A statistical approach to the problem of restoring damaged and contaminated images

We address the problem of automatically identifying and restoring damaged and contaminated images. We suggest a novel approach based on a semi-parametric model. This has two components, a parametric component describing known physical characteristics and a more flexible non-parametric component. The latter avoids the need for a detailed model for the sensor, which is often costly to produce and lacking in robustness. We assess our approach using an analysis of electroencephalographic images contaminated by eye-blink artefacts and highly damaged photographs contaminated by non-uniform lighting. These experiments show that our approach provides an effective solution to problems of this type.

Technical Note: The normal quantile transformation and its application in a flood forecasting system.

The Normal Quantile Transform (NQT) has been used in many hydrological and meteorological applications in order to make the Cumulated Distribution Function (CDF) of the observed, simulated and forecast river discharge, water level or precipitation data Gaussian. It is also the heart of the meta-Gaussian model for assessing the total predictive uncertainty of the Hydrological Uncertainty Processor (HUP) developed by Krzysztofowicz. In the field of geo-statistics this transformation is better known as the Normal-Score Transform. In this paper some possible problems caused by small sample sizes when applying the NQT in flood forecasting systems will be discussed and a novel way to solve the problem will be outlined by combining extreme value analysis and non-parametric regression methods. The method will be illustrated by examples of hydrological stream-flow forecasts.

Recent climatic trends and linkages to river discharge in Central Vietnam

In this study, change in rainfall, temperature and river discharge are analysed over the last three decades in Central Vietnam. Trends and rainfall indices are evaluated using non-parametric tests at different temporal levels. To overcome the sparse locally available network, the high resolution APHRODITE gridded dataset is used in addition to the existing rain gauges. Finally, existing linkages between discharge changes and trends in rainfall and temperature are explored. Results are indicative of an intensification of rainfall (+15%/decade), with more extreme and longer events. A significant increase in winter rainfall and a decrease in consecutive dry days provides strong evidence for a lengthening wet season in Central Vietnam. In addition, trends based on APHRODITE suggest a strong orographic signal in winter and annual trends. These results underline the local variability in the impacts of climatic change at the global scale. Consequently, it is important that change detection investigations are conducted at the local scale. A very weak signal is detected in the trend of minimum temperature (+0.2°C/decade). River discharge trends show an increase in mean discharge (31 to 35%/decade) over the last decades. Between 54 and 74% of this increase is explained by the increase in precipitation. The maximum discharge also responds significantly to precipitation changes leading to a lengthened wet season and an increase in extreme rainfall events. Such trends can be linked with a likely increase in floods in Central Vietnam, which is important for future adaptation planning and management and flood preparedness in the region. Copyright © 2012 John Wiley & Sons, Ltd.

Interaction between allelic variations in vitamin D receptor and retinoid X receptor genes on metabolic traits

BACKGROUND: Low vitamin D status has been shown to be a risk factor for several metabolic traits such as obesity, diabetes and cardiovascular disease. The biological actions of 1, 25-dihydroxyvitamin D, are mediated through the vitamin D receptor (VDR), which heterodimerizes with retinoid X receptor, gamma (RXRG). Hence, we examined the potential interactions between the tagging polymorphisms in the VDR (22 tag SNPs) and RXRG (23 tag SNPs) genes on metabolic outcomes such as body mass index, waist circumference, waist-hip ratio (WHR), high- and low-density lipoprotein (LDL) cholesterols, serum triglycerides, systolic and diastolic blood pressures and glycated haemoglobin in the 1958 British Birth Cohort (1958BC, up to n = 5,231). We used Multifactor- dimensionality reduction (MDR) program as a non-parametric test to examine for potential interactions between the VDR and RXRG gene polymorphisms in the 1958BC. We used the data from Northern Finland Birth Cohort 1966 (NFBC66, up to n = 5,316) and Twins UK (up to n = 3,943) to replicate our initial findings from 1958BC. RESULTS: After Bonferroni correction, the joint-likelihood ratio test suggested interactions on serum triglycerides (4 SNP - SNP pairs), LDL cholesterol (2 SNP - SNP pairs) and WHR (1 SNP - SNP pair) in the 1958BC. MDR permutation model testing analysis showed one two-way and one three-way interaction to be statistically significant on serum triglycerides in the 1958BC. In meta-analysis of results from two replication cohorts (NFBC66 and Twins UK, total n = 8,183), none of the interactions remained after correction for multiple testing (Pinteraction >0.17). CONCLUSIONS: Our results did not provide strong evidence for interactions between allelic variations in VDR and RXRG genes on metabolic outcomes; however, further replication studies on large samples are needed to confirm our findings.

The importance of the volatility risk premium for volatility forecasting

In this paper, we study the role of the volatility risk premium for the forecasting performance of implied volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets. Using regression models and statistical loss functions, we find compelling evidence to suggest that the risk premium adjusted implied volatility significantly outperforms other models, including its unadjusted counterpart. Our main finding holds for different choices of volatility estimators and competing time-series models, underlying the robustness of our results.

Probabilistic wind power forecasts with an inverse power curve transformation and censored regression

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

A parametric model for the interval censored survival times of Acacia mangium plantation in a spacing trial

Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

Enhanced affective brain representations of chocolate in cravers vs. non-cravers

To examine the neural circuitry involved in food craving, in making food particularly appetitive and thus in driving wanting and eating, we used fMRI to measure the response to the flavour of chocolate, the sight of chocolate and their combination in cravers vs. non-cravers. Statistical parametric mapping (SPM) analyses showed that the sight of chocolate produced more activation in chocolate cravers than non-cravers in the medial orbitofrontal cortex and ventral striatum. For cravers vs. non-cravers, a combination of a picture of chocolate with chocolate in the mouth produced a greater effect than the sum of the components (i.e. supralinearity) in the medial orbitofrontal cortex and pregenual cingulate cortex. Furthermore, the pleasantness ratings of the chocolate and chocolate-related stimuli had higher positive correlations with the fMRI blood oxygenation level-dependent signals in the pregenual cingulate cortex and medial orbitofrontal cortex in the cravers than in the non-cravers. To our knowledge, this is the first study to show that there are differences between cravers and non-cravers in their responses to the sensory components of a craved food in the orbitofrontal cortex, ventral striatum and pregenual cingulate cortex, and that in some of these regions the differences are related to the subjective pleasantness of the craved foods. Understanding individual differences in brain responses to very pleasant foods helps in the understanding of the mechanisms that drive the liking for specific foods and thus intake of those foods.