GoCARB in the Context of an Artificial Pancreas

Background: In an artificial pancreas (AP), the meals are either manually announced or detected and their size estimated from the blood glucose level. Both methods have limitations, which result in suboptimal postprandial glucose control. The GoCARB system is designed to provide the carbohydrate content of meals and is presented within the AP framework. Method: The combined use of GoCARB with a control algorithm is assessed in a series of 12 computer simulations. The simulations are defined according to the type of the control (open or closed loop), the use or not-use of GoCARB and the diabetics’ skills in carbohydrate estimation. Results: For bad estimators without GoCARB, the percentage of the time spent in target range (70-180 mg/dl) during the postprandial period is 22.5% and 66.2% for open and closed loop, respectively. When the GoCARB is used, the corresponding percentages are 99.7% and 99.8%. In case of open loop, the time spent in severe hypoglycemic events (<50 mg/dl) is 33.6% without the GoCARB and is reduced to 0.0% when the GoCARB is used. In case of closed loop, the corresponding percentage is 1.4% without the GoCARB and is reduced to 0.0% with the GoCARB. Conclusion: The use of GoCARB improves the control of postprandial response and glucose profiles especially in the case of open loop. However, the most efficient regulation is achieved by the combined use of the control algorithm and the GoCARB.

Consistent estimation of the fixed effects ordered logit model

The paper considers panel data methods for estimating ordered logit models with individual-specific correlated unobserved heterogeneity. We show that a popular approach is inconsistent, whereas some consistent and efficient estimators are available, including minimum distance and generalized method-of-moment estimators. A Monte Carlo study reveals the good properties of an alternative estimator that has not been considered in econometric applications before, is simple to implement and almost as efficient. An illustrative application based on data from the German Socio-Economic Panel confirms the large negative effect of unemployment on life satisfaction that has been found in the previous literature.

Estimating Particle Shape and Orientation Using Volume Tensors

We develop statistical procedures for estimating shape and orientation of arbitrary three-dimensional particles. We focus on the case where particles cannot be observed directly, but only via sections. Volume tensors are used for describing particle shape and orientation, and we derive stereological estimators of the tensors. These estimators are combined to provide consistent estimators of the moments of the so-called particle cover density. The covariance structure associated with the particle cover density depends on the orientation and shape of the particles. For instance, if the distribution of the typical particle is invariant under rotations, then the covariance matrix is proportional to the identity matrix. We develop a non-parametric test for such isotropy. A flexible Lévy-based particle model is proposed, which may be analysed using a generalized method of moments in which the volume tensors enter. The developed methods are used to study the cell organization in the human brain cortex.

Fast Update of Conditional Simulation Ensembles

Gaussian random field (GRF) conditional simulation is a key ingredient in many spatial statistics problems for computing Monte-Carlo estimators and quantifying uncertainties on non-linear functionals of GRFs conditional on data. Conditional simulations are known to often be computer intensive, especially when appealing to matrix decomposition approaches with a large number of simulation points. This work studies settings where conditioning observations are assimilated batch sequentially, with one point or a batch of points at each stage. Assuming that conditional simulations have been performed at a previous stage, the goal is to take advantage of already available sample paths and by-products to produce updated conditional simulations at mini- mal cost. Explicit formulae are provided, which allow updating an ensemble of sample paths conditioned on n ≥ 0 observations to an ensemble conditioned on n + q observations, for arbitrary q ≥ 1. Compared to direct approaches, the proposed formulae proveto substantially reduce computational complexity. Moreover, these formulae explicitly exhibit how the q new observations are updating the old sample paths. Detailed complexity calculations highlighting the benefits of this approach with respect to state-of-the-art algorithms are provided and are complemented by numerical experiments.

Consistency of Concave Regression with an Application to Current-Status Data

We consider the problem of nonparametric estimation of a concave regression function F. We show that the supremum distance between the least square s estimatorand F on a compact interval is typically of order(log(n)/n)2/5. This entails rates of convergence for the estimator’s derivative. Moreover, we discuss the impact of additional constraints on F such as monotonicity and pointwise bounds. Then we apply these results to the analysis of current status data, where the distribution function of the event times is assumed to be concave.

New Algorithms for M-Estimation of Multivariate Scatter and Location

We present new algorithms for M-estimators of multivariate scatter and location and for symmetrized M-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms. The main idea is to utilize a second order Taylor expansion of the target functional and to devise a partial Newton-Raphson procedure. In connection with symmetrized M-estimators we work with incomplete U-statistics to accelerate our procedures initially.

Stereological estimation of particle shape and orientation from volume tensors

In the present paper, we describe new robust methods of estimating cell shape and orientation in 3D from sections. The descriptors of 3D cell shape and orientation are based on volume tensors which are used to construct an ellipsoid, the Miles ellipsoid, approximating the average cell shape and orientation in 3D. The estimators of volume tensors are based on observations in several optical planes through sampled cells. This type of geometric sampling design is known as the optical rotator. The statistical behaviour of the estimator of the Miles ellipsoid is studied under a flexible model for 3D cell shape and orientation. In a simulation study, the lengths of the axes of the Miles ellipsoid can be estimated with CVs of about 2% if 100 cells are sampled. Finally, we illustrate the use of the developed methods in an example, involving neurons in the medial prefrontal cortex of rat.

Saddlepoint approximations

The saddlepoint method provides accurate approximations for the distributions of many test statistics, estimators and for important probabilities arising in various stochastic models. The saddlepoint approximation is a large deviations technique which is substantially more accurate than limiting normal or Edgeworth approximations, especially in presence of very small sample sizes or very small probabilities. The outstanding accuracy of the saddlepoint approximation can be explained by the fact that it has bounded relative error.

Standard Errors for the Blinder-Oaxaca Decomposition

The decomposition technique introduced by Blinder (1973) and Oaxaca (1973) is widely used to study outcome differences between groups. For example, the technique is commonly applied to the analysis of the gender wage gap. However, despite the procedure's frequent use, very little attention has been paid to the issue of estimating the sampling variances of the decomposition components. We therefore suggest an approach that introduces consistent variance estimators for several variants of the decomposition. The accuracy of the new estimators under ideal conditions is illustrated with the results of a Monte Carlo simulation. As a second check, the estimators are compared to bootstrap results obtained using real data. In contrast to previously proposed statistics, the new method takes into account the extra variation imposed by stochastic regressors.