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.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Mutations in exon 3 of the beta-catenin gene are rare in melanoma cell lines

Mutations in exon 3 of the CTNNB1 gene encoding beta-catenin have been reported in colorectal cancer cell lines and tumours. Although one study reported mutations or deletions affecting beta-catenin in 20% of melanoma cell lines, subsequent reports detected a much lower frequency of aberrations in uncultured melanomas. To determine whether this difference in mutation frequency reflected an in vitro culturing artefact, exon 3 of CTNNB1 was screened in a panel of 62 melanoma cell lines. In addition, reverse transcription-polymerase chain reaction (RT-PCR) was performed to detect intragenic deletions affecting exon 3. One out of 62 (1.6%) cell lines was found to carry a mutation, indicating that aberration of the Wnt-l/wingless pathway through activation of beta-catenin is a rare event, even in melanoma cell lines. (C) 2002 Lippincott Williams Wilkins.

Successful defibrillation of a dental patient in cardiac arrest

Cardiac arrest is a very rare event in a dental patient. However, practitioners have a duty of care to their patients if ever such an event occurs. The cardiac arrest discussed in this case report occurred in an elderly person with an implanted pacemaker whilst undergoing restorative dental treatment. Cardiac arrest was diagnosed and cardiopulmonary resuscitation instituted immediately, followed within three minutes by successful defibrillation using the School's semi-automatic defibrillator.

Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

Carpogenic germination of Sclerotinia minor and potential distribution in Australia

This study confirms that Australian isolates of Sclerotinia minor can produce fertile apothecia and further demonstrates that ascospores collected from these apothecia are pathogenic to sunflower (Helianthus annuus). Sunflower is a known host of the related fungus Sclerotinia sclerotiorum and is grown in some regions where S. minor is known to occur. Head rot symptoms were produced following inoculation with S. minor ascospores. Predictive modeling using CLIMEX software suggested that conditions suitable for carpogenic germination of S. minor probably occur in Australia particularly in southern regions. Carpogenic germination is probably a rare event in northern regions and, if it does occur, probably does not coincide with anthesis in sunflower crops, therefore allowing disease escape.

A tutorial on the cross-entropy method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning. combinatorial optimization

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Dapsone-induced agranulocytosis. The role of xenobiotic-metabolizing enzymes demonstrated by a case report [Dapson-induzierte agranulozytose. Die rolle fremdstoffmetabolisierender enzyme am beispiel einer kasuistik]

A 34-year-old female patient with a three year history of generalized granuloma annulare was treated systemically with dapsone (DADPS). Six weeks after the onset of treatment, the patient developed an extensive tonsillitis of the base of the tongue with fever and malaise. Routine laboratory work showed a leukocytopenia with agranulocytosis. Further investigation revealed a marked decrease of the enzyme activity of N-acetyltransferase 2, which plays an important role in dapsone metabolism. Treatment included the cessation of dapsone, antibiotic coverage, and G-CSF leading to the rapid improvement of symptoms and normalization of leukocyte counts. Dapsone-induced angina agranulocytotica is a rare event and is interpreted as an idiosyncratic reaction. Depending on genetic polymorphisms of various enzymes, dapsone can be metabolized to immunologically or toxicologically relevant intermediates. Because of the risk of severe hematologic reactions, dapsone should only be employed for solid indications and with appropriate monitoring.

Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

A rare earth element study of complex zircons from early Archaean Amitsoq gneisses, Godthåbsfjord, south-west Greenland

We present high spatial resolution ion-microprobe rare earth element (REE) data for discrete growth phases of complex polyphase zircons from early Archaean Amitsoq gneisses, outer Godthabsfjord, SW Greenland. In Matsuda diagrams, the two major growth phases, >3.8 Ga cores and ca. 3.65 Ga rims, have steep positive slopes from La to Lu, prominent positive Ce anomalies and negative Eu anomalies that are consistent with growth in a melt. Exceptions to this are non-cathodolurnmescent zircon developed between the cores and rims, sometimes truncating zoning in the cores, and late Archaean prismatic tip overgrowths, both of which exhibit flatter light REE (LREE) patterns and have small or no Eu anomaly, which we interpret as the result of metamorphism and/or small-degree, isolated partial melting. Our data support previous interpretations that the ca. 3.65 Ga zircon phase was generated in a melt, with the >3.8 Ga phase representing either original protolith zircons in a large degree partial melt or inherited zircons in an introduced magma. Regardless which of these two interpretations is correct for these, and similar, rocks in the outer GodthAbsfjord, the 3.65 Ga event will have profoundly affected isotopic systems and obscured beyond recognition any earlier igneous features such as cross-cutting relationships, which may only be assigned a minimum 3.65 Ga age. (C) 2003 Elsevier Science B.V. All rights reserved.

An initial assessment of policies for saving a rare Australian glider: Experimental results, economics and ecology

Reviews the ecological status of the mahogany glider and describes its distribution, habitat and abundance, life history and threats to it. Three serial surveys of Brisbane residents provide data on the knowledge of respondents about the mahogany glider. The results provide information about the attitudes of respondents to the mahogany glider, to its conservation and relevant public policies and about variations in these factors as the knowledge of participants of the mahogany glider alters. Similarly data is provided and analysed about the willingness to pay of respondents to conserve the mahogany glider. Population viability analysis is applied to estimate the required habitat area for a minimum viable population of the mahogany glider to ensure at least a 95% probability of its survival for 100 years. Places are identified in Queensland where the requisite minimum area of critical habitat can be conserved. Using the survey results as a basis, the likely willingness of groups of Australians to pay for the conservation of the mahogany glider is estimated and consequently their willingness to pay for the minimum required area of its habitat. Methods for estimating the cost of protecting this habitat are outlined. Australia-wide benefits seem to exceed the costs. Establishing a national park containing the minimum viable population of the mahogany glider is an appealing management option. This would also be beneficial in conserving other endangered wildlife species. Therefore, additional economic benefits to those estimated on account of the mahogany glider itself can be obtained.

Effects of memory load and distraction on performance and event-related slow potentials in a visuospatial working memory task

Brain electrical activity related to working memory was recorded at 15 scalp electrodes during a visuospatial delayed response task. Participants (N = 18) touched the remembered position of a target on a computer screen after either a 1 or 8 sec delay. These memory trials were compared to sensory trials in which the target remained present throughout the delay and response periods. Distracter stimuli identical to the target were briefly presented during the delay on 30% of trials. Responses were less accurate in memory than sensory trials, especially after the long delay. During the delay slow potentials developed that were significantly more negative in memory than sensory trials. The difference between memory and sensory trials was greater at anterior than posterior electrodes. On trials with distracters, the slow potentials generated by memory trials showed further enhancement of negativity whereas there were minimal effects on accuracy of performance. The results provide evidence that engagement of visuospatial working memory generates slow wave negativity with a timing and distribution consistent with frontal activation. Enhanced brain activity associated with working memory is required to maintain performance in the presence of distraction. © 1997 by the Massachusetts Institute of Technology

H-ras activation is an early event in the ptaquiloside-induced carcinogenesis: Comparison of acute and chronic toxicity in rats

Bracken fern (Pteridium spp.) produces cancer of the urinary bladder and oesophagus in grazing animals and is a suspected human carcinogen, The carcinogenic principle ptaquiloside (PT), when activated to a dienone (APT), forms DNA adducts which eventually leads to tumor. Two groups of female Sprague-Dawley rats were given a chronic dose of 3 mg APT weekly for 10 weeks either by intravenous (iv) tail vein or by intragastric (ig) route, A third group was given a weekly dose of 6 mg of APT for 3 weeks by the ig route corresponding to acute dosing. Both chronic iv and ig dosed animals showed ischemic tubular necrosis in the kidney but only iv dosed animals developed adenocarcinomas of the mammary glands. Acutely dosed ig animals produced apoptotic bodies in the liver, necrosis of blood cell precursors in the bone marrow and ischemic tubular necrosis in the kidney but they did not develop tumors, No mutations were found in the H-ras and p53 genes in the mammary glands of either the ig rats or the tumor-bearing iv rats. However, the mammary glands of a fourth group of rats, which received APT by iv and killed before tumor development, carried Pu to Pu and Pu to Py double mutations in codons 58 and 59 of H-ras. This study indicates that the route of administration plays a role in the nature of the disease expression from ptaquiloside exposure. In addition to confirming the role of APT in the PT-induced carcinogenesis our finding suggests that activation of H-ras is an early event in the PT-carcinogenesis model. (C) 1998 Academic Press.

Changes in quantum efficiency of Photosystem II of symbiotic dinoflagellates of corals after heat stress, and of bleached corals sampled after the 1998 Great Barrier Reef mass bleaching event Ross J. Jones , Selina Ward, Affendi Yang Amri and Ove Hoegh-Guldberg

Pulse-amplitude-modulation chlorophyll fluorometry was used to examine changes in dark-adapted F-v/F-m of endosymbiotic dinoflagellate microalgae within the tissues of the temperate coral Plesiastrea versipora exposed to elevated seawater temperature. The F-v/F-m was markedly reduced following exposure of corals to 28 degrees C for 48 h. When corals were returned to ambient (24 degrees C) conditions, F-v/F-m increased in an initial rapid and then secondary slower phase. Tissue discolouration (coral bleaching), caused by a significant decrease in the density of algae, was observed during the first 2-3 days of the recovery period. After 14 days, F-v/F-m was still significantly lower than in control corals. The recovery of F-v/F-m is discussed in terms of repair processes within the symbiotic algae, division of healthy algae and also the selective removal of photo-damaged dinoflagellates. Under field conditions, bleached corals sampled at Heron Island Reef during a bleaching event had significantly lower F-v/F-m than non-bleached colonies; four months after the bleaching event, there were no differences in F-v/F-m or algal density in corals marked as having bleached or having shown no signs of colour loss. The results of this laboratory and field study are consistent with the hypothesis that an impairment of photosynthesis occurs during heat-stress, and is the underlying cause of coral bleaching.