Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Improved segmentation of deep brain grey matter structures using magnetization transfer (MT) parameter maps.

Basal ganglia and brain stem nuclei are involved in the pathophysiology of various neurological and neuropsychiatric disorders. Currently available structural T1-weighted (T1w) magnetic resonance images do not provide sufficient contrast for reliable automated segmentation of various subcortical grey matter structures. We use a novel, semi-quantitative magnetization transfer (MT) imaging protocol that overcomes limitations in T1w images, which are mainly due to their sensitivity to the high iron content in subcortical grey matter. We demonstrate improved automated segmentation of putamen, pallidum, pulvinar and substantia nigra using MT images. A comparison with segmentation of high-quality T1w images was performed in 49 healthy subjects. Our results show that MT maps are highly suitable for automated segmentation, and so for multi-subject morphometric studies with a focus on subcortical structures.

Dynamics of sweeping through an instability: Passage-time statistics for colored noise

A calculation of passage-time statistics is reported for the laser switch-on problem, under the influence of colored noise, when the net gain is continuously swept from below to above threshold. Cases of fast and slow sweeping are considered. In the weak-noise limit, asymptotic results are given for small and large correlation times of the noise. The mean first passage time increases with the correlation time of the noise. This effect is more important for fast sweeping than for slow sweeping.

Growth and melting of the nematic phase: sample thickness dependence of the Mullins-Sekerka instability

In this article we report our systematic studies of the dependence on the sample thickness of the onset parameters of the instability of the nematic-isotropic interface during directional growth and melting, in homeotropic or planar anchoring.

Expanding scroll rings and negative tension turbulence in a model of excitable media

Scroll waves in excitable media, described by the Barkley model, are studied. In the parameter region of weak excitability, negative tension of wave filaments is found. It leads to expansion of scroll rings and instability of wave filaments. A circular filament tends to stretch, bend, loop, and produce an expanding tangle that fills up the volume. The filament does not undergo fragmentation before it touches the boundaries. Statistical properties of such Winfree turbulence of scroll waves are numerically investigated.

First principles LDA+U and GGA+U study of cerium oxides: Dependence on the effective U-parameter

The electronic structure and properties of cerium oxides (CeO2 and Ce2O3) have been studied in the framework of the LDA+U and GGA(PW91)+U implementations of density functional theory. The dependence of selected observables of these materials on the effective U parameter has been investigated in detail. The examined properties include lattice constants, bulk moduli, density of states, and formation energies of CeO2 and Ce2O3. For CeO2, the LDA+U results are in better agreement with experiment than the GGA+U results whereas for the computationally more demanding Ce2O3 both approaches give comparable accuracy. Furthermore, as expected, Ce2O3 is much more sensitive to the choice of the U value. Generally, the PW91 functional provides an optimal agreement with experiment at lower U energies than LDA does. In order to achieve a balanced description of both kinds of materials, and also of nonstoichiometric CeO2¿x phases, an appropriate choice of U is suggested for LDA+U and GGA+U schemes. Nevertheless, an optimum value appears to be property dependent, especially for Ce2O3. Optimum U values are found to be, in general, larger than values determined previously in a self-consistent way.

Evidence for different expression profiles for c-Met, EGFR, PTEN and the mTOR pathway in low and high grade endometrial carcinomas in a cohort of consecutive women. Occurrence of PIK3CA and K-Ras mutations and microsatellite instability.

Molecular and genetic investigations in endometrial carcinogenesis may have prognostic and therapeutic implications. We studied the expression of EGFR, c-Met, PTEN and the mTOR signalling pathway (phospho-AKT/phospho-mTOR/phospho-RPS6) in 69 consecutive tumours and 16 tissue microarrays. We also analysed PIK3CA, K-Ras mutations and microsatellite instability (MSI). We distinguished two groups: group 1 (grade 1 and 2 endometrioid cancers) and group 2 (grade 3 endometrioid and type II clear and serous cell cancers). We hypothesised that these histological groups might have different features. We found that a) survival was higher in group 1 with less aggressive tumours (P⟨0.03); b) EGFR (P=0.01), PTEN and the AKT/mTOR/RPS6 signalling pathway were increased in group 1 versus group 2 (P=0.05 for phospho-mTOR); c) conversely, c-Met was higher (P⟨0.03) in group 2 than in group 1; d) In group 1, EGFR was correlated with c-Met, phospho-mTOR, phospho-RPS6 and the global activity of the phospho-AKT/phospho-mTOR/phospho-RPS6 pathway. In group 2, EGFR was correlated only with the phospho-AKT/phospho-mTOR/phospho-RPS6 pathway, whereas c-Met was correlated with PTEN; e) survival was higher for tumours with more than 50% PTEN-positive cells; f) K-RAS and PIK3CA mutations occurred in 10-12% of the available tumours and MSI in 40.4%, with a loss of MLH1 and PMS2 expression. Our results for endometrial cancers provide the first evidence for a difference in status between groups 1 and 2. The patients may benefit from different targeted treatments, anti-EGFR agents and rapamycin derivatives (anti-mTOR) for group 1 and an anti c-MET/ligand complex for group 2.

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.

Innovative Solutions for Slope Stability Reinforcement and Characterization: Vol. I, TR-489, 2005

Soil slope instability concerning highway infrastructure is an ongoing problem in Iowa, as slope failures endanger public safety and continue to result in costly repair work. Characterization of slope failures is complicated, because the factors affecting slope stability can be difficult to discern and measure, particularly soil shear strength parameters. While in the past extensive research has been conducted on slope stability investigations and analysis, this research consists of field investigations addressing both the characterization and reinforcement of such slope failures. The current research focuses on applying an infrequently-used testing technique comprised of the Borehole Shear Test (BST). This in-situ test rapidly provides effective (i.e., drained) shear strength parameter values of soil. Using the BST device, fifteen Iowa slopes (fourteen failures and one proposed slope) were investigated and documented. Particular attention was paid to highly weathered shale and glacial till soil deposits, which have both been associated with slope failures in the southern Iowa drift region. Conventional laboratory tests including direct shear tests, triaxial compression tests, and ring shear tests were also performed on undisturbed and reconstituted soil samples to supplement BST results. The shear strength measurements were incorporated into complete evaluations of slope stability using both limit equilibrium and probabilistic analyses. The research methods and findings of these investigations are summarized in Volume 1 of this report. Research details of the independent characterization and reinforcement investigations are provided in Volumes 2 and 3, respectively. Combined, the field investigations offer guidance on identifying the factors that affect slope stability at a particular location and also on designing slope reinforcement using pile elements for cases where remedial measures are necessary. The research findings are expected to benefit civil and geotechnical engineers of government transportation agencies, consultants, and contractors dealing with slope stability, slope remediation, and geotechnical testing in Iowa.

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).

The effect of mutations in the DRY motif on the constitutive activity and structural instability of the histamine H(2) receptor.

In previous studies we showed that the wild-type histamine H(2) receptor stably expressed in Chinese hamster ovary cells is constitutively active. Because constitutive activity of the H(2) receptor is already found at low expression levels (300 fmol/mg protein) this receptor is a relatively unique member of the G-protein-coupled receptor (GPCR) family and a useful tool for studying GPCR activation. In this study the role of the highly conserved DRY motif in activation of the H(2) receptor was investigated. Mutation of the aspartate 115 residue in this motif resulted in H(2) receptors with high constitutive activity, increased agonist affinity, and increased signaling properties. In addition, the mutant receptors were shown to be highly structurally instable. Mutation of the arginine 116 residue in the DRY motif resulted also in a highly structurally instable receptor; expression of the receptor could only be detected after stabilization with either an agonist or inverse agonist. Moreover, the agonist affinity at the Arg-116 mutant receptors was increased, whereas the signal transduction properties of these receptors were decreased. We conclude that the Arg-116 mutant receptors can adopt an active conformation but have a decreased ability to couple to or activate the G(s)-protein. This study examines the pivotal role of the aspartate and arginine residues of the DRY motif in GPCR function. Disruption of receptor stabilizing constraints by mutation in the DRY motif leads to the formation of active GPCR conformations, but concomitantly to GPCR instability.

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.