A log-Birnbaum-Saunders regression model with asymmetric errors

This paper introduces a skewed log-Birnbaum-Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. [A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426-443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.

Application of the log-conformation tensor to three-dimensional time-dependent free surface flows

The numerical simulation of flows of highly elastic fluids has been the subject of intense research over the past decades with important industrial applications. Therefore, many efforts have been made to improve the convergence capabilities of the numerical methods employed to simulate viscoelastic fluid flows. An important contribution for the solution of the High-Weissenberg Number Problem has been presented by Fattal and Kupferman [J. Non-Newton. Fluid. Mech. 123 (2004) 281-285] who developed the matrix-logarithm of the conformation tensor technique, henceforth called log-conformation tensor. Its advantage is a better approximation of the large growth of the stress tensor that occur in some regions of the flow and it is doubly beneficial in that it ensures physically correct stress fields, allowing converged computations at high Weissenberg number flows. In this work we investigate the application of the log-conformation tensor to three-dimensional unsteady free surface flows. The log-conformation tensor formulation was applied to solve the Upper-Convected Maxwell (UCM) constitutive equation while the momentum equation was solved using a finite difference Marker-and-Cell type method. The resulting developed code is validated by comparing the log-conformation results with the analytic solution for fully developed pipe flows. To illustrate the stability of the log-conformation tensor approach in solving three-dimensional free surface flows, results from the simulation of the extrudate swell and jet buckling phenomena of UCM fluids at high Weissenberg numbers are presented. (C) 2012 Elsevier B.V. All rights reserved.

The log-exponentiated generalized gamma regression model for censored data

For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Processing of high resolution magic angle spinning spectra of breast cancer cells by the filter diagonalization method

Proton nuclear magnetic resonance (H-1 NMR) spectroscopy for detection of biochemical changes in biological samples is a successful technique. However, the achieved NMR resolution is not sufficiently high when the analysis is performed with intact cells. To improve spectral resolution, high resolution magic angle spinning (HR-MAS) is used and the broad signals are separated by a T-2 filter based on the CPMG pulse sequence. Additionally, HR-MAS experiments with a T-2 filter are preceded by a water suppression procedure. The goal of this work is to demonstrate that the experimental procedures of water suppression and T-2 or diffusing filters are unnecessary steps when the filter diagonalization method (FDM) is used to process the time domain HR-MAS signals. Manipulation of the FDM results, represented as a tabular list of peak positions, widths, amplitudes and phases, allows the removal of water signals without the disturbing overlapping or nearby signals. Additionally, the FDM can also be used for phase correction and noise suppression, and to discriminate between sharp and broad lines. Results demonstrate the applicability of the FDM post-acquisition processing to obtain high quality HR-MAS spectra of heterogeneous biological materials.

Statistical analysis and simulation techniques in wall-bounded turbulence

The present work is devoted to the assessment of the energy fluxes physics in the space of scales and physical space of wall-turbulent flows. The generalized Kolmogorov equation will be applied to DNS data of a turbulent channel flow in order to describe the energy fluxes paths from production to dissipation in the augmented space of wall-turbulent flows. This multidimensional description will be shown to be crucial to understand the formation and sustainment of the turbulent fluctuations fed by the energy fluxes coming from the near-wall production region. An unexpected behavior of the energy fluxes comes out from this analysis consisting of spiral-like paths in the combined physical/scale space where the controversial reverse energy cascade plays a central role. The observed behavior conflicts with the classical notion of the Richardson/Kolmogorov energy cascade and may have strong repercussions on both theoretical and modeling approaches to wall-turbulence. To this aim a new relation stating the leading physical processes governing the energy transfer in wall-turbulence is suggested and shown able to capture most of the rich dynamics of the shear dominated region of the flow. Two dynamical processes are identified as driving mechanisms for the fluxes, one in the near wall region and a second one further away from the wall. The former, stronger one is related to the dynamics involved in the near-wall turbulence regeneration cycle. The second suggests an outer self-sustaining mechanism which is asymptotically expected to take place in the log-layer and could explain the debated mixed inner/outer scaling of the near-wall statistics. The same approach is applied for the first time to a filtered velocity field. A generalized Kolmogorov equation specialized for filtered velocity field is derived and discussed. The results will show what effects the subgrid scales have on the resolved motion in both physical and scale space, singling out the prominent role of the filter length compared to the cross-over scale between production dominated scales and inertial range, lc, and the reverse energy cascade region lb. The systematic characterization of the resolved and subgrid physics as function of the filter scale and of the wall-distance will be shown instrumental for a correct use of LES models in the simulation of wall turbulent flows. Taking inspiration from the new relation for the energy transfer in wall turbulence, a new class of LES models will be also proposed. Finally, the generalized Kolmogorov equation specialized for filtered velocity fields will be shown to be an helpful statistical tool for the assessment of LES models and for the development of new ones. As example, some classical purely dissipative eddy viscosity models are analyzed via an a priori procedure.

Topics in financial econometrics

In the first chapter, we consider the joint estimation of objective and risk-neutral parameters for SV option pricing models. We propose a strategy which exploits the information contained in large heterogeneous panels of options, and we apply it to S&P 500 index and index call options data. Our approach breaks the stochastic singularity between contemporaneous option prices by assuming that every observation is affected by measurement error. We evaluate the likelihood function by using a MC-IS strategy combined with a Particle Filter algorithm. The second chapter examines the impact of different categories of traders on market transactions. We estimate a model which takes into account traders’ identities at the transaction level, and we find that the stock prices follow the direction of institutional trading. These results are carried out with data from an anonymous market. To explain our estimates, we examine the informativeness of a wide set of market variables and we find that most of them are unambiguously significant to infer the identity of traders. The third chapter investigates the relationship between the categories of market traders and three definitions of financial durations. We consider trade, price and volume durations, and we adopt a Log-ACD model where we include information on traders at the transaction level. As to trade durations, we observe an increase of the trading frequency when informed traders and the liquidity provider intensify their presence in the market. For price and volume durations, we find the same effect to depend on the state of the market activity. The fourth chapter proposes a strategy to express order aggressiveness in quantitative terms. We consider a simultaneous equation model to examine price and volume aggressiveness at Euronext Paris, and we analyse the impact of a wide set of order book variables on the price-quantity decision.

Imaging spin-filter efficiency of W(001) and Ir(001) single crystals

Während der letzten Jahre wurde für Spinfilter-Detektoren ein wesentlicher Schritt in Richtung stark erhöhter Effizienz vollzogen. Das ist eine wichtige Voraussetzung für spinaufgelöste Messungen mit Hilfe von modernen Elektronensp ektrometern und Impulsmikroskopen. In dieser Doktorarbeit wurden bisherige Arbeiten der parallel abbildenden Technik weiterentwickelt, die darauf beruht, dass ein elektronenoptisches Bild unter Ausnutzung der k-parallel Erhaltung in der Niedrigenergie-Elektronenbeugung auch nach einer Reflektion an einer kristallinen Oberfläche erhalten bleibt. Frühere Messungen basierend auf der spekularen Reflexion an einerrnW(001) Oberfläche [Kolbe et al., 2011; Tusche et al., 2011] wurden auf einenrnviel größeren Parameterbereich erweitert und mit Ir(001) wurde ein neues System untersucht, welches eine sehr viel längere Lebensdauer der gereinigten Kristalloberfläche im UHV aufweist. Die Streuenergie- und Einfallswinkel-“Landschaft” der Spinempfindlichkeit S und der Reflektivität I/I0 von gestreuten Elektronen wurde im Bereich von 13.7 - 36.7 eV Streuenergie und 30◦ - 60◦ Streuwinkel gemessen. Die dazu neu aufgebaute Messanordnung umfasst eine spinpolarisierte GaAs Elektronenquellernund einen drehbaren Elektronendetektor (Delayline Detektor) zur ortsauflösenden Detektion der gestreuten Elektronen. Die Ergebnisse zeigen mehrere Regionen mit hoher Asymmetrie und großem Gütefaktor (figure of merit FoM), definiert als S2 · I/I0. Diese Regionen eröffnen einen Weg für eine deutliche Verbesserung der Vielkanal-Spinfiltertechnik für die Elektronenspektroskopie und Impulsmikroskopie. Im praktischen Einsatz erwies sich die Ir(001)-Einkristalloberfläche in Bezug auf längere Lebensdauer im UHV (ca. 1 Messtag), verbunden mit hoher FOM als sehr vielversprechend. Der Ir(001)-Detektor wurde in Verbindung mit einem Halbkugelanalysator bei einem zeitaufgelösten Experiment im Femtosekunden-Bereich am Freie-Elektronen-Laser FLASH bei DESY eingesetzt. Als gute Arbeitspunkte erwiesen sich 45◦ Streuwinkel und 39 eV Streuenergie, mit einer nutzbaren Energiebreite von 5 eV, sowie 10 eV Streuenergie mit einem schmaleren Profil von < 1 eV aber etwa 10× größerer Gütefunktion. Die Spinasymmetrie erreicht Werte bis 70 %, was den Einfluss von apparativen Asymmetrien deutlich reduziert. Die resultierende Messungen und Energie-Winkel-Landschaft zeigt recht gute Übereinstimmung mit der Theorie (relativistic layer-KKR SPLEED code [Braun et al., 2013; Feder et al.,rn2012])

Nonlinear three-dimensional noise filter with low-dose CT angiography: effect on the detection of small high-contrast objects in a phantom model

To study the effect of a nonlinear noise filter on the detection of simulated endoleaks in a phantom with 80- and 100-kVp multidetector computed tomographic (CT) angiography.

Femur Specific Polyaffine Model to Regularize the Log-Domain Demons Registration

Osteoarticular allograft transplantation is a popular treatment method in wide surgical resections with large defects. For this reason hospitals are building bone data banks. Performing the optimal allograft selection on bone banks is crucial to the surgical outcome and patient recovery. However, current approaches are very time consuming hindering an efficient selection. We present an automatic method based on registration of femur bones to overcome this limitation. We introduce a new regularization term for the log-domain demons algorithm. This term replaces the standard Gaussian smoothing with a femur specific polyaffine model. The polyaffine femur model is constructed with two affine (femoral head and condyles) and one rigid (shaft) transformation. Our main contribution in this paper is to show that the demons algorithm can be improved in specific cases with an appropriate model. We are not trying to find the most optimal polyaffine model of the femur, but the simplest model with a minimal number of parameters. There is no need to optimize for different number of regions, boundaries and choice of weights, since this fine tuning will be done automatically by a final demons relaxation step with Gaussian smoothing. The newly developed synthesis approach provides a clear anatomically motivated modeling contribution through the specific three component transformation model, and clearly shows a performance improvement (in terms of anatomical meaningful correspondences) on 146 CT images of femurs compared to a standard multiresolution demons. In addition, this simple model improves the robustness of the demons while preserving its accuracy. The ground truth are manual measurements performed by medical experts.