11 resultados para Return-based pricing kernel

em BORIS: Bern Open Repository and Information System - Berna - Suiça


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This paper presents a kernel density correlation based nonrigid point set matching method and shows its application in statistical model based 2D/3D reconstruction of a scaled, patient-specific model from an un-calibrated x-ray radiograph. In this method, both the reference point set and the floating point set are first represented using kernel density estimates. A correlation measure between these two kernel density estimates is then optimized to find a displacement field such that the floating point set is moved to the reference point set. Regularizations based on the overall deformation energy and the motion smoothness energy are used to constraint the displacement field for a robust point set matching. Incorporating this non-rigid point set matching method into a statistical model based 2D/3D reconstruction framework, we can reconstruct a scaled, patient-specific model from noisy edge points that are extracted directly from the x-ray radiograph by an edge detector. Our experiment conducted on datasets of two patients and six cadavers demonstrates a mean reconstruction error of 1.9 mm

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Given a reproducing kernel Hilbert space (H,〈.,.〉)(H,〈.,.〉) of real-valued functions and a suitable measure μμ over the source space D⊂RD⊂R, we decompose HH as the sum of a subspace of centered functions for μμ and its orthogonal in HH. This decomposition leads to a special case of ANOVA kernels, for which the functional ANOVA representation of the best predictor can be elegantly derived, either in an interpolation or regularization framework. The proposed kernels appear to be particularly convenient for analyzing the effect of each (group of) variable(s) and computing sensitivity indices without recursivity.

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Let us consider a large set of candidate parameter fields, such as hydraulic conductivity maps, on which we can run an accurate forward flow and transport simulation. We address the issue of rapidly identifying a subset of candidates whose response best match a reference response curve. In order to keep the number of calls to the accurate flow simulator computationally tractable, a recent distance-based approach relying on fast proxy simulations is revisited, and turned into a non-stationary kriging method where the covariance kernel is obtained by combining a classical kernel with the proxy. Once the accurate simulator has been run for an initial subset of parameter fields and a kriging metamodel has been inferred, the predictive distributions of misfits for the remaining parameter fields can be used as a guide to select candidate parameter fields in a sequential way. The proposed algorithm, Proxy-based Kriging for Sequential Inversion (ProKSI), relies on a variant of the Expected Improvement, a popular criterion for kriging-based global optimization. A statistical benchmark of ProKSI’s performances illustrates the efficiency and the robustness of the approach when using different kinds of proxies.

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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.

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Background Tests for recent infections (TRIs) are important for HIV surveillance. We have shown that a patient's antibody pattern in a confirmatory line immunoassay (Inno-Lia) also yields information on time since infection. We have published algorithms which, with a certain sensitivity and specificity, distinguish between incident (< = 12 months) and older infection. In order to use these algorithms like other TRIs, i.e., based on their windows, we now determined their window periods. Methods We classified Inno-Lia results of 527 treatment-naïve patients with HIV-1 infection < = 12 months according to incidence by 25 algorithms. The time after which all infections were ruled older, i.e. the algorithm's window, was determined by linear regression of the proportion ruled incident in dependence of time since infection. Window-based incident infection rates (IIR) were determined utilizing the relationship ‘Prevalence = Incidence x Duration’ in four annual cohorts of HIV-1 notifications. Results were compared to performance-based IIR also derived from Inno-Lia results, but utilizing the relationship ‘incident = true incident + false incident’ and also to the IIR derived from the BED incidence assay. Results Window periods varied between 45.8 and 130.1 days and correlated well with the algorithms' diagnostic sensitivity (R2 = 0.962; P<0.0001). Among the 25 algorithms, the mean window-based IIR among the 748 notifications of 2005/06 was 0.457 compared to 0.453 obtained for performance-based IIR with a model not correcting for selection bias. Evaluation of BED results using a window of 153 days yielded an IIR of 0.669. Window-based IIR and performance-based IIR increased by 22.4% and respectively 30.6% in 2008, while 2009 and 2010 showed a return to baseline for both methods. Conclusions IIR estimations by window- and performance-based evaluations of Inno-Lia algorithm results were similar and can be used together to assess IIR changes between annual HIV notification cohorts.

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BACKGROUND The optimal crystalloid solution to use perioperatively in patients undergoing open radical cystectomy remains unclear. Many of the fluids used for intravenous hydration contain supraphysiologic concentrations of chloride, which can induce hyperchloremia and metabolic acidosis, resulting in renal vasoconstriction and decreased renal function. In addition, patients receiving less fluid and less sodium show faster recovery of gastrointestinal (GI) function after colonic surgery. METHODS AND DESIGN This is an investigator-initiated, single-center, randomized, controlled, parallel group trial with assessor-blinded outcome assessment, in the Department of Urology, University Hospital Bern, Switzerland. The study will involve 44 patients with bladder cancer scheduled for radical cystectomy and urinary diversion. The primary outcome is the duration between the end of surgery and the return of the GI function (first defecation). Secondary outcomes are fluid balance (body weight difference postoperatively versus preoperatively) and the incidence of kidney function disorders according to the Risk-Injury-Failure-Loss-End Stage Renal Disease (RIFLE classification). An equal number of patients are allocated to receive Ringerfundin® solution or a glucose/potassium-based balanced crystalloid solution as baseline infusion during the entire time that intravenous administration of fluid is necessary during the perioperative period. The randomized crystalloid solution is infused at a rate of 1 ml/kg/h until the bladder has been removed, followed by 3 ml/kg/h until the end of surgery. Postoperative hydration is identical in both groups and consists of 1,500 ml of the randomized crystalloid solution per 24 hours. Postoperative patient care is identical in both groups; patients are allowed to drink clear fluids immediately after surgery, and liquid diet is started on postoperative day 1, as well as active mobilization and the use of chewing gum. Body weight is measured daily in the morning. Time of first flatus and first defecation are recorded. DISCUSSION This trial assesses the benefits and harms of two different balanced crystalloid solutions for perioperative fluid management in patients undergoing open radical cystectomy with urinary diversion, with regard to return of GI function and effects on postoperative renal function. TRIAL REGISTRATION Current Controlled Trials ISRCTN32976792 (registered on November 21 2013).

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Sound knowledge of the spatial and temporal patterns of rockfalls is fundamental for the management of this very common hazard in mountain environments. Process-based, three-dimensional simulation models are nowadays capable of reproducing the spatial distribution of rockfall occurrences with reasonable accuracy through the simulation of numerous individual trajectories on highly-resolved digital terrain models. At the same time, however, simulation models typically fail to quantify the ‘real’ frequency of rockfalls (in terms of return intervals). The analysis of impact scars on trees, in contrast, yields real rockfall frequencies, but trees may not be present at the location of interest and rare trajectories may not necessarily be captured due to the limited age of forest stands. In this article, we demonstrate that the coupling of modeling with tree-ring techniques may overcome the limitations inherent to both approaches. Based on the analysis of 64 cells (40 m × 40 m) of a rockfall slope located above a 1631-m long road section in the Swiss Alps, we illustrate results from 488 rockfalls detected in 1260 trees. We illustrate that tree impact data cannot only be used (i) to reconstruct the real frequency of rockfalls for individual cells, but that they also serve (ii) the calibration of the rockfall model Rockyfor3D, as well as (iii) the transformation of simulated trajectories into real frequencies. Calibrated simulation results are in good agreement with real rockfall frequencies and exhibit significant differences in rockfall activity between the cells (zones) along the road section. Real frequencies, expressed as rock passages per meter road section, also enable quantification and direct comparison of the hazard potential between the zones. The contribution provides an approach for hazard zoning procedures that complements traditional methods with a quantification of rockfall frequencies in terms of return intervals through a systematic inclusion of impact records in trees.