A soft-computing approach for non-invasive temperature estimation

The domain of thermal therapies applications can be improved with the development of accurate non-invasive timespatial temperature models. These models should represent the non-linear tissue thermal behaviour and be capable of tracking temperature at both time-instant and spatial position. If such estimators exist then efficient controllers for the therapeutic instrumentation could be developed, and the desired safety and effectiveness reached.

Estimation des longueurs de branche et artefact sur la datation moléculaire

La phylogénie moléculaire fournit un outil complémentaire aux études paléontologiques et géologiques en permettant la construction des relations phylogénétiques entre espèces ainsi que l’estimation du temps de leur divergence. Cependant lorsqu’un arbre phylogénétique est inféré, les chercheurs se focalisent surtout sur la topologie, c'est-à-dire l’ordre de branchement relatif des différents nœuds. Les longueurs des branches de cette phylogénie sont souvent considérées comme des sous-produits, des paramètres de nuisances apportant peu d’information. Elles constituent cependant l’information primaire pour réaliser des datations moléculaires. Or la saturation, la présence de substitutions multiples à une même position, est un artefact qui conduit à une sous-estimation systématique des longueurs de branche. Nous avons décidé d’estimer l‘influence de la saturation et son impact sur l’estimation de l’âge de divergence. Nous avons choisi d’étudier le génome mitochondrial des mammifères qui est supposé avoir un niveau élevé de saturation et qui est disponible pour de nombreuses espèces. De plus, les relations phylogénétiques des mammifères sont connues, ce qui nous a permis de fixer la topologie, contrôlant ainsi un des paramètres influant la longueur des branches. Nous avons utilisé principalement deux méthodes pour améliorer la détection des substitutions multiples : (i) l’augmentation du nombre d’espèces afin de briser les plus longues branches de l’arbre et (ii) des modèles d’évolution des séquences plus ou moins réalistes. Les résultats montrèrent que la sous-estimation des longueurs de branche était très importante (jusqu'à un facteur de 3) et que l’utilisation d'un grand nombre d’espèces est un facteur qui influence beaucoup plus la détection de substitutions multiples que l’amélioration des modèles d’évolutions de séquences. Cela suggère que même les modèles d’évolution les plus complexes disponibles actuellement, (exemple: modèle CAT+Covarion, qui prend en compte l’hétérogénéité des processus de substitution entre positions et des vitesses d’évolution au cours du temps) sont encore loin de capter toute la complexité des processus biologiques. Malgré l’importance de la sous-estimation des longueurs de branche, l’impact sur les datations est apparu être relativement faible, car la sous-estimation est plus ou moins homothétique. Cela est particulièrement vrai pour les modèles d’évolution. Cependant, comme les substitutions multiples sont le plus efficacement détectées en brisant les branches en fragments les plus courts possibles via l’ajout d’espèces, se pose le problème du biais dans l’échantillonnage taxonomique, biais dû à l‘extinction pendant l’histoire de la vie sur terre. Comme ce biais entraine une sous-estimation non-homothétique, nous considérons qu’il est indispensable d’améliorer les modèles d’évolution des séquences et proposons que le protocole élaboré dans ce travail permettra d’évaluer leur efficacité vis-à-vis de la saturation.

Estimation du modèle GARCH à changement de régimes et son utilité pour quantifier le risque de modèle dans les applications financières en actuariat

Le modèle GARCH à changement de régimes est le fondement de cette thèse. Ce modèle offre de riches dynamiques pour modéliser les données financières en combinant une structure GARCH avec des paramètres qui varient dans le temps. Cette flexibilité donne malheureusement lieu à un problème de path dependence, qui a empêché l'estimation du modèle par le maximum de vraisemblance depuis son introduction, il y a déjà près de 20 ans. La première moitié de cette thèse procure une solution à ce problème en développant deux méthodologies permettant de calculer l'estimateur du maximum de vraisemblance du modèle GARCH à changement de régimes. La première technique d'estimation proposée est basée sur l'algorithme Monte Carlo EM et sur l'échantillonnage préférentiel, tandis que la deuxième consiste en la généralisation des approximations du modèle introduites dans les deux dernières décennies, connues sous le nom de collapsing procedures. Cette généralisation permet d'établir un lien méthodologique entre ces approximations et le filtre particulaire. La découverte de cette relation est importante, car elle permet de justifier la validité de l'approche dite par collapsing pour estimer le modèle GARCH à changement de régimes. La deuxième moitié de cette thèse tire sa motivation de la crise financière de la fin des années 2000 pendant laquelle une mauvaise évaluation des risques au sein de plusieurs compagnies financières a entraîné de nombreux échecs institutionnels. À l'aide d'un large éventail de 78 modèles économétriques, dont plusieurs généralisations du modèle GARCH à changement de régimes, il est démontré que le risque de modèle joue un rôle très important dans l'évaluation et la gestion du risque d'investissement à long terme dans le cadre des fonds distincts. Bien que la littérature financière a dévoué beaucoup de recherche pour faire progresser les modèles économétriques dans le but d'améliorer la tarification et la couverture des produits financiers, les approches permettant de mesurer l'efficacité d'une stratégie de couverture dynamique ont peu évolué. Cette thèse offre une contribution méthodologique dans ce domaine en proposant un cadre statistique, basé sur la régression, permettant de mieux mesurer cette efficacité.

A novel blind channel estimation method for MIMO system

Channel estimation method is a key issue in MIMO system. In recent years, a lot of papers on subspace(SS)-based blind channel estimation have been published, and in this paper, combining SS method with a space-time coding scheme, we proposed a novel blind channel estimation method in MIMO system. Simulation result demonstrates the effectiveness of this method.

Robust neurofuzzy rule base knowledge extraction and estimation using subspace decomposition combined with regularization and D-optimality

A new robust neurofuzzy model construction algorithm has been introduced for the modeling of a priori unknown dynamical systems from observed finite data sets in the form of a set of fuzzy rules. Based on a Takagi-Sugeno (T-S) inference mechanism a one to one mapping between a fuzzy rule base and a model matrix feature subspace is established. This link enables rule based knowledge to be extracted from matrix subspace to enhance model transparency. In order to achieve maximized model robustness and sparsity, a new robust extended Gram-Schmidt (G-S) method has been introduced via two effective and complementary approaches of regularization and D-optimality experimental design. Model rule bases are decomposed into orthogonal subspaces, so as to enhance model transparency with the capability of interpreting the derived rule base energy level. A locally regularized orthogonal least squares algorithm, combined with a D-optimality used for subspace based rule selection, has been extended for fuzzy rule regularization and subspace based information extraction. By using a weighting for the D-optimality cost function, the entire model construction procedure becomes automatic. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

Time series multistep-ahead predictability estimation and ranking

A predictability index was defined as the ratio of the variance of the optimal prediction to the variance of the original time series by Granger and Anderson (1976) and Bhansali (1989). A new simplified algorithm for estimating the predictability index is introduced and the new estimator is shown to be a simple and effective tool in applications of predictability ranking and as an aid in the preliminary analysis of time series. The relationship between the predictability index and the position of the poles and lag p of a time series which can be modelled as an AR(p) model are also investigated. The effectiveness of the algorithm is demonstrated using numerical examples including an application to stock prices.

PDFOS: PDF estimation based over-sampling for imbalanced two-class problems

This contribution proposes a novel probability density function (PDF) estimation based over-sampling (PDFOS) approach for two-class imbalanced classification problems. The classical Parzen-window kernel function is adopted to estimate the PDF of the positive class. Then according to the estimated PDF, synthetic instances are generated as the additional training data. The essential concept is to re-balance the class distribution of the original imbalanced data set under the principle that synthetic data sample follows the same statistical properties. Based on the over-sampled training data, the radial basis function (RBF) classifier is constructed by applying the orthogonal forward selection procedure, in which the classifier’s structure and the parameters of RBF kernels are determined using a particle swarm optimisation algorithm based on the criterion of minimising the leave-one-out misclassification rate. The effectiveness of the proposed PDFOS approach is demonstrated by the empirical study on several imbalanced data sets.

Estimation of Gaussian process regression model using probability distance measures

A new class of parameter estimation algorithms is introduced for Gaussian process regression (GPR) models. It is shown that the integration of the GPR model with probability distance measures of (i) the integrated square error and (ii) Kullback–Leibler (K–L) divergence are analytically tractable. An efficient coordinate descent algorithm is proposed to iteratively estimate the kernel width using golden section search which includes a fast gradient descent algorithm as an inner loop to estimate the noise variance. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

String-averaging expectation-maximization for maximum likelihood estimation in emission tomography

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

NLGA based Active Control in Aerospace: fault tolerability, disturbance rejection, and parameter estimation

A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.

The Estimation of the Ecological Condition of the City Environment by Methods of Phytoindication (as Applied to the Vasileostrovsky District of St. Petersburg)

The project aimed to use results of contamination of city vegetation with heavy metals and sulphur compounds as the basis for analysing the integral response of trees and shrubs to contamination, through a complex method of phytoindication. The results were used to draw up recommendations on pollution reduction in the city and to develop the method of phytoindication as a means of monitoring environmental pollution in St. Petersburg and other large cities. Field investigations were carried out in August 1996, and 66 descriptions of green areas were made in order to estimate the functional state of plants in the Vasileostrovsky district. Investigations of the spectrum reflecting properties of plants showed considerable variation of albedo meanings of leaves under the influence of various internal and external factors. The results indicated that lime trees most closely reflect the condition of the environment. Practically all the green areas studied were in poor condition, the only exceptions being areas of ash trees, which are more resistant to environmental pollution, and one lime-tree alley in a comparatively unpolluted street. The study identified those types of trees which are more or less resistant to complex environmental pollution and Ms. Terekhina recommends that the species in the present green areas be changed to include a higher number of the more resistant species. The turbidimetric analysis of tree barks for sulphates gave an indication of the level and spatial distribution of each pollutant, and the results also confirmed other findings that electric conductivity is a significant feature in determining the extent of sulphate pollution. In testing for various metals, the lime tree showed the highest contents for all elements except magnesium, copper, zinc, cadmium and strontium, again confirming the species' vulnerability to pollution. Medium rates of concentration in the city and environs showed that city plants concentrate 3 times as many different elements and 10 times more chromium, copper and lead than do those in the suburbs. The second stage of the study was based on the concept of phytoindication, which presupposes that changes in the relation of chemical elements in regional biological circulation under the influence of technogenesis provide a criterion for predicting displacements in people's health. There are certain basic factors in this concept. The first is that all living beings are related ecologically as well as by their evolutionary origin, and that the lower an organism is on the evolutionary scale, the less adaptational reserve it has. The second is that smaller concentrations of chemical elements are needed for toxicological influence on plants than on people and so the former's reactions to geochemical factors are easier to characterise. Visual indicational features of urban plants are well defined and can form the basis of a complex "environment - public health" analysis. Specific plant reactions reflecting atmospheric pollution and other components of urbogeosystems make it possible to determine indication criteria for predicting possible disturbances in the general state of health of the population. Thirdly the results of phytoindication investigations must be taken together with information about public health in the area. It only proved possibly to analyse general indexes of public health based on statistical data from the late 1980s and early 1990s as the data of later years were greatly influenced by social factors. These data show that the rates of illness in St. Petersburg (especially for children) are higher than in Russia as a whole, for most classes of diseases, indicating that the population there is more sensitive to the ecological state of the urban environment. The Vasileostrovsky district had the second highest sick rate for adullts, while the rate of infant mortality in the first year of life was highest there. Ms. Terekhina recommends further studies to more precisely assess the effectiveness of the methods she tested, but has drawn up a proposed map of environmental hazard for the population, taking into account prevailing wind directions.

Effectiveness, safety and cost-effectiveness of homeopathy in general practice - summarized health technology assessment

Introduction: The Health Technology Assessment report on effectiveness, cost-effectiveness and appropriateness of homeopathy was compiled on behalf of the Swiss Federal Office for Public Health (BAG) within the framework of the 'Program of Evaluation of Complementary Medicine (PEK)'. Materials and Methods: Databases accessible by Internet were systematically searched, complemented by manual search and contacts with experts, and evaluated according to internal and external validity criteria. Results: Many high-quality investigations of pre-clinical basic research proved homeopathic high-potencies inducing regulative and specific changes in cells or living organisms. 20 of 22 systematic reviews detected at least a trend in favor of homeopathy. In our estimation 5 studies yielded results indicating clear evidence for homeopathic therapy. The evaluation of 29 studies in the domain 'Upper Respiratory Tract Infections/Allergic Reactions' showed a positive overall result in favor of homeopathy. 6 out of 7 controlled studies were at least equivalent to conventional medical interventions. 8 out of 16 placebocontrolled studies were significant in favor of homeopathy. Swiss regulations grant a high degree of safety due to product and training requirements for homeopathic physicians. Applied properly, classical homeopathy has few side-effects and the use of high-potencies is free of toxic effects. A general health-economic statement about homeopathy cannot be made from the available data. Conclusion: Taking internal and external validity criteria into account, effectiveness of homeopathy can be supported by clinical evidence and professional and adequate application be regarded as safe. Reliable statements of cost-effectiveness are not available at the moment. External and model validity will have to be taken more strongly into consideration in future studies.

Additive Hazards Models with Latent Treatment Effectiveness Lag Time

In many clinical trials to evaluate treatment efficacy, it is believed that there may exist latent treatment effectiveness lag times after which medical procedure or chemical compound would be in full effect. In this article, semiparametric regression models are proposed and studied to estimate the treatment effect accounting for such latent lag times. The new models take advantage of the invariance property of the additive hazards model in marginalizing over random effects, so parameters in the models are easy to be estimated and interpreted, while the flexibility without specifying baseline hazard function is kept. Monte Carlo simulation studies demonstrate the appropriateness of the proposed semiparametric estimation procedure. Data collected in the actual randomized clinical trial, which evaluates the effectiveness of biodegradable carmustine polymers for treatment of recurrent brain tumors, are analyzed.

Cost-effectiveness of pharmacogenetic testing to predict treatment response to angiotensin-converting enzyme inhibitor

OBJECTIVE: This study aimed to assess the potential cost-effectiveness of testing patients with nephropathies for the I/D polymorphism before starting angiotensin-converting enzyme (ACE) inhibitor therapy, using a 3-year time horizon and a healthcare perspective. METHODS: We used a combination of a decision analysis and Markov modeling technique to evaluate the potential economic value of this pharmacogenetic test by preventing unfavorable treatment in patients with nephropathies. The estimation of the predictive value of the I/D polymorphism is based on a systematic review showing that DD carriers tend to respond well to ACE inhibitors, while II carriers seem not to benefit adequately from this treatment. Data on the ACE inhibitor effectiveness in nephropathy were derived from the REIN (Ramipril Efficacy in Nephropathy) trial. We calculated the number of patients with end-stage renal disease (ESRD) prevented and the differences in the incremental costs and incremental effect expressed as life-years free of ESRD. A probabilistic sensitivity analysis was conducted to determine the robustness of the results. RESULTS: Compared with unselective treatment, testing patients for their ACE genotype could save 12 patients per 1000 from developing ESRD during the 3 years covered by the model. As the mean net cost savings was euro 356,000 per 1000 patient-years, and 9 life-years free of ESRD were gained, selective treatment seems to be dominant. CONCLUSION: The study suggests that genetic testing of the I/D polymorphism in patients with nephropathy before initiating ACE therapy will most likely be cost-effective, even if the risk for II carriers to develop ESRD when treated with ACE inhibitors is only 1.4% higher than for DD carriers. Further studies, however, are required to corroborate the difference in treatment response between ACE genotypes, before genetic testing can be justified in clinical practice.

Effectiveness and cost-effectiveness of traditional and new partner notification technologies for curable sexually transmitted infections: observational study, systematic reviews and mathematical modelling

BACKGROUND Partner notification is essential to the comprehensive case management of sexually transmitted infections. Systematic reviews and mathematical modelling can be used to synthesise information about the effects of new interventions to enhance the outcomes of partner notification. OBJECTIVE To study the effectiveness and cost-effectiveness of traditional and new partner notification technologies for curable sexually transmitted infections (STIs). DESIGN Secondary data analysis of clinical audit data; systematic reviews of randomised controlled trials (MEDLINE, EMBASE and Cochrane Central Register of Controlled Trials) published from 1 January 1966 to 31 August 2012 and of studies of health-related quality of life (HRQL) [MEDLINE, EMBASE, ISI Web of Knowledge, NHS Economic Evaluation Database (NHS EED), Database of Abstracts of Reviews of Effects (DARE) and Health Technology Assessment (HTA)] published from 1 January 1980 to 31 December 2011; static models of clinical effectiveness and cost-effectiveness; and dynamic modelling studies to improve parameter estimation and examine effectiveness. SETTING General population and genitourinary medicine clinic attenders. PARTICIPANTS Heterosexual women and men. INTERVENTIONS Traditional partner notification by patient or provider referral, and new partner notification by expedited partner therapy (EPT) or its UK equivalent, accelerated partner therapy (APT). MAIN OUTCOME MEASURES Population prevalence; index case reinfection; and partners treated per index case. RESULTS Enhanced partner therapy reduced reinfection in index cases with curable STIs more than simple patient referral [risk ratio (RR) 0.71; 95% confidence interval (CI) 0.56 to 0.89]. There are no randomised trials of APT. The median number of partners treated for chlamydia per index case in UK clinics was 0.60. The number of partners needed to treat to interrupt transmission of chlamydia was lower for casual than for regular partners. In dynamic model simulations, > 10% of partners are chlamydia positive with look-back periods of up to 18 months. In the presence of a chlamydia screening programme that reduces population prevalence, treatment of current partners achieves most of the additional reduction in prevalence attributable to partner notification. Dynamic model simulations show that cotesting and treatment for chlamydia and gonorrhoea reduce the prevalence of both STIs. APT has a limited additional effect on prevalence but reduces the rate of index case reinfection. Published quality-adjusted life-year (QALY) weights were of insufficient quality to be used in a cost-effectiveness study of partner notification in this project. Using an intermediate outcome of cost per infection diagnosed, doubling the efficacy of partner notification from 0.4 to 0.8 partners treated per index case was more cost-effective than increasing chlamydia screening coverage. CONCLUSIONS There is evidence to support the improved clinical effectiveness of EPT in reducing index case reinfection. In a general heterosexual population, partner notification identifies new infected cases but the impact on chlamydia prevalence is limited. Partner notification to notify casual partners might have a greater impact than for regular partners in genitourinary clinic populations. Recommendations for future research are (1) to conduct randomised controlled trials using biological outcomes of the effectiveness of APT and of methods to increase testing for human immunodeficiency virus (HIV) and STIs after APT; (2) collection of HRQL data should be a priority to determine QALYs associated with the sequelae of curable STIs; and (3) standardised parameter sets for curable STIs should be developed for mathematical models of STI transmission that are used for policy-making. FUNDING The National Institute for Health Research Health Technology Assessment programme.