Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Optimal estimation of two-qubit pure-state entanglement

We present optimal measuring strategies for an estimation of the entanglement of unknown two-qubit pure states and of the degree of mixing of unknown single-qubit mixed states, of which N identical copies are available. The most general measuring strategies are considered in both situations, to conclude in the first case that a local, although collective, measurement suffices to estimate entanglement, a nonlocal property, optimally.

Estimation of temperature effects on fission barriers

An accurate mass formula at finite temperature has been used to obtain a more precise estimation of temperature effects on fission barriers calculated within the liquid drop model.

Relevance of dynamic wetting in viscous fingering patterns

We demonstrate that wetting effects at moving contact lines have a strong impact in viscous fingering patterns. Experiments in a rotating Hele-Shaw (HS) cell, dry or prewetted, show consistent morphological differences. When the wetting fluid invades a dry region, contact angle dynamics yield a kinetic contribution to the interface pressure drop that scales with capillary number as Ca2¿3 but is significantly larger than the Park-Homsy kinetic correction. Numerical results are in very good agreement with experiments and show that standard HS equations work best for prewetted cells.

Estimation of the parameters of the gravitational-wage signal of a coalescing binary system

The statistical theory of signal detection and the estimation of its parameters are reviewed and applied to the case of detection of the gravitational-wave signal from a coalescing binary by a laser interferometer. The correlation integral and the covariance matrix for all possible static configurations are investigated numerically. Approximate analytic formulas are derived for the case of narrow band sensitivity configuration of the detector.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Generation of dynamic structures in nonequilibrium reactive membranes

We present a nonequlibrium approach for the study of a flexible bilayer whose two components induce distinct curvatures. In turn, the two components are interconverted by an externally promoted reaction. Phase separation of the two species in the surface results in the growth of domains characterized by different local composition and curvature modulations. This domain growth is limited by the effective mixing due to the interconversion reaction, leading to a finite characteristic domain size. In addition to these effects, first introduced in our earlier work [ Phys. Rev. E 71 051906 (2005)], the important new feature is the assumption that the reactive process actively affects the local curvature of the bilayer. Specifically, we suggest that a force energetically activated by external sources causes a modification of the shape of the membrane at the reaction site. Our results show the appearance of a rich and robust dynamical phenomenology that includes the generation of traveling and/or oscillatory patterns. Linear stability analysis, amplitude equations, and numerical simulations of the model kinetic equations confirm the occurrence of these spatiotemporal behaviors in nonequilibrium reactive bilayers.

Microwave spectrometry for the Evaluation of the structural integrity of metallic stents

Purpose: To assess the feasibility of a method based on microwave spectrometry to detect structural distortions of metallic stents in open air conditions and envisage the prospects of this approach toward possible medical applicability for the evaluation of implanted stents. Methods: Microwave absorbance spectra between 2.0 and 18.0 GHz were acquired in open air for the characterization of a set of commercial stents using a specifically design setup. Rotating each sample over 360º, 2D absorbance diagrams were generated as a function of frequency and rotation angle. To check our approach for detecting changes in stent length (fracture) and diameter (recoil), two specific tests were performed in open air. Finally, with a few adjustments, this same system provides 2D absorbance diagrams of stents immersed in a water-based phantom, this time over a bandwidth ranging from 0.2 to 1.8 GHz. Results: The authors show that metallic stents exhibit characteristic resonant frequencies in their microwave absorbance spectra in open air which depend on their length and, as a result, may reflect the occurrence of structural distortions. These resonances can be understood considering that such devices behave like dipole antennas in terms of microwave scattering. From fracture tests, the authors infer that microwave spectrometry provides signs of presence of Type I to Type IV stent fractures and allows in particular a quantitative evaluation of Type III and Type IV fractures. Recoil tests show that microwave spectrometry seems able to provide some quantitative assessment of diametrical shrinkage, but only if it involves longitudinal shortening. Finally, the authors observe that the resonant frequencies of stents placed inside the phantom shift down with respect to the corresponding open air frequencies, as it should be expected considering the increase of dielectric permittivity from air to water. Conclusions: The evaluation of stent resonant frequencies provided by microwave spectrometry allows detection and some quantitative assessment of stent fracture and recoil in open air conditions. Resonances of stents immersed in water can be also detected and their characteristic frequencies are in good agreement with theoretical estimates. Although these are promising results, further verifica tion in a more relevant phantom is required in order to foresee the real potential of this approach.

Maximum likelihood estimation of position in GNSS

In this letter, we obtain the Maximum LikelihoodEstimator of position in the framework of Global NavigationSatellite Systems. This theoretical result is the basis of a completelydifferent approach to the positioning problem, in contrastto the conventional two-steps position estimation, consistingof estimating the synchronization parameters of the in-viewsatellites and then performing a position estimation with thatinformation. To the authors’ knowledge, this is a novel approachwhich copes with signal fading and it mitigates multipath andjamming interferences. Besides, the concept of Position–basedSynchronization is introduced, which states that synchronizationparameters can be recovered from a user position estimation. Weprovide computer simulation results showing the robustness ofthe proposed approach in fading multipath channels. The RootMean Square Error performance of the proposed algorithm iscompared to those achieved with state-of-the-art synchronizationtechniques. A Sequential Monte–Carlo based method is used todeal with the multivariate optimization problem resulting fromthe ML solution in an iterative way.

Concentrations of resveratrol and derivatives in foods and estimation of dietary intake in a Spanish population: European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort

Resveratrol has been shown to have beneficial effects on diseases related to oxidant and/or inflammatory processes and extends the lifespan of simple organisms including rodents. The objective of the present study was to estimate the dietary intake of resveratrol and piceid (R&P) present in foods, and to identify the principal dietary sources of these compounds in the Spanish adult population. For this purpose, a food composition database (FCDB) of R&P in Spanish foods was compiled. The study included 40 685 subjects aged 3564 years from northern and southern regions of Spain who were included in the European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort. Usual food intake was assessed by personal interviews using a computerised version of a validated diet history method. An FCDB with 160 items was compiled. The estimated median and mean of R&P intake were 100 and 933 mg/d respectively. Approximately, 32% of the population did not consume RΠ The most abundant of the four stilbenes studied was trans-piceid (53·6 %), followed by trans-resveratrol (20·9 %), cis-piceid (19·3 %) and cis-resveratrol (6·2 %). The most important source of R&P was wines (98·4 %) and grape and grape juices (1·6 %), whereas peanuts, pistachios and berries contributed to less than 0·01 %. For this reason the pattern of intake of R&P was similar to the wine pattern. This is the first time that R&P intake has been estimated in a Mediterranean country.

Definition of linear color models in the RGB vector color space to detect red peaches in orchard images taken under natural illumination

This work proposes the detection of red peaches in orchard images based on the definition of different linear color models in the RGB vector color space. The classification and segmentation of the pixels of the image is then performed by comparing the color distance from each pixel to the different previously defined linear color models. The methodology proposed has been tested with images obtained in a real orchard under natural light. The peach variety in the orchard was the paraguayo (Prunus persica var. platycarpa) peach with red skin. The segmentation results showed that the area of the red peaches in the images was detected with an average error of 11.6%; 19.7% in the case of bright illumination; 8.2% in the case of low illumination; 8.6% for occlusion up to 33%; 12.2% in the case of occlusion between 34 and 66%; and 23% for occlusion above 66%. Finally, a methodology was proposed to estimate the diameter of the fruits based on an ellipsoidal fitting. A first diameter was obtained by using all the contour pixels and a second diameter was obtained by rejecting some pixels of the contour. This approach enables a rough estimate of the fruit occlusion percentage range by comparing the two diameter estimates.

Concentrations of resveratrol and derivatives in foods and estimation of dietary intake in a Spanish population: European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort

Resveratrol has been shown to have beneficial effects on diseases related to oxidant and/or inflammatory processes and extends the lifespan of simple organisms including rodents. The objective of the present study was to estimate the dietary intake of resveratrol and piceid (R&P) present in foods, and to identify the principal dietary sources of these compounds in the Spanish adult population. For this purpose, a food composition database (FCDB) of R&P in Spanish foods was compiled. The study included 40 685 subjects aged 35-64 years from northern and southern regions of Spain who were included in the European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort. Usual food intake was assessed by personal interviews using a computerised version of a validated diet history method. An FCDB with 160 items was compiled. The estimated median and mean of R&P intake were 100 and 933 mg/d respectively. Approximately, 32% of the population did not consume RΠ The most abundant of the four stilbenes studied was trans-piceid (53·6 %), followed by trans-resveratrol (20·9 %), cis-piceid (19·3 %) and cis-resveratrol (6·2 %). The most important source of R&P was wines (98·4 %) and grape and grape juices (1·6 %), whereas peanuts, pistachios and berries contributed to less than 0·01 %. For this reason the pattern of intake of R&P was similar to the wine pattern. This is the first time that R&P intake has been estimated in a Mediterranean country.

EEG Windowed statitical wavelet deviation for estimation of muscular artifacts

Electroencephalographic (EEG) recordings are, most of the times, corrupted by spurious artifacts, which should be rejected or cleaned by the practitioner. As human scalp EEG screening is error-prone, automatic artifact detection is an issue of capital importance, to ensure objective and reliable results. In this paper we propose a new approach for discrimination of muscular activity in the human scalp quantitative EEG (QEEG), based on the time-frequency shape analysis. The impact of the muscular activity on the EEG can be evaluated from this methodology. We present an application of this scoring as a preprocessing step for EEG signal analysis, in order to evaluate the amount of muscular activity for two set of EEG recordings for dementia patients with early stage of Alzheimer’s disease and control age-matched subjects.