Risk of severe asthma episodes predicted from fluctuation analysis of airway function

Asthma is an increasing health problem worldwide, but the long-term temporal pattern of clinical symptoms is not understood and predicting asthma episodes is not generally possible. We analyse the time series of peak expiratory flows, a standard measurement of airway function that has been assessed twice daily in a large asthmatic population during a long-term crossover clinical trial. Here we introduce an approach to predict the risk of worsening airflow obstruction by calculating the conditional probability that, given the current airway condition, a severe obstruction will occur within 30 days. We find that, compared with a placebo, a regular long-acting bronchodilator (salmeterol) that is widely used to improve asthma control decreases the risk of airway obstruction. Unexpectedly, however, a regular short-acting beta2-agonist bronchodilator (albuterol) increases this risk. Furthermore, we find that the time series of peak expiratory flows show long-range correlations that change significantly with disease severity, approaching a random process with increased variability in the most severe cases. Using a nonlinear stochastic model, we show that both the increased variability and the loss of correlations augment the risk of unstable airway function. The characterization of fluctuations in airway function provides a quantitative basis for objective risk prediction of asthma episodes and for evaluating the effectiveness of therapy.

On degeneracy and invariances of random fields paths with applications in Gaussian process modelling

We study pathwise invariances and degeneracies of random fields with motivating applications in Gaussian process modelling. The key idea is that a number of structural properties one may wish to impose a priori on functions boil down to degeneracy properties under well-chosen linear operators. We first show in a second order set-up that almost sure degeneracy of random field paths under some class of linear operators defined in terms of signed measures can be controlled through the two first moments. A special focus is then put on the Gaussian case, where these results are revisited and extended to further linear operators thanks to state-of-the-art representations. Several degeneracy properties are tackled, including random fields with symmetric paths, centred paths, harmonic paths, or sparse paths. The proposed approach delivers a number of promising results and perspectives in Gaussian process modelling. In a first numerical experiment, it is shown that dedicated kernels can be used to infer an axis of symmetry. Our second numerical experiment deals with conditional simulations of a solution to the heat equation, and it is found that adapted kernels notably enable improved predictions of non-linear functionals of the field such as its maximum.

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}.

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.

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.

Pattern and process: competition causes regular spacing of individuals within plant populations

1 We used simulated and experimental plant populations to analyse mortality-driven pattern formation under size-dependent competition. Larger plants had an advantage under size-asymmetric but not under symmetric competition. Initial patterns were random or clumped. 2 The simulations were individual-based and spatially explicit. Size-dependent competition was modelled with different rules to partition overlapping zones of influence. 3 The experiment used genotypes of Arabidopsis thaliana with different morphological plasticity and hence size-dependent competition. Compared with wild types, transgenic individuals over-expressed phytochrome A and had decreased plasticity because of disabled phytochrome-mediated shade avoidance. Therefore, competition among transgenics was more asymmetric compared with wild-types. 4 Density-dependent mortality under symmetric competition did not substantially change the initial spatial pattern. Conversely, simulations under asymmetric competition and experimental patterns of transgenic over-expressors showed patterns of survivors that deviated substantially from random mortality independent of initial patterns. 5 Small-scale initial patterns of wild types were regular rather than random or clumped. We hypothesize that this small-scale regularity may be explained by early shade avoidance of seedlings in their cotyledon stage. 6 Our experimental results support predictions from an individual-based simulation model and support the conclusion that regular spatial patterns of surviving individuals should be interpreted as evidence for strong, asymmetric competitive interactions and subsequent density-dependent mortality.

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.