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.

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.

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.

Necessity of epicardial ablation for ventricular tachycardia after sequential endocardial approach

Background Catheter ablation (CA) of ventricular tachycardia (VT) is an important treatment option in patients with structural heart disease (SHD) and implantable cardioverter defibrillator (ICD). A subset of patients requires epicardial CA for VT. Objective The purpose of the study was to assess the significance of epicardial CA in these patients after a systematic sequential endocardial approach. Methods Between January 2009 and October 2012 CA for VT was analyzed. A sequential CA approach guided by earliest ventricular activation, pacemap, entrainment and stimulus to QRS-interval analysis was used. Acute CA success was assessed by programmed ventricular stimulation. ICD interrogation and 24 h-Holter ECG were used to evaluate long-term success. Results One hundred sixty VT ablation procedures in 126 consecutive patients (114 men; age 65 ± 12 years) were performed. Endocardial CA succeeded in 250 (94%) out of 265 treated VT. For 15 (6%) VT an additional epicardial CA was performed and succeeded in 9 of these 15 VT. Long-term FU (25 ± 18.2 month) showed freedom of VT in 104 pts (82%) after 1.2 ± 0.5 procedures, 11 (9%) suffered from repeated ICD shocks and 11 (9%) died due to worsening of heart failure. Conclusions Despite a heterogenic substrate for VT in SHD, endocardial CA alone results in high acute success rates. In this study additional epicardial CA following a sequential endocardial mapping and CA approach was performed in 6% of VT. Thus, due to possible complications epicardial CA should only be considered if endocardial CA fails.

The effectiveness and safety of rescue treatments in 108 patients with steroid-refractory ulcerative colitis with sequential rescue therapies in a subgroup of patients

BACKGROUND: Among patients with steroid-refractory ulcerative colitis (UC) in whom a first rescue therapy has failed, a second line salvage treatment can be considered to avoid colectomy. AIM: To evaluate the efficacy and safety of second or third line rescue therapy over a one-year period. METHODS: Response to single or sequential rescue treatments with infliximab (5mg/kg intravenously (iv) at week 0, 2, 6 and then every 8weeks), ciclosporin (iv 2mg/kg/daily and then oral 5mg/kg/daily) or tacrolimus (0.05mg/kg divided in 2 doses) in steroid-refractory moderate to severe UC patients from 7 Swiss and 1 Serbian tertiary IBD centers was retrospectively studied. The primary endpoint was the one year colectomy rate. RESULTS: 60% of patients responded to the first rescue therapy, 10% went to colectomy and 30% non-responders were switched to a 2(nd) line rescue treatment. 66% of patients responded to the 2(nd) line treatment whereas 34% failed, of which 15% went to colectomy and 19% received a 3(rd) line rescue treatment. Among those, 50% patients went to colectomy. Overall colectomy rate of the whole cohort was 18%. Steroid-free remission rate was 39%. The adverse event rates were 33%, 37.5% and 30% for the first, second and third line treatment respectively. CONCLUSION: Our data show that medical intervention even with 2(nd) and 3(rd) rescue treatments decreased colectomy frequency within one year of follow up. A longer follow-up will be necessary to investigate whether sequential therapy will only postpone colectomy and what percentage of patients will remain in long-term remission.

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.

Self-esteem development from young adulthood to old age: A cohort-sequential longitudinal study

The authors examined the development of self-esteem from young adulthood to old age. Data came from the Americans’ Changing Lives study, which includes 4 assessments across a 16-year period of a nationally representative sample of 3,617 individuals aged 25 years to 104 years. Latent growth curve analyses indicated that self-esteem follows a quadratic trajectory across the adult life span, increasing during young and middle adulthood, reaching a peak at about age 60 years, and then declining in old age. No cohort differences in the self-esteem trajectory were found. Women had lower self-esteem than did men in young adulthood, but their trajectories converged in old age. Whites and Blacks had similar trajectories in young and middle adulthood, but the self-esteem of Blacks declined more sharply in old age than did the self-esteem of Whites. More educated individuals had higher self-esteem than did less educated individuals, but their trajectories were similar. Moreover, the results suggested that changes in socioeconomic status and physical health account for the decline in self-esteem that occurs in old age.

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.

The evolution of scarab beetles tracks the sequential rise of angiosperms and mammals

Extant terrestrial biodiversity arguably is driven by the evolutionary success of angiosperm plants, but the evolutionary mechanisms and timescales of angiosperm-dependent radiations remain poorly understood. The Scarabaeoidea is a diverse lineage of predominantly plant- and dung-feeding beetles. Here, we present a phylogenetic analysis of Scarabaeoidea based on four DNA markers for a taxonomically comprehensive set of specimens and link it to recently described fossil evidence. The phylogeny strongly supports multiple origins of coprophagy, phytophagy and anthophagy. The ingroup-based fossil calibration of the tree widely confirmed a Jurassic origin of the Scarabaeoidea crown group. The crown groups of phytophagous lineages began to radiate first (Pleurostict scarabs: 108 Ma; Glaphyridae between 101 Ma), followed by the later diversification of coprophagous lineages (crown-group age Scarabaeinae: 76 Ma; Aphodiinae: 50 Ma). Pollen feeding arose even later, at maximally 62 Ma in the oldest anthophagous lineage. The clear time lag between the origins of herbivores and coprophages suggests an evolutionary path driven by the angiosperms that first favoured the herbivore fauna (mammals and insects) followed by the secondary radiation of the dung feeders. This finding makes it less likely that extant dung beetle lineages initially fed on dinosaur excrements, as often hypothesized.

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.