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.

Percutaneous radiofrequency ablation of virtual tumours in canine kidney using Global Positioning System-like technology

What's known on the subject? And what does the study add? We have previously shown that percutaneous radiofrequency ablation guided by image-fusion technology allows for precise needle placement with real time ultrasound superimposed with pre-loaded imaging, removing the need for real-time CT or MR guidance. Emerging technology also allows real-time tracking of a treatment needle within an organ in a virtually created 3D format. To our knowledge, this is the first study utilising a sophisticated ultrasound-based navigation system that uses both image-fusion and real-time probe-tracking technologies for in-vivo renal ablative intervention.

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.

Time-variable gravity signal in Greenland revealed by high-low satellite-to-satellite tracking

[1] In the event of a termination of the Gravity Recovery and Climate Experiment (GRACE) mission before the launch of GRACE Follow-On (due for launch in 2017), high-low satellite-to-satellite tracking (hl-SST) will be the only dedicated observing system with global coverage available to measure the time-variable gravity field (TVG) on a monthly or even shorter time scale. Until recently, hl-SST TVG observations were of poor quality and hardly improved the performance of Satellite Laser Ranging observations. To date, they have been of only very limited usefulness to geophysical or environmental investigations. In this paper, we apply a thorough reprocessing strategy and a dedicated Kalman filter to Challenging Minisatellite Payload (CHAMP) data to demonstrate that it is possible to derive the very long-wavelength TVG features down to spatial scales of approximately 2000 km at the annual frequency and for multi-year trends. The results are validated against GRACE data and surface height changes from long-term GPS ground stations in Greenland. We find that the quality of the CHAMP solutions is sufficient to derive long-term trends and annual amplitudes of mass change over Greenland. We conclude that hl-SST is a viable source of information for TVG and can serve to some extent to bridge a possible gap between the end-of-life of GRACE and the availability of GRACE Follow-On.

Real-Time Multimodal Retinal Image Registration for a Computer Assisted Laser Photocoagulation System

An algorithm for the real-time registration of a retinal video sequence captured with a scanning digital ophthalmoscope (SDO) to a retinal composite image is presented. This method is designed for a computer-assisted retinal laser photocoagulation system to compensate for retinal motion and hence enhance the accuracy, speed, and patient safety of retinal laser treatments. The procedure combines intensity and feature-based registration techniques. For the registration of an individual frame, the translational frame-to-frame motion between preceding and current frame is detected by normalized cross correlation. Next, vessel points on the current video frame are identified and an initial transformation estimate is constructed from the calculated translation vector and the quadratic registration matrix of the previous frame. The vessel points are then iteratively matched to the segmented vessel centerline of the composite image to refine the initial transformation and register the video frame to the composite image. Criteria for image quality and algorithm convergence are introduced, which assess the exclusion of single frames from the registration process and enable a loss of tracking signal if necessary. The algorithm was successfully applied to ten different video sequences recorded from patients. It revealed an average accuracy of 2.47 ± 2.0 pixels (∼23.2 ± 18.8 μm) for 2764 evaluated video frames and demonstrated that it meets the clinical requirements.

The link between visual exploration and neuronal activity: A multi-modal study combining eye tracking, functional magnetic resonance imaging and transcranial magnetic stimulation

In the present multi-modal study we aimed to investigate the role of visual exploration in relation to the neuronal activity and performance during visuospatial processing. To this end, event related functional magnetic resonance imaging er-fMRI was combined with simultaneous eye tracking recording and transcranial magnetic stimulation (TMS). Two groups of twenty healthy subjects each performed an angle discrimination task with different levels of difficulty during er-fMRI. The number of fixations as a measure of visual exploration effort was chosen to predict blood oxygen level-dependent (BOLD) signal changes using the general linear model (GLM). Without TMS, a positive linear relationship between the visual exploration effort and the BOLD signal was found in a bilateral fronto-parietal cortical network, indicating that these regions reflect the increased number of fixations and the higher brain activity due to higher task demands. Furthermore, the relationship found between the number of fixations and the performance demonstrates the relevance of visual exploration for visuospatial task solving. In the TMS group, offline theta bursts TMS (TBS) was applied over the right posterior parietal cortex (PPC) before the fMRI experiment started. Compared to controls, TBS led to a reduced correlation between visual exploration and BOLD signal change in regions of the fronto-parietal network of the right hemisphere, indicating a disruption of the network. In contrast, an increased correlation was found in regions of the left hemisphere, suggesting an intent to compensate functionality of the disturbed areas. TBS led to fewer fixations and faster response time while keeping accuracy at the same level, indicating that subjects explored more than actually needed.

Tracking the implicit self using event-related potentials

Negative biases in implicit self-evaluation are thought to be detrimental to subjective well-being and have been linked to various psychological disorders, including depression. An understanding of the neural processes underlying implicit self-evaluation in healthy subjects could provide a basis for the investigation of negative biases in depressed patients, the development of differential psychotherapeutic interventions, and the estimation of relapse risk in remitted patients. We thus studied the brain processes linked to implicit self-evaluation in 25 healthy subjects using event-related potential (ERP) recording during a self-relevant Implicit Association Test (sIAT). Consistent with a positive implicit self-evaluation in healthy subjects, they responded significantly faster to the congruent (self-positive mapping) than to the incongruent sIAT condition (self-negative mapping). Our main finding was a topographical ERP difference in a time window between 600 and 700 ms, whereas no significant differences between congruent and incongruent conditions were observed in earlier time windows. This suggests that biases in implicit self-evaluation are reflected only indirectly, in the additional recruitment of control processes needed to override the positive implicit self-evaluation of healthy subjects in the incongruent sIAT condition. Brain activations linked to these control processes can thus serve as an indirect measure for estimating biases in implicit self-evaluation. The sIAT paradigm, combined with ERP, could therefore permit the tracking of the neural processes underlying implicit self-evaluation in depressed patients during psychotherapy.

Tracking the subprocesses of decision-based action in the human frontal lobes

Situationally adaptive behavior relies on the identification of relevant target stimuli, the evaluation of these with respect to the current context and the selection of an appropriate action. We used functional magnetic resonance imaging (fMRI) to disentangle the neural networks underlying these processes within a single task. Our results show that activation of mid-ventrolateral prefrontal cortex (PFC) reflects the perceived presence of a target stimulus regardless of context, whereas context-appropriate evaluation is subserved by mid-dorsolateral PFC. Enhancing demands on response selection by means of response conflict activated a network of regions, all of which are directly connected to motor areas. On the midline, rostral anterior paracingulate cortex was found to link target detection and response selection by monitoring for the presence of behaviorally significant conditions. In summary, we provide new evidence for process-specific functional dissociations in the frontal lobes. In target-centered processing, target detection in the VLPFC is separable from contextual evaluation in the DLPFC. Response-centered processing in motor-associated regions occurs partly in parallel to these processes, which may enhance behavioral efficiency, but it may also lead to reaction time increases when an irrelevant response tendency is elicited.

Parametric estimation of pulse arrival time: a robust approach to pulse wave velocity

Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

Parameter-free extraction of the functional network topology from intracranial EEG recordings: a time-resolved study of graph properties in focal onset seizures

Rationale: Focal onset epileptic seizures are due to abnormal interactions between distributed brain areas. By estimating the cross-correlation matrix of multi-site intra-cerebral EEG recordings (iEEG), one can quantify these interactions. To assess the topology of the underlying functional network, the binary connectivity matrix has to be derived from the cross-correlation matrix by use of a threshold. Classically, a unique threshold is used that constrains the topology [1]. Our method aims to set the threshold in a data-driven way by separating genuine from random cross-correlation. We compare our approach to the fixed threshold method and study the dynamics of the functional topology. Methods: We investigate the iEEG of patients suffering from focal onset seizures who underwent evaluation for the possibility of surgery. The equal-time cross-correlation matrices are evaluated using a sliding time window. We then compare 3 approaches assessing the corresponding binary networks. For each time window: * Our parameter-free method derives from the cross-correlation strength matrix (CCS)[2]. It aims at disentangling genuine from random correlations (due to finite length and varying frequency content of the signals). In practice, a threshold is evaluated for each pair of channels independently, in a data-driven way. * The fixed mean degree (FMD) uses a unique threshold on the whole connectivity matrix so as to ensure a user defined mean degree. * The varying mean degree (VMD) uses the mean degree of the CCS network to set a unique threshold for the entire connectivity matrix. * Finally, the connectivity (c), connectedness (given by k, the number of disconnected sub-networks), mean global and local efficiencies (Eg, El, resp.) are computed from FMD, CCS, VMD, and their corresponding random and lattice networks. Results: Compared to FMD and VMD, CCS networks present: *topologies that are different in terms of c, k, Eg and El. *from the pre-ictal to the ictal and then post-ictal period, topological features time courses that are more stable within a period, and more contrasted from one period to the next. For CCS, pre-ictal connectivity is low, increases to a high level during the seizure, then decreases at offset. k shows a ‘‘U-curve’’ underlining the synchronization of all electrodes during the seizure. Eg and El time courses fluctuate between the corresponding random and lattice networks values in a reproducible manner. Conclusions: The definition of a data-driven threshold provides new insights into the topology of the epileptic functional networks.

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.

Tracking a tuberculosis outbreak over 21 years: strain-specific single nucleotide polymorphism-typing combined with targeted whole genome sequencing.

BACKGROUND  Whole genome sequencing (WGS) is increasingly used in molecular-epidemiological investigations of bacterial pathogens, despite cost- and time-intensive analyses. We combined strain-specific single nucleotide polymorphism (SNP)-typing and targeted WGS to investigate a tuberculosis cluster spanning 21 years in Bern, Switzerland. METHODS  Based on genome sequences of three historical outbreak Mycobacterium tuberculosis isolates, we developed a strain-specific SNP-typing assay to identify further cases. We screened 1,642 patient isolates, and performed WGS on all identified cluster isolates. We extracted SNPs to construct genomic networks. Clinical and social data were retrospectively collected. RESULTS  We identified 68 patients associated with the outbreak strain. Most were diagnosed in 1991-1995, but cases were observed until 2011. Two thirds belonged to the homeless and substance abuser milieu. Targeted WGS revealed 133 variable SNP positions among outbreak isolates. Genomic network analyses suggested a single origin of the outbreak, with subsequent division into three sub-clusters. Isolates from patients with confirmed epidemiological links differed by 0-11 SNPs. CONCLUSIONS  Strain-specific SNP-genotyping allowed rapid and inexpensive identification of M. tuberculosis outbreak isolates in a population-based strain collection. Subsequent targeted WGS provided detailed insights into transmission dynamics. This combined approach could be applied to track bacterial pathogens in real-time and at high resolution.