Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes

This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite time horizon. For the special case of the compound Poisson process perturbed by diffusion, algorithms for computing probabilities of ruins by creeping (i.e. induced by the diffusion term) and by jumping (i.e. by a claim amount) are provided. It is shown that these algorithms have either bounded relative error or logarithmic efficiency, as t,x→∞t,x→∞, where t>0t>0 is the time horizon and x>0x>0 is the starting point of the risk process, with y=t/xy=t/x held constant and assumed either below or above a certain constant.

Timing of bacterial carriage sampling in vaccine trials: A modelling study.

BACKGROUND Pathogenic bacteria are often asymptomatically carried in the nasopharynx. Bacterial carriage can be reduced by vaccination and has been used as an alternative endpoint to clinical disease in randomised controlled trials (RCTs). Vaccine efficacy (VE) is usually calculated as 1 minus a measure of effect. Estimates of vaccine efficacy from cross-sectional carriage data collected in RCTs are usually based on prevalence odds ratios (PORs) and prevalence ratios (PRs), but it is unclear when these should be measured. METHODS We developed dynamic compartmental transmission models simulating RCTs of a vaccine against a carried pathogen to investigate how VE can best be estimated from cross-sectional carriage data, at which time carriage should optimally be assessed, and to which factors this timing is most sensitive. In the models, vaccine could change carriage acquisition and clearance rates (leaky vaccine); values for these effects were explicitly defined (facq, 1/fdur). POR and PR were calculated from model outputs. Models differed in infection source: other participants or external sources unaffected by the trial. Simulations using multiple vaccine doses were compared to empirical data. RESULTS The combined VE against acquisition and duration calculated using POR (VEˆacq.dur, (1-POR)×100) best estimates the true VE (VEacq.dur, (1-facq×fdur)×100) for leaky vaccines in most scenarios. The mean duration of carriage was the most important factor determining the time until VEˆacq.dur first approximates VEacq.dur: if the mean duration of carriage is 1-1.5 months, up to 4 months are needed; if the mean duration is 2-3 months, up to 8 months are needed. Minor differences were seen between models with different infection sources. In RCTs with shorter intervals between vaccine doses it takes longer after the last dose until VEˆacq.dur approximates VEacq.dur. CONCLUSION The timing of sample collection should be considered when interpreting vaccine efficacy against bacterial carriage measured in RCTs.

Compressive strength of elderly vertebrae is reduced by disc degeneration and additional flexion

Computer tomography (CT)-based finite element (FE) models assess vertebral strength better than dual energy X-ray absorptiometry. Osteoporotic vertebrae are usually loaded via degenerated intervertebral discs (IVD) and potentially at higher risk under forward bending, but the influences of the IVD and loading conditions are generally overlooked. Accordingly, magnetic resonance imaging was performed on 14 lumbar discs to generate FE models for the healthiest and most degenerated specimens. Compression, torsion, bending, flexion and extension conducted experimentally were used to calibrate both models. They were combined with CT-based FE models of 12 lumbar vertebral bodies to evaluate the effect of disc degeneration compared to a loading via endplates embedded in a stiff resin, the usual experimental paradigm. Compression and lifting were simulated, load and damage pattern were evaluated at failure. Adding flexion to the compression (lifting) and higher disc degeneration reduces the failure load (8–14%, 5–7%) and increases damage in the vertebrae. Under both loading scenarios, decreasing the disc height slightly increases the failure load; embedding and degenerated IVD provides respectively the highest and lowest failure load. Embedded vertebrae are more brittle, but failure loads induced via IVDs correlate highly with vertebral strength. In conclusion, osteoporotic vertebrae with degenerated IVDs are consistently weaker—especially under lifting, but clinical assessment of their strength is possible via FE analysis without extensive disc modelling, by extrapolating measures from the embedded situation.

Distortion-free enhancement of terahertz signals measured by electro-optic sampling. I. Theory

We present three methods for the distortion-free enhancement of THz signals measured by electro-optic sampling in zinc blende-type detector crystals, e.g., ZnTe or GaP. A technique commonly used in optically heterodyne-detected optical Kerr effect spectroscopy is introduced, which is based on two measurements at opposite optical biases near the zero transmission point in a crossed polarizer detection geometry. In contrast to other techniques for an undistorted THz signal enhancement, it also works in a balanced detection scheme and does not require an elaborate procedure for the reconstruction of the true signal as the two measured waveforms are simply subtracted to remove distortions. We study three different approaches for setting an optical bias using the Jones matrix formalism and discuss them also in the framework of optical heterodyne detection. We show that there is an optimal bias point in realistic situations where a small fraction of the probe light is scattered by optical components. The experimental demonstration will be given in the second part of this two-paper series [J. Opt. Soc. Am. B, doc. ID 204877 (2014, posted online)].

Distortion-free enhancement of terahertz signals measured by electro-optic sampling. II. Experiment

Three methods for distortion-free enhancement of electro-optic sampling measurements of terahertz signals are tested. In the first part of this two-paper series [J. Opt. Soc. Am B 31, 904–910 (2014)], the theoretical framework for describing the signal enhancement was presented and discussed. As the applied optical bias is decreased, individual signal traces become enhanced but distorted. Here we experimentally show that nonlinear signal components that distort the terahertz electric field measurement can be removed by subtracting traces recorded with opposite optical bias values. In all three methods tested, we observe up to an order of magnitude increase in distortion-free signal enhancement, in agreement with the theory, making possible measurements of small terahertz-induced transient birefringence signals with increased signal-to-noise ratio.

Improved sampling for gradient-domain metropolis light transport

We present a generalized framework for gradient-domain Metropolis rendering, and introduce three techniques to reduce sampling artifacts and variance. The first one is a heuristic weighting strategy that combines several sampling techniques to avoid outliers. The second one is an improved mapping to generate offset paths required for computing gradients. Here we leverage the properties of manifold walks in path space to cancel out singularities. Finally, the third technique introduces generalized screen space gradient kernels. This approach aligns the gradient kernels with image structures such as texture edges and geometric discontinuities to obtain sparser gradients than with the conventional gradient kernel. We implement our framework on top of an existing Metropolis sampler, and we demonstrate significant improvements in visual and numerical quality of our results compared to previous work.

Microbe sampling by mucosal dendritic cells is a discrete, MyD88-independent step in DeltainvG S. Typhimurium colitis.

Intestinal dendritic cells (DCs) are believed to sample and present commensal bacteria to the gut-associated immune system to maintain immune homeostasis. How antigen sampling pathways handle intestinal pathogens remains elusive. We present a murine colitogenic Salmonella infection model that is highly dependent on DCs. Conditional DC depletion experiments revealed that intestinal virulence of S. Typhimurium SL1344 DeltainvG mutant lacking a functional type 3 secretion system-1 (DeltainvG)critically required DCs for invasion across the epithelium. The DC-dependency was limited to the early phase of infection when bacteria colocalized with CD11c(+)CX3CR1(+) mucosal DCs. At later stages, the bacteria became associated with other (CD11c(-)CX3CR1(-)) lamina propria cells, DC depletion no longer attenuated the pathology, and a MyD88-dependent mucosal inflammation was initiated. Using bone marrow chimeric mice, we showed that the MyD88 signaling within hematopoietic cells, which are distinct from DCs, was required and sufficient for induction of the colitis. Moreover, MyD88-deficient DCs supported transepithelial uptake of the bacteria and the induction of MyD88-dependent colitis. These results establish that pathogen sampling by DCs is a discrete, and MyD88-independent, step during the initiation of a mucosal innate immune response to bacterial infection in vivo.

Variance estimation in ranked set sampling using a concomitant variable

We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant values and using nonparametric kernel regression.

Random Sampling with Interspike-Intervals of the Exponential Integrate and Fire Neuron: A Computational Interpretation of UP-States

Oscillations between high and low values of the membrane potential (UP and DOWN states respectively) are an ubiquitous feature of cortical neurons during slow wave sleep and anesthesia. Nevertheless, a surprisingly small number of quantitative studies have been conducted only that deal with this phenomenon’s implications for computation. Here we present a novel theory that explains on a detailed mathematical level the computational benefits of UP states. The theory is based on random sampling by means of interspike intervals (ISIs) of the exponential integrate and fire (EIF) model neuron, such that each spike is considered a sample, whose analog value corresponds to the spike’s preceding ISI. As we show, the EIF’s exponential sodium current, that kicks in when balancing a noisy membrane potential around values close to the firing threshold, leads to a particularly simple, approximative relationship between the neuron’s ISI distribution and input current. Approximation quality depends on the frequency spectrum of the current and is improved upon increasing the voltage baseline towards threshold. Thus, the conceptually simpler leaky integrate and fire neuron that is missing such an additional current boost performs consistently worse than the EIF and does not improve when voltage baseline is increased. For the EIF in contrast, the presented mechanism is particularly effective in the high-conductance regime, which is a hallmark feature of UP-states. Our theoretical results are confirmed by accompanying simulations, which were conducted for input currents of varying spectral composition. Moreover, we provide analytical estimations of the range of ISI distributions the EIF neuron can sample from at a given approximation level. Such samples may be considered by any algorithmic procedure that is based on random sampling, such as Markov Chain Monte Carlo or message-passing methods. Finally, we explain how spike-based random sampling relates to existing computational theories about UP states during slow wave sleep and present possible extensions of the model in the context of spike-frequency adaptation.

Strengthening the Reporting of Observational Studies in Epidemiology for respondent-driven sampling studies: "STROBE-RDS" statement.

OBJECTIVES Respondent-driven sampling (RDS) is a new data collection methodology used to estimate characteristics of hard-to-reach groups, such as the HIV prevalence in drug users. Many national public health systems and international organizations rely on RDS data. However, RDS reporting quality and available reporting guidelines are inadequate. We carried out a systematic review of RDS studies and present Strengthening the Reporting of Observational Studies in Epidemiology for RDS Studies (STROBE-RDS), a checklist of essential items to present in RDS publications, justified by an explanation and elaboration document. STUDY DESIGN AND SETTING We searched the MEDLINE (1970-2013), EMBASE (1974-2013), and Global Health (1910-2013) databases to assess the number and geographical distribution of published RDS studies. STROBE-RDS was developed based on STROBE guidelines, following Guidance for Developers of Health Research Reporting Guidelines. RESULTS RDS has been used in over 460 studies from 69 countries, including the USA (151 studies), China (70), and India (32). STROBE-RDS includes modifications to 12 of the 22 items on the STROBE checklist. The two key areas that required modification concerned the selection of participants and statistical analysis of the sample. CONCLUSION STROBE-RDS seeks to enhance the transparency and utility of research using RDS. If widely adopted, STROBE-RDS should improve global infectious diseases public health decision making.

Screening for Rheumatic Heart Disease among Peruvian Children: A Two-Stage Sampling Observational Study.

BACKGROUND The objective of the study was to evaluate the implications of different classifications of rheumatic heart disease on estimated prevalence, and to systematically assess the importance of incidental findings from echocardiographic screening among schoolchildren in Peru. METHODS We performed a cluster randomized observational survey using portable echocardiography among schoolchildren aged 5 to 16 years from randomly selected public and private schools in Arequipa, Peru. Rheumatic heart disease was defined according to the modified World Health Organization (WHO) criteria and the World Heart Federation (WHF) criteria. FINDINGS Among 1395 eligible students from 40 classes and 20 schools, 1023 (73%) participated in the present survey. The median age of the children was 11 years (interquartile range [IQR] 8-13 years) and 50% were girls. Prevalence of possible, probable and definite rheumatic heart disease according to the modified WHO criteria amounted to 19.7/1000 children and ranged from 10.2/1000 among children 5 to 8 years of age to 39.8/1000 among children 13 to 16 years of age; the prevalence of borderline/definite rheumatic heart disease according to the WHF criteria was 3.9/1000 children. 21 children (2.1%) were found to have congenital heart disease, 8 of which were referred for percutaneous or surgical intervention. CONCLUSIONS Prevalence of RHD in Peru was considerably lower compared to endemic regions in sub-Saharan Africa, southeast Asia, and Oceania; and paralleled by a comparable number of undetected congenital heart disease. Strategies to address collateral findings from echocardiographic screening are necessary in the setup of active surveillance programs for RHD. TRIAL REGISTRATION ClinicalTrials.gov identifier: NCT02353663.

Sampling in Open Source Software Development: The case for using the Debian GNUILinux Distribution

Research on open source software (OSS) projects often focuses on the SourceForge collaboration platform. We argue that a GNU/Linwr distribution, such as Debian, is better suited for the sampling ofprojects because it avoids biases and contains unique information only available in an integrated environment. Especially research on the reuse of components can build on dependency information inherent in the Debian GNU/Linux packaging system. This paper therefore contributes to the practice of sampling methods in OSS research and provides empirical data on reuse dependencies in Debian.

Circulating matrix metalloproteinase 9 levels in relation to sampling methods, femoral and carotid atherosclerosis.

OBJECTIVES To examine whether circulating levels of matrix metalloproteinase 9 (MMP-9) were associated with ultrasound-assessed intima-media thickness (IMT) and echolucent plaques in the carotid and femoral arteries. To examine preanalytical sources of variability in MMP-9 concentrations related to sampling procedures. SUBJECTS AND DESIGN Plasma and serum MMP-9 levels were compared with ultrasound assessed measures of femoral and carotid atherosclerosis, in a cross-sectional study of 61-year-old men (n = 473). Preanalytical sources of variability in MMP-9 levels were examined in 10 healthy subjects. Main outcome measures were circulating levels of MMP-9 in serum and plasma, IMT of the carotid and femoral arteries, and plaque status based on size and echolucency. SETTING Research unit at university hospital. RESULTS Plasma concentrations of total and active MMP-9 were associated with femoral artery IMT independently of traditional cardiovascular risk factors, and were higher in subjects with moderate to large femoral plaques. Plasma MMP-9 concentration was higher in men with echolucent femoral plaques (P = 0.006) compared with subjects without femoral plaques. No similar associations were found for carotid plaques. MMP-9 concentrations were higher in serum than in plasma, and higher when sampling was performed with Vacutainer than with syringe. MMP-9 levels in serum were more strongly associated with peripheral neutrophil count compared with MMP-9 levels in plasma. CONCLUSIONS Plasma MMP-9 levels were associated with atherosclerosis in the femoral artery, and total MMP-9 concentration was higher in men with echolucent femoral plaques. The choice of sample material and sampling method affect the measurements of circulating MMP-9 levels.