The FGM bivariate lifetime copula model: a bayesian approach

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

A Model-Based Approach for Making Ecological Inference from Distance Sampling Data

We consider a fully model-based approach for the analysis of distance sampling data. Distance sampling has been widely used to estimate abundance (or density) of animals or plants in a spatially explicit study area. There is, however, no readily available method of making statistical inference on the relationships between abundance and environmental covariates. Spatial Poisson process likelihoods can be used to simultaneously estimate detection and intensity parameters by modeling distance sampling data as a thinned spatial point process. A model-based spatial approach to distance sampling data has three main benefits: it allows complex and opportunistic transect designs to be employed, it allows estimation of abundance in small subregions, and it provides a framework to assess the effects of habitat or experimental manipulation on density. We demonstrate the model-based methodology with a small simulation study and analysis of the Dubbo weed data set. In addition, a simple ad hoc method for handling overdispersion is also proposed. The simulation study showed that the model-based approach compared favorably to conventional distance sampling methods for abundance estimation. In addition, the overdispersion correction performed adequately when the number of transects was high. Analysis of the Dubbo data set indicated a transect effect on abundance via Akaike’s information criterion model selection. Further goodness-of-fit analysis, however, indicated some potential confounding of intensity with the detection function.

A Model-Based Approach for Small-Signal Stability Assessment of Unbalanced Power Systems

In this paper, a modeling technique for small-signal stability assessment of unbalanced power systems is presented. Since power distribution systems are inherently unbalanced, due to its lines and loads characteristics, and the penetration of distributed generation into these systems is increasing nowadays, such a tool is needed in order to ensure a secure and reliable operation of these systems. The main contribution of this paper is the development of a phasor-based model for the study of dynamic phenomena in unbalanced power systems. Using an assumption on the net torque of the generator, it is possible to precisely define an equilibrium point for the phasor model of the system, thus enabling its linearization around this point, and, consequently, its eigenvalue/eigenvector analysis for small-signal stability assessment. The modeling technique presented here was compared to the dynamic behavior observed in ATP simulations and the results show that, for the generator and controller models used, the proposed modeling approach is adequate and yields reliable and precise results.

A novel approach for the treatment of pelvic abscess: transrectal endoscopic drainage facilitated by transanal endoscopic microsurgery access

Postoperative pelvic abscesses in patients submitted to colorectal surgery are challenging. The surgical approach may be too risky, and image-guided drainage often is difficult due to the complex anatomy of the pelvis. This article describes novel access for drainage of a pelvic collection using a minimally invasive natural orifice approach. A 37 year-old man presented with sepsis due to a pelvic abscess during the second postoperative week after a Hartmann procedure due to perforated rectal cancer. Percutaneous drainage was determined by computed tomography to be unsuccessful, and another operation was considered to be hazardous. Because the pelvic fluid was very close to the rectal stump, transrectal drainage was planned. The rectal stump was opened using transanal endoscopic microsurgery (TEM) instruments. The endoscope was advanced through the TEM working channel and the rectal stump opening, accessing the abdominal cavity and pelvic collection. The pelvic collection was endoscopically drained and the local cavity washed with saline through the scope channel. A Foley catheter was placed in the rectal stump. The patient's recovery after the procedure was successful, without the need for further intervention. Transrectal endoscopic drainage may be an option for selected cases of pelvic fluid collection in patients submitted to Hartmann's procedure. The technique allows not only fluid drainage but also visualization of the local cavity, cleavage of multiloculated abscesses, and saline irrigation if necessary. The use of TEM instrumentation allows safe access to the peritoneal cavity.

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Stripe-tetragonal phase transition in the two-dimensional Ising model with dipole interactions: Partition function zeros approach

We have performed multicanonical simulations to study the critical behavior of the two-dimensional Ising model with dipole interactions. This study concerns the thermodynamic phase transitions in the range of the interaction delta where the phase characterized by striped configurations of width h = 1 is observed. Controversial results obtained from local update algorithms have been reported for this region, including the claimed existence of a second-order phase transition line that becomes first order above a tricritical point located somewhere between delta = 0.85 and 1. Our analysis relies on the complex partition function zeros obtained with high statistics from multicanonical simulations. Finite size scaling relations for the leading partition function zeros yield critical exponents. that are clearly consistent with a single second-order phase transition line, thus excluding such a tricritical point in that region of the phase diagram. This conclusion is further supported by analysis of the specific heat and susceptibility of the orientational order parameter.

An integrated approach to remanufacturing: model of a remanufacturing system

Remanufacturing is the process of rebuilding used products that ensures that the quality of remanufactured products is equivalent to that of new ones. Although the theme is gaining ground, it is still little explored due to lack of knowledge, the difficulty of visualizing it systemically, and implementing it effectively. Few models treat remanufacturing as a system. Most of the studies still treated remanufacturing as an isolated process, preventing it from being seen in an integrated manner. Therefore, the aim of this work is to organize the knowledge about remanufacturing, offering a vision of remanufacturing system and contributing to an integrated view about the theme. The methodology employed was a literature review, adopting the General Theory of Systems to characterize the remanufacturing system. This work consolidates and organizes the elements of this system, enabling a better understanding of remanufacturing and assisting companies in adopting the concept.

A mathematical model for optimizing the indications of liver transplantation in patients with hepatocellular carcinoma

Abstract Background The criteria for organ sharing has developed a system that prioritizes liver transplantation (LT) for patients with hepatocellular carcinoma (HCC) who have the highest risk of wait-list mortality. In some countries this model allows patients only within the Milan Criteria (MC, defined by the presence of a single nodule up to 5 cm, up to three nodules none larger than 3 cm, with no evidence of extrahepatic spread or macrovascular invasion) to be evaluated for liver transplantation. This police implies that some patients with HCC slightly more advanced than those allowed by the current strict selection criteria will be excluded, even though LT for these patients might be associated with acceptable long-term outcomes. Methods We propose a mathematical approach to study the consequences of relaxing the MC for patients with HCC that do not comply with the current rules for inclusion in the transplantation candidate list. We consider overall 5-years survival rates compatible with the ones reported in the literature. We calculate the best strategy that would minimize the total mortality of the affected population, that is, the total number of people in both groups of HCC patients that die after 5 years of the implementation of the strategy, either by post-transplantation death or by death due to the basic HCC. We illustrate the above analysis with a simulation of a theoretical population of 1,500 HCC patients with tumor size exponentially. The parameter λ obtained from the literature was equal to 0.3. As the total number of patients in these real samples was 327 patients, this implied in an average size of 3.3 cm and a 95% confidence interval of [2.9; 3.7]. The total number of available livers to be grafted was assumed to be 500. Results With 1500 patients in the waiting list and 500 grafts available we simulated the total number of deaths in both transplanted and non-transplanted HCC patients after 5 years as a function of the tumor size of transplanted patients. The total number of deaths drops down monotonically with tumor size, reaching a minimum at size equals to 7 cm, increasing from thereafter. With tumor size equals to 10 cm the total mortality is equal to the 5 cm threshold of the Milan criteria. Conclusion We concluded that it is possible to include patients with tumor size up to 10 cm without increasing the total mortality of this population.

Annealed Ising model on hierarchical structures: a transfer matrix approach.

Spin systems in the presence of disorder are described by two sets of degrees of freedom, associated with orientational (spin) and disorder variables, which may be characterized by two distinct relaxation times. Disordered spin models have been mostly investigated in the quenched regime, which is the usual situation in solid state physics, and in which the relaxation time of the disorder variables is much larger than the typical measurement times. In this quenched regime, disorder variables are fixed, and only the orientational variables are duly thermalized. Recent studies in the context of lattice statistical models for the phase diagrams of nematic liquid-crystalline systems have stimulated the interest of going beyond the quenched regime. The phase diagrams predicted by these calculations for a simple Maier-Saupe model turn out to be qualitative different from the quenched case if the two sets of degrees of freedom are allowed to reach thermal equilibrium during the experimental time, which is known as the fully annealed regime. In this work, we develop a transfer matrix formalism to investigate annealed disordered Ising models on two hierarchical structures, the diamond hierarchical lattice (DHL) and the Apollonian network (AN). The calculations follow the same steps used for the analysis of simple uniform systems, which amounts to deriving proper recurrence maps for the thermodynamic and magnetic variables in terms of the generations of the construction of the hierarchical structures. In this context, we may consider different kinds of disorder, and different types of ferromagnetic and anti-ferromagnetic interactions. In the present work, we analyze the effects of dilution, which are produced by the removal of some magnetic ions. The system is treated in a “grand canonical" ensemble. The introduction of two extra fields, related to the concentration of two different types of particles, leads to higher-rank transfer matrices as compared with the formalism for the usual uniform models. Preliminary calculations on a DHL indicate that there is a phase transition for a wide range of dilution concentrations. Ising spin systems on the AN are known to be ferromagnetically ordered at all temperatures; in the presence of dilution, however, there are indications of a disordered (paramagnetic) phase at low concentrations of magnetic ions.

A holistic approach to model-based testing of Web service compositions

The behavior of composed Web services depends on the results of the invoked services; unexpected behavior of one of the invoked services can threat the correct execution of an entire composition. This paper proposes an event-based approach to black-box testing of Web service compositions based on event sequence graphs, which are extended by facilities to deal not only with service behavior under regular circumstances (i.e., where cooperating services are working as expected) but also with their behavior in undesirable situations (i.e., where cooperating services are not working as expected). Furthermore, the approach can be used independently of artifacts (e.g., Business Process Execution Language) or type of composition (orchestration/choreography). A large case study, based on a commercial Web application, demonstrates the feasibility of the approach and analyzes its characteristics. Test generation and execution are supported by dedicated tools. Especially, the use of an enterprise service bus for test execution is noteworthy and differs from other approaches. The results of the case study encourage to suggest that the new approach has the power to detect faults systematically, performing properly even with complex and large compositions. Copyright © 2012 John Wiley & Sons, Ltd.

Radiation induced apoptosis and initial DNA damage are inversely related in locally advanced breast cancer patients

[EN] Background: DNA-damage assays, quantifying the initial number of DNA double-strand breaks induced by radiation, have been proposed as a predictive test for radiation-induced toxicity. Determination of radiation-induced apoptosis in peripheral blood lymphocytes by flow cytometry analysis has also been proposed as an approach for predicting normal tissue responses following radiotherapy. The aim of the present study was to explore the association between initial DNA damage, estimated by the number of double-strand breaks induced by a given radiation dose, and the radio-induced apoptosis rates observed. Methods: Peripheral blood lymphocytes were taken from 26 consecutive patients with locally advanced breast carcinoma. Radiosensitivity of lymphocytes was quantified as the initial number of DNA double-strand breaks induced per Gy and per DNA unit (200 Mbp). Radio-induced apoptosis at 1, 2 and 8 Gy was measured by flow cytometry using annexin V/propidium iodide. Results: Radiation-induced apoptosis increased in order to radiation dose and data fitted to a semi logarithmic mathematical model. A positive correlation was found among radio-induced apoptosis values at different radiation doses: 1, 2 and 8 Gy (p < 0.0001 in all cases). Mean DSB/Gy/DNA unit obtained was 1.70 ± 0.83 (range 0.63-4.08; median, 1.46). A statistically significant inverse correlation was found between initial damage to DNA and radio-induced apoptosis at 1 Gy (p = 0.034). A trend toward 2 Gy (p = 0.057) and 8 Gy (p = 0.067) was observed after 24 hours of incubation. Conclusions: An inverse association was observed for the first time between these variables, both considered as predictive factors to radiation toxicity.

Assimilation of Meteosat Second Generation (MSG) satellite data in a regional numerical weather prediction model using a one-dimensional variational approach

The quality of temperature and humidity retrievals from the infrared SEVIRI sensors on the geostationary Meteosat Second Generation (MSG) satellites is assessed by means of a one dimensional variational algorithm. The study is performed with the aim of improving the spatial and temporal resolution of available observations to feed analysis systems designed for high resolution regional scale numerical weather prediction (NWP) models. The non-hydrostatic forecast model COSMO (COnsortium for Small scale MOdelling) in the ARPA-SIM operational configuration is used to provide background fields. Only clear sky observations over sea are processed. An optimised 1D–VAR set-up comprising of the two water vapour and the three window channels is selected. It maximises the reduction of errors in the model backgrounds while ensuring ease of operational implementation through accurate bias correction procedures and correct radiative transfer simulations. The 1D–VAR retrieval quality is firstly quantified in relative terms employing statistics to estimate the reduction in the background model errors. Additionally the absolute retrieval accuracy is assessed comparing the analysis with independent radiosonde and satellite observations. The inclusion of satellite data brings a substantial reduction in the warm and dry biases present in the forecast model. Moreover it is shown that the retrieval profiles generated by the 1D–VAR are well correlated with the radiosonde measurements. Subsequently the 1D–VAR technique is applied to two three–dimensional case–studies: a false alarm case–study occurred in Friuli–Venezia–Giulia on the 8th of July 2004 and a heavy precipitation case occurred in Emilia–Romagna region between 9th and 12th of April 2005. The impact of satellite data for these two events is evaluated in terms of increments in the integrated water vapour and saturation water vapour over the column, in the 2 meters temperature and specific humidity and in the surface temperature. To improve the 1D–VAR technique a method to calculate flow–dependent model error covariance matrices is also assessed. The approach employs members from an ensemble forecast system generated by perturbing physical parameterisation schemes inside the model. The improved set–up applied to the case of 8th of July 2004 shows a substantial neutral impact.

A dynamical system approach to data assimilation in chaotic models

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

The port-Hamiltonian framework as a comprehensive approach to model and simulate complex systems

This thesis describes modelling tools and methods suited for complex systems (systems that typically are represented by a plurality of models). The basic idea is that all models representing the system should be linked by well-defined model operations in order to build a structured repository of information, a hierarchy of models. The port-Hamiltonian framework is a good candidate to solve this kind of problems as it supports the most important model operations natively. The thesis in particular addresses the problem of integrating distributed parameter systems in a model hierarchy, and shows two possible mechanisms to do that: a finite-element discretization in port-Hamiltonian form, and a structure-preserving model order reduction for discretized models obtainable from commercial finite-element packages.

Internal Model Principle: extension to the switching case and applications

This thesis deals with a novel control approach based on the extension of the well-known Internal Model Principle to the case of periodic switched linear exosystems. This extension, inspired by power electronics applications, aims to provide an effective design method to robustly achieve the asymptotic tracking of periodic references with an infinite number of harmonics. In the first part of the thesis the basic components of the novel control scheme are described and preliminary results on stabilization are provided. In the second part, advanced control methods for two applications coming from the world high energy physics are presented.