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.

Relationships of Efficiency to Reproductive Disorders in Danish Milk Production: A Stochastic Frontier Analysis

Relationships of various reproductive disorders and milk production performance of Danish dairy farms were investigated. A stochastic frontier production function was estimated using data collected in 1998 from 514 Danish dairy farms. Measures of farm-level milk production efficiency relative to this production frontier were obtained, and relationships between milk production efficiency and the incidence risk of reproductive disorders were examined. There were moderate positive relationships between milk production efficiency and retained placenta, induction of estrus, uterine infections, ovarian cysts, and induction of birth. Inclusion of reproductive management variables showed that these moderate relationships disappeared, but directions of coefficients for almost all those variables remained the same. Dystocia showed a weak negative correlation with milk production efficiency. Farms that were mainly managed by young farmers had the highest average efficiency scores. The estimated milk losses due to inefficiency averaged 1142, 488, and 256 kg of energy-corrected milk per cow, respectively, for low-, medium-, and high-efficiency herds. It is concluded that the availability of younger cows, which enabled farmers to replace cows with reproductive disorders, contributed to high cow productivity in efficient farms. Thus, a high replacement rate more than compensates for the possible negative effect of reproductive disorders. The use of frontier production and efficiency/ inefficiency functions to analyze herd data may enable dairy advisors to identify inefficient herds and to simulate the effect of alternative management procedures on the individual herd's efficiency.

Fibroblast growth factor 1: A key regulator of human adipogenesis

Obesity, with its related problems, is recognized as the fastest growing disease epidemic facing the world, yet we still have limited insight into the regulation of adipose tissue mass in humans. We have previously shown that adipose-derived microvascular endothelial cells (MVECs) secrete a factor(s) that increases proliferation of human preadipocytes. We now demonstrate that coculture of human preadipocytes with MVECs significantly increases preadipocyte differentiation, evidenced by dramatically increased triacylglycerol accumulation and glycerol-3-phosphate dehydrogenase activity compared with controls. Subsequent analysis identified fibroblast growth factor (FGF)-1 as an adipogenic factor produced by MVECs. Expression of FGF-1 was demonstrated in MVECs but not in preadipocytes, while preadipocytes were shown to express FGF receptors 1-4. The proliferative effect of MVECs on human preadipocytes was blocked using a neutralizing antibody specific for FGF-1. Pharmacological inhibition of FGF-1 signaling at multiple steps inhibits preadipocyte replication and differentiation, supporting the key adipogenic role of FGF-1. We also show that 3T3-L1 cells, a highly efficient murine model of adipogenesis, express FGF-1 and, unlike human preadipocytes, display no increased differentiation potential in response to exogenous FGF-1. Conversely, FGF-1-treated human preadipocytes proliferate rapidly and differentiate with high efficiency in a manner characteristic of 3T3-L1 cells. We therefore suggest that FGF-1 is a key human adipogenic factor, and these data expand our understanding of human fat tissue growth and have significant potential for development of novel therapeutic strategies in the prevention and management of human obesity.

A novel route to the synthesis of mesoporous Titania with full anatase nanocrystalline domains

A porous, high surface area TiO2 with anatase or rutile crystalline domains is advantageous for high efficiency photonic devices. Here, we report a new route to the synthesis of mesoporous titania with full anatase crystalline domains. This route involves the preparation of anatase nanocrystalline seed suspensions as the titania precursor and a block copolymer surfactant, Pluronic P123 as the template for the hydrothermal self-assembly process. A large pore (7 - 8 nm) mesoporous titania with a high surface area of 106 - 150 m(2)/g after calcination at 400degreesC for 4 h in air is achieved. Increasing the hydrothermal temperature decreases the surface area and creates larger pores. Characteristics of the seed precursors as well as the resultant mesoporous titania powder were studied using XRD analysis, N-2-adsorption/desorption analysis, and TEM. We believe these materials will be especially useful for photoelectrochemical solar cell and photocatalysis applications.

Modern environmental improvement pathways for the coal power generation industry in Australia

In this work we assess the pathways for environmental improvement by the coal utilization industry for power generation in Australia. In terms of resources, our findings show that coal is a long term resource of concern as coal reserves are likely to last for the next 500 years or more. However, our analysis indicates that evaporation losses of water in power generation will approach 1000 Gl (gigalitres) per year, equivalent to a consumption of half of the Australian residential population. As Australia is the second driest continent on earth, water consumption by power generators is a resource of immediate concern with regards to sustainability. We also show that coal will continue to play a major role in energy generation in Australia and, hence, there is a need to employ new technologies that can minimize environmental impacts. The major technologies to reduce impacts to air, water and soils are addressed. Of major interest, there is a major potential for developing sequestration processes in Australia, in particular by enhanced coal bed methane (ECBM) recovery at the Bowen Basin, South Sydney Basin and Gunnedah Basin. Having said that, CO2 capture technologies require further development to support any sequestration processes in order to comply with the Kyoto Protocol. Current power generation cycles are thermodynamic limited, with 35-40% efficiencies. To move to a high efficiency cycle, it is required to change technologies of which integrated gasification combined cycle plus fuel cell is the most promising, with efficiencies expected to reach 60-65%. However, risks of moving towards an unproven technology means that power generators are likely to continue to use pulverized fuel technologies, aiming at incremental efficiency improvements (business as usual). As a big picture pathway, power generators are likely to play an increasing role in regional development; in particular EcoParks and reclaiming saline water for treatment as pressures to access fresh water supplies will significantly increase.

Ion trap transducers for quantum electromechanical oscillators

An enduring challenge for contemporary physics is to experimentally observe and control quantum behavior in macroscopic systems. We show that a single trapped atomic ion could be used to probe the quantum nature of a mesoscopic mechanical oscillator precooled to 4 K, and furthermore, to cool the oscillator with high efficiency to its quantum ground state. The proposed experiment could be performed using currently available technology.

Characterization of the transcriptional and functional effects of fibroblast growth factor-1 on human preadipocyte differentiation

We recently established that fibroblast growth factor (FGF)-1 promotes adipogenesis of primary human preadipocytes (phPA). In the current report, we have characterized the adipogenic effects of FGF-1 in phPA and also in a human PA strain derived from an individual with Simpson-Golabi-Behmel syndrome (SGBS PA), which exhibit an intrinsic capacity to differentiate with high efficiency. In further studies, we compared these models with the well-characterized murine 3T3-L1 preadipocyte cell line (3T3-L1 PA). FGF-1 up-regulated the adipogenic program in phPA, with increased expression of peroxisome proliferator-activated receptor-gamma in confluent PA prior to induction of differentiation and increased expression of adipocyte markers during differentiation. Moreover, phPA differentiated in the presence of FGF-1 were more insulin responsive and secreted increased levels of adiponectin. FGF-1 treatment of SGBS PA further enhanced differentiation. For the most part, the adipogenic program in phPA paralleled that observed in 3T3-L1 PA; however, we found no evidence of mitotic clonal expansion in the phPA. Finally, we investigated a role for extracellular regulated kinase 1/2 (ERK 1/2) in adipogenesis of phPA. FGF-1 induced robust phosphorylation of ERK1/2 in early differentiation and inhibition of ERK1/2 activity significantly reduced phPA differentiation. These data suggest that FGF-1 treated phPA represent a valuable in vitro model for the study of adipogenesis and insulin action and indicate that ERK1/2 activation is necessary for human adipogenesis in the absence of mitotic clonal expansion.

Estimating buffer overflows in three stages using cross-entropy

In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.