A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes

This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps. Ruin with recuperation corresponds to the following double passage event: for some t∈(0,∞)t∈(0,∞), the risk process starting at level x∈[0,∞)x∈[0,∞) falls below the null level during the period [0,t][0,t] and returns above the null level at the end of the period tt. The proposed Monte Carlo estimator is logarithmic efficient, as t,x→∞t,x→∞, when y=t/xy=t/x is constant and below a certain bound.

Treatment allocation in hepatocellular carcinoma: Assessment of the BCLC algorithm

BACKGROUND AND AIMS The Barcelona Clinic Liver Cancer (BCLC) staging system is the algorithm most widely used to manage patients with hepatocellular carcinoma (HCC). We aimed to investigate the extent to which the BCLC recommendations effectively guide clinical practice and assess the reasons for any deviation from the recommendations. MATERIAL AND METHODS The first-line treatments assigned to patients included in the prospective Bern HCC cohort were analyzed. RESULTS Among 223 patients included in the cohort, 116 were not treated according to the BCLC algorithm. Eighty percent of the patients in BCLC stage 0 (very early HCC) and 60% of the patients in BCLC stage A (early HCC) received recommended curative treatment. Only 29% of the BCLC stage B patients (intermediate HCC) and 33% of the BCLC stage C patients (advanced HCC) were treated according to the algorithm. Eighty-nine percent of the BCLC stage D patients (terminal HCC) were treated with best supportive care, as recommended. In 98 patients (44%) the performance status was disregarded in the stage assignment. CONCLUSION The management of HCC in clinical practice frequently deviates from the BCLC recommendations. Most of the curative therapy options, which have well-defined selection criteria, were allocated according to the recommendations, while the majority of the palliative therapy options were assigned to patients with tumor stages not aligned with the recommendations. The only parameter which is subjective in the algorithm, the performance status, is also the least respected.

SOP: Parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems

This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centers from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.

An empirical evaluation of the Random Forests classifier models for variable selection in a large-scale lung cancer case-control study

Random Forests™ is reported to be one of the most accurate classification algorithms in complex data analysis. It shows excellent performance even when most predictors are noisy and the number of variables is much larger than the number of observations. In this thesis Random Forests was applied to a large-scale lung cancer case-control study. A novel way of automatically selecting prognostic factors was proposed. Also, synthetic positive control was used to validate Random Forests method. Throughout this study we showed that Random Forests can deal with large number of weak input variables without overfitting. It can account for non-additive interactions between these input variables. Random Forests can also be used for variable selection without being adversely affected by collinearities. ^ Random Forests can deal with the large-scale data sets without rigorous data preprocessing. It has robust variable importance ranking measure. Proposed is a novel variable selection method in context of Random Forests that uses the data noise level as the cut-off value to determine the subset of the important predictors. This new approach enhanced the ability of the Random Forests algorithm to automatically identify important predictors for complex data. The cut-off value can also be adjusted based on the results of the synthetic positive control experiments. ^ When the data set had high variables to observations ratio, Random Forests complemented the established logistic regression. This study suggested that Random Forests is recommended for such high dimensionality data. One can use Random Forests to select the important variables and then use logistic regression or Random Forests itself to estimate the effect size of the predictors and to classify new observations. ^ We also found that the mean decrease of accuracy is a more reliable variable ranking measurement than mean decrease of Gini. ^

Critical indicators associated with negative performance in a selectively manned unit

Introduction. Selectively manned units have a long, international history, both military and civilian. Some examples include SWAT teams, firefighters, the FBI, the DEA, the CIA, and military Special Operations. These special duty operators are individuals who perform a highly skilled and dangerous job in a unique environment. A significant amount of money is spent by the Department of Defense (DoD) and other federal agencies to recruit, select, train, equip and support these operators. When a critical incident or significant life event occurs, that jeopardizes an operator's performance; there can be heavy losses in terms of training, time, money, and potentially, lives. In order to limit the number of critical incidents, selection processes have been developed over time to “select out” those individuals most likely to perform below desired performance standards under pressure or stress and to "select in" those with the "right stuff". This study is part of a larger program evaluation to assess markers that identify whether a person will fail under the stresses in a selectively manned unit. The primary question of the study is whether there are indicators in the selection process that signify potential negative performance at a later date. ^ Methods. The population being studied included applicants to a selectively manned DoD organization between 1993 and 2001 as part of a unit assessment and selection process (A&S). Approximately 1900 A&S records were included in the analysis. Over this nine year period, seventy-two individuals were determined to have had a critical incident. A critical incident can come in the form of problems with the law, personal, behavioral or family problems, integrity issues, and skills deficit. Of the seventy-two individuals, fifty-four of these had full assessment data and subsequent supervisor performance ratings which assessed how an individual performed while on the job. This group was compared across a variety of variables including demographics and psychometric testing with a group of 178 individuals who did not have a critical incident and had been determined to be good performers with positive ratings by their supervisors.^ Results. In approximately 2004, an online pre-screen survey was developed in the hopes of preselecting out those individuals with items that would potentially make them ineligible for selection to this organization. This survey has aided the organization to increase its selection rates and save resources in the process. (Patterson, Howard Smith, & Fisher, Unit Assessment and Selection Project, 2008) When the same prescreen was used on the critical incident individuals, it was found that over 60% of the individuals would have been flagged as unacceptable. This would have saved the organization valuable resources and heartache.^ There were some subtle demographic differences between the two groups (i.e. those with critical incidents were almost twice as likely to be divorced compared with the positive performers). Upon comparison of Psychometric testing several items were noted to be different. The two groups were similar when their IQ levels were compared using the Multidimensional Aptitude Battery (MAB). When looking at the Minnesota Multiphasic Personality Inventory (MMPI), there appeared to be a difference on the MMPI Social Introversion; the Critical Incidence group scored somewhat higher. When analysis was done, the number of MMPI Critical Items between the two groups was similar as well. When scores on the NEO Personality Inventory (NEO) were compared, the critical incident individuals tended to score higher on Openness and on its subscales (Ideas, Actions, and Feelings). There was a positive correlation between Total Neuroticism T Score and number of MMPI critical items.^ Conclusions. This study shows that the current pre-screening process is working and would have saved the organization significant resources. ^ If one was to develop a profile of a candidate who potentially could suffer a critical incident and subsequently jeopardize the unit, mission and the safety of the public they would look like the following: either divorced or never married, score high on the MMPI in Social Introversion, score low on MMPI with an "excessive" amount of MMPI critical items; and finally scores high on the NEO Openness and subscales Ideas, Feelings, and Actions.^ Based on the results gleaned from the analysis in this study there seems to be several factors, within psychometric testing, that when taken together, will aid the evaluators in selecting only the highest quality operators in order to save resources and to help protect the public from unfortunate critical incidents which may adversely affect our health and safety.^

Comparison of metaheuristic strategies for peakbin selection in proteomic mass spectrometry data

Mass spectrometry (MS) data provide a promising strategy for biomarker discovery. For this purpose, the detection of relevant peakbins in MS data is currently under intense research. Data from mass spectrometry are challenging to analyze because of their high dimensionality and the generally low number of samples available. To tackle this problem, the scientific community is becoming increasingly interested in applying feature subset selection techniques based on specialized machine learning algorithms. In this paper, we present a performance comparison of some metaheuristics: best first (BF), genetic algorithm (GA), scatter search (SS) and variable neighborhood search (VNS). Up to now, all the algorithms, except for GA, have been first applied to detect relevant peakbins in MS data. All these metaheuristic searches are embedded in two different filter and wrapper schemes coupled with Naive Bayes and SVM classifiers.

An Interval-based Multiobjective Approach to Feature Subset Selection Using Joint Modeling of Objectives and Variables

This paper studies feature subset selection in classification using a multiobjective estimation of distribution algorithm. We consider six functions, namely area under ROC curve, sensitivity, specificity, precision, F1 measure and Brier score, for evaluation of feature subsets and as the objectives of the problem. One of the characteristics of these objective functions is the existence of noise in their values that should be appropriately handled during optimization. Our proposed algorithm consists of two major techniques which are specially designed for the feature subset selection problem. The first one is a solution ranking method based on interval values to handle the noise in the objectives of this problem. The second one is a model estimation method for learning a joint probabilistic model of objectives and variables which is used to generate new solutions and advance through the search space. To simplify model estimation, l1 regularized regression is used to select a subset of problem variables before model learning. The proposed algorithm is compared with a well-known ranking method for interval-valued objectives and a standard multiobjective genetic algorithm. Particularly, the effects of the two new techniques are experimentally investigated. The experimental results show that the proposed algorithm is able to obtain comparable or better performance on the tested datasets.

A simple genetic algorithm for calibration of stochastic rock discontinuity networks

Este artículo propone un método para llevar a cabo la calibración de las familias de discontinuidades en macizos rocosos. We present a novel approach for calibration of stochastic discontinuity network parameters based on genetic algorithms (GAs). To validate the approach, examples of application of the method to cases with known parameters of the original Poisson discontinuity network are presented. Parameters of the model are encoded as chromosomes using a binary representation, and such chromosomes evolve as successive generations of a randomly generated initial population, subjected to GA operations of selection, crossover and mutation. Such back-calculated parameters are employed to make assessments about the inference capabilities of the model using different objective functions with different probabilities of crossover and mutation. Results show that the predictive capabilities of GAs significantly depend on the type of objective function considered; and they also show that the calibration capabilities of the genetic algorithm can be acceptable for practical engineering applications, since in most cases they can be expected to provide parameter estimates with relatively small errors for those parameters of the network (such as intensity and mean size of discontinuities) that have the strongest influence on many engineering applications.

Automatic blood glucose classification for gestational diabetes with feature selection: decision trees vs neural networks

Automatic blood glucose classification may help specialists to provide a better interpretation of blood glucose data, downloaded directly from patients glucose meter and will contribute in the development of decision support systems for gestational diabetes. This paper presents an automatic blood glucose classifier for gestational diabetes that compares 6 different feature selection methods for two machine learning algorithms: neural networks and decision trees. Three searching algorithms, Greedy, Best First and Genetic, were combined with two different evaluators, CSF and Wrapper, for the feature selection. The study has been made with 6080 blood glucose measurements from 25 patients. Decision trees with a feature set selected with the Wrapper evaluator and the Best first search algorithm obtained the best accuracy: 95.92%.

A multi-resource load balancing algorithm for cloud cache systems

With the advent of cloud computing model, distributed caches have become the cornerstone for building scalable applications. Popular systems like Facebook [1] or Twitter use Memcached [5], a highly scalable distributed object cache, to speed up applications by avoiding database accesses. Distributed object caches assign objects to cache instances based on a hashing function, and objects are not moved from a cache instance to another unless more instances are added to the cache and objects are redistributed. This may lead to situations where some cache instances are overloaded when some of the objects they store are frequently accessed, while other cache instances are less frequently used. In this paper we propose a multi-resource load balancing algorithm for distributed cache systems. The algorithm aims at balancing both CPU and Memory resources among cache instances by redistributing stored data. Considering the possible conflict of balancing multiple resources at the same time, we give CPU and Memory resources weighted priorities based on the runtime load distributions. A scarcer resource is given a higher weight than a less scarce resource when load balancing. The system imbalance degree is evaluated based on monitoring information, and the utility load of a node, a unit for resource consumption. Besides, since continuous rebalance of the system may affect the QoS of applications utilizing the cache system, our data selection policy ensures that each data migration minimizes the system imbalance degree and hence, the total reconfiguration cost can be minimized. An extensive simulation is conducted to compare our policy with other policies. Our policy shows a significant improvement in time efficiency and decrease in reconfiguration cost.

Consideration of Multi-Phase Criterion in the Differential Protection Algorithm for High-Impedance Grounded Synchronous Generators

The generator differential protection is one of the most important electrical protections of synchronous generator stator windings. Its operation principle is based on the comparison of the input current and output current at each phase winding. Unwanted trip commands are usually caused by CT saturation, wrong CT selection, or the fact that they may come from different manufacturers. In generators grounded through high impedance, only phase-to-phase or three-phase faults can be detected by the differential protection. This kind of fault causes differential current to flow in, at least, two phases of the winding. Several cases of unwanted trip commands caused by the appearance of differential current in only one phase of the generator have been reported. In this paper multi-phase criterion is proposed for generator differential protection algorithm when applied to high impedance grounded generators.

Improving parameters selection of a seeded region growing method for multiband image segmentation

In the last decade, Object Based Image Analysis (OBIA) has been accepted as an effective method for processing high spatial resolution multiband images. This image analysis method is an approach that starts with the segmentation of the image. Image segmentation in general is a procedure to partition an image into homogenous groups (segments). In practice, visual interpretation is often used to assess the quality of segmentation and the analysis relies on the experience of an analyst. In an effort to address the issue, in this study, we evaluate several seed selection strategies for an automatic image segmentation methodology based on a seeded region growing-merging approach. In order to evaluate the segmentation quality, segments were subjected to spatial autocorrelation analysis using Moran's I index and intra-segment variance analysis. We apply the algorithm to image segmentation using an aerial multiband image.

Cross-lineage expression of Ig-β (B29) in thymocytes: Positive and negative gene regulation to establish T cell identity

Developmental commitment involves activation of lineage-specific genes, stabilization of a lineage-specific gene expression program, and permanent inhibition of inappropriate characteristics. To determine how these processes are coordinated in early T cell development, the expression of T and B lineage-specific genes was assessed in staged subsets of immature thymocytes. T lineage characteristics are acquired sequentially, with germ-line T cell antigen receptor-β transcripts detected very early, followed by CD3ɛ and terminal deoxynucleotidyl transferase, then pTα, and finally RAG1. Only RAG1 expression coincides with commitment. Thus, much T lineage gene expression precedes commitment and does not depend on it. Early in the course of commitment to the T lineage, thymocytes lose the ability to develop into B cells. To understand how this occurs, we also examined expression of well defined B lineage-specific genes. Although λ5 and Ig-α are not expressed, the μ0 and Iμ transcripts from the unrearranged IgH locus are expressed early, in distinct patterns, then repressed just before RAG1 expression. By contrast, RNA encoding the B cell receptor component Ig-β was found to be transcribed in all immature thymocyte subpopulations and throughout most thymocyte differentiation. Ig-β expression is down-regulated only during positive selection of CD4+CD8– cells. Thus several key participants in the B cell developmental program are expressed in non-B lineage-committed cells, and one is maintained even through commitment to an alternative lineage, and repressed only after extensive T lineage differentiation. The results show that transcriptional activation of “lymphocyte-specific” genes can occur in uncommitted precursors, and that T lineage commitment is a composite of distinct positive and negative regulatory events.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.