A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.

An urn-based Bayesian block bootstrap

Block bootstrap has been introduced in the literature for resampling dependent data, i.e. stationary processes. One of the main assumptions in block bootstrapping is that the blocks of observations are exchangeable, i.e. their joint distribution is immune to permutations. In this paper we propose a new Bayesian approach to block bootstrapping, starting from the construction of exchangeable blocks. Our sampling mechanism is based on a particular class of reinforced urn processes

Mining tissue microarray data to uncover combinations of biomarker expression patterns that improve intermediate staging and grading of clear cell renal cell cancer

PURPOSE: Tumor stage and nuclear grade are the most important prognostic parameters of clear cell renal cell carcinoma (ccRCC). The progression risk of ccRCC remains difficult to predict particularly for tumors with organ-confined stage and intermediate differentiation grade. Elucidating molecular pathways deregulated in ccRCC may point to novel prognostic parameters that facilitate planning of therapeutic approaches. EXPERIMENTAL DESIGN: Using tissue microarrays, expression patterns of 15 different proteins were evaluated in over 800 ccRCC patients to analyze pathways reported to be physiologically controlled by the tumor suppressors von Hippel-Lindau protein and phosphatase and tensin homologue (PTEN). Tumor staging and grading were improved by performing variable selection using Cox regression and a recursive bootstrap elimination scheme. RESULTS: Patients with pT2 and pT3 tumors that were p27 and CAIX positive had a better outcome than those with all remaining marker combinations. A prolonged survival among patients with intermediate grade (grade 2) correlated with both nuclear p27 and cytoplasmic PTEN expression, as well as with inactive, nonphosphorylated ribosomal protein S6. By applying graphical log-linear modeling for over 700 ccRCC for which the molecular parameters were available, only a weak conditional dependence existed between the expression of p27, PTEN, CAIX, and p-S6, suggesting that the dysregulation of several independent pathways are crucial for tumor progression. CONCLUSIONS: The use of recursive bootstrap elimination, as well as graphical log-linear modeling for comprehensive tissue microarray (TMA) data analysis allows the unraveling of complex molecular contexts and may improve predictive evaluations for patients with advanced renal cancer.

Multilocus sequence analysis and rpoB sequencing of Mycobacterium abscessus (sensu lato) strains

Mycobacterium abscessus, Mycobacterium bolletii, and Mycobacterium massiliense (Mycobacterium abscessus sensu lato) are closely related species that currently are identified by the sequencing of the rpoB gene. However, recent studies show that rpoB sequencing alone is insufficient to discriminate between these species, and some authors have questioned their current taxonomic classification. We studied here a large collection of M. abscessus (sensu lato) strains by partial rpoB sequencing (752 bp) and multilocus sequence analysis (MLSA). The final MLSA scheme developed was based on the partial sequences of eight housekeeping genes: argH, cya, glpK, gnd, murC, pgm, pta, and purH. The strains studied included the three type strains (M. abscessus CIP 104536(T), M. massiliense CIP 108297(T), and M. bolletii CIP 108541(T)) and 120 isolates recovered between 1997 and 2007 in France, Germany, Switzerland, and Brazil. The rpoB phylogenetic tree confirmed the existence of three main clusters, each comprising the type strain of one species. However, divergence values between the M. massiliense and M. bolletii clusters all were below 3% and between the M. abscessus and M. massiliense clusters were from 2.66 to 3.59%. The tree produced using the concatenated MLSA gene sequences (4,071 bp) also showed three main clusters, each comprising the type strain of one species. The M. abscessus cluster had a bootstrap value of 100% and was mostly compact. Bootstrap values for the M. massiliense and M. bolletii branches were much lower (71 and 61%, respectively), with the M. massiliense cluster having a fuzzy aspect. Mean (range) divergence values were 2.17% (1.13 to 2.58%) between the M. abscessus and M. massiliense clusters, 2.37% (1.5 to 2.85%) between the M. abscessus and M. bolletii clusters, and 2.28% (0.86 to 2.68%) between the M. massiliense and M. bolletii clusters. Adding the rpoB sequence to the MLSA-concatenated sequence (total sequence, 4,823 bp) had little effect on the clustering of strains. We found 10/120 (8.3%) isolates for which the concatenated MLSA gene sequence and rpoB sequence were discordant (e.g., M. massiliense MLSA sequence and M. abscessus rpoB sequence), suggesting the intergroup lateral transfers of rpoB. In conclusion, our study strongly supports the recent proposal that M. abscessus, M. massiliense, and M. bolletii should constitute a single species. Our findings also indicate that there has been a horizontal transfer of rpoB sequences between these subgroups, precluding the use of rpoB sequencing alone for the accurate identification of the two proposed M. abscessus subspecies.

Assessment of population structure by single nucleotide polymorphisms (SNPs) in goat breeds

Single nucleotide polymorphisms (SNPs) may be used in biodiversity studies and commercial tasks like traceability, paternity testing and selection for suitable genotypes. Twenty-seven SNPs were characterized and genotyped on 250 individuals belonging to eight Italian goat breeds. Multilocus genotype data were used to infer population structure and assign individuals to populations. To estimate the number of groups (K) to test in population structure analysis we used likelihood values and variance of the bootstrap samples, deriving optimal K from a drop in the likelihood and a rise in the variance plots against K.

EmsB, a tandem repeated multi-loci microsatellite, new tool to investigate the genetic diversity of Echinococcus multilocularis

In order to explore the genetic diversity within Echinococcus multilocularis (E. multilocularis), the cestode responsible for the alveolar echinococcosis (AE) in humans, a microsatellite, composed of (CA) and (GA) repeats and designated EmsB, was isolated and characterized in view of its nature and potential field application. PCR-amplification with specific primers exhibited a high degree of size polymorphism between E. multilocularis and Echinococcus granulosus sheep (G1) and camel (G6) strains. Fluorescent-PCR was subsequently performed on a panel of E. multilocularis isolates to assess intra-species polymorphism level. EmsB provided a multi-peak profile, characterized by tandemly repeated microsatellite sequences in the E. multilocularis genome. This "repetition of repeats" feature provided to EmsB a high discriminatory power in that eight clusters, supported by bootstrap p-values larger than 95%, could be defined among the tested E. multilocularis samples. We were able to differentiate not only the Alaskan from the European samples, but also to detect different European isolate clusters. In total, 25 genotypes were defined within 37 E. multilocularis samples. Despite its complexity, this tandem repeated multi-loci microsatellite possesses the three important features for a molecular marker, i.e. sensitivity, repetitiveness and discriminatory power. It will permit assessing the genetic polymorphism of E. multilocularis and to investigate its spatial distribution in detail.

Estimating the number of motor units using random sums with independently thinned terms

The problem of estimating the numbers of motor units N in a muscle is embedded in a general stochastic model using the notion of thinning from point process theory. In the paper a new moment type estimator for the numbers of motor units in a muscle is denned, which is derived using random sums with independently thinned terms. Asymptotic normality of the estimator is shown and its practical value is demonstrated with bootstrap and approximative confidence intervals for a data set from a 31-year-old healthy right-handed, female volunteer. Moreover simulation results are presented and Monte-Carlo based quantiles, means, and variances are calculated for N in{300,600,1000}.

Climate spectrum estimation in the presence of timescale errors

We introduce an algorithm (called REDFITmc2) for spectrum estimation in the presence of timescale errors. It is based on the Lomb-Scargle periodogram for unevenly spaced time series, in combination with the Welch's Overlapped Segment Averaging procedure, bootstrap bias correction and persistence estimation. The timescale errors are modelled parametrically and included in the simulations for determining (1) the upper levels of the spectrum of the red-noise AR(1) alternative and (2) the uncertainty of the frequency of a spectral peak. Application of REDFITmc2 to ice core and stalagmite records of palaeoclimate allowed a more realistic evaluation of spectral peaks than when ignoring this source of uncertainty. The results support qualitatively the intuition that stronger effects on the spectrum estimate (decreased detectability and increased frequency uncertainty) occur for higher frequencies. The surplus information brought by algorithm REDFITmc2 is that those effects are quantified. Regarding timescale construction, not only the fixpoints, dating errors and the functional form of the age-depth model play a role. Also the joint distribution of all time points (serial correlation, stratigraphic order) determines spectrum estimation.

Cost-effectiveness of percutaneous coronary intervention in patients with stable coronary artery disease and abnormal fractional flow reserve

BACKGROUND The Fractional Flow Reserve Versus Angiography for Multivessel Evaluation (FAME) 2 trial demonstrated a significant reduction in subsequent coronary revascularization among patients with stable angina and at least 1 coronary lesion with a fractional flow reserve ≤0.80 who were randomized to percutaneous coronary intervention (PCI) compared with best medical therapy. The economic and quality-of-life implications of PCI in the setting of an abnormal fractional flow reserve are unknown. METHODS AND RESULTS We calculated the cost of the index hospitalization based on initial resource use and follow-up costs based on Medicare reimbursements. We assessed patient utility using the EQ-5D health survey with US weights at baseline and 1 month and projected quality-adjusted life-years assuming a linear decline over 3 years in the 1-month utility improvements. We calculated the incremental cost-effectiveness ratio based on cumulative costs over 12 months. Initial costs were significantly higher for PCI in the setting of an abnormal fractional flow reserve than with medical therapy ($9927 versus $3900, P<0.001), but the $6027 difference narrowed over 1-year follow-up to $2883 (P<0.001), mostly because of the cost of subsequent revascularization procedures. Patient utility was improved more at 1 month with PCI than with medical therapy (0.054 versus 0.001 units, P<0.001). The incremental cost-effectiveness ratio of PCI was $36 000 per quality-adjusted life-year, which was robust in bootstrap replications and in sensitivity analyses. CONCLUSIONS PCI of coronary lesions with reduced fractional flow reserve improves outcomes and appears economically attractive compared with best medical therapy among patients with stable angina.

New insights regarding the incidence, presentation and treatment options of aorto-oesophageal fistulation after thoracic endovascular aortic repair: the European Registry of Endovascular Aortic Repair Complications

OBJECTIVES To review the incidence, clinical presentation, definite management and 1-year outcome in patients with aorto-oesophageal fistulation (AOF) following thoracic endovascular aortic repair (TEVAR). METHODS International multicentre registry (European Registry of Endovascular Aortic Repair Complications) between 2001 and 2011 with a total caseload of 2387 TEVAR procedures (17 centres). RESULTS Thirty-six patients with a median age of 69 years (IQR 56-75), 25% females and 9 patients (19%) following previous aortic surgery were identified. The incidence of AOF in the entire cohort after TEVAR in the study period was 1.5%. The primary underlying aortic pathology for TEVAR was atherosclerotic aneurysm formation in 53% of patients and the median time to development of AOF was 90 days (IQR 30-150). Leading clinical symptoms were fever of unknown origin in 29 (81%), haematemesis in 19 (53%) and shock in 8 (22%) patients. Diagnosis could be confirmed via computed tomography in 92% of the cases with the leading sign of a new mediastinal mass in 28 (78%) patients. A conservative approach resulted in a 100% 1-year mortality, and 1-year survival for an oesophageal stenting-only approach was 17%. Survival after isolated oesophagectomy was 43%. The highest 1-year survival rate (46%) could be achieved via an aggressive treatment including radical oesophagectomy and aortic replacement [relative risk increase 1.73 95% confidence interval (CI) 1.03-2.92]. The survival advantage of this aggressive treatment modality could be confirmed in bootstrap analysis (95% CI 1.11-3.33). CONCLUSIONS The development of AOF is a rare but lethal complication after TEVAR, being associated with the need for emergency TEVAR as well as mediastinal haematoma formation. The only durable and successful approach to cure the disease is radical oesophagectomy and extensive aortic reconstruction. These findings may serve as a decision-making tool for physicians treating these complex patients.

Quantitative high-resolution warm season rainfall recorded in varved sediments of Lake Oeschinen, northern Swiss Alps: calibration and validation AD 1901–2008

High-resolution, well-calibrated records of lake sediments are critically important for quantitative climate reconstructions, but they remain a methodological and analytical challenge. While several comprehensive paleotemperature reconstructions have been developed across Europe, only a few quantitative high-resolution studies exist for precipitation. Here we present a calibration and verification study of lithoclastic sediment proxies from proglacial Lake Oeschinen (46°30′N, 7°44′E, 1,580 m a.s.l., north–west Swiss Alps) that are sensitive to rainfall for the period AD 1901–2008. We collected two sediment cores, one in 2007 and another in 2011. The sediments are characterized by two facies: (A) mm-laminated clastic varves and (B) turbidites. The annual character of the laminae couplets was confirmed by radiometric dating (210Pb, 137Cs) and independent flood-layer chronomarkers. Individual varves consist of a dark sand-size spring-summer layer enriched in siliciclastic minerals and a lighter clay-size calcite-rich winter layer. Three subtypes of varves are distinguished: Type I with a 1–1.5 mm fining upward sequence; Type II with a distinct fine-sand base up to 3 mm thick; and Type III containing multiple internal microlaminae caused by individual summer rainstorm deposits. Delta-fan surface samples and sediment trap data fingerprint different sediment source areas and transport processes from the watershed and confirm the instant response of sediment flux to rainfall and erosion. Based on a highly accurate, precise and reproducible chronology, we demonstrate that sediment accumulation (varve thickness) is a quantitative predictor for cumulative boreal alpine spring (May–June) and spring/summer (May–August) rainfall (rMJ = 0.71, rMJJA = 0.60, p < 0.01). Bootstrap-based verification of the calibration model reveals a root mean squared error of prediction (RMSEPMJ = 32.7 mm, RMSEPMJJA = 57.8 mm) which is on the order of 10–13 % of mean MJ and MJJA cumulative precipitation, respectively. These results highlight the potential of the Lake Oeschinen sediments for high-resolution reconstructions of past rainfall conditions in the northern Swiss Alps, central and eastern France and south-west Germany.

Prognostic implications of the seventh edition of the international union against cancer classification for patients with gastric cancer: the Western experience of patients treated in a single-center European institution

PURPOSE Validity of the seventh edition of the American Joint Committee on Cancer/International Union Against Cancer (AJCC/UICC) staging systems for gastric cancer has been evaluated in several studies, mostly in Asian patient populations. Only few data are available on the prognostic implications of the new classification system on a Western population. Therefore, we investigated its prognostic ability based on a German patient cohort. PATIENTS AND METHODS Data from a single-center cohort of 1,767 consecutive patients surgically treated for gastric cancer were classified according to the seventh edition and were compared using the previous TNM/UICC classification. Kaplan-Meier analyses were performed for all TNM stages and UICC stages in a comparative manner. Additional survival receiver operating characteristic analyses and bootstrap-based goodness-of-fit comparisons via Bayesian information criterion (BIC) were performed to assess and compare prognostic performance of the competing classification systems. RESULTS We identified the UICC pT/pN stages according to the seventh edition of the AJCC/UICC guidelines as well as resection status, age, Lauren histotype, lymph-node ratio, and tumor grade as independent prognostic factors in gastric cancer, which is consistent with data from previous Asian studies. Overall survival rates according to the new edition were significantly different for each individual's pT, pN, and UICC stage. However, BIC analysis revealed that, owing to higher complexity, the new staging system might not significantly alter predictability for overall survival compared with the old system within the analyzed cohort from a statistical point of view. CONCLUSION The seventh edition of the AJCC/UICC classification was found to be valid with distinctive prognosis for each stage. However, the AJCC/UICC classification has become more complex without improving predictability for overall survival in a Western population. Therefore, simplification with better predictability of overall survival of patients with gastric cancer should be considered when revising the seventh edition.

Robust estimates of climate-induced hydrological change in a temperate mountainous region

A sustainable water resources management depends on sound information about the impacts of climate change. This information is, however, not easily derived because natural runoff variability interferes with the climate change signal. This study presents a procedure that leads to robust estimates of magnitude and Time Of Emergence (TOE) of climate-induced hydrological change that also account for the natural variability contained in the time series. Firstly, natural variability of 189 mesoscale catchments in Switzerland is sampled for 10 ENSEMBLES scenarios for the control (1984–2005) and two scenario periods (near future: 2025–2046, far future: 2074–2095) applying a bootstrap procedure. Then, the sampling distributions of mean monthly runoff are tested for significant differences with the Wilcoxon-Mann–Whitney test and for effect size with Cliff’s delta d. Finally, the TOE of a climate change induced hydrological change is determined when at least eight out of the ten hydrological projections significantly differ from natural variability. The results show that the TOE occurs in the near future period except for high-elevated catchments in late summer. The significant hydrological projections in the near future correspond, however, to only minor runoff changes. In the far future, hydrological change is statistically significant and runoff changes are substantial. Temperature change is the most important factor determining hydrological change in this mountainous region. Therefore, hydrological change depends strongly on a catchment’s mean elevation. Considering that the hydrological changes are predicted to be robust in the near future highlights the importance of accounting for these changes in water resources planning.