Dynamic responses of oxygen uptake at the onset and end of moderate and heavy exercise in trained subjects.

Inconsistencies about dynamic asymmetry between the on- and off-transient responses in VO2 are found in the literature. Therefore the purpose of this study was to examine VO2 on- and off-transients during moderate- and heavy-intensity cycling exercise in trained subjects. Ten men underwent an initial incremental test for the estimation of ventilatory threshold (VT) and, on different days, two bouts of square-wave exercise at moderate (<VT) and heavy (>VT) intensities. VO2 kinetics in exercise and recovery were better described by a single exponential model (<VT), or by a double exponential with two time delays (>VT). For moderate exercise, we found a symmetry of VO2 kinetics between the on- and off-transients (i.e., fundamental component), consistent with a system manifesting linear control dynamics. For heavy exercise, a slow component superimposed on the fundamental phase was expressed in both the exercise and recovery, with similar parameter estimates. But the on-transient values of the time constant were appreciably faster than the associated off-transient, and independent of the work rate imposed (<VT and >VT). Our results do not support a dynamically linear system model of VO2 during cycling exercise in the heavy-intensity domain.

Dynamic responses of O2 uptake at the onset and end of exercise in trained subjects.

Inconsistencies about dynamic asymmetry between the on- and off-transient responses in .VO2 are found in the literature. Therefore the purpose of this study was to examine .VO2on- and off-transients during moderate- and heavy-intensity cycling exercise in trained subjects. Ten men underwent an initial incremental test for the estimation of ventilatory threshold (VT) and, on different days, two bouts of square-wave exercise at moderate (<VT) and heavy (>VT) intensities. .VO2 kinetics in exercise and recovery were better described by a single exponential model (<VT) or by a double exponential with two time delays (>VT). For moderate exercise, we found a symmetry of .VO2 kinetics between the on- and off-transients (i.e., fundamental component), consistent with a system manifesting linear control dynamics. For heavy exercise, a slow component superimposed on the fundamental phase was expressed in both the exercise and recovery, with similar parameter estimates. But the on-transient values of the time constant were appreciably faster than the associated off-transient, and independent of the work rate imposed (<VT and >VT). Our results do not support a dynamically linear system model of .VO2 during cycling exercise in the heavy-intensity domain.

Population pharmacokinetic study of gentamicin in a large cohort of premature and term neonates.

AIM: This study aims to investigate the clinical and demographic factors influencing gentamicin pharmacokinetics in a large cohort of unselected premature and term newborns and to evaluate optimal regimens in this population. METHODS: All gentamicin concentration data, along with clinical and demographic characteristics, were retrieved from medical charts in a Neonatal Intensive Care Unit over 5 years within the frame of a routine therapeutic drug monitoring programme. Data were described using non-linear mixed-effects regression analysis ( nonmem®). RESULTS: A total of 3039 gentamicin concentrations collected in 994 preterm and 455 term newborns were included in the analysis. A two compartment model best characterized gentamicin disposition. The average parameter estimates, for a median body weight of 2170 g, were clearance (CL) 0.089 l h(-1) (CV 28%), central volume of distribution (Vc ) 0.908 l (CV 18%), intercompartmental clearance (Q) 0.157 l h(-1) and peripheral volume of distribution (Vp ) 0.560 l. Body weight, gestational age and post-natal age positively influenced CL. Dopamine co-administration had a significant negative effect on CL, whereas the influence of indomethacin and furosemide was not significant. Both body weight and gestational age significantly influenced Vc . Model-based simulations confirmed that, compared with term neonates, preterm infants need higher doses, superior to 4 mg kg(-1) , at extended intervals to achieve adequate concentrations. CONCLUSIONS: This observational study conducted in a large cohort of newborns confirms the importance of body weight and gestational age for dosage adjustment. The model will serve to set up dosing recommendations and elaborate a Bayesian tool for dosage individualization based on concentration monitoring.

Examining the information content of time-lapse crosshole GPR data collected under different infiltration conditions to estimate unsaturated soil hydraulic properties

Time-lapse geophysical data acquired during transient hydrological experiments are being increasingly employed to estimate subsurface hydraulic properties at the field scale. In particular, crosshole ground-penetrating radar (GPR) data, collected while water infiltrates into the subsurface either by natural or artificial means, have been demonstrated in a number of studies to contain valuable information concerning the hydraulic properties of the unsaturated zone. Previous work in this domain has considered a variety of infiltration conditions and different amounts of time-lapse GPR data in the estimation procedure. However, the particular benefits and drawbacks of these different strategies as well as the impact of a variety of key and common assumptions remain unclear. Using a Bayesian Markov-chain-Monte-Carlo stochastic inversion methodology, we examine in this paper the information content of time-lapse zero-offset-profile (ZOP) GPR traveltime data, collected under three different infiltration conditions, for the estimation of van Genuchten-Mualem (VGM) parameters in a layered subsurface medium. Specifically, we systematically analyze synthetic and field GPR data acquired under natural loading and two rates of forced infiltration, and we consider the value of incorporating different amounts of time-lapse measurements into the estimation procedure. Our results confirm that, for all infiltration scenarios considered, the ZOP GPR traveltime data contain important information about subsurface hydraulic properties as a function of depth, with forced infiltration offering the greatest potential for VGM parameter refinement because of the higher stressing of the hydrological system. Considering greater amounts of time-lapse data in the inversion procedure is also found to help refine VGM parameter estimates. Quite importantly, however, inconsistencies observed in the field results point to the strong possibility that posterior uncertainties are being influenced by model structural errors, which in turn underlines the fundamental importance of a systematic analysis of such errors in future related studies.

Causality and endogeneity: Problems and solutions

Most leadership and management researchers ignore one key design and estimation problem rendering parameter estimates uninterpretable: Endogeneity. We discuss the problem of endogeneity in depth and explain conditions that engender it using examples grounded in the leadership literature. We show how consistent causal estimates can be derived from the randomized experiment, where endogeneity is eliminated by experimental design. We then review the reasons why estimates may become biased (i.e., inconsistent) in non-experimental designs and present a number of useful remedies for examining causal relations with non-experimental data. We write in intuitive terms using nontechnical language to make this chapter accessible to a large audience.

Estimation of inelastic seismic material properties of a surgical sea-bed from multi-component marine seismic data

To date, state-of-the-art seismic material parameter estimates from multi-component sea-bed seismic data are based on the assumption that the sea-bed consists of a fully elastic half-space. In reality, however, the shallow sea-bed generally consists of soft, unconsolidated sediments that are characterized by strong to very strong seismic attenuation. To explore the potential implications, we apply a state-of-the-art elastic decomposition algorithm to synthetic data for a range of canonical sea-bed models consisting of a viscoelastic half-space of varying attenuation. We find that in the presence of strong seismic attenuation, as quantified by Q-values of 10 or less, significant errors arise in the conventional elastic estimation of seismic properties. Tests on synthetic data indicate that these errors can be largely avoided by accounting for the inherent attenuation of the seafloor when estimating the seismic parameters. This can be achieved by replacing the real-valued expressions for the elastic moduli in the governing equations in the parameter estimation by their complex-valued viscoelastic equivalents. The practical application of our parameter procedure yields realistic estimates of the elastic seismic material properties of the shallow sea-bed, while the corresponding Q-estimates seem to be biased towards too low values, particularly for S-waves. Given that the estimation of inelastic material parameters is notoriously difficult, particularly in the immediate vicinity of the sea-bed, this is expected to be of interest and importance for civil and ocean engineering purposes.

Health and (other) Asset Holdings

The empirical literature on the asset allocation and medical expenditures of U.S. households consistently shows that risky portfolio shares are increasing in both wealth and health whereas health investment shares are decreasing in these same variables. Despite this evidence, most of the existing models treat financial and health-related choices separately. This paper bridges this gap by proposing a tractable framework for the joint determination of optimal consumption, portfolio and health investments. We solve for the optimal rules in closed form and show that the model can theoretically reproduce the empirical facts. Capitalizing on this closed-form solution, we perform a structural estimation of the model on HRS data. Our parameter estimates are reasonable and confirm the relevance of all the main characteristics of the model.

Systematic review of population pharmacokinetic analyses of imatinib and relationships with treatment outcomes

Several population pharmacokinetic (PPK) analyses of the anticancer drug imatinib have been performed to investigate different patient populations and covariate effects. The present analysis offers a systematic qualitative and quantitative summary and comparison of those. Its primary objective was to provide useful information for evaluating the expectedness of imatinib plasma concentration measurements in the frame of therapeutic drug monitoring. The secondary objective was to review clinically important concentration-effect relationships to provide help in evaluating the potential suitability of plasma concentration values. Nine PPK models describing total imatinib plasma concentration were identified. Parameter estimates were standardized to common covariate values whenever possible. Predicted median exposure (Cmin) was derived by simulations and ranged between models from 555 to 1388 ng/mL (grand median: 870 ng/mL and interquartile "reference" range: 520-1390 ng/mL). Covariates of potential clinical importance (up to 30% change in pharmacokinetic predicted by at least 1 model) included body weight, albumin, α1 acid glycoprotein, and white blood cell count. Various other covariates were included but were statistically not significant or seemed clinically less important or physiologically controversial. Concentration-response relationships had more importance below the average reference range and concentration-toxicity relationships above. Therapeutic drug monitoring-guided dosage adjustment seems justified for imatinib, but a formal predictive therapeutic range remains difficult to propose in the absence of prospective target concentration intervention trials. To evaluate the expectedness of a drug concentration measurement in practice, this review allows comparison of the measurement either to the average reference range or to a specific range accounting for individual patient characteristics. For future research, external PPK model validation or meta-model development should be considered.

Estimation of jump-diffusion processes via empirical characteristic functions

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.

The ability model of emotional intelligence: Searching for valid measures

Current measures of ability emotional intelligence (EI)--including the well-known Mayer-Salovey-Caruso Emotional Intelligence Test (MSCEIT)--suffer from several limitations, including low discriminant validity and questionable construct and incremental validity. We show that the MSCEIT is largely predicted by personality dimensions, general intelligence, and demographics having multiple R's with the MSCEIT branches up to .66; for the general EI factor this relation was even stronger (Multiple R = .76). As concerns the factor structure of the MSCEIT, we found support for four first-order factors, which had differential relations with personality, but no support for a higher-order global EI factor. We discuss implications for employing the MSCEIT, including (a) using the single branches scores rather than the total score, (b) always controlling for personality and general intelligence to ensure unbiased parameter estimates in the EI factors, and (c) correcting for measurement error. Failure to account for these methodological aspects may severely compromise predictive validity testing. We also discuss avenues for the improvement of ability-based tests.

Improvement of therapeutic drug monitoring of imatinib by Bayesian prediction of trough levels. Personalized drug dosage

Aims: Plasma concentrations of imatinib differ largely between patients despite same dosage, owing to large inter-individual variability in pharmacokinetic (PK) parameters. As the drug concentration at the end of the dosage interval (Cmin) correlates with treatment response and tolerability, monitoring of Cmin is suggested for therapeutic drug monitoring (TDM) of imatinib. Due to logistic difficulties, random sampling during the dosage interval is however often performed in clinical practice, thus rendering the respective results not informative regarding Cmin values.Objectives: (I) To extrapolate randomly measured imatinib concentrations to more informative Cmin using classical Bayesian forecasting. (II) To extend the classical Bayesian method to account for correlation between PK parameters. (III) To evaluate the predictive performance of both methods.Methods: 31 paired blood samples (random and trough levels) were obtained from 19 cancer patients under imatinib. Two Bayesian maximum a posteriori (MAP) methods were implemented: (A) a classical method ignoring correlation between PK parameters, and (B) an extended one accounting for correlation. Both methods were applied to estimate individual PK parameters, conditional on random observations and covariate-adjusted priors from a population PK model. The PK parameter estimates were used to calculate trough levels. Relative prediction errors (PE) were analyzed to evaluate accuracy (one-sample t-test) and to compare precision between the methods (F-test to compare variances).Results: Both Bayesian MAP methods allowed non-biased predictions of individual Cmin compared to observations: (A) - 7% mean PE (CI95% - 18 to 4 %, p = 0.15) and (B) - 4% mean PE (CI95% - 18 to 10 %, p = 0.69). Relative standard deviations of actual observations from predictions were 22% (A) and 30% (B), i.e. comparable to the intraindividual variability reported. Precision was not improved by taking into account correlation between PK parameters (p = 0.22).Conclusion: Clinical interpretation of randomly measured imatinib concentrations can be assisted by Bayesian extrapolation to maximum likelihood Cmin. Classical Bayesian estimation can be applied for TDM without the need to include correlation between PK parameters. Both methods could be adapted in the future to evaluate other individual pharmacokinetic measures correlated to clinical outcomes, such as area under the curve(AUC).

Probabilistic electrical resistivity tomography of a CO2 sequestration analog

Electrical resistivity tomography (ERT) is a well-established method for geophysical characterization and has shown potential for monitoring geologic CO2 sequestration, due to its sensitivity to electrical resistivity contrasts generated by liquid/gas saturation variability. In contrast to deterministic inversion approaches, probabilistic inversion provides the full posterior probability density function of the saturation field and accounts for the uncertainties inherent in the petrophysical parameters relating the resistivity to saturation. In this study, the data are from benchtop ERT experiments conducted during gas injection into a quasi-2D brine-saturated sand chamber with a packing that mimics a simple anticlinal geological reservoir. The saturation fields are estimated by Markov chain Monte Carlo inversion of the measured data and compared to independent saturation measurements from light transmission through the chamber. Different model parameterizations are evaluated in terms of the recovered saturation and petrophysical parameter values. The saturation field is parameterized (1) in Cartesian coordinates, (2) by means of its discrete cosine transform coefficients, and (3) by fixed saturation values in structural elements whose shape and location is assumed known or represented by an arbitrary Gaussian Bell structure. Results show that the estimated saturation fields are in overall agreement with saturations measured by light transmission, but differ strongly in terms of parameter estimates, parameter uncertainties and computational intensity. Discretization in the frequency domain (as in the discrete cosine transform parameterization) provides more accurate models at a lower computational cost compared to spatially discretized (Cartesian) models. A priori knowledge about the expected geologic structures allows for non-discretized model descriptions with markedly reduced degrees of freedom. Constraining the solutions to the known injected gas volume improved estimates of saturation and parameter values of the petrophysical relationship. (C) 2014 Elsevier B.V. All rights reserved.

Optimal robust estimates using the Hellinger distance

Optimal robust M-estimates of a multidimensional parameter are described using Hampel's infinitesimal approach. The optimal estimates are derived by minimizing a measure of efficiency under the model, subject to a bounded measure of infinitesimal robustness. To this purpose we define measures of efficiency and infinitesimal sensitivity based on the Hellinger distance.We show that these two measures coincide with similar ones defined by Yohai using the Kullback-Leibler divergence, and therefore the corresponding optimal estimates coincide too.We also give an example where we fit a negative binomial distribution to a real dataset of "days of stay in hospital" using the optimal robust estimates.

Probabilistic evidential assessment of gunshot residue particle evidence (Part II) : Bayesian parameter estimation for experimental count data.

Part I of this series of articles focused on the construction of graphical probabilistic inference procedures, at various levels of detail, for assessing the evidential value of gunshot residue (GSR) particle evidence. The proposed models - in the form of Bayesian networks - address the issues of background presence of GSR particles, analytical performance (i.e., the efficiency of evidence searching and analysis procedures) and contamination. The use and practical implementation of Bayesian networks for case pre-assessment is also discussed. This paper, Part II, concentrates on Bayesian parameter estimation. This topic complements Part I in that it offers means for producing estimates useable for the numerical specification of the proposed probabilistic graphical models. Bayesian estimation procedures are given a primary focus of attention because they allow the scientist to combine (his/her) prior knowledge about the problem of interest with newly acquired experimental data. The present paper also considers further topics such as the sensitivity of the likelihood ratio due to uncertainty in parameters and the study of likelihood ratio values obtained for members of particular populations (e.g., individuals with or without exposure to GSR).

S-system parameter estimation for noisy metabolic profiles using newton-flow analysis.

Biochemical systems are commonly modelled by systems of ordinary differential equations (ODEs). A particular class of such models called S-systems have recently gained popularity in biochemical system modelling. The parameters of an S-system are usually estimated from time-course profiles. However, finding these estimates is a difficult computational problem. Moreover, although several methods have been recently proposed to solve this problem for ideal profiles, relatively little progress has been reported for noisy profiles. We describe a special feature of a Newton-flow optimisation problem associated with S-system parameter estimation. This enables us to significantly reduce the search space, and also lends itself to parameter estimation for noisy data. We illustrate the applicability of our method by applying it to noisy time-course data synthetically produced from previously published 4- and 30-dimensional S-systems. In addition, we propose an extension of our method that allows the detection of network topologies for small S-systems. We introduce a new method for estimating S-system parameters from time-course profiles. We show that the performance of this method compares favorably with competing methods for ideal profiles, and that it also allows the determination of parameters for noisy profiles.