Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Comparing non-stationary and irregularly spaced time series

In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

Antipodal random sequences with prescribed second-order statistics: application to Compressive Sensing and UWB system based on DS-CDMA

It is usual to hear a strange short sentence: «Random is better than...». Why is randomness a good solution to a certain engineering problem? There are many possible answers, and all of them are related to the considered topic. In this thesis I will discuss about two crucial topics that take advantage by randomizing some waveforms involved in signals manipulations. In particular, advantages are guaranteed by shaping the second order statistic of antipodal sequences involved in an intermediate signal processing stages. The first topic is in the area of analog-to-digital conversion, and it is named Compressive Sensing (CS). CS is a novel paradigm in signal processing that tries to merge signal acquisition and compression at the same time. Consequently it allows to direct acquire a signal in a compressed form. In this thesis, after an ample description of the CS methodology and its related architectures, I will present a new approach that tries to achieve high compression by design the second order statistics of a set of additional waveforms involved in the signal acquisition/compression stage. The second topic addressed in this thesis is in the area of communication system, in particular I focused the attention on ultra-wideband (UWB) systems. An option to produce and decode UWB signals is direct-sequence spreading with multiple access based on code division (DS-CDMA). Focusing on this methodology, I will address the coexistence of a DS-CDMA system with a narrowband interferer. To do so, I minimize the joint effect of both multiple access (MAI) and narrowband (NBI) interference on a simple matched filter receiver. I will show that, when spreading sequence statistical properties are suitably designed, performance improvements are possible with respect to a system exploiting chaos-based sequences minimizing MAI only.

Microarray based real-time analysis of nucleic acid hybridization kinetics and thermodynamics

Ziel dieser Dissertation ist die experimentelle Charakterisierung und quantitative Beschreibung der Hybridisierung von komplementären Nukleinsäuresträngen mit oberflächengebundenen Fängermolekülen für die Entwicklung von integrierten Biosensoren. Im Gegensatz zu lösungsbasierten Verfahren ist mit Microarray Substraten die Untersuchung vieler Nukleinsäurekombinationen parallel möglich. Als biologisch relevantes Evaluierungssystem wurde das in Eukaryoten universell exprimierte Actin Gen aus unterschiedlichen Pflanzenspezies verwendet. Dieses Testsystem ermöglicht es, nahe verwandte Pflanzenarten auf Grund von geringen Unterschieden in der Gen-Sequenz (SNPs) zu charakterisieren. Aufbauend auf dieses gut studierte Modell eines House-Keeping Genes wurde ein umfassendes Microarray System, bestehend aus kurzen und langen Oligonukleotiden (mit eingebauten LNA-Molekülen), cDNAs sowie DNA und RNA Targets realisiert. Damit konnte ein für online Messung optimiertes Testsystem mit hohen Signalstärken entwickelt werden. Basierend auf den Ergebnissen wurde der gesamte Signalpfad von Nukleinsärekonzentration bis zum digitalen Wert modelliert. Die aus der Entwicklung und den Experimenten gewonnen Erkenntnisse über die Kinetik und Thermodynamik von Hybridisierung sind in drei Publikationen zusammengefasst die das Rückgrat dieser Dissertation bilden. Die erste Publikation beschreibt die Verbesserung der Reproduzierbarkeit und Spezifizität von Microarray Ergebnissen durch online Messung von Kinetik und Thermodynamik gegenüber endpunktbasierten Messungen mit Standard Microarrays. Für die Auswertung der riesigen Datenmengen wurden zwei Algorithmen entwickelt, eine reaktionskinetische Modellierung der Isothermen und ein auf der Fermi-Dirac Statistik beruhende Beschreibung des Schmelzüberganges. Diese Algorithmen werden in der zweiten Publikation beschrieben. Durch die Realisierung von gleichen Sequenzen in den chemisch unterschiedlichen Nukleinsäuren (DNA, RNA und LNA) ist es möglich, definierte Unterschiede in der Konformation des Riboserings und der C5-Methylgruppe der Pyrimidine zu untersuchen. Die kompetitive Wechselwirkung dieser unterschiedlichen Nukleinsäuren gleicher Sequenz und die Auswirkungen auf Kinetik und Thermodynamik ist das Thema der dritten Publikation. Neben der molekularbiologischen und technologischen Entwicklung im Bereich der Sensorik von Hybridisierungsreaktionen oberflächengebundener Nukleinsäuremolekülen, der automatisierten Auswertung und Modellierung der anfallenden Datenmengen und der damit verbundenen besseren quantitativen Beschreibung von Kinetik und Thermodynamik dieser Reaktionen tragen die Ergebnisse zum besseren Verständnis der physikalisch-chemischen Struktur des elementarsten biologischen Moleküls und seiner nach wie vor nicht vollständig verstandenen Spezifizität bei.

Black Hole and Galaxy Growth over Cosmic Time: the Chandra COSMOS Legacy Survey

The study of supermassive black hole (SMBH) accretion during their phase of activity (hence becoming active galactic nuclei, AGN), and its relation to the host-galaxy growth, requires large datasets of AGN, including a significant fraction of obscured sources. X-ray data are strategic in AGN selection, because at X-ray energies the contamination from non-active galaxies is far less significant than in optical/infrared surveys, and the selection of obscured AGN, including also a fraction of heavily obscured AGN, is much more effective. In this thesis, I present the results of the Chandra COSMOS Legacy survey, a 4.6 Ms X-ray survey covering the equatorial COSMOS area. The COSMOS Legacy depth (flux limit f=2x10^(-16) erg/s/cm^(-2) in the 0.5-2 keV band) is significantly better than that of other X-ray surveys on similar area, and represents the path for surveys with future facilities, like Athena and X-ray Surveyor. The final Chandra COSMOS Legacy catalog contains 4016 point-like sources, 97% of which with redshift. 65% of the sources are optically obscured and potentially caught in the phase of main BH growth. We used the sample of 174 Chandra COSMOS Legacy at z>3 to place constraints on the BH formation scenario. We found a significant disagreement between our space density and the predictions of a physical model of AGN activation through major-merger. This suggests that in our luminosity range the BH triggering through secular accretion is likely preferred to a major-merger triggering scenario. Thanks to its large statistics, the Chandra COSMOS Legacy dataset, combined with the other multiwavelength COSMOS catalogs, will be used to answer questions related to a large number of astrophysical topics, with particular focus on the SMBH accretion in different luminosity and redshift regimes.

A sequential Cox approach for estimating the causal effect of treatment in the presence of time-dependent confounding applied to data from the Swiss HIV Cohort Study

When estimating the effect of treatment on HIV using data from observational studies, standard methods may produce biased estimates due to the presence of time-dependent confounders. Such confounding can be present when a covariate, affected by past exposure, is both a predictor of the future exposure and the outcome. One example is the CD4 cell count, being a marker for disease progression for HIV patients, but also a marker for treatment initiation and influenced by treatment. Fitting a marginal structural model (MSM) using inverse probability weights is one way to give appropriate adjustment for this type of confounding. In this paper we study a simple and intuitive approach to estimate similar treatment effects, using observational data to mimic several randomized controlled trials. Each 'trial' is constructed based on individuals starting treatment in a certain time interval. An overall effect estimate for all such trials is found using composite likelihood inference. The method offers an alternative to the use of inverse probability of treatment weights, which is unstable in certain situations. The estimated parameter is not identical to the one of an MSM, it is conditioned on covariate values at the start of each mimicked trial. This allows the study of questions that are not that easily addressed fitting an MSM. The analysis can be performed as a stratified weighted Cox analysis on the joint data set of all the constructed trials, where each trial is one stratum. The model is applied to data from the Swiss HIV cohort study.

Statistics of the received power for free space optical channels

Free space optical (FSO) communication links can experience extreme signal degradation due to atmospheric turbulence induced spatial and temporal irradiance fuctuations (scintillation) in the laser wavefront. In addition, turbulence can cause the laser beam centroid to wander resulting in power fading, and sometimes complete loss of the signal. Spreading of the laser beam and jitter are also artifacts of atmospheric turbulence. To accurately predict the signal fading that occurs in a laser communication system and to get a true picture of how this affects crucial performance parameters like bit error rate (BER) it is important to analyze the probability density function (PDF) of the integrated irradiance fuctuations at the receiver. In addition, it is desirable to find a theoretical distribution that accurately models these ?uctuations under all propagation conditions. The PDF of integrated irradiance fuctuations is calculated from numerical wave-optic simulations of a laser after propagating through atmospheric turbulence to investigate the evolution of the distribution as the aperture diameter is increased. The simulation data distribution is compared to theoretical gamma-gamma and lognormal PDF models under a variety of scintillation regimes from weak to very strong. Our results show that the gamma-gamma PDF provides a good fit to the simulated data distribution for all aperture sizes studied from weak through moderate scintillation. In strong scintillation, the gamma-gamma PDF is a better fit to the distribution for point-like apertures and the lognormal PDF is a better fit for apertures the size of the atmospheric spatial coherence radius ρ0 or larger. In addition, the PDF of received power from a Gaussian laser beam, which has been adaptively compensated at the transmitter before propagation to the receiver of a FSO link in the moderate scintillation regime is investigated. The complexity of the adaptive optics (AO) system is increased in order to investigate the changes in the distribution of the received power and how this affects the BER. For the 10 km link, due to the non-reciprocal nature of the propagation path the optimal beam to transmit is unknown. These results show that a low-order level of complexity in the AO provides a better estimate for the optimal beam to transmit than a higher order for non-reciprocal paths. For the 20 km link distance it was found that, although minimal, all AO complexity levels provided an equivalent improvement in BER and that no AO complexity provided the correction needed for the optimal beam to transmit. Finally, the temporal power spectral density of received power from a FSO communication link is investigated. Simulated and experimental results for the coherence time calculated from the temporal correlation function are presented. Results for both simulation and experimental data show that the coherence time increases as the receiving aperture diameter increases. For finite apertures the coherence time increases as the communication link distance is increased. We conjecture that this is due to the increasing speckle size within the pupil plane of the receiving aperture for an increasing link distance.

Ragu: a free tool for the analysis of EEG and MEG event-related scalp field data using global randomization statistics

We present a program (Ragu; Randomization Graphical User interface) for statistical analyses of multichannel event-related EEG and MEG experiments. Based on measures of scalp field differences including all sensors, and using powerful, assumption-free randomization statistics, the program yields robust, physiologically meaningful conclusions based on the entire, untransformed, and unbiased set of measurements. Ragu accommodates up to two within-subject factors and one between-subject factor with multiple levels each. Significance is computed as function of time and can be controlled for type II errors with overall analyses. Results are displayed in an intuitive visual interface that allows further exploration of the findings. A sample analysis of an ERP experiment illustrates the different possibilities offered by Ragu. The aim of Ragu is to maximize statistical power while minimizing the need for a-priori choices of models and parameters (like inverse models or sensors of interest) that interact with and bias statistics.

The risk of early mortality of polytrauma patients associated to ISS, NISS, APACHE II values and prothrombin time

BACKGROUND: The early hemodynamic normalization of polytrauma patients may lead to better survival outcomes. The aim of this study was to assess the diagnostic quality of trauma and physiological scores from widely used scoring systems in polytrauma patients. METHODS: In total, 770 patients with ISS > 16 who were admitted to a trauma center within the first 24 hours after injury were included in this retrospective study. The patients were subdivided into three groups: those who died on the day of admission, those who died within the first three days, and those who survived for longer than three days. ISS, NISS, APACHE II score, and prothrombin time were recorded at admission. RESULTS: The descriptive statistics for early death in polytrauma patients who died on the day of admission, 1--3 days after admission, and > 3 days after admission were: ISS of 41.0, 34.0, and 29.0, respectively; NISS of 50.0, 50.0, and 41.0, respectively; APACHE II score of 30.0, 25.0, and 15.0, respectively; and prothrombin time of 37.0%, 56.0%, and 84%, respectively. These data indicate that prothrombin time (AUC: 0.89) and APACHE II (AUC: 0.88) have the greatest prognostic utility for early death. CONCLUSION: The estimated densities of the scores may suggest a direction for resuscitative procedures in polytrauma patients.Trial registration: "Retrospektive Analysen in der Chirurgischen Intensivmedizin" StV01-2008.http://www.kek.zh.ch/internet/gesundheitsdirektion/kek/de/home.html.

Non-exponential return time distributions for vorticity extremes explained by fractional Poisson processes

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.

MR Angiography at 3 Tesla to Assess Proximal Internal Carotid Artery Stenoses: Contrast-Enhanced or 3D Time-of-Flight MR Angiography?

PURPOSE The aim of this study was to compare the diagnostic accuracy of 3D time-of-flight (TOF-MRA) and contrast-enhanced (CE-MRA) magnetic resonance angiography at 3 T for detection and quantification of proximal high-grade stenosis using multidetector computed tomography angiography (MDCTA) as reference standard. METHODS The institutional ethics committee approved this prospective study. A total of 41 patients suspected of having internal carotid artery (ICA) stenosis underwent both MDCTA and MRA. CE-MRA and TOF-MRA were performed using a 3.0-T imager with a dedicated eight-element cervical coil. ICA stenoses were measured according to the North American Symptomatic Carotid Endarterectomy Trial criteria and categorized as 0-25 % (minimal), 25-50 % (mild), 50-69 % (moderate), 70-99 % (high grade), and 100 % (occlusion). Sensitivity and specificity for the detection of high-grade ICA stenoses (70-99 %) and ICA occlusions were determined. In addition, intermodality agreement was assessed with κ-statistics for detection of high-grade ICA stenoses (70-99 %) and ICA occlusions. RESULTS A total of 80 carotid arteries of 41 patients were reviewed. Two previously stented ICAs were excluded from analysis. On MDCTA, 7 ICAs were occluded, 12 ICAs presented with and 63 without a high-grade ICA stenosis (70-99 %). For detecting 70-99 % stenosis, both 3D TOF-MRA and CE-MRA were 91.7 % sensitive and 98.5 % specific, respectively. Both MRA techniques were highly sensitive (100 %), and specific (CE-MRA, 100 %; TOF-MRA, 98.7 %) for the detection of ICA occlusion. However, TOF-MRA misclassified one high-grade stenosis as occlusion. Intermodality agreement for detection of 70-99 % ICA stenoses was excellent between TOF-MRA and CE-MRA [κ = 0.902, 95 % confidence interval (CI) = 0.769-1.000], TOF-MRA and MDCTA (κ = 0.902, 95 % CI = 0.769-1.000), and CE-MRA and MDCTA (κ = 0.902, 95 % CI = 0.769-1.000). CONCLUSION Both 3D TOF-MRA and CE-MRA at 3 T are reliable tools for detecting high-grade proximal ICA stenoses (70-99 %). 3D TOF-MRA might misclassify pseudo-occlusions as complete occlusions. If there are no contraindications for CE-MRA, CE-MRA is recommended as primary MR imaging modality.

Association of part-time employment and sexual risk-taking behaviors among middle school students

Background. Previous research shows inconsistent results as to the association between part-time employment and sexual behavior among younger teens. Studies of older teens cannot be generalized to younger teens because of the wide differences in types of work performed, nature of work environments, and work intensity. Objective. Examine the relationship between part-time employment and sexual behavior in a cross-sectional sample of public middle school students in Houston, Texas. Methods . The study presents a secondary analysis of data from the It’s Your Game…Keep it Real baseline data collection (11/2004–1/2005). It’s Your Game… is an intervention program for middle school students designed to prevent Sexually Transmitted Infections. Statistical analysis. Univariate and multivariate logistic regression analyses were conducted to examine the association between part-time employment and vaginal intercourse: (a) ever had sex; and (b) current sexual activity. Results. Overall, 13.2% of students worked for pay; male students were 1.5 times as likely as females to be working. Of all the students, 11.0% had had sexual intercourse; students who worked were 3 times more likely to be sexually experienced than those who did not. Among students who were sexually experienced, 67.0% were currently sexually active. After adjusting for the other covariates, Hispanic students were almost 3.6 times more likely to report current sexual activity compared to students in other racial/ethnic groups. In univariate analysis, students who worked 1-5 hrs/week were more likely to be sexually experienced than those not currently employed, and the likelihood increased with number of hours worked. There is a similar pattern in the multivariate model, but the odds ratios are too close for the evidence to be more than suggestive. Of sexually experienced students, students working 1-5 hrs/week were 2.7 times more likely to report current sexual intercourse than those not working; those working >5 hrs/week were 4.7 times more likely. The multivariate model showed a similar increase in likelihood, and adjustment for covariates increased these associations: students who worked 1-5 hrs/week were 3.6 times more likely to report current sexual intercourse, and students who worked >5 hrs/week were 4.5 times more likely, than students not currently employed.^

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Left, right and interval bivariate censored data: Evaluating screening mammography in the presence of lead -time bias, length bias and over-detection

Of the large clinical trials evaluating screening mammography efficacy, none included women ages 75 and older. Recommendations on an upper age limit at which to discontinue screening are based on indirect evidence and are not consistent. Screening mammography is evaluated using observational data from the SEER-Medicare linked database. Measuring the benefit of screening mammography is difficult due to the impact of lead-time bias, length bias and over-detection. The underlying conceptual model divides the disease into two stages: pre-clinical (T0) and symptomatic (T1) breast cancer. Treating the time in these phases as a pair of dependent bivariate observations, (t0,t1), estimates are derived to describe the distribution of this random vector. To quantify the effect of screening mammography, statistical inference is made about the mammography parameters that correspond to the marginal distribution of the symptomatic phase duration (T1). This shows the hazard ratio of death from breast cancer comparing women with screen-detected tumors to those detected at their symptom onset is 0.36 (0.30, 0.42), indicating a benefit among the screen-detected cases. ^