Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Dosimetric impact of geometric errors due to respiratory motion prediction on dynamic multileaf collimator-based four-dimensional radiation delivery

The synchronization of dynamic multileaf collimator (DMLC) response with respiratory motion is critical to ensure the accuracy of DMLC-based four dimensional (4D) radiation delivery. In practice, however, a finite time delay (response time) between the acquisition of tumor position and multileaf collimator response necessitates predictive models of respiratory tumor motion to synchronize radiation delivery. Predicting a complex process such as respiratory motion introduces geometric errors, which have been reported in several publications. However, the dosimetric effect of such errors on 4D radiation delivery has not yet been investigated. Thus, our aim in this work was to quantify the dosimetric effects of geometric error due to prediction under several different conditions. Conformal and intensity modulated radiation therapy (IMRT) plans for a lung patient were generated for anterior-posterior/posterior-anterior (AP/PA) beam arrangements at 6 and 18 MV energies to provide planned dose distributions. Respiratory motion data was obtained from 60 diaphragm-motion fluoroscopy recordings from five patients. A linear adaptive filter was employed to predict the tumor position. The geometric error of prediction was defined as the absolute difference between predicted and actual positions at each diaphragm position. Distributions of geometric error of prediction were obtained for all of the respiratory motion data. Planned dose distributions were then convolved with distributions for the geometric error of prediction to obtain convolved dose distributions. The dosimetric effect of such geometric errors was determined as a function of several variables: response time (0-0.6 s), beam energy (6/18 MV), treatment delivery (3D/4D), treatment type (conformal/IMRT), beam direction (AP/PA), and breathing training type (free breathing/audio instruction/visual feedback). Dose difference and distance-to-agreement analysis was employed to quantify results. Based on our data, the dosimetric impact of prediction (a) increased with response time, (b) was larger for 3D radiation therapy as compared with 4D radiation therapy, (c) was relatively insensitive to change in beam energy and beam direction, (d) was greater for IMRT distributions as compared with conformal distributions, (e) was smaller than the dosimetric impact of latency, and (f) was greatest for respiration motion with audio instructions, followed by visual feedback and free breathing. Geometric errors of prediction that occur during 4D radiation delivery introduce dosimetric errors that are dependent on several factors, such as response time, treatment-delivery type, and beam energy. Even for relatively small response times of 0.6 s into the future, dosimetric errors due to prediction could approach delivery errors when respiratory motion is not accounted for at all. To reduce the dosimetric impact, better predictive models and/or shorter response times are required.

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.

Multifractional Poisson process, multistable subordinator and related limit theorems

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.

Stochastic rank correlation: a robust merit function for 2D/3D registration of image data obtained at different energies

In this article, the authors evaluate a merit function for 2D/3D registration called stochastic rank correlation (SRC). SRC is characterized by the fact that differences in image intensity do not influence the registration result; it therefore combines the numerical advantages of cross correlation (CC)-type merit functions with the flexibility of mutual-information-type merit functions. The basic idea is that registration is achieved on a random subset of the image, which allows for an efficient computation of Spearman's rank correlation coefficient. This measure is, by nature, invariant to monotonic intensity transforms in the images under comparison, which renders it an ideal solution for intramodal images acquired at different energy levels as encountered in intrafractional kV imaging in image-guided radiotherapy. Initial evaluation was undertaken using a 2D/3D registration reference image dataset of a cadaver spine. Even with no radiometric calibration, SRC shows a significant improvement in robustness and stability compared to CC. Pattern intensity, another merit function that was evaluated for comparison, gave rather poor results due to its limited convergence range. The time required for SRC with 5% image content compares well to the other merit functions; increasing the image content does not significantly influence the algorithm accuracy. The authors conclude that SRC is a promising measure for 2D/3D registration in IGRT and image-guided therapy in general.

The long-term stability of self-esteem: Its time-dependent decay and nonzero asymptote

How stable are individual differences in self-esteem? We examined the time-dependent decay of rank-order stability of self-esteem and tested whether stability asymptotically approaches zero or a nonzero value across long test–retest intervals. Analyses were based on 6 assessments across a 29-year period of a sample of 3,180 individuals aged 14 to 102 years. The results indicated that, as test–retest intervals increased, stability exponentially decayed and asymptotically approached a nonzero value (estimated as .43). The exponential decay function explained a large proportion of variance in observed stability coefficients, provided a better fit than alternative functions, and held across gender and for all age groups from adolescence to old age. Moreover, structural equation modeling of the individual-level data suggested that a perfectly stable trait component underlies stability of self-esteem. The findings suggest that the stability of self-esteem is relatively large, even across very long periods, and that self-esteem is a trait-like characteristic.

Experimental Validation of Finite Element Analysis of Human Vertebral Collapse Under Large Compressive Strains

Osteoporosis-related vertebral fractures represent a major health problem in elderly populations. Such fractures can often only be diagnosed after a substantial deformation history of the vertebral body. Therefore, it remains a challenge for clinicians to distinguish between stable and progressive potentially harmful fractures. Accordingly, novel criteria for selection of the appropriate conservative or surgical treatment are urgently needed. Computer tomography-based finite element analysis is an increasingly accepted method to predict the quasi-static vertebral strength and to follow up this small strain property longitudinally in time. A recent development in constitutive modeling allows us to simulate strain localization and densification in trabecular bone under large compressive strains without mesh dependence. The aim of this work was to validate this recently developed constitutive model of trabecular bone for the prediction of strain localization and densification in the human vertebral body subjected to large compressive deformation. A custom-made stepwise loading device mounted in a high resolution peripheral computer tomography system was used to describe the progressive collapse of 13 human vertebrae under axial compression. Continuum finite element analyses of the 13 compression tests were realized and the zones of high volumetric strain were compared with the experiments. A fair qualitative correspondence of the strain localization zone between the experiment and finite element analysis was achieved in 9 out of 13 tests and significant correlations of the volumetric strains were obtained throughout the range of applied axial compression. Interestingly, the stepwise propagating localization zones in trabecular bone converged to the buckling locations in the cortical shell. While the adopted continuum finite element approach still suffers from several limitations, these encouraging preliminary results towardsthe prediction of extended vertebral collapse may help in assessing fracture stability in future work.

Comparison of theoretical fixation stability of three devices employed in medial opening wedge high tibial osteotomy: a finite element analysis.

BACKGROUND Medial open wedge high tibial osteotomy is a well-established procedure for the treatment of unicompartmental osteoarthritis and symptomatic varus malalignment. We hypothesized that different fixation devices generate different fixation stability profiles for the various wedge sizes in a finite element (FE) analysis. METHODS Four types of fixation were compared: 1) first and 2) second generation Puddu plates, and 3) TomoFix plate with and 4) without bone graft. Cortical and cancellous bone was modelled and five different opening wedge sizes were studied for each model. Outcome measures included: 1) stresses in bone, 2) relative displacement of the proximal and distal tibial fragments, 3) stresses in the plates, 4) stresses on the upper and lower screw surfaces in the screw channels. RESULTS The highest load for all fixation types occurred in the plate axis. For the vast majority of the wedge sizes and fixation types the shear stress (von Mises stress) was dominating in the bone independent of fixation type. The relative displacements of the tibial fragments were low (in μm range). With an increasing wedge size this displacement tended to increase for both Puddu plates and the TomoFix plate with bone graft. For the TomoFix plate without bone graft a rather opposite trend was observed.For all fixation types the occurring stresses at the screw-bone contact areas pulled at the screws and exceeded the allowable threshold of 1.2 MPa for at least one screw surface. Of the six screw surfaces that were studied, the TomoFix plate with bone graft showed a stress excess of one out of twelve and without bone graft, five out of twelve. With the Puddu plates, an excess stress occurred in the majority of screw surfaces. CONCLUSIONS The different fixation devices generate different fixation stability profiles for different opening wedge sizes. Based on the computational simulations, none of the studied osteosynthesis fixation types warranted an intransigent full weight bearing per se. The highest fixation stability was observed for the TomoFix plates and the lowest for the first generation Puddu plate. These findings were revealed in theoretical models and need to be validated in controlled clinical settings.

Biomechanical validation of computer assisted planning of periacetabular osteotomy: A preliminary study based on finite element analysis

Periacetabular Osteotomy (PAO) is a joint preserving surgical intervention intended to increase femoral head coverage and thereby to improve stability in young patients with hip dysplasia. Previously, we developed a CT-based, computer-assisted program for PAO diagnosis and planning, which allows for quantifying the 3D acetabular morphology with parameters such as acetabular version, inclination, lateral center edge (LCE) angle and femoral head coverage ratio (CO). In order to verify the hypothesis that our morphology-based planning strategy can improve biomechanical characteristics of dysplastic hips, we developed a 3D finite element model based on patient-specific geometry to predict cartilage contact stress change before and after morphology-based planning. Our experimental results demonstrated that the morphology-based planning strategy could reduce cartilage contact pressures and at the same time increase contact areas. In conclusion, our computer-assisted system is an efficient tool for PAO planning.