48 resultados para ATE estimator
Resumo:
Alzheimer's disease (AD) disrupts functional connectivity in distributed cortical networks. We analyzed changes in the S-estimator, a measure of multivariate intraregional synchronization, in electroencephalogram (EEG) source space in 15 mild AD patients versus 15 age-matched controls to evaluate its potential as a marker of AD progression. All participants underwent 2 clinical evaluations and 2 EEG recording sessions on diagnosis and after a year. The main effect of AD was hyposynchronization in the medial temporal and frontal regions and relative hypersynchronization in posterior cingulate, precuneus, cuneus, and parietotemporal cortices. However, the S-estimator did not change over time in either group. This result motivated an analysis of rapidly progressing AD versus slow-progressing patients. Rapidly progressing AD patients showed a significant reduction in synchronization with time, manifest in left frontotemporal cortex. Thus, the evolution of source EEG synchronization over time is correlated with the rate of disease progression and should be considered as a cost-effective AD biomarker.
Resumo:
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.
Resumo:
Background/Objective:Little is known about the precise role of parental migrant status (MS) and educational level (EL) on adiposity and various eating habits in young children. Therefore, we assessed their independent contribution in preschoolers.Subjects/Methods:Of 655 randomly selected preschoolers, 542 (5.1±0.6 years; 71% of parental MS and 37% of low parental EL) were analysed. Body composition was measured by bioelectrical impedance. Eating habits were assessed using a semiqualitative food frequency questionnaire and analysed according to five messages developed by the Swiss Society for Nutrition, based on factors implicated in childhood obesity: (1) 'Drinking water and decreasing sweetened drinks', (2) 'Eating fruit and vegetables', (3) 'Decreasing breakfast skipping', (4) 'Reducing fatty and sweet foods' and (5) 'Reducing the intake of meals and snacks in front of television'.Results:Children of migrant and low EL parents had higher body fat, ate more meals and snacks while watching television and had more fruit and fatty foods compared with their respective counterparts (all P0.04). Children of low EL parents also consumed less water and vegetables compared with their counterparts (all P0.04). In most instances, we found an independent contribution of parental MS and EL to adiposity and eating habits. A more pronounced effect was found if both parents were migrants or of low EL. Differences in adiposity and eating habits were relatively similar to the joint parental data when assessed individually for maternal and paternal MS and EL.Conclusions:Parental MS and EL are independently related to adiposity and various eating habits in preschoolers.European Journal of Clinical Nutrition advance online publication, 3 November 2010; doi:10.1038/ejcn.2010.248.
Resumo:
This paper introduces a nonlinear measure of dependence between random variables in the context of remote sensing data analysis. The Hilbert-Schmidt Independence Criterion (HSIC) is a kernel method for evaluating statistical dependence. HSIC is based on computing the Hilbert-Schmidt norm of the cross-covariance operator of mapped samples in the corresponding Hilbert spaces. The HSIC empirical estimator is very easy to compute and has good theoretical and practical properties. We exploit the capabilities of HSIC to explain nonlinear dependences in two remote sensing problems: temperature estimation and chlorophyll concentration prediction from spectra. Results show that, when the relationship between random variables is nonlinear or when few data are available, the HSIC criterion outperforms other standard methods, such as the linear correlation or mutual information.
Resumo:
Questionnaire studies indicate that high-anxious musicians may suffer from hyperventilation symptoms before and/or during performance. Reported symptoms include amongst others shortness of breath, fast or deep breathing, dizziness and thumping heart. A self-report study by Widmer, Conway, Cohen and Davies (1997) shows that up to seventy percent of the tested highly anxious musicians are hyperventilators during performance. However, no study has yet tested if these self-reported symptoms reflect actual cardiorespiratory changes just before and during performance. Disturbances in breathing patterns and hyperventilation may negatively affect the performance quality in stressful performance situations. The main goal of this study is to determine if music performance anxiety is manifest physiologically in specific correlates of cardiorespiratory activity. We studied 74 professional music students of Swiss Music Universities divided into two groups (high- and lowanxious) based on their self-reported performance anxiety (State-Trait Anxiety Inventory by Spielberger). The students were tested in three distinct situations: baseline, performance without audience, performance with audience. We measured a) breathing patterns, end-tidal carbon dioxide, which is a good non-invasive estimator for hyperventilation, and cardiac activation and b) self-perceived emotions and self-perceived physiological activation. Analyses of heart rate, respiratory rate, self-perceived palpitations, self-perceived shortness of breath and self-perceived anxiety for the 15 most and the 15 least anxious musicians show that high-anxious and low-anxious music students have a comparable physiological activation during the different measurement periods. However, highanxious music students feel significantly more anxious and perceive significantly stronger palpitations and significantly stronger shortness of breath just before and during a public performance. The results indicate that low- and high-anxious music students a) do not differ in the considered physiological responses and b) differ in the considered self-perceived physiological symptoms and the selfreported anxiety before and/or during a public performance.
Resumo:
Robust estimators for accelerated failure time models with asymmetric (or symmetric) error distribution and censored observations are proposed. It is assumed that the error model belongs to a log-location-scale family of distributions and that the mean response is the parameter of interest. Since scale is a main component of mean, scale is not treated as a nuisance parameter. A three steps procedure is proposed. In the first step, an initial high breakdown point S estimate is computed. In the second step, observations that are unlikely under the estimated model are rejected or down weighted. Finally, a weighted maximum likelihood estimate is computed. To define the estimates, functions of censored residuals are replaced by their estimated conditional expectation given that the response is larger than the observed censored value. The rejection rule in the second step is based on an adaptive cut-off that, asymptotically, does not reject any observation when the data are generat ed according to the model. Therefore, the final estimate attains full efficiency at the model, with respect to the maximum likelihood estimate, while maintaining the breakdown point of the initial estimator. Asymptotic results are provided. The new procedure is evaluated with the help of Monte Carlo simulations. Two examples with real data are discussed.
Resumo:
Background: Glutathione (GSH) dysregulation at the gene, protein and functional levels observed in schizophrenia patients, and schizophrenia-like anomalies in GSH deficit experimental models, suggest that genetic glutathione synthesis impairments represent one major risk factor for the disease (Do et al., 2009). In a randomized, double blind, placebo controlled, add-on clinical trial of 140 patients, the GSH precursor N-Acetyl-Cysteine (NAC, 2 g/day, 6 months) significantly improved the negative symptoms and reduced side-effects due to antipsychotics (Berk et al., 2008). In a subset of patients (n=7), NAC (2 g/day, 2 months, cross-over design) also improved auditory evoked potentials, the NMDAdependent mismatch negativity (Lavoie et al, 2008). Methods: To determine whether increased GSH levels would modulate the topography of functional brain connectivity, we applied a multivariate phase synchronization (MPS) estimator (Knyazeva et al, 2008) to dense-array EEGs recorded during rest with eyes closed at the protocol onset, the point of crossover, and at its end. Phase synchronization phenomena are appealing because they can be associated to synchronized phases while the amplitudes stay uncorrelated. MPS measures the degree of interactions among the recorded neuronal oscillators by quantifiying to what extent they behave like a macro-oscillator (i.e. the oscillators are phase synchronous). To assess the whole-head synchronization topography, we computed the MPS sensor-wise over the cluster of locations defined by the sensor itself and he surrounding ones belonging to its second-order neighborhood (Carmeli et al, 2005). Such a cluster spans about 12 cm on average. Abstracts 245 Results: The whole-head imaging revealed a specific synchronization landscape in NAC compared to placebo condition. In particular, NAC increased MPS over frontal and left temporal regions in a frequency-specific manner. Importantly, the topography and direction of MPS changes were similar and robust in all 7 patients. Moreover, these changes correlated with the changes in the Liddle's score of disorganization (Liddle, 1987) thus linking EEG synchronization to the improvement of clinical picture. Discussion: The data suggest an important pathway towards new therapeutic strategies that target GSH dysregulation in schizophrenia. They also show the utility of MPS mapping as a marker of treatment efficacy.
Resumo:
Descriptors: music performance anxiety, respiration, hyperventilation Surveys indicate that high-anxious musicians may suffer from hyperventilation (HV) before or during performance. Reported symptoms include shortness of breath, fast/ deep breathing and thumping heart. However, no study has yet tested if these selfreported symptoms reflect actual cardiorespiratory activity. Themain goal of this study was to determine if MPA is manifested physiologically in specific correlates of cardiorespiratory activity associated with HV.We studied 74 professional music students from Swiss Music Academies. In this study, we compared the most anxious students (highanxious; n 5 20) with the least anxious students (low-anxious; n 5 23) based on their self-reported performance anxiety. We measured cardiorespiratory patterns with the Lifeshirt system, end-tidal CO2 with a capnograph (EtCO2, a good non-invasive estimator of HV), self-perceived physiological activation and affective experience in three situations on different days: baseline, performance without audience, and performance with audience. Comparing measures for the private vs. the public concert, high- compared to low-anxious students showed a significant drop in EtCO2 before the public concert and reported larger increases in anxiety, tension, palpitations and breathing difficulties. In contrast, heart rate, respiratory rate and volume did not differ significantly between groups. The results of this study support the hypothesis thatMPA may be associated with a tendency to hyperventilate and, thus, point to a potential hyperventilation problem in high-anxious music students.
Resumo:
Introduction: The Thalidomide-Dexamethasone (TD) regimen has provided encouraging results in relapsed MM. To improve results, bortezomib (Velcade) has been added to the combination in previous phase II studies, the so called VTD regimen. In January 2006, the European Group for Blood and Marrow Transplantation (EBMT) and the Intergroupe Francophone du Myélome (IFM) initiated a prospective, randomized, parallel-group, open-label phase III, multicenter study, comparing VTD (arm A) with TD (arm B) for MM patients progressing or relapsing after autologous transplantation. Patients and Methods: Inclusion criteria: patients in first progression or relapse after at least one autologous transplantation, including those who had received bortezomib or thalidomide before transplant. Exclusion criteria: subjects with neuropathy above grade 1 or non secretory MM. Primary study end point was time to progression (TTP). Secondary end points included safety, response rate, progression-free survival (PFS) and overall survival (OS). Treatment was scheduled as follows: bortezomib 1.3 mg/m2 was given as an i.v bolus on Days 1, 4, 8 and 11 followed by a 10-Day rest period (days 12 to 21) for 8 cycles (6 months) and then on Days 1, 8, 15, 22 followed by a 20-Day rest period (days 23 to 42) for 4 cycles (6 months). In both arms, thalidomide was scheduled at 200 mg/Day orally for one year and dexamethasone 40 mg/Day orally four days every three weeks for one year. Patients reaching remission could proceed to a new stem cell harvest. However, transplantation, either autologous or allogeneic, could only be performed in patients who completed the planned one year treatment period. Response was assessed by EBMT criteria, with additional category of near complete remission (nCR). Adverse events were graded by the NCI-CTCAE, Version 3.0.The trial was based on a group sequential design, with 4 planned interim analyses and one final analysis that allowed stopping for efficacy as well as futility. The overall alpha and power were set equal to 0.025 and 0.90 respectively. The test for decision making was based on the comparison in terms of the ratio of the cause-specific hazards of relapse/progression, estimated in a Cox model stratified on the number of previous autologous transplantations. Relapse/progression cumulative incidence was estimated using the proper nonparametric estimator, the comparison was done by the Gray test. PFS and OS probabilities were estimated by the Kaplan-Meier curves, the comparison was performed by the Log-Rank test. An interim safety analysis was performed when the first hundred patients had been included. The safety committee recommended to continue the trial. Results: As of 1st July 2010, 269 patients had been enrolled in the study, 139 in France (IFM 2005-04 study), 21 in Italy, 38 in Germany, 19 in Switzerland (a SAKK study), 23 in Belgium, 8 in Austria, 8 in the Czech republic, 11 in Hungary, 1 in the UK and 1 in Israel. One hundred and sixty nine patients were males and 100 females; the median age was 61 yrs (range 29-76). One hundred and thirty six patients were randomized to receive VTD and 133 to receive TD. The current analysis is based on 246 patients (124 in arm A, 122 in arm B) included in the second interim analysis, carried out when 134 events were observed. Following this analysis, the trial was stopped because of significant superiority of VTD over TD. The remaining patients were too premature to contribute to the analysis. The number of previous autologous transplants was one in 63 vs 60 and two or more in 61 vs 62 patients in arm A vs B respectively. The median follow-up was 25 months. The median TTP was 20 months vs 15 months respectively in arm A and B, with cumulative incidence of relapse/progression at 2 years equal to 52% (95% CI: 42%-64%) vs 70% (95% CI: 61%-81%) (p=0.0004, Gray test). The same superiority of arm A was also observed when stratifying on the number of previous autologous transplantations. At 2 years, PFS was 39% (95% CI: 30%-51%) vs 23% (95% CI: 16%-34%) (A vs B, p=0.0006, Log-Rank test). OS in the first two years was comparable in the two groups. Conclusion: VTD resulted in significantly longer TTP and PFS in patients relapsing after ASCT. Analysis of response and safety data are on going and results will be presented at the meeting.
Resumo:
Food intake high in calcium content is important in the development of skeleton and the prevention of osteoporosis. From a public health perspective, it is therefore important to know the dietary calcium intake of a population. Two population surveys in the French and Italian parts of Switzerland (MONICA, 1988-1989, and Geneva, 1991), were combined to study nutritional habits related to calcium intake. A random population sample, aged 35 et 65 years, answered to a 24 hour recall questionnaire, either self-administered (MONICA, cantons of Vaud, Fribourg and Tessin, N = 2734) or by phone (canton of Geneva, N = 475). In the 4 cantons, for the previous day, 60% of participants ate dairy products, particularly whole milk and cheese. They drunk 3-4 dl/day of milk. A significant proportion (10%) of french and italian speaking Swiss did not consume any food high in calcium content. In Geneva, the mean daily calcium intake was 656 mg in men and 489 mg in women. In conclusion 1) eating habits related to calcium intake are similar across cantons; 2) women consume dairy products more frequently than men, but in smaller quantities; 3) about 60% of men and 80% of women do not get the daily amount of calcium recommended for the prevention of osteoporosis.
Resumo:
Objective: This study assesses differences in adiposity, aerobic fitness, and lifestyle characteristics in preschoolers according to their weight status and sports club (SC) participation. Method: As part of the Ballabeina study, 600 randomly selected preschoolers (mean age 5.1 ± 0.6 years; 50.2% girls) were analyzed. Body composition was measured by bioelectrical impedance, aerobic fitness by the 20-meter shuttle run test, and physical activity by accelerometers. Eating habits, media use, and SC participation were assessed by questionnaires. Results: Overweight children (Swiss national percentiles) and children not participating in SC had both lower aerobic fitness and higher % body fat compared to their respective counterparts (all p ≤ 0.028). In addition, children not participating in SC were less physically active, had more media use, and ate less healthy compared to children participating in SC (all p ≤ 0.023). Controlling for parental sociocultural determinants attenuated differences in % body fat, in physical activity, and in eating habits. Conclusion: Aerobic fitness differs both according to weight status and SC participation in preschoolers. Furthermore, in view of the many differences in lifestyle behaviors, SC participation at this age could represent a more discriminatory indicator of healthy lifestyle characteristics than weight status.
Resumo:
We consider the problem of estimating the mean hospital cost of stays of a class of patients (e.g., a diagnosis-related group) as a function of patient characteristics. The statistical analysis is complicated by the asymmetry of the cost distribution, the possibility of censoring on the cost variable, and the occurrence of outliers. These problems have often been treated separately in the literature, and a method offering a joint solution to all of them is still missing. Indirect procedures have been proposed, combining an estimate of the duration distribution with an estimate of the conditional cost for a given duration. We propose a parametric version of this approach, allowing for asymmetry and censoring in the cost distribution and providing a mean cost estimator that is robust in the presence of extreme values. In addition, the new method takes covariate information into account.
Resumo:
Social learning and the formation of traditions rely on the ability and willingness to copy one another. A central question is under which conditions individuals adapt behaviour to social influences. Here, we demonstrate that similarities in food processing techniques emerge on the level of matrilines (mother-offspring) but not on the group level in an experiment on six groups of wild vervet monkeys that involved grapes covered with sand. Monkeys regularly ate unclean grapes but also used four cleaning techniques more similarly within matrilines: rubbing in hands, rubbing on substrate, open with mouth, and open with hands. Individual cleaning techniques evolved over time as they converged within matrilines, stabilised at the end and remained stable in a follow-up session more than one year later. The similarity within matrilines persisted when we analyzed only foraging events of individuals in the absence of other matriline members and matriline members used more similar methods than adult full sisters. Thus, momentary conversion or purely genetic causation are unlikely explanations, favouring social learning as mechanism for within matriline similarities. The restriction of traditions to matriline membership rather than to the group level may restrict the development of culture in monkeys relative to apes or humans.
Resumo:
We examine the power of different exact tests of differentiation for diploid populations. Since there is not necessarily random mating within populations, the appropriate hypothesis to construct exact tests is that of independent sampling of genotypes. There are two categories of tests, FST-estimator tests and goodness of fit tests. In this latter category, we distinguish "allelic statistics", which account for the nature of alleles within genotypes, from "genotypic statistics" that do not. We show that the power of FST-estimator tests and of allelic goodness of fit tests are similar when sampling is balanced, and higher than the power of genotypic goodness of fit tests. When sampling is unbalanced, the most powerful tests are shown to belong to the allelic goodness of fit group.
Resumo:
β-blockers and β-agonists are primarily used to treat cardiovascular diseases. Inter-individual variability in response to both drug classes is well recognized, yet the identity and relative contribution of the genetic players involved are poorly understood. This work is the first genome-wide association study (GWAS) addressing the values and susceptibility of cardiovascular-related traits to a selective β(1)-blocker, Atenolol (ate), and a β-agonist, Isoproterenol (iso). The phenotypic dataset consisted of 27 highly heritable traits, each measured across 22 inbred mouse strains and four pharmacological conditions. The genotypic panel comprised 79922 informative SNPs of the mouse HapMap resource. Associations were mapped by Efficient Mixed Model Association (EMMA), a method that corrects for the population structure and genetic relatedness of the various strains. A total of 205 separate genome-wide scans were analyzed. The most significant hits include three candidate loci related to cardiac and body weight, three loci for electrocardiographic (ECG) values, two loci for the susceptibility of atrial weight index to iso, four loci for the susceptibility of systolic blood pressure (SBP) to perturbations of the β-adrenergic system, and one locus for the responsiveness of QTc (p<10(-8)). An additional 60 loci were suggestive for one or the other of the 27 traits, while 46 others were suggestive for one or the other drug effects (p<10(-6)). Most hits tagged unexpected regions, yet at least two loci for the susceptibility of SBP to β-adrenergic drugs pointed at members of the hypothalamic-pituitary-thyroid axis. Loci for cardiac-related traits were preferentially enriched in genes expressed in the heart, while 23% of the testable loci were replicated with datasets of the Mouse Phenome Database (MPD). Altogether these data and validation tests indicate that the mapped loci are relevant to the traits and responses studied.