ABCtoolbox: a versatile toolkit for approximate Bayesian computations

Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC) algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC). It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.

A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes

This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps. Ruin with recuperation corresponds to the following double passage event: for some t∈(0,∞)t∈(0,∞), the risk process starting at level x∈[0,∞)x∈[0,∞) falls below the null level during the period [0,t][0,t] and returns above the null level at the end of the period tt. The proposed Monte Carlo estimator is logarithmic efficient, as t,x→∞t,x→∞, when y=t/xy=t/x is constant and below a certain bound.

Validation of a modified AVHRR aerosol optical depth retrieval algorithm over Central Europe

The Advanced Very High Resolution Radiometer (AVHRR) carried on board the National Oceanic and Atmospheric Administration (NOAA) and the Meteorological Operational Satellite (MetOp) polar orbiting satellites is the only instrument offering more than 25 years of satellite data to analyse aerosols on a daily basis. The present study assessed a modified AVHRR aerosol optical depth τa retrieval over land for Europe. The algorithm might also be applied to other parts of the world with similar surface characteristics like Europe, only the aerosol properties would have to be adapted to a new region. The initial approach used a relationship between Sun photometer measurements from the Aerosol Robotic Network (AERONET) and the satellite data to post-process the retrieved τa. Herein a quasi-stand-alone procedure, which is more suitable for the pre-AERONET era, is presented. In addition, the estimation of surface reflectance, the aerosol model, and other processing steps have been adapted. The method's cross-platform applicability was tested by validating τa from NOAA-17 and NOAA-18 AVHRR at 15 AERONET sites in Central Europe (40.5° N–50° N, 0° E–17° E) from August 2005 to December 2007. Furthermore, the accuracy of the AVHRR retrieval was related to products from two newer instruments, the Medium Resolution Imaging Spectrometer (MERIS) on board the Environmental Satellite (ENVISAT) and the Moderate Resolution Imaging Spectroradiometer (MODIS) on board Aqua/Terra. Considering the linear correlation coefficient R, the AVHRR results were similar to those of MERIS with even lower root mean square error RMSE. Not surprisingly, MODIS, with its high spectral coverage, gave the highest R and lowest RMSE. Regarding monthly averaged τa, the results were ambiguous. Focusing on small-scale structures, R was reduced for all sensors, whereas the RMSE solely for MERIS substantially increased. Regarding larger areas like Central Europe, the error statistics were similar to the individual match-ups. This was mainly explained with sampling issues. With the successful validation of AVHRR we are now able to concentrate on our large data archive dating back to 1985. This is a unique opportunity for both climate and air pollution studies over land surfaces.

An integral conservative gridding--algorithm using Hermitian curve interpolation

The problem of re-sampling spatially distributed data organized into regular or irregular grids to finer or coarser resolution is a common task in data processing. This procedure is known as 'gridding' or 're-binning'. Depending on the quantity the data represents, the gridding-algorithm has to meet different requirements. For example, histogrammed physical quantities such as mass or energy have to be re-binned in order to conserve the overall integral. Moreover, if the quantity is positive definite, negative sampling values should be avoided. The gridding process requires a re-distribution of the original data set to a user-requested grid according to a distribution function. The distribution function can be determined on the basis of the given data by interpolation methods. In general, accurate interpolation with respect to multiple boundary conditions of heavily fluctuating data requires polynomial interpolation functions of second or even higher order. However, this may result in unrealistic deviations (overshoots or undershoots) of the interpolation function from the data. Accordingly, the re-sampled data may overestimate or underestimate the given data by a significant amount. The gridding-algorithm presented in this work was developed in order to overcome these problems. Instead of a straightforward interpolation of the given data using high-order polynomials, a parametrized Hermitian interpolation curve was used to approximate the integrated data set. A single parameter is determined by which the user can control the behavior of the interpolation function, i.e. the amount of overshoot and undershoot. Furthermore, it is shown how the algorithm can be extended to multidimensional grids. The algorithm was compared to commonly used gridding-algorithms using linear and cubic interpolation functions. It is shown that such interpolation functions may overestimate or underestimate the source data by about 10-20%, while the new algorithm can be tuned to significantly reduce these interpolation errors. The accuracy of the new algorithm was tested on a series of x-ray CT-images (head and neck, lung, pelvis). The new algorithm significantly improves the accuracy of the sampled images in terms of the mean square error and a quality index introduced by Wang and Bovik (2002 IEEE Signal Process. Lett. 9 81-4).

Hermitian curve interpolation for CT-data re-sampling

Purpose: Development of an interpolation algorithm for re‐sampling spatially distributed CT‐data with the following features: global and local integral conservation, avoidance of negative interpolation values for positively defined datasets and the ability to control re‐sampling artifacts. Method and Materials: The interpolation can be separated into two steps: first, the discrete CT‐data has to be continuously distributed by an analytic function considering the boundary conditions. Generally, this function is determined by piecewise interpolation. Instead of using linear or high order polynomialinterpolations, which do not fulfill all the above mentioned features, a special form of Hermitian curve interpolation is used to solve the interpolation problem with respect to the required boundary conditions. A single parameter is determined, by which the behavior of the interpolation function is controlled. Second, the interpolated data have to be re‐distributed with respect to the requested grid. Results: The new algorithm was compared with commonly used interpolation functions based on linear and second order polynomial. It is demonstrated that these interpolation functions may over‐ or underestimate the source data by about 10%–20% while the parameter of the new algorithm can be adjusted in order to significantly reduce these interpolation errors. Finally, the performance and accuracy of the algorithm was tested by re‐gridding a series of X‐ray CT‐images. Conclusion: Inaccurate sampling values may occur due to the lack of integral conservation. Re‐sampling algorithms using high order polynomialinterpolation functions may result in significant artifacts of the re‐sampled data. Such artifacts can be avoided by using the new algorithm based on Hermitian curve interpolation

An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

Asynchronous ECG time sampling: Saving bits with Golomb-Rice encoding

We present a technique for online compression of ECG signals using the Golomb-Rice encoding algorithm. This is facilitated by a novel time encoding asynchronous analog-to-digital converter targeted for low-power, implantable, long-term bio-medical sensing applications. In contrast to capturing the actual signal (voltage) values the asynchronous time encoder captures and encodes the time information at which predefined changes occur in the signal thereby minimizing the sensor's energy use and the number of bits we store to represent the information by not capturing unnecessary samples. The time encoder transforms the ECG signal data to pure time information that has a geometric distribution such that the Golomb-Rice encoding algorithm can be used to further compress the data. An overall online compression rate of about 6 times is achievable without the usual computations associated with most compression methods.

Therapeutic drug monitoring of once daily aminoglycoside dosing: comparison of two methods and investigation of the optimal blood sampling strategy.

PURPOSE Therapeutic drug monitoring of patients receiving once daily aminoglycoside therapy can be performed using pharmacokinetic (PK) formulas or Bayesian calculations. While these methods produced comparable results, their performance has never been checked against full PK profiles. We performed a PK study in order to compare both methods and to determine the best time-points to estimate AUC0-24 and peak concentrations (C max). METHODS We obtained full PK profiles in 14 patients receiving a once daily aminoglycoside therapy. PK parameters were calculated with PKSolver using non-compartmental methods. The calculated PK parameters were then compared with parameters estimated using an algorithm based on two serum concentrations (two-point method) or the software TCIWorks (Bayesian method). RESULTS For tobramycin and gentamicin, AUC0-24 and C max could be reliably estimated using a first serum concentration obtained at 1 h and a second one between 8 and 10 h after start of the infusion. The two-point and the Bayesian method produced similar results. For amikacin, AUC0-24 could reliably be estimated by both methods. C max was underestimated by 10-20% by the two-point method and by up to 30% with a large variation by the Bayesian method. CONCLUSIONS The ideal time-points for therapeutic drug monitoring of once daily administered aminoglycosides are 1 h after start of a 30-min infusion for the first time-point and 8-10 h after start of the infusion for the second time-point. Duration of the infusion and accurate registration of the time-points of blood drawing are essential for obtaining precise predictions.

A Baseline Wander Tracking System for Artifact Rejection in Long-Term Electrocardiography

Long-term electrocardiogram (ECG) signals might suffer from relevant baseline disturbances during physical activity. Motion artifacts in particular are more pronounced with dry surface or esophageal electrodes which are dedicated to prolonged ECG recording. In this paper we present a method called baseline wander tracking (BWT) that tracks and rejects strong baseline disturbances and avoids concurrent saturation of the analog front-end. The proposed algorithm shifts the baseline level of the ECG signal to the middle of the dynamic input range. Due to the fast offset shifts, that produce much steeper signal portions than the normal ECG waves, the true ECG signal can be reconstructed offline and filtered using computationally intensive algorithms. Based on Monte Carlo simulations we observed reconstruction errors mainly caused by the non-linearity inaccuracies of the DAC. However, the signal to error ratio of the BWT is higher compared to an analog front-end featuring a dynamic input ranges above 15 mV if a synthetic ECG signal was used. The BWT is additionally able to suppress (electrode) offset potentials without introducing long transients. Due to its structural simplicity, memory efficiency and the DC coupling capability, the BWT is dedicated to high integration required in long-term and low-power ECG recording systems.

Development and validation of a novel pedometer algorithm to quantify extended characteristics of the locomotor behavior of dairy cows

Behavior is one of the most important indicators for assessing cattle health and well-being. The objective of this study was to develop and validate a novel algorithm to monitor locomotor behavior of loose-housed dairy cows based on the output of the RumiWatch pedometer (ITIN+HOCH GmbH, Fütterungstechnik, Liestal, Switzerland). Data of locomotion were acquired by simultaneous pedometer measurements at a sampling rate of 10 Hz and video recordings for manual observation later. The study consisted of 3 independent experiments. Experiment 1 was carried out to develop and validate the algorithm for lying behavior, experiment 2 for walking and standing behavior, and experiment 3 for stride duration and stride length. The final version was validated, using the raw data, collected from cows not included in the development of the algorithm. Spearman correlation coefficients were calculated between accelerometer variables and respective data derived from the video recordings (gold standard). Dichotomous data were expressed as the proportion of correctly detected events, and the overall difference for continuous data was expressed as the relative measurement error. The proportions for correctly detected events or bouts were 1 for stand ups, lie downs, standing bouts, and lying bouts and 0.99 for walking bouts. The relative measurement error and Spearman correlation coefficient for lying time were 0.09% and 1; for standing time, 4.7% and 0.96; for walking time, 17.12% and 0.96; for number of strides, 6.23% and 0.98; for stride duration, 6.65% and 0.75; and for stride length, 11.92% and 0.81, respectively. The strong to very high correlations of the variables between visual observation and converted pedometer data indicate that the novel RumiWatch algorithm may markedly improve automated livestock management systems for efficient health monitoring of dairy cows.

CHEOPS Performance for Exomoons: The Detectability of Exomoons by Using Optimal Decision Algorithm

Many attempts have already been made to detect exomoons around transiting exoplanets, but the first confirmed discovery is still pending. The experiences that have been gathered so far allow us to better optimize future space telescopes for this challenge already during the development phase. In this paper we focus on the forthcoming CHaraterising ExOPlanet Satellite (CHEOPS), describing an optimized decision algorithm with step-by-step evaluation, and calculating the number of required transits for an exomoon detection for various planet moon configurations that can be observable by CHEOPS. We explore the most efficient way for such an observation to minimize the cost in observing time. Our study is based on PTV observations (photocentric transit timing variation) in simulated CHEOPS data, but the recipe does not depend on the actual detection method, and it can be substituted with, e.g., the photodynamical method for later applications. Using the current state-of-the-art level simulation of CHEOPS data we analyzed transit observation sets for different star planet moon configurations and performed a bootstrap analysis to determine their detection statistics. We have found that the detection limit is around an Earth-sized moon. In the case of favorable spatial configurations, systems with at least a large moon and a Neptune-sized planet, an 80% detection chance requires at least 5-6 transit observations on average. There is also a nonzero chance in the case of smaller moons, but the detection statistics deteriorate rapidly, while the necessary transit measurements increase quickly. After the CoRoT and Kepler spacecrafts, CHEOPS will be the next dedicated space telescope that will observe exoplanetary transits and characterize systems with known Doppler-planets. Although it has a smaller aperture than Kepler (the ratio of the mirror diameters is about 1/3) and is mounted with a CCD that is similar to Kepler's, it will observe brighter stars and operate with larger sampling rate; therefore, the detection limit for an exomoon can be the same as or better, which will make CHEOPS a competitive instruments in the quest for exomoons.