Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Typing mineral deposits using their grades and tonnages in an artificial neural network

A test of the ability of a probabilistic neural network to classify deposits into types on the basis of deposit tonnage and average Cu, Mo, Ag, Au, Zn, and Pb grades is conducted. The purpose is to examine whether this type of system might serve as a basis for integrating geoscience information available in large mineral databases to classify sites by deposit type. Benefits of proper classification of many sites in large regions are relatively rapid identification of terranes permissive for deposit types and recognition of specific sites perhaps worthy of exploring further. Total tonnages and average grades of 1,137 well-explored deposits identified in published grade and tonnage models representing 13 deposit types were used to train and test the network. Tonnages were transformed by logarithms and grades by square roots to reduce effects of skewness. All values were scaled by subtracting the variable's mean and dividing by its standard deviation. Half of the deposits were selected randomly to be used in training the probabilistic neural network and the other half were used for independent testing. Tests were performed with a probabilistic neural network employing a Gaussian kernel and separate sigma weights for each class (type) and each variable (grade or tonnage). Deposit types were selected to challenge the neural network. For many types, tonnages or average grades are significantly different from other types, but individual deposits may plot in the grade and tonnage space of more than one type. Porphyry Cu, porphyry Cu-Au, and porphyry Cu-Mo types have similar tonnages and relatively small differences in grades. Redbed Cu deposits typically have tonnages that could be confused with porphyry Cu deposits, also contain Cu and, in some situations, Ag. Cyprus and kuroko massive sulfide types have about the same tonnages. Cu, Zn, Ag, and Au grades. Polymetallic vein, sedimentary exhalative Zn-Pb, and Zn-Pb skarn types contain many of the same metals. Sediment-hosted Au, Comstock Au-Ag, and low-sulfide Au-quartz vein types are principally Au deposits with differing amounts of Ag. Given the intent to test the neural network under the most difficult conditions, an overall 75% agreement between the experts and the neural network is considered excellent. Among the largestclassification errors are skarn Zn-Pb and Cyprus massive sulfide deposits classed by the neuralnetwork as kuroko massive sulfides—24 and 63% error respectively. Other large errors are the classification of 92% of porphyry Cu-Mo as porphyry Cu deposits. Most of the larger classification errors involve 25 or fewer training deposits, suggesting that some errors might be the result of small sample size. About 91% of the gold deposit types were classed properly and 98% of porphyry Cu deposits were classes as some type of porphyry Cu deposit. An experienced economic geologist would not make many of the classification errors that were made by the neural network because the geologic settings of deposits would be used to reduce errors. In a separate test, the probabilistic neural network correctly classed 93% of 336 deposits in eight deposit types when trained with presence or absence of 58 minerals and six generalized rock types. The overall success rate of the probabilistic neural network when trained on tonnage and average grades would probably be more than 90% with additional information on the presence of a few rock types.

Design options for sample-based mortality surveillance

Background Reliable information on causes of death is a fundamental component of health development strategies, yet globally only about one-third of countries have access to such information. For countries currently without adequate mortality reporting systems there are useful models other than resource-intensive population-wide medical certification. Sample-based mortality surveillance is one such approach. This paper provides methods for addressing appropriate sample size considerations in relation to mortality surveillance, with particular reference to situations in which prior information on mortality is lacking. Methods The feasibility of model-based approaches for predicting the expected mortality structure and cause composition is demonstrated for populations in which only limited empirical data is available. An algorithm approach is then provided to derive the minimum person-years of observation needed to generate robust estimates for the rarest cause of interest in three hypothetical populations, each representing different levels of health development. Results Modelled life expectancies at birth and cause of death structures were within expected ranges based on published estimates for countries at comparable levels of health development. Total person-years of observation required in each population could be more than halved by limiting the set of age, sex, and cause groups regarded as 'of interest'. Discussion The methods proposed are consistent with the philosophy of establishing priorities across broad clusters of causes for which the public health response implications are similar. The examples provided illustrate the options available when considering the design of mortality surveillance for population health monitoring purposes.

Sample registration of vital events with verbal autopsy: a renewed commitment to measuring and monitoring vital statistics

Registration of births, recording deaths by age, sex and cause, and calculating mortality levels and differentials are fundamental to evidence-based health policy, monitoring and evaluation. Yet few of the countries with the greatest need for these data have functioning systems to produce them despite legislation providing for the establishment and maintenance of vital registration. Sample vital registration (SVR), when applied in conjunction with validated verbal autopsy, procedures and implemented in a nationally representative sample of population clusters represents an affordable, cost-effective, and sustainable short- and medium-term solution to this problem. SVR complements other information sources by producing age-, sex-, and cause-specific mortality data that are more complete and continuous than those currently available. The tools and methods employed in an SVR system, however, are imperfect and require rigorous validation and continuous quality assurance; sampling strategies for SVR are also still evolving. Nonetheless, interest in establishing SVR is rapidly growing in Africa and Asia. Better systems for reporting and recording data on vital events will be sustainable only if developed hand-in-hand with existing health information strategies at the national and district levels; governance structures; and agendas for social research and development monitoring. If the global community wishes to have mortality measurements 5 or 10 years hence, the foundation stones of SVR must be laid today.

Patterns of gene expression in the frontal cortex discriminate alcoholic from non-alcoholic individuals

Alcohol dependence is characterized by tolerance, physical dependence, and craving. The neuroadaptations underlying these effects of chronic alcohol abuse are likely due to altered gene expression. Previous gene expression studies using human post-mortem brain demonstrated that several gene families were altered by alcohol abuse. However, most of these changes in gene expression were small. It is not clear if gene expression profiles have sufficient power to discriminate control from alcoholic individuals and how consistent gene expression changes are when a relatively large sample size is examined. In the present study, microarray analysis (similar to 47 000 elements) was performed on the superior frontal cortex of 27 individual human cases ( 14 well characterized alcoholics and 13 matched controls). A partial least squares statistical procedure was applied to identify genes with altered expression levels in alcoholics. We found that genes involved in myelination, ubiquitination, apoptosis, cell adhesion, neurogenesis, and neural disease showed altered expression levels. Importantly, genes involved in neurodegenerative diseases such as Alzheimer's disease were significantly altered suggesting a link between alcoholism and other neurodegenerative conditions. A total of 27 genes identified in this study were previously shown to be changed by alcohol abuse in previous studies of human post-mortem brain. These results revealed a consistent re-programming of gene expression in alcohol abusers that reliably discriminates alcoholic from non-alcoholic individuals.

Bias, precision and heritability of self-reported and clinically measured height in Australian twins

Many studies of quantitative and disease traits in human genetics rely upon self-reported measures. Such measures are based on questionnaires or interviews and are often cheaper and more readily available than alternatives. However, the precision and potential bias cannot usually be assessed. Here we report a detailed quantitative genetic analysis of stature. We characterise the degree of measurement error by utilising a large sample of Australian twin pairs (857 MZ, 815 DZ) with both clinical and self-reported measures of height. Self-report height measurements are shown to be more variable than clinical measures. This has led to lowered estimates of heritability in many previous studies of stature. In our twin sample the heritability estimate for clinical height exceeded 90%. Repeated measures analysis shows that 2-3 times as many self-report measures are required to recover heritability estimates similar to those obtained from clinical measures. Bivariate genetic repeated measures analysis of self-report and clinical height measures showed an additive genetic correlation > 0.98. We show that the accuracy of self-report height is upwardly biased in older individuals and in individuals of short stature. By comparing clinical and self-report measures we also showed that there was a genetic component to females systematically reporting their height incorrectly; this phenomenon appeared to not be present in males. The results from the measurement error analysis were subsequently used to assess the effects of error on the power to detect linkage in a genome scan. Moderate reduction in error (through the use of accurate clinical or multiple self-report measures) increased the effective sample size by 22%; elimination of measurement error led to increases in effective sample size of 41%.