Diffusion-weighted MR imaging including bi-exponential fitting for the detection of recurrent or residual tumour after (chemo)radiotherapy for laryngeal and hypopharyngeal cancers

To assess whether diffusion-weighted magnetic resonance imaging (DW-MRI) including bi-exponential fitting helps to detect residual/recurrent tumours after (chemo)radiotherapy of laryngeal and hypopharyngeal carcinoma.

A Note on the Use of Sum in the Logic of Proofs

The Logic of Proofs~LP, introduced by Artemov, encodes the same reasoning as the modal logic~S4 using proofs explicitly present in the language. In particular, Artemov showed that three operations on proofs (application~$\cdot$, positive introspection~!, and sum~+) are sufficient to mimic provability concealed in S4~modality. While the first two operations go back to G{\"o}del, the exact role of~+ remained somewhat unclear. In particular, it was not known whether the other two operations are sufficient by themselves. We provide a positive answer to this question under a very weak restriction on the axiomatization of LP.

hp-dGFEM for Second-Order Elliptic Problems in Plyhedra II: Exponential Convergence

The goal of this paper is to establish exponential convergence of $hp$-version interior penalty (IP) discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems with homogeneous Dirichlet boundary conditions and piecewise analytic data in three-dimensional polyhedral domains. More precisely, we shall analyze the convergence of the $hp$-IP dG methods considered in [D. Schötzau, C. Schwab, T. P. Wihler, SIAM J. Numer. Anal., 51 (2013), pp. 1610--1633] based on axiparallel $\sigma$-geometric anisotropic meshes and $\bm{s}$-linear anisotropic polynomial degree distributions.

Item Sum: A New Technique for Asking Quantitative Sensitive Questions

This article contributes to an ongoing debate about how to measure sensitive topics in population surveys. We propose a novel technique that can be applied to the measurement of quantitative sensitive variables: the item sum technique (IST). This method is closely related to the item count technique, which was developed for the measurement of dichotomous sensitive items. First, we provide a description of our new technique and discuss how data collected by the IST can be analyzed. Second, we present the results of a CATI survey on undeclared work in Germany, in which the IST has been applied. Using an experimental design, we compare the IST to direct questioning. Our empirical results indicate that the IST is a promising data-collection technique for sensitive questions. We conclude by discussing the limitations of the new technique and outlining possible improvements for future studies.

Non-exponential return time distributions for vorticity extremes explained by fractional Poisson processes

Serial correlation of extreme midlatitude cyclones observed at the storm track exits is explained by deviations from a Poisson process. To model these deviations, we apply fractional Poisson processes (FPPs) to extreme midlatitude cyclones, which are defined by the 850 hPa relative vorticity of the ERA interim reanalysis during boreal winter (DJF) and summer (JJA) seasons. Extremes are defined by a 99% quantile threshold in the grid-point time series. In general, FPPs are based on long-term memory and lead to non-exponential return time distributions. The return times are described by a Weibull distribution to approximate the Mittag–Leffler function in the FPPs. The Weibull shape parameter yields a dispersion parameter that agrees with results found for midlatitude cyclones. The memory of the FPP, which is determined by detrended fluctuation analysis, provides an independent estimate for the shape parameter. Thus, the analysis exhibits a concise framework of the deviation from Poisson statistics (by a dispersion parameter), non-exponential return times and memory (correlation) on the basis of a single parameter. The results have potential implications for the predictability of extreme cyclones.

Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.