Wavelet estimation in diffusions with periodicity

Wir betrachten einen zeitlich inhomogenen Diffusionsprozess, der durch eine stochastische Differentialgleichung gegeben wird, deren Driftterm ein deterministisches T-periodisches Signal beinhaltet, dessen Periodizität bekannt ist. Dieses Signal sei in einem Besovraum enthalten. Wir schätzen es mit Hilfe eines nichtparametrischen Waveletschätzers. Unser Schätzer ist von einem Wavelet-Dichteschätzer mit Thresholding inspiriert, der 1996 in einem klassischen iid-Modell von Donoho, Johnstone, Kerkyacharian und Picard konstruiert wurde. Unter gewissen Ergodizitätsvoraussetzungen an den Prozess können wir nichtparametrische Konvergenzraten angegeben, die bis auf einen logarithmischen Term den Raten im klassischen iid-Fall entsprechen. Diese Raten werden mit Hilfe von Orakel-Ungleichungen gezeigt, die auf Ergebnissen über Markovketten in diskreter Zeit von Clémencon, 2001, beruhen. Außerdem betrachten wir einen technisch einfacheren Spezialfall und zeigen einige Computersimulationen dieses Schätzers.

Whither PQL?

Generalized linear mixed models (GLMM) are generalized linear models with normally distributed random effects in the linear predictor. Penalized quasi-likelihood (PQL), an approximate method of inference in GLMMs, involves repeated fitting of linear mixed models with “working” dependent variables and iterative weights that depend on parameter estimates from the previous cycle of iteration. The generality of PQL, and its implementation in commercially available software, has encouraged the application of GLMMs in many scientific fields. Caution is needed, however, since PQL may sometimes yield badly biased estimates of variance components, especially with binary outcomes. Recent developments in numerical integration, including adaptive Gaussian quadrature, higher order Laplace expansions, stochastic integration and Markov chain Monte Carlo (MCMC) algorithms, provide attractive alternatives to PQL for approximate likelihood inference in GLMMs. Analyses of some well known datasets, and simulations based on these analyses, suggest that PQL still performs remarkably well in comparison with more elaborate procedures in many practical situations. Adaptive Gaussian quadrature is a viable alternative for nested designs where the numerical integration is limited to a small number of dimensions. Higher order Laplace approximations hold the promise of accurate inference more generally. MCMC is likely the method of choice for the most complex problems that involve high dimensional integrals.

On the Accelerated Failure Time Model for Current Status and Interval Censored Data

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A numerically efficient Markov chain Monte Carlo (MCMC) based resampling method is proposed to simultaneously obtain the point estimator and a consistent estimator of its variance-covariance matrix. We illustrate our approach with interval censored data sets from two clinical studies. Extensive numerical studies are conducted to evaluate the finite sample performance of the new estimators.

Semiparametric Latent Variable Regression Models for Spatio-temporal Modeling of Mobile Source Particles in the Greater Boston Area

Traffic particle concentrations show considerable spatial variability within a metropolitan area. We consider latent variable semiparametric regression models for modeling the spatial and temporal variability of black carbon and elemental carbon concentrations in the greater Boston area. Measurements of these pollutants, which are markers of traffic particles, were obtained from several individual exposure studies conducted at specific household locations as well as 15 ambient monitoring sites in the city. The models allow for both flexible, nonlinear effects of covariates and for unexplained spatial and temporal variability in exposure. In addition, the different individual exposure studies recorded different surrogates of traffic particles, with some recording only outdoor concentrations of black or elemental carbon, some recording indoor concentrations of black carbon, and others recording both indoor and outdoor concentrations of black carbon. A joint model for outdoor and indoor exposure that specifies a spatially varying latent variable provides greater spatial coverage in the area of interest. We propose a penalised spline formation of the model that relates to generalised kringing of the latent traffic pollution variable and leads to a natural Bayesian Markov Chain Monte Carlo algorithm for model fitting. We propose methods that allow us to control the degress of freedom of the smoother in a Bayesian framework. Finally, we present results from an analysis that applies the model to data from summer and winter separately

A BAYESIAN HIERARCHICAL FRAMEWORK FOR SPATIAL MODELING OF fMRI DATA

Functional neuroimaging techniques enable investigations into the neural basis of human cognition, emotions, and behaviors. In practice, applications of functional magnetic resonance imaging (fMRI) have provided novel insights into the neuropathophysiology of major psychiatric,neurological, and substance abuse disorders, as well as into the neural responses to their treatments. Modern activation studies often compare localized task-induced changes in brain activity between experimental groups. One may also extend voxel-level analyses by simultaneously considering the ensemble of voxels constituting an anatomically defined region of interest (ROI) or by considering means or quantiles of the ROI. In this work we present a Bayesian extension of voxel-level analyses that offers several notable benefits. First, it combines whole-brain voxel-by-voxel modeling and ROI analyses within a unified framework. Secondly, an unstructured variance/covariance for regional mean parameters allows for the study of inter-regional functional connectivity, provided enough subjects are available to allow for accurate estimation. Finally, an exchangeable correlation structure within regions allows for the consideration of intra-regional functional connectivity. We perform estimation for our model using Markov Chain Monte Carlo (MCMC) techniques implemented via Gibbs sampling which, despite the high throughput nature of the data, can be executed quickly (less than 30 minutes). We apply our Bayesian hierarchical model to two novel fMRI data sets: one considering inhibitory control in cocaine-dependent men and the second considering verbal memory in subjects at high risk for Alzheimer’s disease. The unifying hierarchical model presented in this manuscript is shown to enhance the interpretation content of these data sets.

EVALUATING INFRASTRUCTURE PERFORMANCE TO ASSIST FACILITY MANAGEMENT TOWARD SUSTAINABLE SYSTEMS

Civil infrastructure provides essential services for the development of both society and economy. It is very important to manage systems efficiently to ensure sound performance. However, there are challenges in information extraction from available data, which also necessitates the establishment of methodologies and frameworks to assist stakeholders in the decision making process. This research proposes methodologies to evaluate systems performance by maximizing the use of available information, in an effort to build and maintain sustainable systems. Under the guidance of problem formulation from a holistic view proposed by Mukherjee and Muga, this research specifically investigates problem solving methods that measure and analyze metrics to support decision making. Failures are inevitable in system management. A methodology is developed to describe arrival pattern of failures in order to assist engineers in failure rescues and budget prioritization especially when funding is limited. It reveals that blockage arrivals are not totally random. Smaller meaningful subsets show good random behavior. Additional overtime failure rate is analyzed by applying existing reliability models and non-parametric approaches. A scheme is further proposed to depict rates over the lifetime of a given facility system. Further analysis of sub-data sets is also performed with the discussion of context reduction. Infrastructure condition is another important indicator of systems performance. The challenges in predicting facility condition are the transition probability estimates and model sensitivity analysis. Methods are proposed to estimate transition probabilities by investigating long term behavior of the model and the relationship between transition rates and probabilities. To integrate heterogeneities, model sensitivity is performed for the application of non-homogeneous Markov chains model. Scenarios are investigated by assuming transition probabilities follow a Weibull regressed function and fall within an interval estimate. For each scenario, multiple cases are simulated using a Monte Carlo simulation. Results show that variations on the outputs are sensitive to the probability regression. While for the interval estimate, outputs have similar variations to the inputs. Life cycle cost analysis and life cycle assessment of a sewer system are performed comparing three different pipe types, which are reinforced concrete pipe (RCP) and non-reinforced concrete pipe (NRCP), and vitrified clay pipe (VCP). Life cycle cost analysis is performed for material extraction, construction and rehabilitation phases. In the rehabilitation phase, Markov chains model is applied in the support of rehabilitation strategy. In the life cycle assessment, the Economic Input-Output Life Cycle Assessment (EIO-LCA) tools are used in estimating environmental emissions for all three phases. Emissions are then compared quantitatively among alternatives to support decision making.

NodePM: A Remote Monitoring Alert System for Energy Consumption Using Probabilistic Techniques

In this paper, we propose an intelligent method, named the Novelty Detection Power Meter (NodePM), to detect novelties in electronic equipment monitored by a smart grid. Considering the entropy of each device monitored, which is calculated based on a Markov chain model, the proposed method identifies novelties through a machine learning algorithm. To this end, the NodePM is integrated into a platform for the remote monitoring of energy consumption, which consists of a wireless sensors network (WSN). It thus should be stressed that the experiments were conducted in real environments different from many related works, which are evaluated in simulated environments. In this sense, the results show that the NodePM reduces by 13.7% the power consumption of the equipment we monitored. In addition, the NodePM provides better efficiency to detect novelties when compared to an approach from the literature, surpassing it in different scenarios in all evaluations that were carried out.

An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

A longitudinal study on delirium in nursing homes

OBJECTIVE To investigate the evolution of delirium of nursing home (NH) residents and their possible predictors. DESIGN Post-hoc analysis of a prospective cohort assessment. SETTING Ninety NHs in Switzerland. PARTICIPANTS Included 14,771 NH residents. MEASUREMENTS The Resident Assessment Instrument Minimum Data Set and the Nursing Home Confusion Assessment Method were used to determine follow-up of subsyndromal or full delirium in NH residents using discrete Markov chain modeling to describe long-term trajectories and multiple logistic regression analyses to determine predictors of the trajectories. RESULTS We identified four major types of delirium time courses in NH. Increasing severity of cognitive impairment and of depressive symptoms at the initial assessment predicted the different delirium time courses. CONCLUSION More pronounced cognitive impairment and depressive symptoms at the initial assessment are associated with different subsequent evolutions of delirium. The presence and evolution of delirium in the first year after NH admission predicted the subsequent course of delirium until death.

Characterisation of flash floods in small ungauged mountain basins of Central Spain using an integrated approach

One of the main problems of flood hazard assessment in ungauged or poorly gauged basins is the lack of runoff data. In an attempt to overcome this problem we have combined archival records, dendrogeomorphic time series and instrumental data (daily rainfall and discharge) from four ungauged and poorly gauged mountain basins in Central Spain with the aim of reconstructing and compiling information on 41 flash flood events since the end of the 19th century. Estimation of historical discharge and the incorporation of uncertainty for the at-site and regional flood frequency analysis were performed with an empirical rainfall–runoff assessment as well as stochastic and Bayesian Markov Chain Monte Carlo (MCMC) approaches. Results for each of the ungauged basins include flood frequency, severity, seasonality and triggers (synoptic meteorological situations). The reconstructed data series clearly demonstrates how uncertainty can be reduced by including historical information, but also points to the considerable influence of different approaches on quantile estimation. This uncertainty should be taken into account when these data are used for flood risk management.

The physical map of {\it Escherichia coli\/} K-12 strain MG1655: Construction, comparison with other strains and implications for mechanisms controlling oligonucleotide frequency

Complete NotI, SfiI, XbaI and BlnI cleavage maps of Escherichia coli K-12 strain MG1655 were constructed. Techniques used included: CHEF pulsed field gel electrophoresis; transposon mutagenesis; fragment hybridization to the ordered $\lambda$ library of Kohara et al.; fragment and cosmid hybridization to Southern blots; correlation of fragments and cleavage sites with EcoMap, a sequence-modified version of the genomic restriction map of Kohara et al.; and correlation of cleavage sites with DNA sequence databases. In all, 105 restriction sites were mapped and correlated with the EcoMap coordinate system.^ NotI, SfiI, XbaI and BlnI restriction patterns of five commonly used E. coli K-12 strains were compared to those of MG1655. The variability between strains, some of which are separated by numerous steps of mutagenic treatment, is readily detectable by pulsed-field gel electrophoresis. A model is presented to account for the difference between the strains on the basis of simple insertions, deletions, and in one case an inversion. Insertions and deletions ranged in size from 1 kb to 86 kb. Several of the larger features have previously been characterized and some of the smaller rearrangements can potentially account for previously reported genetic features of these strains.^ Some aspects of the frequency and distribution of NotI, SfiI, XbaI and BlnI cleavage sites were analyzed using a method based on Markov chain theory. Overlaps of Dam and Dcm methylase sites with XbaI and SfiI cleavage sites were examined. The one XbaI-Dam overlap in the database is in accord with the expected frequency of this overlap. The occurrence of certain types of SfiI-Dcm overlaps are overrepresented. Of the four subtypes of SfiI-Dcm overlap, only one has a partial inhibitory effect on the activity of SfiI. Recognition sites for all four enzymes are rarer than expected based on oligonucleotide frequency data, with this effect being much stronger for XbaI and BlnI than for NotI and SfiI. The latter two enzyme sites are rare mainly due to apparent negative selection against GGCC (both) and CGGCCG (NotI). The former two enzyme sites are rare mainly due to effects of the VSP repair system on certain di-tri- and tetranucleotides, most notably CTAG. Models are proposed to explain several of the anomalies of oligonucleotide distribution in E. coli, and the biological significance of the systems that produce these anomalies is discussed. ^

Random Sampling with Interspike-Intervals of the Exponential Integrate and Fire Neuron: A Computational Interpretation of UP-States

Oscillations between high and low values of the membrane potential (UP and DOWN states respectively) are an ubiquitous feature of cortical neurons during slow wave sleep and anesthesia. Nevertheless, a surprisingly small number of quantitative studies have been conducted only that deal with this phenomenon’s implications for computation. Here we present a novel theory that explains on a detailed mathematical level the computational benefits of UP states. The theory is based on random sampling by means of interspike intervals (ISIs) of the exponential integrate and fire (EIF) model neuron, such that each spike is considered a sample, whose analog value corresponds to the spike’s preceding ISI. As we show, the EIF’s exponential sodium current, that kicks in when balancing a noisy membrane potential around values close to the firing threshold, leads to a particularly simple, approximative relationship between the neuron’s ISI distribution and input current. Approximation quality depends on the frequency spectrum of the current and is improved upon increasing the voltage baseline towards threshold. Thus, the conceptually simpler leaky integrate and fire neuron that is missing such an additional current boost performs consistently worse than the EIF and does not improve when voltage baseline is increased. For the EIF in contrast, the presented mechanism is particularly effective in the high-conductance regime, which is a hallmark feature of UP-states. Our theoretical results are confirmed by accompanying simulations, which were conducted for input currents of varying spectral composition. Moreover, we provide analytical estimations of the range of ISI distributions the EIF neuron can sample from at a given approximation level. Such samples may be considered by any algorithmic procedure that is based on random sampling, such as Markov Chain Monte Carlo or message-passing methods. Finally, we explain how spike-based random sampling relates to existing computational theories about UP states during slow wave sleep and present possible extensions of the model in the context of spike-frequency adaptation.

Absolute polarity determination of teeth cementum by phase sensitive second harmonic generation microscopy

The absolute sign of local polarity in relation to the biological growth direction has been investigated for teeth cementum using phase sensitive second harmonic generation microscopy (PS-SHGM) and a crystal of 2-cyclooctylamino-5-nitropyridine (COANP) as a nonlinear optic (NLO) reference material. A second harmonic generation (SHG) response was found in two directions of cementum: radial (acellular extrinsic fibers that are oriented more or less perpendicular to the root surface) and circumferential (cellular intrinsic fibers that are oriented more or less parallel to the surface). A mono-polar state was demonstrated for acellular extrinsic cementum. However, along the different parts of cementum in circumferential direction, two corresponding domains were observed featuring an opposite sign of polarity indicative for a bi-polar microscopic state of cellular intrinsic cementum. The phase information showed that the orientation of radial collagen fibrils of cementum is regularly organized with the donor (D) groups pointing to the surface. Circumferential collagen molecules feature orientational disorder and are oriented up and down in random manner showing acceptor or donor groups at the surface of cementum. Considering that the cementum continues to grow in thickness throughout life, we can conclude that the cementum is growing circumferentially in two opposite directions and radially in one direction. A Markov chain type model for polarity formation in the direction of growth predicts D-groups preferably appearing at the fiber front.