42 resultados para Self-similar (fractal) processes
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The aim of this report is to address the benefits of the minimal invasive venous drainage in a pediatric cardio surgical scenario. Juvenile bovine experiments (67.4+/-11 kg) were performed. The right atrium was cannulated in a trans-jugular way by using the self-expandable (Smart Stat, 12/20F, 430 mm) venous cannula (Smartcannula LLC, Lausanne, Switzerland) vs. a 14F 250 mm (Polystan Lighthouse) standard pediatric venous cannula. Establishing the cardiopulmonary bypass (CPB), the blood flows were assessed for 20 mmHg, 30 mmHg and 40 mmHg of driving pressure. Venous drainage (flow in l/min) at 20 mmHg, 30 mmHg, and 40 mmHg drainage load was 0.26+/-0.1, 0.35+/-0.2 and 0.28+/-0.08 for the 14F standard vs. 1.31+/-0.22, 1.35+/-0.24 and 1.9+/-0.2 for the Smart Stat 12/20F cannula. The 43 cm self-expanding 12/20F Smartcannula outperforms the 14F standard cannula. The results described herein allow us to conclude that usage of the self-expanding Smartcannula also in the pediatric patients improves the flow and the drainage capacity, avoiding the insufficient and excessive drainage. We believe that similar results may be expected in the clinical settings.
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Chronic periaortitis (CP) is an uncommon inflammatory disease which primarily involves the infrarenal portion of the abdominal aorta. However, CP should be regarded as a generalized disease with three different pathophysiological entities, namely idiopathic retroperitoneal fibrosis (RPF), inflammatory abdominal aortic aneurysm and perianeurysmal RPF. These entities share similar histopathological characteristics and finally will lead to fibrosis of the retroperitoneal space. Beside fibrosis, an infiltrate with variable chronic inflammatory cell is present. The majority of these cells are lymphocytes and macrophages as well as vascular endothelial cells, most of which are HLA-DR-positive. B and T cells are present with a majority of T cells of the T-helper phenotype. Cytokine gene expression analysis shows the presence of interleukin (IL)-1alpha, IL-2, IL-4, interferon-gamma and IL-2 receptors. Adhesion molecules such as E-selectin, intercellular adhesion molecule-1 and the vascular cell adhesion molecule-1 were also found in aortic tissue, and may play a significant role in CP pathophysiology. Although CP pathogenesis remains unknown, an exaggerated inflammatory response to advanced atherosclerosis (ATS) has been postulated to be the main process. Autoimmunity has also been proposed as a contributing factor based on immunohistochemical studies. The suspected allergen may be a component of ceroid, which is elaborated within the atheroma. We review the pathogenesis and the pathophysiology of CP, and its potential links with ATS. Clinically relevant issues are summarized in each section with regard to the current working hypothesis of this complex inflammatory disease.
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Evolutionary processes acting at the expanding margins of a species' range are still poorly understood. Genetic drift is considered prevalent in marginal populations, and the maintenance of genetic diversity during recolonization might seem puzzling. To investigate such processes, a fine-scale investigation of 219 individuals was performed within a population of Biscutella laevigata (Brassicaceae), located at the leading edge of its range. The survey used amplified fragment length polymorphisms (AFLPs). As commonly reported across the whole species distribution range, individual density and genetic diversity decreased along the local axis of recolonization of this expanding population, highlighting the enduring effect of the historical colonization on present-day diversity. The self-incompatibility system of the plant may have prevented local inbreeding in newly found patches and sustained genetic diversity by ensuring gene flow from established populations. Within the more continuously populated region, spatial analysis of genetic structure revealed restricted gene flow among individuals. The distribution of genotypes formed a mosaic of relatively homogenous patches within the continuous population. This pattern could be explained by a history of expansion by long-distance dispersal followed by fine-scale diffusion (that is, a stratified dispersal combination). The secondary contact among expanding patches apparently led to admixture among differentiated genotypes where they met (that is, a reshuffling effect). This type of dynamics could explain the maintenance of genetic diversity during recolonization.
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Self-potentials (SP) are sensitive to water fluxes and concentration gradients in both saturated and unsaturated geological media, but quantitative interpretations of SP field data may often be hindered by the superposition of different source contributions and time-varying electrode potentials. Self-potential mapping and close to two months of SP monitoring on a gravel bar were performed to investigate the origins of SP signals at a restored river section of the Thur River in northeastern Switzerland. The SP mapping and subsequent inversion of the data indicate that the SP sources are mainly located in the upper few meters in regions of soil cover rather than bare gravel. Wavelet analyses of the time-series indicate a strong, but non-linear influence of water table and water content variations, as well as rainfall intensity on the recorded SP signals. Modeling of the SP response with respect to an increase in the water table elevation and precipitation indicate that the distribution of soil properties in the vadose zone has a very strong influence. We conclude that the observed SP responses on the gravel bar are more complicated than previously proposed semi-empiric relationships between SP signals and hydraulic head or the thickness of the vadose zone. We suggest that future SP monitoring in restored river corridors should either focus on quantifying vadose zone processes by installing vertical profiles of closely spaced SP electrodes or by installing the electrodes within the river to avoid signals arising from vadose zone processes and time-varying electrochemical conditions in the vicinity of the electrodes.
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Carbon and oxygen isotope studies of the host and gangue carbonates of Mississippi Valley-type zinc-lead deposits in the San Vicente District hosted in the Upper Triassic to Lower Jurassic dolostones of the Pucara basin (central Peru) were used to constrain models of the ore formation. A mixing model between an incoming hot saline slightly acidic radiogenic (Pb, Sr) fluid and the native formation water explains the overall isotopic variation (delta(13)C = - 11.5 to + 2.5 parts per thousand relative to PDB and delta(18)O = + 18.0 to + 24.3 parts per thousand relative to SMOW) of the carbonate generations. The dolomites formed during the main ore stage show a narrower range (delta(13)C = - 0.1 to + 1.7 parts per thousand and delta(18)O = + 18.7 to + 23.4 parts per thousand) which is explained by exchange between the mineralizing fluids and the host carbonates combined with changes in temperature and pressure. This model of fluid-rock interaction explains the pervasive alteration of the host dolomite I and precipitation of sphalerite I. The open-space filling hydrothermal white sparry dolomite and the coexisting sphalerite II formed by prolonged fluid-host dolomite interaction and limited CO2 degassing. Late void-filling dolomite III (or calcite) and the associated sphalerite III formed as the consequence of CO2 degassing and concomitant pH increase of a slightly acidic ore fluid. Widespread brecciation is associated to CO2 outgassing. Consequently, pressure variability plays a major role in the ore precipitation during the late hydrothermal events in San Vicente. The presence of native sulfur associated with extremely carbon-light calcites replacing evaporitic sulfates (e.g., delta(13)C = - 11.5 parts per thousand), altered native organic matter and heavier hydrothermal bitumen (from - 27.0 to - 23.0 parts per thousand delta(13)C) points to thermochemical reduction of sulfate and/or thiosulfate. The delta(13)C- and delta(18)O-values of the altered host dolostone and hydrothermal carbonates, and the carbon isotope composition of the associated organic matter show a strong regional homogeneity. These results coupled with the strong mineralogical and petrographic similarities of the different MVT occurrences perhaps reflects the fact that the mineralizing processes were similar in the whole San Vicente belt, suggesting the existence of a common regional mineralizing hydrothermal system with interconnected plumbing.
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PURPOSE: Health-related quality of life (HRQoL) is considered a representative outcome in the evaluation of chronic disease management initiatives emphasizing patient-centered care. We evaluated the association between receipt of processes-of-care (PoC) for diabetes and HRQoL. METHODS: This cross-sectional study used self-reported data from non-institutionalized adults with diabetes in a Swiss canton. Outcomes were the physical/mental composites of the short form health survey 12 (SF-12) physical composite score, mental composite score (PCS, MCS) and the Audit of Diabetes-Dependent Quality of Life (ADDQoL). Main exposure variables were receipt of six PoC for diabetes in the past 12 months, and the Patient Assessment of Chronic Illness Care (PACIC) score. We performed linear regressions to examine the association between PoC, PACIC and the three composites of HRQoL. RESULTS: Mean age of the 519 patients was 64.5 years (SD 11.3); 60% were male, 87% reported type 2 or undetermined diabetes and 48% had diabetes for over 10 years. Mean HRQoL scores were SF-12 PCS: 43.4 (SD 10.5), SF-12 MCS: 47.0 (SD 11.2) and ADDQoL: -1.6 (SD 1.6). In adjusted models including all six PoC simultaneously, receipt of influenza vaccine was associated with lower ADDQoL (β=-0.4, p≤0.01) and foot examination was negatively associated with SF-12 PCS (β=-1.8, p≤0.05). There was no association or trend towards a negative association when these PoC were reported as combined measures. PACIC score was associated only with the SF-12 MCS (β=1.6, p≤0.05). CONCLUSIONS: PoC for diabetes did not show a consistent association with HRQoL in a cross-sectional analysis. This may represent an effect lag time between time of process received and health-related quality of life. Further research is needed to study this complex phenomenon.
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Only a small percentage of neurodegenerative diseases like Alzheimer's disease and Parkinson's disease is directly related to familial forms. The etiology of the most abundant, sporadic forms seems to involve both genetic and environmental factors. Environmental compounds are now extensively studied for their possible contribution to neurodegeneration. Chemicals were found which were able to reproduce symptoms of known neurodegenerative diseases, others may either predispose to the onset of neurodegeneration, or exacerbate distinct pathogenic processes of these diseases. In any case, in vitro studies performed with models presenting various degrees of complexity have shown that many environmental compounds have the potential to cause neurodegeneration, through a variety of pathways similar to those described in neurodegenerative diseases. Since the population is exposed to a huge number of potentially neurotoxic compounds, there is an important need for rapid and efficient procedures for hazard evaluation. Xenobiotics elicit a cascade of reactions that, most of the time, involve numerous interactions between the different brain cell types. A reliable in vitro model for the detection of environmental toxins potentially at risk for neurodegenerative diseases should therefore allow maximal cell-cell interactions and multiparametric endpoints determination. The combined use of in vitro models and new analytical approaches using "omics" technologies should help to map toxicity pathways, and advance our understanding of the possible role of xenobiotics in the etiology of neurodegenerative diseases.
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In this work we analyze how patchy distributions of CO2 and brine within sand reservoirs may lead to significant attenuation and velocity dispersion effects, which in turn may have a profound impact on surface seismic data. The ultimate goal of this paper is to contribute to the understanding of these processes within the framework of the seismic monitoring of CO2 sequestration, a key strategy to mitigate global warming. We first carry out a Monte Carlo analysis to study the statistical behavior of attenuation and velocity dispersion of compressional waves traveling through rocks with properties similar to those at the Utsira Sand, Sleipner field, containing quasi-fractal patchy distributions of CO2 and brine. These results show that the mean patch size and CO2 saturation play key roles in the observed wave-induced fluid flow effects. The latter can be remarkably important when CO2 concentrations are low and mean patch sizes are relatively large. To analyze these effects on the corresponding surface seismic data, we perform numerical simulations of wave propagation considering reservoir models and CO2 accumulation patterns similar to the CO2 injection site in the Sleipner field. These numerical experiments suggest that wave-induced fluid flow effects may produce changes in the reservoir's seismic response, modifying significantly the main seismic attributes usually employed in the characterization of these environments. Consequently, the determination of the nature of the fluid distributions as well as the proper modeling of the seismic data constitute important aspects that should not be ignored in the seismic monitoring of CO2 sequestration problems.
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The coverage and volume of geo-referenced datasets are extensive and incessantly¦growing. The systematic capture of geo-referenced information generates large volumes¦of spatio-temporal data to be analyzed. Clustering and visualization play a key¦role in the exploratory data analysis and the extraction of knowledge embedded in¦these data. However, new challenges in visualization and clustering are posed when¦dealing with the special characteristics of this data. For instance, its complex structures,¦large quantity of samples, variables involved in a temporal context, high dimensionality¦and large variability in cluster shapes.¦The central aim of my thesis is to propose new algorithms and methodologies for¦clustering and visualization, in order to assist the knowledge extraction from spatiotemporal¦geo-referenced data, thus improving making decision processes.¦I present two original algorithms, one for clustering: the Fuzzy Growing Hierarchical¦Self-Organizing Networks (FGHSON), and the second for exploratory visual data analysis:¦the Tree-structured Self-organizing Maps Component Planes. In addition, I present¦methodologies that combined with FGHSON and the Tree-structured SOM Component¦Planes allow the integration of space and time seamlessly and simultaneously in¦order to extract knowledge embedded in a temporal context.¦The originality of the FGHSON lies in its capability to reflect the underlying structure¦of a dataset in a hierarchical fuzzy way. A hierarchical fuzzy representation of¦clusters is crucial when data include complex structures with large variability of cluster¦shapes, variances, densities and number of clusters. The most important characteristics¦of the FGHSON include: (1) It does not require an a-priori setup of the number¦of clusters. (2) The algorithm executes several self-organizing processes in parallel.¦Hence, when dealing with large datasets the processes can be distributed reducing the¦computational cost. (3) Only three parameters are necessary to set up the algorithm.¦In the case of the Tree-structured SOM Component Planes, the novelty of this algorithm¦lies in its ability to create a structure that allows the visual exploratory data analysis¦of large high-dimensional datasets. This algorithm creates a hierarchical structure¦of Self-Organizing Map Component Planes, arranging similar variables' projections in¦the same branches of the tree. Hence, similarities on variables' behavior can be easily¦detected (e.g. local correlations, maximal and minimal values and outliers).¦Both FGHSON and the Tree-structured SOM Component Planes were applied in¦several agroecological problems proving to be very efficient in the exploratory analysis¦and clustering of spatio-temporal datasets.¦In this thesis I also tested three soft competitive learning algorithms. Two of them¦well-known non supervised soft competitive algorithms, namely the Self-Organizing¦Maps (SOMs) and the Growing Hierarchical Self-Organizing Maps (GHSOMs); and the¦third was our original contribution, the FGHSON. Although the algorithms presented¦here have been used in several areas, to my knowledge there is not any work applying¦and comparing the performance of those techniques when dealing with spatiotemporal¦geospatial data, as it is presented in this thesis.¦I propose original methodologies to explore spatio-temporal geo-referenced datasets¦through time. Our approach uses time windows to capture temporal similarities and¦variations by using the FGHSON clustering algorithm. The developed methodologies¦are used in two case studies. In the first, the objective was to find similar agroecozones¦through time and in the second one it was to find similar environmental patterns¦shifted in time.¦Several results presented in this thesis have led to new contributions to agroecological¦knowledge, for instance, in sugar cane, and blackberry production.¦Finally, in the framework of this thesis we developed several software tools: (1)¦a Matlab toolbox that implements the FGHSON algorithm, and (2) a program called¦BIS (Bio-inspired Identification of Similar agroecozones) an interactive graphical user¦interface tool which integrates the FGHSON algorithm with Google Earth in order to¦show zones with similar agroecological characteristics.
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Naturally acquired immune responses against human cancers often include CD8(+) T cells specific for the cancer testis antigen NY-ESO-1. Here, we studied T cell receptor (TCR) primary structure and function of 605 HLA-A*0201/NY-ESO-1(157-165)-specific CD8 T cell clones derived from five melanoma patients. We show that an important proportion of tumor-reactive T cells preferentially use TCR AV3S1/BV8S2 chains, with remarkably conserved CDR3 amino acid motifs and lengths in both chains. All remaining T cell clones belong to two additional sets expressing BV1 or BV13 TCRs, associated with alpha-chains with highly diverse VJ usage, CDR3 amino acid sequence, and length. Yet, all T cell clonotypes recognize tumor antigen with similar functional avidity. Two residues, Met-160 and Trp-161, located in the middle region of the NY-ESO-1(157-165) peptide, are critical for recognition by most of the T cell clonotypes. Collectively, our data show that a large number of alphabeta TCRs, belonging to three distinct sets (AVx/BV1, AV3/BV8, AVx/BV13) bind pMHC with equal antigen sensitivity and recognize the same peptide motif. Finally, this in-depth study of recognition of a self-antigen suggests that in part similar biophysical mechanisms shape TCR repertoires toward foreign and self-antigens.
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The proportion of population living in or around cites is more important than ever. Urban sprawl and car dependence have taken over the pedestrian-friendly compact city. Environmental problems like air pollution, land waste or noise, and health problems are the result of this still continuing process. The urban planners have to find solutions to these complex problems, and at the same time insure the economic performance of the city and its surroundings. At the same time, an increasing quantity of socio-economic and environmental data is acquired. In order to get a better understanding of the processes and phenomena taking place in the complex urban environment, these data should be analysed. Numerous methods for modelling and simulating such a system exist and are still under development and can be exploited by the urban geographers for improving our understanding of the urban metabolism. Modern and innovative visualisation techniques help in communicating the results of such models and simulations. This thesis covers several methods for analysis, modelling, simulation and visualisation of problems related to urban geography. The analysis of high dimensional socio-economic data using artificial neural network techniques, especially self-organising maps, is showed using two examples at different scales. The problem of spatiotemporal modelling and data representation is treated and some possible solutions are shown. The simulation of urban dynamics and more specifically the traffic due to commuting to work is illustrated using multi-agent micro-simulation techniques. A section on visualisation methods presents cartograms for transforming the geographic space into a feature space, and the distance circle map, a centre-based map representation particularly useful for urban agglomerations. Some issues on the importance of scale in urban analysis and clustering of urban phenomena are exposed. A new approach on how to define urban areas at different scales is developed, and the link with percolation theory established. Fractal statistics, especially the lacunarity measure, and scale laws are used for characterising urban clusters. In a last section, the population evolution is modelled using a model close to the well-established gravity model. The work covers quite a wide range of methods useful in urban geography. Methods should still be developed further and at the same time find their way into the daily work and decision process of urban planners. La part de personnes vivant dans une région urbaine est plus élevé que jamais et continue à croître. L'étalement urbain et la dépendance automobile ont supplanté la ville compacte adaptée aux piétons. La pollution de l'air, le gaspillage du sol, le bruit, et des problèmes de santé pour les habitants en sont la conséquence. Les urbanistes doivent trouver, ensemble avec toute la société, des solutions à ces problèmes complexes. En même temps, il faut assurer la performance économique de la ville et de sa région. Actuellement, une quantité grandissante de données socio-économiques et environnementales est récoltée. Pour mieux comprendre les processus et phénomènes du système complexe "ville", ces données doivent être traitées et analysées. Des nombreuses méthodes pour modéliser et simuler un tel système existent et sont continuellement en développement. Elles peuvent être exploitées par le géographe urbain pour améliorer sa connaissance du métabolisme urbain. Des techniques modernes et innovatrices de visualisation aident dans la communication des résultats de tels modèles et simulations. Cette thèse décrit plusieurs méthodes permettant d'analyser, de modéliser, de simuler et de visualiser des phénomènes urbains. L'analyse de données socio-économiques à très haute dimension à l'aide de réseaux de neurones artificiels, notamment des cartes auto-organisatrices, est montré à travers deux exemples aux échelles différentes. Le problème de modélisation spatio-temporelle et de représentation des données est discuté et quelques ébauches de solutions esquissées. La simulation de la dynamique urbaine, et plus spécifiquement du trafic automobile engendré par les pendulaires est illustrée à l'aide d'une simulation multi-agents. Une section sur les méthodes de visualisation montre des cartes en anamorphoses permettant de transformer l'espace géographique en espace fonctionnel. Un autre type de carte, les cartes circulaires, est présenté. Ce type de carte est particulièrement utile pour les agglomérations urbaines. Quelques questions liées à l'importance de l'échelle dans l'analyse urbaine sont également discutées. Une nouvelle approche pour définir des clusters urbains à des échelles différentes est développée, et le lien avec la théorie de la percolation est établi. Des statistiques fractales, notamment la lacunarité, sont utilisées pour caractériser ces clusters urbains. L'évolution de la population est modélisée à l'aide d'un modèle proche du modèle gravitaire bien connu. Le travail couvre une large panoplie de méthodes utiles en géographie urbaine. Toutefois, il est toujours nécessaire de développer plus loin ces méthodes et en même temps, elles doivent trouver leur chemin dans la vie quotidienne des urbanistes et planificateurs.
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Introduction: Low socioeconomic status (SES) is associated with higher prevalence of diabetes and worse outcomes; it has also been shown to be associated with worse quality of care. We aimed to explore the relationship between SES and quality of care in the Swiss context. Methods: We used data from a population-based survey including 519 adult diabetic patients living in the canton of Vaud. Self-reported data on patients' and diabetes characteristics, indicators of process and outcomes of care and quality of life were collected. Dependent variables included 6 processes of care (PoC) received during the last 12 months (HbA1C, lipid, microalbuminuria, fundoscopy, feet examination and influenza vaccination) and selected clinical outcomes (blood pressure, LDL, HbA1C, diabetes-specific (ADDQoL) and generic quality of life (SF-12)). Regression analyses were performed to assess the relationship between education and income, respectively, and quality of care as measured by PoC and clinical outcomes. Adjustment was made for age, gender and comorbidities. Results: Mean age was 64.5 years, 40% were women; 19%, 56% and 25% of the patients reported primary (I), secondary (II) and tertiary (III) education. Fundoscopy was the only PoC significantly associated with education, with III education patients more likely to get the exam than those with primary education (adjOR 1.8, 95% CI 1.0-3.3). Use of composite indicators of PoC showed that compared to patients with primary education, patients with III education were more likely to receive ≥5/6 PoC (adjOR 1.9, 95% CI 1.1-3.4), and that those with II or III education were more likely to receive 4/4 PoC (adjOR 1.9, 95% CI 1.0-3.3; adjOR 2.1, 95% CI 1.1-4.1, respectively). Quality of life was the only clinical outcome significantly associated with education, with II and III education patients reporting better quality of life compared to primary education patients, as measured by the ADDQoL (β 0.6, 95% CI 0.3-1.0, β 0.6, 95% CI 0.2-1.0, respectively) and the physical component score of the SF-12 (β 2.5, 95% CI 0.2-4.8, β 3.6, 95% CI 0.9-6.4, respectively). No associations were found between income and quality of care. Conclusion: Social inequalities have been demonstrated in Switzerland for global health indicators. Our results suggest that similar associations are found when considering quality of care measures in individuals with diabetes, but only for a few indicators.
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Background: Chronic disease management initiatives emphasize patient-centered care, and quality of life (QoL) is increasingly considered a representative outcome in that context. In this study we evaluated the association between receipt of processes of diabetic care and QoL. Methods: This cross-sectional population-based study (2011) used self-reported data from non-institutionalized, adult diabetics, recruited from randomly selected community pharmacies in Vaud. Outcomes included the physical and mental composites of the SF-36 (PCS, MCS) and the disease-specific Audit of Diabetes-Dependent QoL (ADDQoL). Main exposure variables were receipt of six diabetes processes-of care in the past 12 months. We also evaluated whether the association between care received and QoL was congruent with the chronic care model, when assessed by the Patient Assessment of Chronic Illness Care (PACIC). We used linear regressions to examine the association between process measures and the three composites of health-related QoL. Analyses were adjusted for age, gender, socioeconomic status, living companion, BMI, alcohol, smoking, physical activity, co-morbidities and diabetes mellitus (DM) characteristics (type, insulin use, complications, duration). Results: Mean age of the 519 diabetic patients was 64.4 years (SD 11.3), 60% were male and 73% had a living companion; 87% reported type 2 DM, half of respondents required insulin treatment, 48% had at least one DM complication, and 48% had DM over 10 years. Crude overall mean QoL scores were PCS: 43.4 (SD 10.5), MCS: 47.0 (SD 11.2) and ADDQoL: -1.56 (SD 1.6). In bivariate analyses, patients who received the influenza vaccine versus those who did not, had lower ADDQoL and PCS scores; there were no other indicator differences. In adjusted models including all processes, receipt of influenza vaccine was associated with lower ADDQoL (β= - 0.41, p=.01); there were no other associations between process indicators and QoL composites. There was no process association even when these were reported as combined measures of processes of care. PACIC score was associated only with the MCS (β= 1.57, p=.004). Conclusions: Process indicators for diabetes care did not show an association with QoL. This may represent an effect lag time between time of process received and quality of life; or that treatment may be related with inconvenience and patient worry. Further research is needed to explore these unexpected findings.
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Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.
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Background and Aims The frequency at which males can be maintained with hermaphrodites in androdioecious populations is predicted to depend on the selfing rate, because self-fertilization by hermaphrodites reduces prospective siring opportunities for males. In particular, high selfing rates by hermaphrodites are expected to exclude males from a population. Here, the first estimates are provided of the mating system from two wild hexaploid populations of the androdioecious European wind-pollinated plant M. annua with contrasting male frequencies.Methods Four diploid microsatellite loci were used to genotype 19-20 progeny arrays from two populations of M. annua, one with males and one without. Mating-system parameters were estimated using the program MLTR.Key Results Both populations had similar, intermediate outcrossing rates (t(m) = 0.64 and 0.52 for the population with and without males, respectively). The population without males showed a lower level of correlated paternity and biparental inbreeding and higher allelic richness and gene diversity than the population with males.Conclusions The results demonstrate the utility of new diploid microsatellite loci for mating system analysis in a hexaploid plant. It would appear that androdioecious M. annua has a mixed-mating system in the wild, an uncommon finding for wind-pollinated species. This study sets a foundation for future research to assess the relative importance of the sexual system, plant-density variation and stochastic processes for the regulation of male frequencies in M. annua over space and time.