Finite-size effects and error-free communication in Gaussian channels

The efficacy of a specially constructed Gallager-type error-correcting code to communication in a Gaussian channel is examined. The construction is based on the introduction of complex matrices, used in both encoding and decoding, which comprise sub-matrices of cascading connection values. The finite-size effects are estimated for comparing the results with the bounds set by Shannon. The critical noise level achieved for certain code rates and infinitely large systems nearly saturates the bounds set by Shannon even when the connectivity used is low.

General bounds on Bayes errors for regression with Gaussian processes

Based on a simple convexity lemma, we develop bounds for different types of Bayesian prediction errors for regression with Gaussian processes. The basic bounds are formulated for a fixed training set. Simpler expressions are obtained for sampling from an input distribution which equals the weight function of the covariance kernel, yielding asymptotically tight results. The results are compared with numerical experiments.

Mean field methods for classification with Gaussian processes

We discuss the Application of TAP mean field methods known from Statistical Mechanics of disordered systems to Bayesian classification with Gaussian processes. In contrast to previous applications, no knowledge about the distribution of inputs is needed. Simulation results for the Sonar data set are given.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

Low level feature detection in human vision

Influential models of edge detection have generally supposed that an edge is detected at peaks in the 1st derivative of the luminance profile, or at zero-crossings in the 2nd derivative. However, when presented with blurred triangle-wave images, observers consistently marked edges not at these locations, but at peaks in the 3rd derivative. This new phenomenon, termed ‘Mach edges’ persisted when a luminance ramp was added to the blurred triangle-wave. Modelling of these Mach edge detection data required the addition of a physiologically plausible filter, prior to the 3rd derivative computation. A viable alternative model was examined, on the basis of data obtained with short-duration, high spatial-frequency stimuli. Detection and feature-making methods were used to examine the perception of Mach bands in an image set that spanned a range of Mach band detectabilities. A scale-space model that computed edge and bar features in parallel provided a better fit to the data than 4 competing models that combined information across scale in a different manner, or computed edge or bar features at a single scale. The perception of luminance bars was examined in 2 experiments. Data for one image-set suggested a simple rule for perception of a small Gaussian bar on a larger inverted Gaussian bar background. In previous research, discriminability (d’) has typically been reported to be a power function of contrast, where the exponent (p) is 2 to 3. However, using bar, grating, and Gaussian edge stimuli, with several methodologies, values of p were obtained that ranged from 1 to 1.7 across 6 experiments. This novel finding was explained by appealing to low stimulus uncertainty, or a near-linear transducer.

A new fuzzy additive model for determining the common set of weights in Data Envelopment Analysis

The main advantage of Data Envelopment Analysis (DEA) is that it does not require any priori weights for inputs and outputs and allows individual DMUs to evaluate their efficiencies with the input and output weights that are only most favorable weights for calculating their efficiency. It can be argued that if DMUs are experiencing similar circumstances, then the pricing of inputs and outputs should apply uniformly across all DMUs. That is using of different weights for DMUs makes their efficiencies unable to be compared and not possible to rank them on the same basis. This is a significant drawback of DEA; however literature observed many solutions including the use of common set of weights (CSW). Besides, the conventional DEA methods require accurate measurement of both the inputs and outputs; however, crisp input and output data may not relevant be available in real world applications. This paper develops a new model for the calculation of CSW in fuzzy environments using fuzzy DEA. Further, a numerical example is used to show the validity and efficacy of the proposed model and to compare the results with previous models available in the literature.

Applications of Radial Basis Neural Networks for Area Forest

This paper proposes a new method using radial basis neural networks in order to find the classification and the recognition of trees species for forest inventories. This method computes the wood volume using a set of data easily obtained. The results that are obtained improve the used classic and statistical models.

The System of Quality Prediction on the Basis of a Fuzzy Data and Psychography of the Experts

The system of development unstable processes prediction is given. It is based on a decision-tree method. The processing technique of the expert information is offered. It is indispensable for constructing and processing by a decision-tree method. In particular data is set in the fuzzy form. The original search algorithms of optimal paths of development of the forecast process are described. This one is oriented to processing of trees of large dimension with vector estimations of arcs.

A Mathematical Basis for an Interval Arithmetic Standard

Basic concepts for an interval arithmetic standard are discussed in the paper. Interval arithmetic deals with closed and connected sets of real numbers. Unlike floating-point arithmetic it is free of exceptions. A complete set of formulas to approximate real interval arithmetic on the computer is displayed in section 3 of the paper. The essential comparison relations and lattice operations are discussed in section 6. Evaluation of functions for interval arguments is studied in section 7. The desirability of variable length interval arithmetic is also discussed in the paper. The requirement to adapt the digital computer to the needs of interval arithmetic is as old as interval arithmetic. An obvious, simple possible solution is shown in section 8.

Genetic and Molecular Basis of Encapsulation and Capsule Diversity in Kingella kingae

Kingella kingae is a bacterial pathogen that is increasingly recognized as an etiology of septic arthritis, osteomyelitis, bacteremia, and endocarditis in young children. The pathogenesis of K. kingae disease starts with bacterial adherence to the respiratory epithelium of the posterior pharynx. Previous work has identified type IV pili and a trimeric autotransporter protein called Knh (Kingella NhhA homolog) as critical factors for adherence to human epithelial cells. Additional studies established that the presence of a polysaccharide capsule interferes with Knh-mediated adherence. Given the inhibitory role of capsule during adherence we sought to uncover the genes involved in capsule expression to understand how capsule is elaborated on the cell surface. Additionally, this work aimed to further characterize capsule diversity among K. kingae clinical isolates and to investigate the relationship between capsule type and site of isolation.

We first set out to identify the carbohydrates present in the K. kingae capsule present in the prototype strain 269-492. Glycosyl composition and NMR analysis of surface extractable polysaccharides demonstrated two distinct polysaccharides, one consisting of GalNAc and Kdo with the structure →3)-β-GalpNAc-(1→5)-β-Kdop-(2→ and the other containing galactose alone with the structure →5)-β-Galf-(1→.

To discern the two polysaccharides we disrupted the ctrA gene required for surface localization of the K. kingae polysaccharide capsule and observed a loss of GalNAc and Kdo but no effect on the presence of Gal in bacterial surface extracts. In contrast, deletion of the pamABCDE locus involved in production of a reported galactan exopolysaccharide eliminated Gal but had no effect on the presence of GalNAc and Kdo in surface extracts. These results established that K. kingae strain KK01 produces a polysaccharide capsule with the structure →3)-β-GalpNAc-(1→5)-β-Kdop-(2→ and a separate exopolysaccharide with the structure →5)-β-Galf-(1→.

Having established that K. kingae produces a capsule comprised of GalNAc and Kdo, we next set out to identify the genetic determinants of capsule through a transposon mutagenesis screen. In addition to the previously identified ctrABCD operon, lipA, lipB, and a putative glycosyltransferase termed csaA (capsule synthesis region A gene A) were found to be essential for the production of surface-localized capsule. The ctr operon, lipA, lipB, and csaA were found to be present at unlinked locations throughout the genome, which is atypical for gram-negative organisms that elaborate a capsule dependent on an ABC-type transporter for surface localization. Through examining capsule localization in the ctrA, lipA, lipB, and csaA mutant strains, we determined that the ctrABCD, lipA/lipB, and csaA gene products respectively function in capsule export, assembly, and synthesis, respectively. The GalNAc transferase and Kdo transferase domains found in CsaA further support its role in catalyzing the synthesis of the GalNAc-Kdo capsule in the K. kingae prototype strain.

To investigate the capsule diversity that exists in K. kingae we screened a panel of strains isolated from patients with invasive disease or healthy carriers for the csaA capsule synthesis locus. We discovered that Kingella kingae expresses one of 4 capsule synthesis loci (csa, csb, csc, or csd) associated with a capsule consisting of Kdo and GalNAc (type a), Kdo and GlcNAc (type b), Kdo and ribose (type c), and GlcNAc and galactose (type d), respectively. Cloning of the csa, csb, csc, or csd locus into the empty flanking gene region in a non-encapsulated mutant (creation of an isogenic capsule swap) was sufficient to produce either the type a, type b, or type c capsule, respectively, further supporting the role of these loci in expression of a specific polysaccharide linkage. Capsule type a and capsule type b accounted for 96% of invasive strains. Conversely, capsule type c and capsule type d were found disproportionately among carrier isolates, suggesting that capsule type is important in promoting invasion and dissemination.

In conclusion, we discovered that Kingella kingae expresses a polysaccharide capsule and an exopolysaccharide on its surface that require distinct genetic loci for surface localization. Further investigation into genetic determinants of encapsulation revealed the loci ctrABCD, lipA/lipB, and a putative glycosyltransferase are required for capsule expression, with the gene products having roles in capsule export, assembly, and synthesis, respectively. The putative glycosyltransferase CsaA was determined to be a bifunctional enzyme with both GalNAc-transferase and Kdo-transferase activity. Furthermore, we discovered a total of 4 capsule types expressed in clinical isolates of K. kingae, each with a distinct capsule synthesis locus. The variation in the proportion of capsule types found between invasive strains and carriage strains suggest that capsule type is important in promoting invasion and dissemination. Taken together, this work expands our knowledge of the capsule types expressed among K. kingae carrier and invasive isolates and provides insights into the common genetic determinants of capsule expression. These contributions may lead to selecting clinically relevant capsule types to develop into a capsule based vaccine to prevent K. kingae colonization.

UK consensus project on quality in palliative day services: developing a quality indicator set using the RAND/UCLA appropriateness method

Introduction
Evaluating quality of palliative day services is essential for assessing care across diverse settings, and for monitoring quality improvement approaches.

Aim
To develop a set of quality indicators for assessment of all aspects (structure, process and outcome) of care in palliative day services.

Methods
Using a modified version of the RAND/UCLA appropriateness method (Fitch et al., 2001), a multidisciplinary panel of 16 experts independently completed a survey rating the appropriateness of 182 potential quality indicators previously identified during a systematic evidence review. Panel members then attended a one day, face-to-face meeting where indicators were discussed and subsequently re-rated. Panel members were also asked to rate the feasibility and necessity of measuring each indicator.

Results
71 indicators classified as inappropriate during the survey were removed based on median appropriateness ratings and level of agreement. Following the panel discussions, a further 60 were removed based on appropriateness and feasibility ratings, level of agreement and assessment of necessity. Themes identified during the panel discussion and findings of the evidence review were used to translate the remaining 51 indicators into a final set of 27.

Conclusion
The final indicator set included information on rationale and supporting evidence, methods of assessment, risk adjustment, and recommended performance levels. Further implementation work will test the suitability of this ‘toolkit’ for measurement and benchmarking. The final indicator set provides the basis for standardised assessment of quality across services, including care delivered in community and primary care settings.

Reference

• Fitch K, Bernstein SJ, Aguilar MD, et al. The RAND/UCLA Appropriateness Method User’s Manual. Santa Monica, CA: RAND Corporation; 2001. http://www.rand.org/pubs/monograph_reports/MR1269

The genetic basis of psychological traits in infancy: Implications for understanding the causes of developmental psychopathology

This chapter reviews genetic studies that have aimed to identify genes influencing psychological traits in infancy (from birth to age 12 months), and considers how this research informs us about the causes of developmental psychopathology. Specifically, this chapter systematically reviews findings from studies that associated common genetic variants with individual variation in infants’ attention, temperament and behaviour, and attachment disorganisation. DRD4 and 5-HTTLPR genes were the most frequently studied candidate genes. Possibly the most coherent set of results relates to the L-DRD4 genotype, which is significantly associated with infant attention, temperament, and attachment style. Research in infant genetics has been strengthened by a careful focus on uniform age ranges within studies, by several longitudinal studies, and by exploration of gene-environment interactions between genes and maternal characteristics. However there is also considerable inconsistency in results in this field and possible reasons for this are discussed. The chapter outlines the main genetic methods that have been used and what new genetic approaches such as polygenic risk scoring could offer infant genetics. Recent findings suggest that some traits during infancy predict individual differences in developmental psychopathology in childhood. It is argued that infant genetic research has considerable potential for the identification of populations at risk for psychopathology in later life, and this remains an area open for future research.

Modelling of water removal during a paper vacuum dewatering process using a Level-Set method

Water removal in paper manufacturing is an energy-intensive process. The dewatering process generally consists of four stages of which the first three stages include mechanical water removal through gravity filtration, vacuum dewatering and wet pressing. In the fourth stage, water is removed thermally, which is the most expensive stage in terms of energy use. In order to analyse water removal during a vacuum dewatering process, a numerical model was created by using a Level-Set method. Various different 2D structures of the paper model were created in MATLAB code with randomly positioned circular fibres with identical orientation. The model considers the influence of the forming fabric which supports the paper sheet during the dewatering process, by using volume forces to represent flow resistance in the momentum equation. The models were used to estimate the dry content of the porous structure for various dwell times. The relation between dry content and dwell time was compared to laboratory data for paper sheets with basis weights of 20 and 50 g/m2 exposed to vacuum levels between 20 kPa and 60 kPa. The comparison showed reasonable results for dewatering and air flow rates. The random positioning of the fibres influences the dewatering rate slightly. In order to achieve more accurate comparisons, the random orientation of the fibres needs to be considered, as well as the deformation and displacement of the fibres during the dewatering process.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Enhancing SPH using moving least-squares and radial basis functions

In this paper we consider two sources of enhancement for the meshfree Lagrangian particle method smoothed particle hydrodynamics (SPH) by improving the accuracy of the particle approximation. Namely, we will consider shape functions constructed using: moving least-squares approximation (MLS); radial basis functions (RBF). Using MLS approximation is appealing because polynomial consistency of the particle approximation can be enforced. RBFs further appeal as they allow one to dispense with the smoothing-length - the parameter in the SPH method which governs the number of particles within the support of the shape function. Currently, only ad hoc methods for choosing the smoothing-length exist. We ensure that any enhancement retains the conservative and meshfree nature of SPH. In doing so, we derive a new set of variationally-consistent hydrodynamic equations. Finally, we demonstrate the performance of the new equations on the Sod shock tube problem.