935 resultados para Random Walk Models


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We have described the stretching and folding of foams in a vertical Hele-Shaw cell containing air and a surfactant solution, from a sequence of upside-down flips. Besides the firactal dimension of the foam, we have observed the logistic growth for the soap film length. The stretching and folding mechanism is present during the foam formation, and this mechanism is observed even after the foam has reached its respective maximum fractal dimension. Observing the motion of bubbles inside the foam, large bubbles present power spectrum associated with random walk motion in both directions, while the small bubbles are scattered like balls in a Galton board. (C) 2008 Published by Elsevier B.V.

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One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

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As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.

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We use a spatially explicit population model to explore the population consequences of different habitat selection mechanisms on landscapes with fractal variation in habitat quality. We consider dispersal strategies ranging from random walks to perfect habitat selectors for two species of arboreal marsupial, the greater glider (Petauroides volans) and the mountain brushtail possum (Trichosurus caninus). In this model increasing habitat selection means individuals obtain higher quality territories, but experience increased mortality during dispersal. The net effect is that population sizes are smaller when individuals actively select habitat. We find positive relationships between habitat quality and population size can occur when individuals do not use information about the entire landscape when habitat quality is spatially autocorrelated. We also find that individual behaviour can mitigate the negative effects of spatial variation on population average survival and fecundity. (C) 1998 Elsevier Science Ltd. All rights reserved.

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lBACKGROUND. Management of patients with ductal carcinoma in situ (DCIS) is a dilemma, as mastectomy provides nearly a 100% cure rate but at the expense of physical and psychologic morbidity. It would be helpful if we could predict which patients with DCIS are at sufficiently high risk of local recurrence after conservative surgery (CS) alone to warrant postoperative radiotherapy (RT) and which patients are at sufficient risk of local recurrence after CS + RT to warrant mastectomy. The authors reviewed the published studies and identified the factors that may be predictive of local recurrence after management by mastectomy, CS alone, or CS + RT. METHODS. The authors examined patient, tumor, and treatment factors as potential predictors for local recurrence and estimated the risks of recurrence based on a review of published studies. They examined the effects of patient factors (age at diagnosis and family history), tumor factors (sub-type of DCIS, grade, tumor size, necrosis, and margins), and treatment (mastectomy, CS alone, and CS + RT). The 95% confidence intervals (CI) of the recurrence rates for each of the studies were calculated for subtype, grade, and necrosis, using the exact binomial; the summary recurrence rate and 95% CI for each treatment category were calculated by quantitative meta-analysis using the fixed and random effects models applied to proportions. RESULTS, Meta-analysis yielded a summary recurrence rate of 22.5% (95% CI = 16.9-28.2) for studies employing CS alone, 8.9% (95% CI = 6.8-11.0) for CS + RT, and 1.4% (95% CI = 0.7-2.1) for studies involving mastectomy alone. These summary figures indicate a clear and statistically significant separation, and therefore outcome, between the recurrence rates of each treatment category, despite the likelihood that the patients who underwent CS alone were likely to have had smaller, possibly low grade lesions with clear margins. The patients with risk factors of presence of necrosis, high grade cytologic features, or comedo subtype were found to derive the greatest improvement in local control with the addition of RT to CS. Local recurrence among patients treated by CS alone is approximately 20%, and one-half of the recurrences are invasive cancers. For most patients, RT reduces the risk of recurrence after CS alone by at least 50%. The differences in local recurrence between CS alone and CS + RT are most apparent for those patients with high grade tumors or DCIS with necrosis, or of the comedo subtype, or DCIS with close or positive surgical margins. CONCLUSIONS, The authors recommend that radiation be added to CS if patients with DCIS who also have the risk factors for local recurrence choose breast conservation over mastectomy. The patients who may be suitable for CS alone outside of a clinical trial may be those who have low grade lesions with little or no necrosis, and with clear surgical margins. Use of the summary statistics when discussing outcomes with patients may help the patient make treatment decisions. Cancer 1999;85:616-28. (C) 1999 American Cancer Society.

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The elevated plus-maze is an animal model of anxiety used to study the effect of different drugs on the behavior of the animal It consists of a plus-shaped maze with two open and two closed arms elevated 50 cm from the floor The standard measures used to characterize exploratory behavior in the elevated plus-maze are the time spent and the number of entries in the open arms In this work we use Markov chains to characterize the exploratory behavior of the rat in the elevated plus-maze under three different conditions normal and under the effects of anxiogenic and anxiolytic drugs The spatial structure of the elevated plus-maze is divided into squares which are associated with states of a Markov chain By counting the frequencies of transitions between states during 5-min sessions in the elevated plus-maze we constructed stochastic matrices for the three conditions studied The stochastic matrices show specific patterns which correspond to the observed behaviors of the rat under the three different conditions For the control group the stochastic matrix shows a clear preference for places in the closed arms This preference is enhanced for the anxiogenic group For the anxiolytic group the stochastic matrix shows a pattern similar to a random walk Our results suggest that Markov chains can be used together with the standard measures to characterize the rat behavior in the elevated plus-maze (C) 2010 Elsevier B V All rights reserved

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PURPOSE: To evaluate the impact of atypical retardation patterns (ARP) on detection of progressive retinal nerve fiber layer (RNFL) loss using scanning laser polarimetry with variable corneal compensation (VCC). DESIGN: Observational cohort study. METHODS: The study included 377 eyes of 221 patients with a median follow-up of 4.0 years. Images were obtained annually with the GDx VCC (Carl Zeiss Med, itec Inc, Dublin, California, USA), along with optic disc stereophotographs and standard automated perimetry (SAP) visual fields. Progression was determined by the Guided Progression Analysis software for SAP and by masked assessment of stereophotographs by expert graders. The typical scan score (TSS) was used to quantify the presence of ARPs on GDx VCC images. Random coefficients models were used to evaluate the relationship between ARP and RNFL thickness measurements over time. RESULTS: Thirty-eight eyes (10%) showed progression over time on visual fields, stereophotographs, or both. Changes in TSS scores from baseline were significantly associated with changes in RNFL thickness measurements in both progressing and nonprogressing eyes. Each I unit increase in TSS score was associated with a 0.19-mu m decrease in RNFL thickness measurement (P < .001) over time. CONCLUSIONS: ARPs had a significant effect on detection of progressive RNFL loss with the GDx VCC. Eyes with large amounts of atypical patterns, great fluctuations on these patterns over time, or both may show changes in measurements that can appear falsely as glaucomatous progression or can mask true changes in the RNFL. (Am J Ophthalmol 2009;148:155-163. (C) 2009 by Elsevier Inc. All rights reserved.)

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Alcohol and tobacco consumption are well-recognized risk factors for head and neck cancer (HNC). Evidence suggests that genetic predisposition may also play a role. Only a few epidemiologic studies, however, have considered the relation between HNC risk and family history of HNC and other cancers. We pooled individual-level data across 12 case-control studies including 8,967 HNC cases and 13,627 controls. We obtained pooled odds ratios (OR) using fixed and random effect models and adjusting for potential confounding factors. All statistical tests were two-sided. A family history of HNC in first-degree relatives increased the risk of HNC (OR = 1.7, 95% confidence interval, CI, 1.2-2.3). The risk was higher when the affected relative was a sibling (OR = 2.2, 95% CI 1.6-3.1) rather than a parent (OR = 1.5, 95% CI 1.1-1.8) and for more distal HNC anatomic sites (hypopharynx and larynx). The risk was also higher, or limited to, in subjects exposed to tobacco. The OR rose to 7.2 (95% CI 5.5-9.5) among subjects with family history, who were alcohol and tobacco users. A weak but significant association (OR = 1.1, 95% CI 1.0-1.2) emerged for family history of other tobacco-related neoplasms, particularly with laryngeal cancer (OR = 1.3, 95% CI 1.1-1.5). No association was observed for family history of nontobacco-related neoplasms and the risk of HNC (OR = 1.0, 95% CI 0.9-1.1). Familial factors play a role in the etiology of HNC. In both subjects with and without family history of HNC, avoidance of tobacco and alcohol exposure may be the best way to avoid HNC. (C) 2008 Wiley-Liss, Inc,

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Purpose: To evaluate rates of visual field progression in eyes with optic disc hemorrhages and the effect of intraocular pressure (IOP) reduction on these rates. Design: Observational cohort study. Participants: The study included 510 eyes of 348 patients with glaucoma who were recruited from the Diagnostic Innovations in Glaucoma Study (DIGS) and followed for an average of 8.2 years. Methods: Eyes were followed annually with clinical examination, standard automated perimetry visual fields, and optic disc stereophotographs. The presence of optic disc hemorrhages was determined on the basis of masked evaluation of optic disc stereophotographs. Evaluation of rates of visual field change during follow-up was performed using the visual field index (VFI). Main Outcome Measures: The evaluation of the effect of optic disc hemorrhages on rates of visual field progression was performed using random coefficient models. Estimates of rates of change for individual eyes were obtained by best linear unbiased prediction (BLUP). Results: During follow-up, 97 (19%) of the eyes had at least 1 episode of disc hemorrhage. The overall rate of VFI change in eyes with hemorrhages was significantly faster than in eyes without hemorrhages (-0.88%/year vs. -0.38%/year, respectively, P < 0.001). The difference in rates of visual field loss pre- and post-hemorrhage was significantly related to the reduction of IOP in the post-hemorrhage period compared with the pre-hemorrhage period (r = -0.61; P < 0.001). Each 1 mmHg of IOP reduction was associated with a difference of 0.31%/year in the rate of VFI change. Conclusions: There was a beneficial effect of treatment in slowing rates of progressive visual field loss in eyes with optic disc hemorrhage. Further research should elucidate the reasons why some patients with hemorrhages respond well to IOP reduction and others seem to continue to progress despite a significant reduction in IOP levels. Financial Disclosure(s): Proprietary or commercial disclosure may be found after the references. Ophthalmology 2010; 117: 2061-2066 (C) 2010 by the American Academy of Ophthalmology.

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PURPOSE. To evaluate and compare rates of change in neuro-retinal rim area (RA) and retinal nerve fiber layer thickness (RNFLT) measurements in glaucoma patients, those with suspected glaucoma, and normal subjects observed over time. METHODS. In this observational cohort study, patients recruited from two longitudinal studies (Diagnostic Innovations in Glaucoma Study-DIGS and African Descent and Evaluation Study-ADAGES) were observed with standard achromatic perimetry (SAP), optic disc stereophotographs, confocal scanning laser ophthalmoscopy (HRT-3; Heidelberg Engineering, Heidelberg, Germany), and scanning laser polarimetry (GDx-VCC; Carl Zeiss Meditec, Inc., Dublin, CA). Glaucoma progression was determined by the Guided Progression Analysis software for standard automated perimetry [SAP] and by masked assessment of serial optic disc stereophotographs by expert graders. Random-coefficients models were used to evaluate rates of change in average RNFLT and global RA measurements and their relationship with glaucoma progression. RESULTS. At baseline, 194 (31%) eyes were glaucomatous, 347 (55%) had suspected glaucoma, and 88 (14%) were normal. Forty-six (9%) eyes showed progression by SAP and/or stereophotographs, during an average follow-up of 3.3 (+/-0.7) years. The average rate of decline for RNFLT measurements was significantly higher in the progressing group than in the non-progressing group (-0.65 vs. -0.11 mu m/y, respectively; P < 0.001), whereas RA decline was not significantly different between these groups (-0.0058 vs. -0.0073 mm(2)/y, respectively; P = 0.727). The areas under the receiver operating characteristic (ROC) curves used to discriminate progressing versus nonprogressing eyes were 0.811 and 0.507 for the rates of change in the RNFLT and RA, respectively (P < 0.001). CONCLUSIONS. The ability to discriminate eyes with progressing glaucoma by SAP and/or stereophotographs from stable eyes was significantly greater for RNFLT than for RA measurements. (Invest Ophthalmol Vis Sci. 2010;51:3531-3539) DOI: 10.1167/iovs.09-4350

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The objective of this study was to estimate (co)variance functions using random regression models on Legendre polynomials for the analysis of repeated measures of BW from birth to adult age. A total of 82,064 records from 8,145 females were analyzed. Different models were compared. The models included additive direct and maternal effects, and animal and maternal permanent environmental effects as random terms. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of animal age (cubic regression) were considered as random co-variables. Eight models with polynomials of third to sixth order were used to describe additive direct and maternal effects, and animal and maternal permanent environmental effects. Residual effects were modeled using 1 (i.e., assuming homogeneity of variances across all ages) or 5 age classes. The model with 5 classes was the best to describe the trajectory of residuals along the growth curve. The model including fourth- and sixth-order polynomials for additive direct and animal permanent environmental effects, respectively, and third-order polynomials for maternal genetic and maternal permanent environmental effects were the best. Estimates of (co) variance obtained with the multi-trait and random regression models were similar. Direct heritability estimates obtained with the random regression models followed a trend similar to that obtained with the multi-trait model. The largest estimates of maternal heritability were those of BW taken close to 240 d of age. In general, estimates of correlation between BW from birth to 8 yr of age decreased with increasing distance between ages.

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This paper examines the statistical and economic significance of short-term autocorrelation in Australian equities. We document large negative first-order autocorrelation in individual stock returns. Preliminary results suggest this autocorrelation is economically significant, as two simple trading strategies based on the autocorrelation structure appear to yield large risk-adjusted returns. Further analysis, however, shows that these results are driven by the inclusion of small-capitalisation and low-priced stocks which are vulnerable to a number of market-microstructure-related problems. After revising the dataset to mitigate these problems, little evidence of economic significance remains.

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This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach, and we found slight evidence of long-term dependence. These results refute the random walk hypothesis with i.i.d. increments, which is the basis of the EMH in its weak form, and call into question some theoretical modeling of asset pricing. Other more localized complementary study, to identify the evolution of the degree of dependence over time windows, showed that the index has become less persistent from 2010. This may mean a maturing market by the extension of the effects of current financial crisis.

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Stroke is one of the most common conditions requiring rehabilitation, and its motor impairments are a major cause of permanent disability. Hemiparesis is observed by 80% of the patients after acute stroke. Neuroimaging studies showed that real and imagined movements have similarities regarding brain activation, supplying evidence that those similarities are based on the same process. Within this context, the combination of mental practice (MP) with physical and occupational therapy appears to be a natural complement based on neurorehabilitation concepts. Our study seeks to investigate if MP for stroke rehabilitation of upper limbs is an effective adjunct therapy. PubMed (Medline), ISI knowledge (Institute for Scientific Information) and SciELO (Scientific Electronic Library) were terminated on 20 February 2015. Data were collected on variables as follows: sample size, type of supervision, configuration of mental practice, setting the physical practice (intensity, number of sets and repetitions, duration of contractions, rest interval between sets, weekly and total duration), measures of sensorimotor deficits used in the main studies and significant results. Random effects models were used that take into account the variance within and between studies. Seven articles were selected. As there was no statistically significant difference between the two groups (MP vs control), showed a - 0.6 (95% CI: -1.27 to 0.04), for upper limb motor restoration after stroke. The present meta-analysis concluded that MP is not effective as adjunct therapeutic strategy for upper limb motor restoration after stroke.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics