Corrected kriging update formulae for batch-sequential data assimilation

Recently, a lot of effort has been spent in the efficient computation of kriging predictors when observations are assimilated sequentially. In particular, kriging update formulae enabling significant computational savings were derived. Taking advantage of the previous kriging mean and variance computations helps avoiding a costly matrix inversion when adding one observation to the TeX already available ones. In addition to traditional update formulae taking into account a single new observation, Emery (2009) proposed formulae for the batch-sequential case, i.e. when TeX new observations are simultaneously assimilated. However, the kriging variance and covariance formulae given in Emery (2009) for the batch-sequential case are not correct. In this paper, we fix this issue and establish correct expressions for updated kriging variances and covariances when assimilating observations in parallel. An application in sequential conditional simulation finally shows that coupling update and residual substitution approaches may enable significant speed-ups.

Justifying induction on modal μ-formulae

We define a rank function for formulae of the propositional modal μ-calculus such that the rank of a fixed point is strictly bigger than the rank of any of its finite approximations. A rank function of this kind is needed, for instance, to establish the collapse of the modal μ-hierarchy over transitive transition systems. We show that the range of the rank function is ωω. Further we establish that the rank is computable by primitive recursion, which gives us a uniform method to generate formulae of arbitrary rank below ωω.

Novel pressure-to-cornea index in glaucoma

BACKGROUND: Several conversion tables and formulas have been suggested to correct applanation intraocular pressure (IOP) for central corneal thickness (CCT). CCT is also thought to represent an independent glaucoma risk factor. In an attempt to integrate IOP and CCT into a unified risk factor and avoid uncertain correction for tonometric inaccuracy, a new pressure-to-cornea index (PCI) is proposed. METHODS: PCI (IOP/CCT(3)) was defined as the ratio between untreated IOP and CCT(3) in mm (ultrasound pachymetry). PCI distribution in 220 normal controls, 53 patients with normal-tension glaucoma (NTG), 76 with ocular hypertension (OHT), and 89 with primary open-angle glaucoma (POAG) was investigated. PCI's ability to discriminate between glaucoma (NTG+POAG) and non-glaucoma (controls+OHT) was compared with that of three published formulae for correcting IOP for CCT. Receiver operating characteristic (ROC) curves were built. RESULTS: Mean PCI values were: Controls 92.0 (SD 24.8), NTG 129.1 (SD 25.8), OHT 134.0 (SD 26.5), POAG 173.6 (SD 40.9). To minimise IOP bias, eyes within the same 2 mm Hg range between 16 and 29 mm Hg (16-17, 18-19, etc) were separately compared: control and NTG eyes as well as OHT and POAG eyes differed significantly. PCI demonstrated a larger area under the ROC curve (AUC) and significantly higher sensitivity at fixed 80% and 90% specificities compared with each of the correction formulas; optimum PCI cut-off value 133.8. CONCLUSIONS: A PCI range of 120-140 is proposed as the upper limit of "normality", 120 being the cut-off value for eyes with untreated pressures or=22 mm Hg. PCI may reflect individual susceptibility to a given IOP level, and thus represent a glaucoma risk factor. Longitudinal studies are needed to prove its prognostic value.

Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models

Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.

The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time

A characterization is provided for the von Mises–Fisher random variable, in terms of first exit point from the unit hypersphere of the drifted Wiener process. Laplace transform formulae for the first exit time from the unit hypersphere of the drifted Wiener process are provided. Post representations in terms of Bell polynomials are provided for the densities of the first exit times from the circle and from the sphere.

A comparison of estimated glomerular filtration rates using Cockcroft−Gault and the Chronic Kidney Disease Epidemiology Collaboration estimating equations in HIV infection

OBJECTIVES: The aim of this study was to determine whether the Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI)- or Cockcroft-Gault (CG)-based estimated glomerular filtration rates (eGFRs) performs better in the cohort setting for predicting moderate/advanced chronic kidney disease (CKD) or end-stage renal disease (ESRD). METHODS: A total of 9521 persons in the EuroSIDA study contributed 133 873 eGFRs. Poisson regression was used to model the incidence of moderate and advanced CKD (confirmed eGFR < 60 and < 30 mL/min/1.73 m(2) , respectively) or ESRD (fatal/nonfatal) using CG and CKD-EPI eGFRs. RESULTS: Of 133 873 eGFR values, the ratio of CG to CKD-EPI was ≥ 1.1 in 22 092 (16.5%) and the difference between them (CG minus CKD-EPI) was ≥ 10 mL/min/1.73 m(2) in 20 867 (15.6%). Differences between CKD-EPI and CG were much greater when CG was not standardized for body surface area (BSA). A total of 403 persons developed moderate CKD using CG [incidence 8.9/1000 person-years of follow-up (PYFU); 95% confidence interval (CI) 8.0-9.8] and 364 using CKD-EPI (incidence 7.3/1000 PYFU; 95% CI 6.5-8.0). CG-derived eGFRs were equal to CKD-EPI-derived eGFRs at predicting ESRD (n = 36) and death (n = 565), as measured by the Akaike information criterion. CG-based moderate and advanced CKDs were associated with ESRD [adjusted incidence rate ratio (aIRR) 7.17; 95% CI 2.65-19.36 and aIRR 23.46; 95% CI 8.54-64.48, respectively], as were CKD-EPI-based moderate and advanced CKDs (aIRR 12.41; 95% CI 4.74-32.51 and aIRR 12.44; 95% CI 4.83-32.03, respectively). CONCLUSIONS: Differences between eGFRs using CG adjusted for BSA or CKD-EPI were modest. In the absence of a gold standard, the two formulae predicted clinical outcomes with equal precision and can be used to estimate GFR in HIV-positive persons.

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.

On the similarity of Sturm-Liouville operators with non-Hermitian boundary conditions to self-adjoint and normal operators

We consider one-dimensional Schrödinger-type operators in a bounded interval with non-self-adjoint Robin-type boundary conditions. It is well known that such operators are generically conjugate to normal operators via a similarity transformation. Motivated by recent interests in quasi-Hermitian Hamiltonians in quantum mechanics, we study properties of the transformations and similar operators in detail. In the case of parity and time reversal boundary conditions, we establish closed integral-type formulae for the similarity transformations, derive a non-local self-adjoint operator similar to the Schrödinger operator and also find the associated “charge conjugation” operator, which plays the role of fundamental symmetry in a Krein-space reformulation of the problem.

XMapTools: a MATLAB©-based program for electron microprobe X-ray image processing and geothermobarometry

XMapTools is a MATLAB©-based graphical user interface program for electron microprobe X-ray image processing, which can be used to estimate the pressure–temperature conditions of crystallization of minerals in metamorphic rocks. This program (available online at http://www.xmaptools.com) provides a method to standardize raw electron microprobe data and includes functions to calculate the oxide weight percent compositions for various minerals. A set of external functions is provided to calculate structural formulae from the standardized analyses as well as to estimate pressure–temperature conditions of crystallization, using empirical and semi-empirical thermobarometers from the literature. Two graphical user interface modules, Chem2D and Triplot3D, are used to plot mineral compositions into binary and ternary diagrams. As an example, the software is used to study a high-pressure Himalayan eclogite sample from the Stak massif in Pakistan. The high-pressure paragenesis consisting of omphacite and garnet has been retrogressed to a symplectitic assemblage of amphibole, plagioclase and clinopyroxene. Mineral compositions corresponding to ~165,000 analyses yield estimates for the eclogitic pressure–temperature retrograde path from 25 kbar to 9 kbar. Corresponding pressure–temperature maps were plotted and used to interpret the link between the equilibrium conditions of crystallization and the symplectitic microstructures. This example illustrates the usefulness of XMapTools for studying variations of the chemical composition of minerals and for retrieving information on metamorphic conditions on a microscale, towards computation of continuous pressure–temperature-and relative time path in zoned metamorphic minerals not affected by post-crystallization diffusion.

Fast Update of Conditional Simulation Ensembles

Gaussian random field (GRF) conditional simulation is a key ingredient in many spatial statistics problems for computing Monte-Carlo estimators and quantifying uncertainties on non-linear functionals of GRFs conditional on data. Conditional simulations are known to often be computer intensive, especially when appealing to matrix decomposition approaches with a large number of simulation points. This work studies settings where conditioning observations are assimilated batch sequentially, with one point or a batch of points at each stage. Assuming that conditional simulations have been performed at a previous stage, the goal is to take advantage of already available sample paths and by-products to produce updated conditional simulations at mini- mal cost. Explicit formulae are provided, which allow updating an ensemble of sample paths conditioned on n ≥ 0 observations to an ensemble conditioned on n + q observations, for arbitrary q ≥ 1. Compared to direct approaches, the proposed formulae proveto substantially reduce computational complexity. Moreover, these formulae explicitly exhibit how the q new observations are updating the old sample paths. Detailed complexity calculations highlighting the benefits of this approach with respect to state-of-the-art algorithms are provided and are complemented by numerical experiments.

The 1987 debris flows in Switzerland: documentation and analysis

A great number of debris flows occurred during the flood catastrophes of the summer of 1987 in the Swiss Alps. Aerial photography, field investigations and eyewitness accounts documented and analysed the events. As an example of the reconstructed major events, the large debris flow in the Varuna valley involved an estimated peak discharge between 400 and 800 m3/s and an event magnitude of 200,000 m3. Several single pulses were observed; the duration of each of them appeared to be not more than a few minutes. Apart from incision into weak bedrock, the maximum erosion depth seemed to depend on the channel gradient. Based on approximately 600 events, typical starting zones and rainfall conditions are discussed with regard to the triggering conditions. Existing and new empirical formulae are proposed to estimate the most important flow parameters. These values are compared to debris flow data from Canada and Japan.

Finite volume effects in chiral perturbation theory with twisted boundary conditions

We study the effects of a finite cubic volume with twisted boundary conditions on pseudoscalar mesons. We apply Chiral Perturbation Theory in the p-regime and introduce the twist by means of a constant vector field. The corrections of masses, decay constants, pseudoscalar coupling constants and form factors are calculated at next-to-leading order. We detail the derivations and compare with results available in the literature. In some case there is disagreement due to a different treatment of new extra terms generated from the breaking of the cubic invariance. We advocate to treat such terms as renormalization terms of the twisting angles and reabsorb them in the on-shell conditions. We confirm that the corrections of masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. Furthermore, we show that the matrix elements of the scalar (resp. vector) form factor satisfies the Feynman–Hellman Theorem (resp. the Ward–Takahashi identity). To show the Ward–Takahashi identity we construct an effective field theory for charged pions which is invariant under electromagnetic gauge transformations and which reproduces the results obtained with Chiral Perturbation Theory at a vanishing momentum transfer. This generalizes considerations previously published for periodic boundary conditions to twisted boundary conditions. Another method to estimate the corrections in finite volume are asymptotic formulae. Asymptotic formulae were introduced by Lüscher and relate the corrections of a given physical quantity to an integral of a specific amplitude, evaluated in infinite volume. Here, we revise the original derivation of Lüscher and generalize it to finite volume with twisted boundary conditions. In some cases, the derivation involves complications due to extra terms generated from the breaking of the cubic invariance. We isolate such terms and treat them as renormalization terms just as done before. In that way, we derive asymptotic formulae for masses, decay constants, pseudoscalar coupling constants and scalar form factors. At the same time, we derive also asymptotic formulae for renormalization terms. We apply all these formulae in combination with Chiral Perturbation Theory and estimate the corrections beyond next-to-leading order. We show that asymptotic formulae for masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. A similar relation connects in an independent way asymptotic formulae for renormalization terms. We check these relations for charged pions through a direct calculation. To conclude, a numerical analysis quantifies the importance of finite volume corrections at next-to-leading order and beyond. We perform a generic Analysis and illustrate two possible applications to real simulations.