Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Implementing statistical learning methods through Bayesian networks. Part 1: a guide to Bayesian parameter estimation using forensic science data

As a thorough aggregation of probability and graph theory, Bayesian networks currently enjoy widespread interest as a means for studying factors that affect the coherent evaluation of scientific evidence in forensic science. Paper I of this series of papers intends to contribute to the discussion of Bayesian networks as a framework that is helpful for both illustrating and implementing statistical procedures that are commonly employed for the study of uncertainties (e.g. the estimation of unknown quantities). While the respective statistical procedures are widely described in literature, the primary aim of this paper is to offer an essentially non-technical introduction on how interested readers may use these analytical approaches - with the help of Bayesian networks - for processing their own forensic science data. Attention is mainly drawn to the structure and underlying rationale of a series of basic and context-independent network fragments that users may incorporate as building blocs while constructing larger inference models. As an example of how this may be done, the proposed concepts will be used in a second paper (Part II) for specifying graphical probability networks whose purpose is to assist forensic scientists in the evaluation of scientific evidence encountered in the context of forensic document examination (i.e. results of the analysis of black toners present on printed or copied documents).

An approach to predicting bowing control parameter contours in violin performance

We present a machine learning approach to modeling bowing control parametercontours in violin performance. Using accurate sensing techniqueswe obtain relevant timbre-related bowing control parameters such as bowtransversal velocity, bow pressing force, and bow-bridge distance of eachperformed note. Each performed note is represented by a curve parametervector and a number of note classes are defined. The principal componentsof the data represented by the set of curve parameter vectors are obtainedfor each class. Once curve parameter vectors are expressed in the new spacedefined by the principal components, we train a model based on inductivelogic programming, able to predict curve parameter vectors used for renderingbowing controls. We evaluate the prediction results and show the potentialof the model by predicting bowing control parameter contours from anannotated input score.

Statistical modeling of violin bowing parameter contours

We present a framework for modeling right-hand gestures in bowed-string instrument playing, applied to violin. Nearly non-intrusive sensing techniques allow for accurate acquisition of relevant timbre-related bowing gesture parameter cues. We model the temporal contour of bow transversal velocity, bow pressing force, and bow-bridge distance as sequences of short segments, in particular B´ezier cubic curve segments. Considering different articulations, dynamics, andcontexts, a number of note classes is defined. Gesture parameter contours of a performance database are analyzed at note-level by following a predefined grammar that dictatescharacteristics of curve segment sequences for each of the classes into consideration. Based on dynamic programming, gesture parameter contour analysis provides an optimal curve parameter vector for each note. The informationpresent in such parameter vector is enough for reconstructing original gesture parameter contours with significant fidelity. From the resulting representation vectors, weconstruct a statistical model based on Gaussian mixtures, suitable for both analysis and synthesis of bowing gesture parameter contours. We show the potential of the modelby synthesizing bowing gesture parameter contours from an annotated input score. Finally, we point out promising applicationsand developments.

14.1T magnetic resonance spectroscopic evaluation of metabolic changes in the mouse striatum following transient middle cerebral artery occlusion

Magnetic resonance imaging (MRI) and spectroscopy (MRS) allow establishing theanatomical evolution and neurochemical profiles of ischemic lesions. However onlylimited MRS studies have been reported to-date in mice due to the challenges ofMRS in small organs. The aim of the current work was to study the neurochemicaland imaging sequelae of ischemic stroke in a mouse model in a horizontal bore14.1 Tesla system.ICR-CD1 mice were subjected to 30 minute transient middle cerebral artery occlusion.The extent of the lesion was determined by MRI. The neurochemical profileconsisting of the concentrations of 22 metabolites was measured longitudinallyfollowing the recovery from ischemia at 3, 8 and 24h in the striatum.Our model produced very reproducible striatal lesions which began to appear onT2-weighted images 8h after ischemia. At 24h, they were well established andtheir size correlated with lesions measured by histology. Profound changes couldbe observed in the neurochemical profiles of the core of the striatal lesions as earlyas 3h post-ischemia, in particular, we observed elevated lactate levels, decreases inthe putative neuronal marker N-acetyl-aspartate and in glutamate, and a transienttwo-fold glutamine increase, likely linked to excitotoxic release of glutamate andconversion to glutamine. With further ischemia evolution, other changes appearedat later time-points, mainly decreases of metabolites, consistent with disruption ofcellular function. It is interesting to note that glutamine tended to return to basallevels at 24h.We conclude that early changes in markers of energy metabolism, glutamate excitotoxicityand neuronal viability can be detected with high precision non-invasively inmice following stroke. Such investigations should lead to a better understanding andinsight into the sequential early changes in the brain parenchyma after ischemia,which could be used e.g. for identifying new targets for neuroprotection.

Analysis of sensitivity with respect to a compositional parameter : A comment on 'Local sensitivity analysis for compositional data with application to soil texture in hydrologic modelling' by L. Loosvelt and co-authors

A comment about the article “Local sensitivity analysis for compositional data with application to soil texture in hydrologic modelling” writen by L. Loosvelt and co-authors. The present comment is centered in three specific points. The first one is related to the fact that the authors avoid the use of ilr-coordinates. The second one refers to some generalization of sensitivity analysis when input parameters are compositional. The third tries to show that the role of the Dirichlet distribution in the sensitivity analysis is irrelevant

Quantitative multi-parameter mapping of R1, PD(*), MT, and R2(*) at 3T: a multi-center validation.

Multi-center studies using magnetic resonance imaging facilitate studying small effect sizes, global population variance and rare diseases. The reliability and sensitivity of these multi-center studies crucially depend on the comparability of the data generated at different sites and time points. The level of inter-site comparability is still controversial for conventional anatomical T1-weighted MRI data. Quantitative multi-parameter mapping (MPM) was designed to provide MR parameter measures that are comparable across sites and time points, i.e., 1 mm high-resolution maps of the longitudinal relaxation rate (R1 = 1/T1), effective proton density (PD(*)), magnetization transfer saturation (MT) and effective transverse relaxation rate (R2(*) = 1/T2(*)). MPM was validated at 3T for use in multi-center studies by scanning five volunteers at three different sites. We determined the inter-site bias, inter-site and intra-site coefficient of variation (CoV) for typical morphometric measures [i.e., gray matter (GM) probability maps used in voxel-based morphometry] and the four quantitative parameters. The inter-site bias and CoV were smaller than 3.1 and 8%, respectively, except for the inter-site CoV of R2(*) (<20%). The GM probability maps based on the MT parameter maps had a 14% higher inter-site reproducibility than maps based on conventional T1-weighted images. The low inter-site bias and variance in the parameters and derived GM probability maps confirm the high comparability of the quantitative maps across sites and time points. The reliability, short acquisition time, high resolution and the detailed insights into the brain microstructure provided by MPM makes it an efficient tool for multi-center imaging studies.

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Spectroscopic ellipsometry study of the In1-x Gax Asy P1-y / InP Heterojunctions grown by metalorganic chemical-vapor deposition

The dielectric functions of InP, In0.53Ga0.47As, and In0.75Ga0.25As0.5P0.5 epitaxial layers have been measured using a polarization modulation spectroscopic ellipsometer in the 1.5 to 5.3 eV region. The oxide removal procedure has been carefully checked by comparing spectroscopic ellipsometry and x ray photoelectron spectroscopy measurements. These reference data have been used to investigate the structural nature of metalorganic chemical vapor deposition grown In0.53Ga0.47As/InP and In0.75Ga0.25As0.5P0.5/InP heterojunctions, currently used for photodiodes and laser diodes. The sharpness of the interfaces has been systematically compared for the two types of heterojunctions: In1 xGaxAsy/InP and InP/In1 xGaxAsyP1 y. The sharpest interface is obtained for InP growth on In0.75Ga0.25As0.5P0.5 where the interface region is estimated to be (10±10) Å thick. The importance of performing in situ SE measurements is emphasized.

Discrepancy between Visual Acuity and Microperimetry in AMD Patients: Visual Acuity Appears as an Inadequate Parameter to Test Macular Function.

BACKGROUND: Best corrected visual acuity (BCVA) of 0.8 or above in AMD patients can sometimes correspond to poor macular function inducing a serious visual handicap. Microperimetry can be used to objectivize this difference. PATIENTS AND METHODS: A retrospective study was undertaken on 233 files of AMD patients of whom 82 had had a microperimetry. BCVA was compared with microperimetry performance. All examinations were performed in an identical setting by the same team of 3 persons. RESULTS: Among the 82 patients included, 32 (39.0%) had a BCVA equal to or above 0.8 even though their microperimetry performance was lower than 200/560 db. 10 of them (12.2% of total) had an even poorer microperimetry below 120/560 db indicating poor macular function. CONCLUSIONS: More than a third of the AMD patients had a bad or very bad microperimetry performance in parallel with a good visual acuity. Microperimetry is a valuable tool to assess and follow real macular function in AMD patients when visual acuity alone can be misleading.

New features of the layer-by-layer deposition of microcrystalline silicon films revealed by spectroscopic ellipsometry and high resolution transmission electron microscopy

Spectroscopic ellipsometry and high resolution transmission electron microscopy have been used to characterize microcrystalline silicon films. We obtain an excellent agreement between the multilayer model used in the analysis of the optical data and the microscopy measurements. Moreover, thanks to the high resolution achieved in the microscopy measurements and to the improved optical models, two new features of the layer-by-layer deposition of microcrystalline silicon have been detected: i) the microcrystalline films present large crystals extending from the a-Si:H substrate to the film surface, despite the sequential process in the layer-by-layer deposition; and ii) a porous layer exists between the amorphous silicon substrate and the microcrystalline silicon film.

Radiographic adenoid evaluation: proposal of an objective parameter

Objective The objective of the present study was to evaluate current radiographic parameters designed to investigate adenoid hypertrophy and nasopharyngeal obstruction, and to present an alternative radiographic assessment method. Materials and Methods In order to do so, children (4 to14 years old) who presented with nasal obstruction or oral breathing complaints were submitted to cavum radiographic examination. One hundred and twenty records were evaluated according to quantitative radiographic parameters, and data were correlated with a gold-standard videonasopharyngoscopic study, in relation to the percentage of choanal obstruction. Subsequently, a regression analysis was performed in order to create an original model so the percentage of the choanal obstruction could be predicted. Results The quantitative parameters demonstrated moderate, if not weak correlation with the real percentage of choanal obstruction. The regression model (110.119*A/N) demonstrated a satisfactory ability to “predict” the actual percentage of choanal obstruction. Conclusion Since current adenoid quantitative radiographic parameters present limitations, the model presented by the present study might be considered as an alternative assessment method in cases where videonasopharyngoscopic evaluation is unavailable.