is proposed. The central of the method is the newly proposed technique for instantaneous frequency (IF) estimation specifically designed for nonstationary multicomponen signals such as HRV. The new method attempts to characterize the newborn HRV using features extracted from the time–frequency (TF) domain of the signal. These features comprise the IF, the instantaneous bandwidth (IB) and instantaneous energy (IE) of the different TF components of the HRV. Applied to the HRV of both normal and seizure suffering newborns, this method clearly reveals the locations of the spectral peaks and their time-varying nature. The total energy of HRV components, ET and ratio of energy concentrated in the low-frequency (LF) to that in high frequency (HF) components have been shown to be significant features in identifying the HRV of newborn with seizures.