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.

Fractional polynomial response surface models

Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the important features of the response surface. This article describes the use of fractional polynomial models. It is shown how the models can be fitted, an appropriate model selected, and inference conducted. Polynomial and fractional polynomial models are fitted to two published datasets, illustrating that sometimes the fractional polynomial can give as good a fit to the data and much more plausible behavior between the design points than the polynomial model. © 2005 American Statistical Association and the International Biometric Society.

Non-exponential return time distributions for vorticity extremes explained by fractional Poisson processes

Serial correlation of extreme midlatitude cyclones observed at the storm track exits is explained by deviations from a Poisson process. To model these deviations, we apply fractional Poisson processes (FPPs) to extreme midlatitude cyclones, which are defined by the 850 hPa relative vorticity of the ERA interim reanalysis during boreal winter (DJF) and summer (JJA) seasons. Extremes are defined by a 99% quantile threshold in the grid-point time series. In general, FPPs are based on long-term memory and lead to non-exponential return time distributions. The return times are described by a Weibull distribution to approximate the Mittag–Leffler function in the FPPs. The Weibull shape parameter yields a dispersion parameter that agrees with results found for midlatitude cyclones. The memory of the FPP, which is determined by detrended fluctuation analysis, provides an independent estimate for the shape parameter. Thus, the analysis exhibits a concise framework of the deviation from Poisson statistics (by a dispersion parameter), non-exponential return times and memory (correlation) on the basis of a single parameter. The results have potential implications for the predictability of extreme cyclones.

Interim analysis of clinical trials: Simulation studies of fractional Brownian motion

Interim clinical trial monitoring procedures were motivated by ethical and economic considerations. Classical Brownian motion (Bm) techniques for statistical monitoring of clinical trials were widely used. Conditional power argument and α-spending function based boundary crossing probabilities are popular statistical hypothesis testing procedures under the assumption of Brownian motion. However, it is not rare that the assumptions of Brownian motion are only partially met for trial data. Therefore, I used a more generalized form of stochastic process, called fractional Brownian motion (fBm), to model the test statistics. Fractional Brownian motion does not hold Markov property and future observations depend not only on the present observations but also on the past ones. In this dissertation, we simulated a wide range of fBm data, e.g., H = 0.5 (that is, classical Bm) vs. 0.5< H <1, with treatment effects vs. without treatment effects. Then the performance of conditional power and boundary-crossing based interim analyses were compared by assuming that the data follow Bm or fBm. Our simulation study suggested that the conditional power or boundaries under fBm assumptions are generally higher than those under Bm assumptions when H > 0.5 and also matches better with the empirical results. ^

Assessment of the effect on statistical power of regression model misspecification by using techniques of mathematical statistics and simulation study

Objectives. This paper seeks to assess the effect on statistical power of regression model misspecification in a variety of situations. ^ Methods and results. The effect of misspecification in regression can be approximated by evaluating the correlation between the correct specification and the misspecification of the outcome variable (Harris 2010).In this paper, three misspecified models (linear, categorical and fractional polynomial) were considered. In the first section, the mathematical method of calculating the correlation between correct and misspecified models with simple mathematical forms was derived and demonstrated. In the second section, data from the National Health and Nutrition Examination Survey (NHANES 2007-2008) were used to examine such correlations. Our study shows that comparing to linear or categorical models, the fractional polynomial models, with the higher correlations, provided a better approximation of the true relationship, which was illustrated by LOESS regression. In the third section, we present the results of simulation studies that demonstrate overall misspecification in regression can produce marked decreases in power with small sample sizes. However, the categorical model had greatest power, ranging from 0.877 to 0.936 depending on sample size and outcome variable used. The power of fractional polynomial model was close to that of linear model, which ranged from 0.69 to 0.83, and appeared to be affected by the increased degrees of freedom of this model.^ Conclusion. Correlations between alternative model specifications can be used to provide a good approximation of the effect on statistical power of misspecification when the sample size is large. When model specifications have known simple mathematical forms, such correlations can be calculated mathematically. Actual public health data from NHANES 2007-2008 were used as examples to demonstrate the situations with unknown or complex correct model specification. Simulation of power for misspecified models confirmed the results based on correlation methods but also illustrated the effect of model degrees of freedom on power.^

(Table 1) Summary statistics of in situ sea-ice characteristics of Ice Station Belgica sites Fabra, Patria/Liège and Brussels in October 2007

Three ice type regimes at Ice Station Belgica (ISB), during the 2007 International Polar Year SIMBA (Sea Ice Mass Balance in Antarctica) expedition, were characterized and assessed for elevation, snow depth, ice freeboard and thickness. Analyses of the probability distribution functions showed great potential for satellite-based altimetry for estimating ice thickness. In question is the required altimeter sampling density for reasonably accurate estimation of snow surface elevation given inherent spatial averaging. This study assesses an effort to determine the number of laser altimeter 'hits' of the ISB floe, as a representative Antarctic floe of mixed first- and multi-year ice types, for the purpose of statistically recreating the in situ-determined ice-thickness and snow depth distribution based on the fractional coverage of each ice type. Estimates of the fractional coverage and spatial distribution of the ice types, referred to as ice 'towns', for the 5 km**2 floe were assessed by in situ mapping and photo-visual documentation. Simulated ICESat altimeter tracks, with spot size ~70 m and spacing ~170 m, sampled the floe's towns, generating a buoyancy-derived ice thickness distribution. 115 altimeter hits were required to statistically recreate the regional thickness mean and distribution for a three-town assemblage of mixed first- and multi-year ice, and 85 hits for a two-town assemblage of first-year ice only: equivalent to 19.5 and 14.5 km respectively of continuous altimeter track over a floe region of similar structure. Results have significant implications toward model development of sea-ice sampling performance of the ICESat laser altimeter record as well as maximizing sampling characteristics of satellite/airborne laser and radar altimetry missions for sea-ice thickness.

Matrix-Variate Statistical Distributions and Fractional Calculus

MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

Multimodal Mri-based Study In Patients With Spg4 Mutations.

Mutations in the SPG4 gene (SPG4-HSP) are the most frequent cause of hereditary spastic paraplegia, but the extent of the neurodegeneration related to the disease is not yet known. Therefore, our objective is to identify regions of the central nervous system damaged in patients with SPG4-HSP using a multi-modal neuroimaging approach. In addition, we aimed to identify possible clinical correlates of such damage. Eleven patients (mean age 46.0 ± 15.0 years, 8 men) with molecular confirmation of hereditary spastic paraplegia, and 23 matched healthy controls (mean age 51.4 ± 14.1years, 17 men) underwent MRI scans in a 3T scanner. We used 3D T1 images to perform volumetric measurements of the brain and spinal cord. We then performed tract-based spatial statistics and tractography analyses of diffusion tensor images to assess microstructural integrity of white matter tracts. Disease severity was quantified with the Spastic Paraplegia Rating Scale. Correlations were then carried out between MRI metrics and clinical data. Volumetric analyses did not identify macroscopic abnormalities in the brain of hereditary spastic paraplegia patients. In contrast, we found extensive fractional anisotropy reduction in the corticospinal tracts, cingulate gyri and splenium of the corpus callosum. Spinal cord morphometry identified atrophy without flattening in the group of patients with hereditary spastic paraplegia. Fractional anisotropy of the corpus callosum and pyramidal tracts did correlate with disease severity. Hereditary spastic paraplegia is characterized by relative sparing of the cortical mantle and remarkable damage to the distal portions of the corticospinal tracts, extending into the spinal cord.

Weighted S-Asymptotically omega-Periodic Solutions of a Class of Fractional Differential Equations

We study the existence of weighted S-asymptotically omega-periodic mild solutions for a class of abstract fractional differential equations of the form u' = partial derivative (alpha vertical bar 1)Au + f(t, u), 1 < alpha < 2, where A is a linear sectorial operator of negative type.

An empirical evaluation of imputation accuracy for association statistics reveals increased type-I error rates in genome-wide associations

Background: Genome wide association studies (GWAS) are becoming the approach of choice to identify genetic determinants of complex phenotypes and common diseases. The astonishing amount of generated data and the use of distinct genotyping platforms with variable genomic coverage are still analytical challenges. Imputation algorithms combine directly genotyped markers information with haplotypic structure for the population of interest for the inference of a badly genotyped or missing marker and are considered a near zero cost approach to allow the comparison and combination of data generated in different studies. Several reports stated that imputed markers have an overall acceptable accuracy but no published report has performed a pair wise comparison of imputed and empiric association statistics of a complete set of GWAS markers. Results: In this report we identified a total of 73 imputed markers that yielded a nominally statistically significant association at P < 10(-5) for type 2 Diabetes Mellitus and compared them with results obtained based on empirical allelic frequencies. Interestingly, despite their overall high correlation, association statistics based on imputed frequencies were discordant in 35 of the 73 (47%) associated markers, considerably inflating the type I error rate of imputed markers. We comprehensively tested several quality thresholds, the haplotypic structure underlying imputed markers and the use of flanking markers as predictors of inaccurate association statistics derived from imputed markers. Conclusions: Our results suggest that association statistics from imputed markers showing specific MAF (Minor Allele Frequencies) range, located in weak linkage disequilibrium blocks or strongly deviating from local patterns of association are prone to have inflated false positive association signals. The present study highlights the potential of imputation procedures and proposes simple procedures for selecting the best imputed markers for follow-up genotyping studies.

Emergent and reentrant fractional quantum Hall effect in trilayer systems in a tilted magnetic field

Magnetotransport measurements in triple-layer electron systems with high carrier density reveal fractional quantum Hall effect at total filling factors nu>2. With an in-plane magnetic field we are able to control the suppression of interlayer tunneling which causes a collapse of the integer quantum Hall plateaus at nu=2 and nu=4, and an emergence of fractional quantum Hall states with increasing tilt angles. The nu=4 state is replaced by three fractional quantum Hall states with denominator 3. The state nu=7/3 demonstrates reentrant behavior and the emergent state at nu=12/5 has a nonmonotonic behavior with increasing in-plane field. We attribute the observed fractional quantum Hall plateaus to correlated states in a trilayer system.

High-order fractional microwave-induced resistance oscillations in two-dimensional systems

We report on the observation of microwave-induced resistance oscillations associated with the fractional ratio n/m of the microwave irradiation frequency to the cyclotron frequency for m up to 8 in a two-dimensional electron system with high electron density. The features are quenched at high microwave frequencies independent of the fractional order m. We analyze temperature, power, and frequency dependencies of the magnetoresistance oscillations and discuss them in connection with existing theories.

Statistics of opinion domains of the majority-vote model on a square lattice

The existence of juxtaposed regions of distinct cultures in spite of the fact that people's beliefs have a tendency to become more similar to each other's as the individuals interact repeatedly is a puzzling phenomenon in the social sciences. Here we study an extreme version of the frequency-dependent bias model of social influence in which an individual adopts the opinion shared by the majority of the members of its extended neighborhood, which includes the individual itself. This is a variant of the majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. We assume that the individuals are fixed in the sites of a square lattice of linear size L and that they interact with their nearest neighbors only. Within a mean-field framework, we derive the equations of motion for the density of individuals adopting a particular opinion in the single-site and pair approximations. Although the single-site approximation predicts a single opinion domain that takes over the entire lattice, the pair approximation yields a qualitatively correct picture with the coexistence of different opinion domains and a strong dependence on the initial conditions. Extensive Monte Carlo simulations indicate the existence of a rich distribution of opinion domains or clusters, the number of which grows with L(2) whereas the size of the largest cluster grows with ln L(2). The analysis of the sizes of the opinion domains shows that they obey a power-law distribution for not too large sizes but that they are exponentially distributed in the limit of very large clusters. In addition, similarly to other well-known social influence model-Axelrod's model-we found that these opinion domains are unstable to the effect of a thermal-like noise.

Protein fold recognition without Boltzmann statistics or explicit physical basis

We present a fast method for finding optimal parameters for a low-resolution (threading) force field intended to distinguish correct from incorrect folds for a given protein sequence. In contrast to other methods, the parameterization uses information from >10(7) misfolded structures as well as a set of native sequence-structure pairs. In addition to testing the resulting force field's performance on the protein sequence threading problem, results are shown that characterize the number of parameters necessary for effective structure recognition.