The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Mutations in exon 3 of the beta-catenin gene are rare in melanoma cell lines

Mutations in exon 3 of the CTNNB1 gene encoding beta-catenin have been reported in colorectal cancer cell lines and tumours. Although one study reported mutations or deletions affecting beta-catenin in 20% of melanoma cell lines, subsequent reports detected a much lower frequency of aberrations in uncultured melanomas. To determine whether this difference in mutation frequency reflected an in vitro culturing artefact, exon 3 of CTNNB1 was screened in a panel of 62 melanoma cell lines. In addition, reverse transcription-polymerase chain reaction (RT-PCR) was performed to detect intragenic deletions affecting exon 3. One out of 62 (1.6%) cell lines was found to carry a mutation, indicating that aberration of the Wnt-1/wingless pathway through activation of beta-catenin is a rare event, even in melanoma cell lines.

Detecting rare events using Kullback-Leibler divergence

One main challenge in developing a system for visual surveillance event detection is the annotation of target events in the training data. By making use of the assumption that events with security interest are often rare compared to regular behaviours, this paper presents a novel approach by using Kullback-Leibler (KL) divergence for rare event detection in a weakly supervised learning setting, where only clip-level annotation is available. It will be shown that this approach outperforms state-of-the-art methods on a popular real-world dataset, while preserving real time performance.

Report on Marine Mammal Unusual Mortality Event UMESE0501Sp: Multispecies Mass Stranding of Pilot Whales (Globicephala macrorhynchus), Minke Whale (Balaenoptera acutorostrata), and Dwarf Sperm Whales (Kogia sima) in North Carolina on 15-16 January 2005

On 15-16 January 2005, three offshore species of cetaceans (33 short-finned pilot whales, Globicephala macrorhynchus, one minke whale, Balaenoptera acutorostrata, and two dwarf sperm whales, Kogia sima) stranded alive on the beaches of North Carolina. The pilot whales stranded near Oregon Inlet, the minke whale in northern North Carolina, and the dwarf sperm whales near Cape Hatteras. Live strandings of three species in one weekend was unique in North Carolina and qualified as an Unusual Mortality Event. Gross necropsies were conducted on 16-17 January 2005 on 27 pilot whales, two dwarf sperm whales, and the minke whale. Samples were collected for clinical pathology, parasitology, gross pathology, histopathology, microbiology and serology. There was variation in the number of animals sampled for each collection type, however, due to carcasses washing off the beach or degradation in carcass condition during the course of the response. Comprehensive histologic examination was conducted on 16 pilot whales, both dwarf sperm whales, and the minke whale. Limited organ or only head tissue suites were obtained from nine pilot whales. Histologic examination of tissues began in February 2005 and concluded in December 2005 when final sampling was concluded. Neither the pilot whales nor dwarf sperm whales were emaciated although none had recently ingested prey in their stomachs. The minke whale was emaciated; it was likely a dependent calf that became separated from the female. Most serum biochemistry abnormalities appear to have resulted from the stranding and indicated deteriorating condition from being on land for an extended period. Three pilot whales had clinical evidence of pre-existing systemic inflammation, which was supported by histopathologic findings. Although gross and histologic lesions involving all organ systems were noted, consistent lesions were not observed across species. Verminous pterygoid sinusitis and healed fishery interactions were seen in pilot whales but neither of these changes were causes of debilitation or death. In three pilot whales and one dwarf sperm whale there was evidence of clinically significant disease in postcranial tissues which led to chronic debilitation. Cardiovascular disease was present in one pilot whale and one dwarf sperm whale; musculoskeletal disease and intra-abdominal granulomas were present in two pilot whales. These lesions were possible, but not definitive, causal factors in the stranding. Remaining lesions were incidental or post-stranding. The minke whale and three of five tested pilot whales had positive morbillivirus titers (≥1:8 with one at >1:256), but there was no histologic evidence of active viral infection. Parasites (nematodes, cestodes, and trematodes) were collected from 26 pilot whales and two dwarf sperm whales. Sites of collection included stomach, nasal/pterygoid, peribullar sinuses, blubber, and abdominal cavity. Parasite species, locations and loads were within normal limits for free-ranging cetaceans and were not considered causative for the stranding event. Gas emboli lesions which were considered consistent with or diagnostic of sonarassociated strandings of beaked whales or small cetaceans were not found in the whales stranded as part of UMESE0501Sp. Twenty-five heads were examined with nine specific anatomic locations of interest: extramandibular fat, intramandibular fat, auditory meatus, peribullar acoustic fat, peribullar soft tissue, peribullar sinus, pterygoid sinus, melon, and brain. The common finding in all examined heads was verminous pterygoid sinusitis. Intramandibular adipose tissue reddening, typically adjacent to the vascular plexus, was observed in some individuals and could represent localized hemorrhage resulting from vascular rete rupture, hypostatic congestion, or erythrocyte rupture during the freeze/thaw cycle. One cetacean had peracute to acute subdural hemorrhage that likely occurred from thrashing on the beach post-stranding, although its occurrence prior to stranding cannot be excluded. Information provided to NMFS by the U.S. Navy indicated routine tactical mid-frequency sonar operations from individual surface vessels over relatively short durations and small spatial scales within the area and time period investigated. No marine mammals were detected by marine mammal observers on operational vessels; standard operating procedure for surface naval vessels operating mid-frequency sonar is the use of trained visual lookouts using high-powered binoculars. Sound propagation modeling using information provided to NMFS indicated that acoustic conditions in the vicinity likely depended heavily on position of the receivers (e.g., range, bearing, depth) relative to that of the sources. Absent explicit information on the location of animals meant that it was not possible to estimate received acoustic exposures from active sonar transmissions. Nonetheless, the event was associated in time and space with naval activity using mid-frequency active sonar. It also had a number of features in common (e.g., the “atypical” distribution of strandings involving multiple offshore species, all stranding alive, and without evidence of common infectious or other disease process) with other sonar-related cetacean mass stranding events. Given that this event was the only stranding of offshore species to occur within a 2-3 day period in the region on record (i.e., a very rare event), and given the occurrence of the event simultaneously in time and space with a naval exercise using active sonar, the association between the naval sonar activity and the location and timing of the event could be a causal rather than a coincidental relationship. However, evidence supporting a definitive association is lacking, and, in particular, there are differences in operational/environmental characteristics between this event and previous events where sonar has apparently played a role in marine mammal strandings. This does not preclude behavorial avoidance of noise exposure. No harmful algal blooms were present along the Atlantic coast south of the Chesapeake Bay during the months prior to the event. Environmental conditions, including strong winds, changes in upwelling- to downwelling-favorable conditions, and gently sloping bathymetry, were consistent with conditions which have been correlated with other mass strandings. In summary, we did not find commonality in gross and histologic lesions that would indicate a single cause for this stranding event. Three pilot whales and one dwarf sperm whale had debilitating conditions identified that could have contributed to stranding, one pilot whale had a debilitating condition (subdural hemorrhage) that could have been present prior to or resulting from stranding. While the pilot and dwarf sperm whale strandings may have had a common cause, the minke whale stranding was probably just coincidental. On the basis of examination of physical evidence in the affected whales, however, we cannot definitively conclude that there was or was not a causal link between anthropogenic sonar activity or environmental conditions (or a combination of these factors) and the strandings. Overall, the cause of UMESE0501Sp in North Carolina is not and likely will not be definitively known. (PDF contains 240 pages)

Flowering in British Lemna: A rare, cyclic or simply overlooked phenomenon?

It is largely presumed that reproduction in British Lemna, as in other British Lemnaceae, is almost entirely asexual, with new daughter fronds being produced from the side pouches of older mother fronds. Sexual reproduction is considered to be a rather rare event or even absent and because of this rarity the sexual features of Lemna, such as anthers and fruit, are often considered to be of little taxonomic value. It was with some surprise, therefore, that widespread flowering was observed in all British Lemna during the summer of 1995. Initial observations in Shropshire during June recorded flowers in minor and trisulca, with fruit production in trisulca. L.gibba, minor and minuta were noted as being in flower on several occasions in Kent, during July and August, probably fruit production occurring in both species. To what extent these events are truly representative of the sexual reproduction rate of British Lemna on a year-to-year basis, or simply reflect the unusually high summer temperatures of 1995, is unclear.

A rare non-Robertsonian translocation involving chromosomes 15 and 21

CONTEXTO:Translocações robertsonianas (TR) estão entre os rearranjos estruturais balanceados mais comuns em humanos e compreendem a fusão da cromatina completa do braço longo de dois cromossomos acrocêntricos. No entanto, são raras as translocações não Robertsonianas envolvendo esses cromossomos.RELATO DE CASO:Nós descrevemos uma translocação não balanceada de novo envolvendo os cromossomos 15 e 21. A recém-nascida era filha de uma mãe de 29 anos e de um pai de 42 anos, casal não consanguíneo. Os achados clínicos levaram ao diagnóstico de síndrome de Down (SD) com defeitos cardíacos congênitos graves (persistência do canal arterial e defeito do septo atrioventricular completo), além de baixos comprimento e peso ao nascimento (< 5o e < 10o percentil em curvas de medidas específicas para SD, respectivamente). A análise citogenética convencional revelou o cariótipo 46,XX,der(15)(15pter→15q26.2

Somatic CEBPA mutations are a frequent second event in families with germline CEBPA mutations and familial acute myeloid leukemia

PURPOSE: The transcription factor CCAAT/enhancer binding protein-alpha (CEBPA) is crucial for normal myeloid differentiation. Mutations in the CEBPA gene are found in subsets of patients with acute myeloid leukemia (AML). Recently, three families were reported in whom several family members had germline CEBPA mutations and subsequently developed AML. Whereas familial AML is considered a rare event, the frequency of CEBPA germline mutations in AML is not known. PATIENTS AND METHODS: In this study, we screened 187 consecutive AML patients for CEBPA mutations at diagnosis. We detected 18 patients (9.6%) with CEBPA mutations. We then analyzed remission samples and constitutive DNA from these patients. RESULTS: We found that two (11.1%) of 18 AML patients with CEBPA mutations carried a germline N-terminal frameshift CEBPA mutation. Interestingly, additional members in the families of both of these patients have been affected by AML, and the germline CEBPA mutations were also observed in these patients. Additional somatic mutations in AML patients with germline CEBPA mutations in the two families comprised in-frame C-terminal CEBPA mutations in two patients, two nonsilent CEBPA point mutations in one patient, and monosomy 7 in one patient. CONCLUSION: This study shows, for the first time to our knowledge, that germline CEBPA mutations are frequently observed among AML patients with CEBPA mutations. Including the families with germline CEBPA mutations reported previously, additional somatic CEBPA mutations represent a frequent second event in AML with germline CEBPA mutations. Our data strongly indicate that germline CEBPA mutations predispose to AML and that additional somatic CEBPA mutations contribute to the development of the disease.

Stochastic simulation of rare events

Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

Spinous Process Osteochondroma as a Rare Cause of Lumbar Pain

We present a case of a 5th Lumbar Vertebra (L5) spinous process osteochondroma as a rare cause of lumbar pain in an old patient. A 70-year-old male presented with progressive and disabling lower lumbar pain. Tenderness over the central and left paraspinal area of the lower lumbar region and a palpable mass were evident. CT scan showed a mass arising from the spinous process of L5. Marginal resection of the tumor was performed through a posterior approach. The histological study revealed an osteochondroma. After surgery, pain was completely relieved. After one year there was no evidence of local recurrence or symptoms. Osteochondromas rarely involve the spine, but when they do symptoms like pain, radiculopathy/myelopathy, or cosmetic deformity may occur. The imagiologic exam of election for diagnosis is CT scan. When symptomatic the treatment of choice is surgical resection. The most concerning complication of osteochondromas is malignant transformation, a rare event.

Comparison of three expert elicitation methods for logistic regression on predicting the presence of the threatened brush-tailed rock-wallaby petrogale penicillata

Numerous expert elicitation methods have been suggested for generalised linear models (GLMs). This paper compares three relatively new approaches to eliciting expert knowledge in a form suitable for Bayesian logistic regression. These methods were trialled on two experts in order to model the habitat suitability of the threatened Australian brush-tailed rock-wallaby (Petrogale penicillata). The first elicitation approach is a geographically assisted indirect predictive method with a geographic information system (GIS) interface. The second approach is a predictive indirect method which uses an interactive graphical tool. The third method uses a questionnaire to elicit expert knowledge directly about the impact of a habitat variable on the response. Two variables (slope and aspect) are used to examine prior and posterior distributions of the three methods. The results indicate that there are some similarities and dissimilarities between the expert informed priors of the two experts formulated from the different approaches. The choice of elicitation method depends on the statistical knowledge of the expert, their mapping skills, time constraints, accessibility to experts and funding available. This trial reveals that expert knowledge can be important when modelling rare event data, such as threatened species, because experts can provide additional information that may not be represented in the dataset. However care must be taken with the way in which this information is elicited and formulated.

Editor's introduction

It is a very rare event when a book by a senior Chinese policy adviser gets published in English. More often the accepted format is biography or auto-biography, generally published once the person has retired. This book was first published by Xinhua Press in Chinese in a longer version in 2009. Initially it was directed at the Chinese reader, more specifically the Chinese cultural academic, and for this reason some of the material is not repeated in this abridged version. Nevertheless, it is important to point out that the author represents four speaking positions, and the messages that emerge from this work need to be contextualized accordingly.

Cross-entropy optimization for scaling factors of a fuzzy controller : a see-and-avoid approach for unmanned aerial systems

The Cross-Entropy (CE) is an efficient method for the estimation of rare-event probabilities and combinatorial optimization. This work presents a novel approach of the CE for optimization of a Soft-Computing controller. A Fuzzy controller was designed to command an unmanned aerial system (UAS) for avoiding collision task. The only sensor used to accomplish this task was a forward camera. The CE is used to reach a near-optimal controller by modifying the scaling factors of the controller inputs. The optimization was realized using the ROS-Gazebo simulation system. In order to evaluate the optimization a big amount of tests were carried out with a real quadcopter.

Dapsone-induced agranulocytosis. The role of xenobiotic-metabolizing enzymes demonstrated by a case report [Dapson-induzierte Agranulozytose]

A 34-year-old female patient with a three year history of generalized granuloma annulare was treated systemically with dapsone (DADPS). Six weeks after the onset of treatment, the patient developed an extensive tonsillitis of the base of the tongue with fever and malaise. Routine laboratory work showed a leukocytopenia with agranulocytosis. Further investigation revealed a marked decrease of the enzyme activity of N-acetyltransferase 2, which plays an important role in dapsone metabolism. Treatment included the cessation of dapsone, antibiotic coverage, and G-CSF leading to the rapid improvement of symptoms and normalization of leukocyte counts. Dapsone-induced angina agranulocytotica is a rare event and is interpreted as an idiosyncratic reaction. Depending on genetic polymorphisms of various enzymes, dapsone can be metabolized to immunologically or toxicologically relevant intermediates. Because of the risk of severe hematologic reactions, dapsone should only be employed for solid indications and with appropriate monitoring. [Article in German]