Nonparametric estimation of Value-at-Risk

A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation. We derive optimal bandwidth selection methods that have a direct expression for the smoothing parameter. The bandwidth can accommodate to the given quantile level. The procedure is useful for large data sets and improves quantile estimation compared to other methods in heavy tailed distributions. Implementation is straightforward and R programs are available.

Estimation of the real population and its impact on the utilisation of healthcare services in Mediterranean resort regions: an ecological study.

BACKGROUND The demographic structure has a significant influence on the use of healthcare services, as does the size of the population denominators. Very few studies have been published on methods for estimating the real population such as tourist resorts. The lack of information about these problems means there is a corresponding lack of information about the behaviour of populational denominators (the floating population or tourist load) and the effect of this on the use of healthcare services. The objectives of the study were: a) To determine the Municipal Solid Waste (MSW) ratio, per person per day, among populations of known size; b) to estimate, by means of this ratio, the real population in an area where tourist numbers are very significant; and c) to determine the impact on the utilisation of hospital emergency healthcare services of the registered population, in comparison to the non-resident population, in two areas where tourist numbers are very significant. METHODS An ecological study design was employed. We analysed the Healthcare Districts of the Costa del Sol and the island of Menorca. Both are Spanish territories in the Mediterranean region. RESULTS In the two areas analysed, the correlation coefficient between the MSW ratio and admissions to hospital emergency departments exceeded 0.9, with p < 0.001. On the basis of MSW generation ratios, obtained for a control zone and also measured in neighbouring countries, we estimated the real population. For the summer months, when tourist activity is greatest and demand for emergency healthcare at hospitals is highest, this value was found to be double that of the registered population. CONCLUSION The MSW indicator, which is both ecological and indirect, can be used to estimate the real population in areas where population levels vary significantly during the year. This parameter is of interest in planning and dimensioning the provision of healthcare services.

Estimation of Aedes aegypti (Diptera: Culicidae) population size and adult male survival in an urban area in Panama

Traditional mosquito control strategies rely heavily on the use of chemical insecticides. However, concerns about the efficiency of traditional control methods, environmental impact and emerging pesticide resistance have highlighted the necessity for developing innovative tools for mosquito control. Some novel strategies, including release of insects carrying a dominant lethal gene (RIDL®), rely on the sustained release of modified male mosquitoes and therefore benefit from a thorough understanding of the biology of the male of the species. In this report we present the results of a mark-release-recapture study aimed at: (i) establishing the survival in the field of laboratory-reared, wild-type male Aedes aegypti and (b) estimating the size of the local adult Ae. aegypti population. The study took place in Panama, a country where recent increases in the incidence and severity of dengue cases have prompted health authorities to evaluate alternative strategies for vector control. Results suggest a life expectancy of 2.3 days for released male mosquitoes (confidence interval: 1.78-2.86). Overall, the male mosquito population was estimated at 58 males/ha (range 12-81 males/ha), which can be extrapolated to an average of 0.64 pupae/person for the study area. The practical implications of these results are discussed.

Estimation of zero-sequence impedance of undergrounds cables for single-phase fault location in distribution systems with electric arc

This paper focus on the problem of locating single-phase faults in mixed distribution electric systems, with overhead lines and underground cables, using voltage and current measurements at the sending-end and sequence model of the network. Since calculating series impedance for underground cables is not as simple as in the case of overhead lines, the paper proposes a methodology to obtain an estimation of zero-sequence impedance of underground cables starting from previous single-faults occurred in the system, in which an electric arc occurred at the fault location. For this reason, the signal is previously pretreated to eliminate its peaks voltage and the analysis can be done working with a signal as close as a sinus wave as possible

A comparison of the alr and ilr transformations for kernel density estimation of compositional data

In a seminal paper, Aitchison and Lauder (1985) introduced classical kernel densityestimation techniques in the context of compositional data analysis. Indeed, they gavetwo options for the choice of the kernel to be used in the kernel estimator. One ofthese kernels is based on the use the alr transformation on the simplex SD jointly withthe normal distribution on RD-1. However, these authors themselves recognized thatthis method has some deficiencies. A method for overcoming these dificulties based onrecent developments for compositional data analysis and multivariate kernel estimationtheory, combining the ilr transformation with the use of the normal density with a fullbandwidth matrix, was recently proposed in Martín-Fernández, Chacón and Mateu-Figueras (2006). Here we present an extensive simulation study that compares bothmethods in practice, thus exploring the finite-sample behaviour of both estimators

Neuronal in vitro models for the estimation of acute systemic toxicity.

The objective of the EU funded integrated project "ACuteTox" is to develop a strategy in which general cytotoxicity, together with organ-specific endpoints and biokinetic features, are taken into consideration in the in vitro prediction of oral acute systemic toxicity. With regard to the nervous system, the effects of 23 reference chemicals were tested with approximately 50 endpoints, using a neuronal cell line, primary neuronal cell cultures, brain slices and aggregated brain cell cultures. Comparison of the in vitro neurotoxicity data with general cytotoxicity data generated in a non-neuronal cell line and with in vivo data such as acute human lethal blood concentration, revealed that GABA(A) receptor function, acetylcholine esterase activity, cell membrane potential, glucose uptake, total RNA expression and altered gene expression of NF-H, GFAP, MBP, HSP32 and caspase-3 were the best endpoints to use for further testing with 36 additional chemicals. The results of the second analysis showed that no single neuronal endpoint could give a perfect improvement in the in vitro-in vivo correlation, indicating that several specific endpoints need to be analysed and combined with biokinetic data to obtain the best correlation with in vivo acute toxicity.

Rank estimation of trajectory matrix in motion segmentation

A novel technique for estimating the rank of the trajectory matrix in the local subspace affinity (LSA) motion segmentation framework is presented. This new rank estimation is based on the relationship between the estimated rank of the trajectory matrix and the affinity matrix built with LSA. The result is an enhanced model selection technique for trajectory matrix rank estimation by which it is possible to automate LSA, without requiring any a priori knowledge, and to improve the final segmentation

The Voting Practice of the Fifteen in the UN General Assembly: Convergence and Divergence

The EU has, since the early days of the Community, had the ambition to speak with ‘a single voice’ in international fora, in particular in the United Nations’ General Assembly. This aspiration, which has become more pronounced since the inauguration of the CFSP, has not always been easy to achieve due to domestic or international level factors affecting the EU member states. However, in the last decade there has been a dramatic increase in convergence in the Fifteen’s voting record. This paper contemplates the underlying reasons for such a convergence

Estimation de la fonction rénale par l'equation MDRD: intérêt et limites pour l'adaptation des doses de médicaments [Renal function estimation by MDRD equation: interest and limitations for drug dosing].

The MDRD (Modification of diet in renal disease) equation enables glomerular filtration rate (GFR) estimation from serum creatinine only. Thus, the laboratory can report an estimated GFR (eGFR) with each serum creatinine assessment, increasing therefore the recognition of renal failure. Predictive performance of MDRD equation is better for GFR < 60 ml/min/1,73 m2. A normal or near-normal renal function is often underestimated by this equation. Overall, MDRD provides more reliable estimations of renal function than the Cockcroft-Gault (C-G) formula, but both lack precision. MDRD is not superior to C-G for drug dosing. Being adjusted to 1,73 m2, MDRD eGFR has to be back adjusted to the patient's body surface area for drug dosing. Besides, C-G has the advantage of a greater simplicity and a longer use.

Strong reproductive barriers in a narrow hybrid zone of West-Mediterranean green toads (Bufo viridis subgroup) with Plio-Pleistocene divergence

Background One key question in evolutionary biology deals with the mode and rate at which reproductive isolation accumulates during allopatric speciation. Little is known about secondary contacts of recently diverged anuran species. Here we conduct a multi-locus field study to investigate a contact zone between two lineages of green toads with an estimated divergence time of 2.7 My, and report results from preliminary experimental crosses. Results The Sicilian endemic Bufo siculus and the Italian mainland-origin B. balearicus form a narrow hybrid zone east of Mt. Etna. Despite bidirectional mtDNA introgression over a ca. 40 km North-South cline, no F1 hybrids could be found, and nuclear genomes display almost no admixture. Populations from each side of the contact zone showed depressed genetic diversity and very strong differentiation (FST = 0.52). Preliminary experimental crosses point to a slightly reduced fitness in F1 hybrids, a strong hybrid breakdown in backcrossed offspring (F1 x parental, with very few reaching metamorphosis) and a complete and early mortality in F2 (F1 x F1). Conclusion Genetic patterns at the contact zone are molded by drift and selection. Local effective sizes are reduced by the geography and history of the contact zone, B. balearicus populations being at the front wave of a recent expansion (late Pleistocene). Selection against hybrids likely results from intrinsic genomic causes (disruption of coadapted sets of genes in backcrosses and F2-hybrids), possibly reinforced by local adaptation (the ranges of the two taxa roughly coincide with the borders of semiarid and arid climates). The absence of F1 in the field might be due to premating isolation mechanisms. Our results, show that these lineages have evolved almost complete reproductive isolation after some 2.7 My of divergence, contrasting sharply with evidence from laboratory experiments that some anuran species may still produce viable F1 offspring after > 20 My of divergence.

Evolution of the correlation between expression divergence and protein divergence in mammals.

Divergence of protein sequences and gene expression patterns are two fundamental mechanisms that generate organismal diversity. Here, we have used genome and transcriptome data from eight mammals and one bird to study the positive correlation of these two processes throughout mammalian evolution. We demonstrate that the correlation is stable over time and most pronounced in neural tissues, which indicates that it is the result of strong negative selection. The correlation is not driven by genes with specific functions and may instead best be viewed as an evolutionary default state, which can nevertheless be evaded by certain gene types. In particular, genes with developmental and neural functions are skewed toward changes in gene expression, consistent with selection against pleiotropic effects associated with changes in protein sequences. Surprisingly, we find that the correlation between expression divergence and protein divergence is not explained by between-gene variation in expression level, tissue specificity, protein connectivity, or other investigated gene characteristics, suggesting that it arises independently of these gene traits. The selective constraints on protein sequences and gene expression patterns also fluctuate in a coordinate manner across phylogenetic branches: We find that gene-specific changes in the rate of protein evolution in a specific mammalian lineage tend to be accompanied by similar changes in the rate of expression evolution. Taken together, our findings highlight many new aspects of the correlation between protein divergence and expression divergence, and attest to its role as a fundamental property of mammalian genome evolution.

Dense Deformation Field Estimation for Atlas Registration using the Active Contour Framework

In this paper, we propose a new paradigm to carry outthe registration task with a dense deformation fieldderived from the optical flow model and the activecontour method. The proposed framework merges differenttasks such as segmentation, regularization, incorporationof prior knowledge and registration into a singleframework. The active contour model is at the core of ourframework even if it is used in a different way than thestandard approaches. Indeed, active contours are awell-known technique for image segmentation. Thistechnique consists in finding the curve which minimizesan energy functional designed to be minimal when thecurve has reached the object contours. That way, we getaccurate and smooth segmentation results. So far, theactive contour model has been used to segment objectslying in images from boundary-based, region-based orshape-based information. Our registration technique willprofit of all these families of active contours todetermine a dense deformation field defined on the wholeimage. A well-suited application of our model is theatlas registration in medical imaging which consists inautomatically delineating anatomical structures. Wepresent results on 2D synthetic images to show theperformances of our non rigid deformation field based ona natural registration term. We also present registrationresults on real 3D medical data with a large spaceoccupying tumor substantially deforming surroundingstructures, which constitutes a high challenging problem.