Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Markers Models in Survival Analysis and Applications to Issues Associated with AIDS

Jewell and Kalbfleisch (1992) consider the use of marker processes for applications related to estimation of the survival distribution of time to failure. Marker processes were assumed to be stochastic processes that, at a given point in time, provide information about the current hazard and consequently on the remaining time to failure. Particular attention was paid to calculations based on a simple additive model for the relationship between the hazard function at time t and the history of the marker process up until time t. Specific applications to the analysis of AIDS data included the use of markers as surrogate responses for onset of AIDS with censored data and as predictors of the time elapsed since infection in prevalent individuals. Here we review recent work on the use of marker data to tackle these kinds of problems with AIDS data. The Poisson marker process with an additive model, introduced in Jewell and Kalbfleisch (1992) may be a useful "test" example for comparison of various procedures.

Survival Analysis with Large Dimensional Covariates: An Application in Microarray Studies

Use of microarray technology often leads to high-dimensional and low- sample size data settings. Over the past several years, a variety of novel approaches have been proposed for variable selection in this context. However, only a small number of these have been adapted for time-to-event data where censoring is present. Among standard variable selection methods shown both to have good predictive accuracy and to be computationally efficient is the elastic net penalization approach. In this paper, adaptation of the elastic net approach is presented for variable selection both under the Cox proportional hazards model and under an accelerated failure time (AFT) model. Assessment of the two methods is conducted through simulation studies and through analysis of microarray data obtained from a set of patients with diffuse large B-cell lymphoma where time to survival is of interest. The approaches are shown to match or exceed the predictive performance of a Cox-based and an AFT-based variable selection method. The methods are moreover shown to be much more computationally efficient than their respective Cox- and AFT- based counterparts.

Post-remission treatment with allogeneic stem cell transplantation in patients aged 60 years and older with acute myeloid leukaemia: a time-dependent analysis

BACKGROUND Acute myeloid leukaemia mainly affects elderly people, with a median age at diagnosis of around 70 years. Although about 50-60% of patients enter first complete remission upon intensive induction chemotherapy, relapse remains high and overall outcomes are disappointing. Therefore, effective post-remission therapy is urgently needed. Although often no post-remission therapy is given to elderly patients, it might include chemotherapy or allogeneic haemopoietic stem cell transplantation (HSCT) following reduced-intensity conditioning. We aimed to assess the comparative value of allogeneic HSCT with other approaches, including no post-remission therapy, in patients with acute myeloid leukaemia aged 60 years and older. METHODS For this time-dependent analysis, we used the results from four successive prospective HOVON-SAKK acute myeloid leukaemia trials. Between May 3, 2001, and Feb 5, 2010, a total of 1155 patients aged 60 years and older were entered into these trials, of whom 640 obtained a first complete remission after induction chemotherapy and were included in the analysis. Post-remission therapy consisted of allogeneic HSCT following reduced-intensity conditioning (n=97), gemtuzumab ozogamicin (n=110), chemotherapy (n=44), autologous HSCT (n=23), or no further treatment (n=366). Reduced-intensity conditioning regimens consisted of fludarabine combined with 2 Gy of total body irradiation (n=71), fludarabine with busulfan (n=10), or other regimens (n=16). A time-dependent analysis was done, in which allogeneic HSCT was compared with other types of post-remission therapy. The primary endpoint of the study was 5-year overall survival for all treatment groups, analysed by a time-dependent analysis. FINDINGS 5-year overall survival was 35% (95% CI 25-44) for patients who received an allogeneic HSCT, 21% (17-26) for those who received no additional post-remission therapy, and 26% (19-33) for patients who received either additional chemotherapy or autologous HSCT. Overall survival at 5 years was strongly affected by the European LeukemiaNET acute myeloid leukaemia risk score, with patients in the favourable risk group (n=65) having better 5-year overall survival (56% [95% CI 43-67]) than those with intermediate-risk (n=131; 23% [19-27]) or adverse-risk (n=444; 13% [8-20]) acute myeloid leukaemia. Multivariable analysis with allogeneic HSCT as a time-dependent variable showed that allogeneic HSCT was associated with better 5-year overall survival (HR 0·71 [95% CI 0·53-0·95], p=0·017) compared with non-allogeneic HSCT post-remission therapies or no post-remission therapy, especially in patients with intermediate-risk (0·82 [0·58-1·15]) or adverse-risk (0.39 [0·21-0·73]) acute myeloid leukaemia. INTERPRETATION Collectively, the results from these four trials suggest that allogeneic HSCT might be the preferred treatment approach in patients 60 years of age and older with intermediate-risk and adverse-risk acute myeloid leukaemia in first complete remission, but the comparative value should ideally be shown in a prospective randomised study. FUNDING None.

Demographic analysis of Certified Industrial Hygienists (CIH) with the use of survival analysis techniques

Objective. The goal of this study is to characterize the current workforce of CIHs, the lengths of professional practice careers of the past and current CIHs.^ Methods. This is a secondary data analysis of data compiled from all of the nearly 50 annual roster listings of the American Board of Industrial Hygiene (ABIH) for Certified Industrial Hygienists active in each year since 1960. Survival analysis was performed as a technique to measure the primary outcome of interest. The technique which was involved in this study was the Kaplan-Meier method for estimating the survival function.^ Study subjects: The population to be studied is all Certified Industrial Hygienists (CIHs). A CIH is defined by the ABIH as an individual who has achieved the minimum requirements for education, working experience and through examination, has demonstrated a minimum level of knowledge and competency in the prevention of occupational illnesses. ^ Results. A Cox-proportional hazards model analysis was performed by different start-time cohorts of CIHs. In this model we chose cohort 1 as the reference cohort. The estimated relative risk of the event (defined as retirement, or absent from 5 consecutive years of listing) occurred for CIHs for cohorts 2,3,4,5 relative to cohort 1 is 0.385, 0.214, 0.234, 0.299 relatively. The result show that cohort 2 (CIHs issued from 1970-1980) has the lowest hazard ratio which indicates the lowest retirement rate.^ Conclusion. The manpower of CIHs (still actively practicing up to the end of 2009) increased tremendously starting in 1980 and grew into a plateau in recent decades. This indicates that the supply and demand of the profession may have reached equilibrium. More demographic information and variables are needed to actually predict the future number of CIHs needed. ^

Survival analysis of circulating tumor cells in triple-negative breast cancer

Background. Breast cancer is the most frequently diagnosed cancer and the leading cause of cancer death among females, accounting for 23% (1.38 million) of the total new cancer cases and 14% (458,400) of the total cancer deaths in 2008. [1] Triple-negative breast cancer (TNBC) is an aggressive phenotype comprising 10–20% of all breast cancers (BCs). [2-4] TNBCs show absence of estrogen, progesterone and HER2/neu receptors on the tumor cells. Because of the absence of these receptors, TNBCs are not candidates for targeted therapies. Circulating tumor cells (CTCs) are observed in blood of breast cancer patients even at early stages (Stage I & II) of the disease. Immunological and molecular analysis can be used to detect the presence of tumor cells in the blood (Circulating tumor cells; CTCs) of many breast cancer patients. These cells may explain relapses in early stage breast cancer patients even after adequate local control. CTC detection may be useful in identifying patients at risk for disease progression, and therapies targeting CTCs may improve outcome in patients harboring them. Methods . In this study we evaluated 80 patients with TNBC who are enrolled in a larger prospective study conducted at M D Anderson Cancer Center in order to determine whether the presence of circulating tumor cells is a significant prognostic factor in relapse free and overall survival . Patients with metastatic disease at the time of presentation were excluded from the study. CTCs were assessed using CellSearch System™ (Veridex, Raritan, NJ). CTCs were defined as nucleated cells lacking the presence of CD45 but expressing cytokeratins 8, 18 or 19. The distribution of patient and tumor characteristics was analyzed using chi square test and Fisher's exact test. Log rank test and Cox regression analysis was applied to establish the association of circulating tumor cells with relapse free and overall survival. Results. The median age of the study participants was 53years. The median duration of follow-up was 40 months. Eighty-eight percent (88%) of patients were newly diagnosed (without a previous history of breast cancer), and (60%) of patients were chemo naïve (had not received chemotherapy at the time of their blood draw for CTC analysis). Tumor characteristics such as stage (P=0.40), tumor size (P=69), sentinel nodal involvement (P=0.87), axillary lymph node involvement (P=0.13), adjuvant therapy (P=0.83), and high histological grade of tumor (P=0.26) did not predict the presence of CTCs. However, CTCs predicted worse relapse free survival (1 or more CTCs log rank P value = 0.04, at 2 or more CTCs P = 0.02 and at 3 or more CTCs P < 0.0001) and overall survival (at 1 or more CTCs log rank P value = 0.08, at 2 or more CTCs P = 0.01 and at 3 or more CTCs P = 0.0001. Conclusions. The number of circulating tumor cells predicted worse relapse free survival and overall survival in TNBC patients.^

Modelling seed germination in forest tree species through survival analysis. The Pinus pinea L. case study

The direct application of existing models for seed germination may often be inadequate in the context of ecology and forestry germination experiments. This is because basic model assumptions are violated and variables available to forest managers are rarely used. In this paper, we present a method which addresses the aforementioned shortcomings. The approach is illustrated through a case study of Pinus pinea L. Our findings will also shed light on the role of germination in the general failure of natural regeneration in managed forests of this species. The presented technique consists of a mixed regression model based on survival analysis. Climate and stand covariates were tested. Data for fitting the model were gathered from a 5-year germination experiment in a mature, managed P. pinea stand in the Northern Plateau of Spain in which two different stand densities can be found. The model predictions proved to be unbiased and highly accurate when compared with the training data. Germination in P. pinea was controlled through thermal variables at stand level. At microsite level, low densities negatively affected the probability of germination. A time-lag in the response was also detected. Overall, the proposed technique provides a reliable alternative to germination modelling in ecology/forestry studies by using accessible/ suitable variables. The P. pinea case study highlights the importance of producing unbiased predictions. In this species, the occurrence and timing of germination suggest a very different regeneration strategy from that understood by forest managers until now, which may explain the high failure rate of natural regeneration in managed stands. In addition, these findings provide valuable information for the management of P. pinea under climate-change conditions.

Repeated occurrence of basal cell carcinoma of the skin and multifailure survival analysis: Follow-up data from the nambour skin cancer prevention trial

The aim of this study was to apply multifailure survival methods to analyze time to multiple occurrences of basal cell carcinoma (BCC). Data from 4.5 years of follow-up in a randomized controlled trial, the Nambour Skin Cancer Prevention Trial (1992-1996), to evaluate skin cancer prevention were used to assess the influence of sunscreen application on the time to first BCC and the time to subsequent BCCs. Three different approaches of time to ordered multiple events were applied and compared: the Andersen-Gill, Wei-Lin-Weissfeld, and Prentice-Williams-Peterson models. Robust variance estimation approaches were used for all multifailure survival models. Sunscreen treatment was not associated with time to first occurrence of a BCC (hazard ratio = 1.04, 95% confidence interval: 0.79, 1.45). Time to subsequent BCC tumors using the Andersen-Gill model resulted in a lower estimated hazard among the daily sunscreen application group, although statistical significance was not reached (hazard ratio = 0.82, 95% confidence interval: 0.59, 1.15). Similarly, both the Wei-Lin-Weissfeld marginal-hazards and the Prentice-Williams-Peterson gap-time models revealed trends toward a lower risk of subsequent BCC tumors among the sunscreen intervention group. These results demonstrate the importance of conducting multiple-event analysis for recurring events, as risk factors for a single event may differ from those where repeated events are considered.

An edge-based matching kernel through discrete-time quantum walks

In this paper, we propose a new edge-based matching kernel for graphs by using discrete-time quantum walks. To this end, we commence by transforming a graph into a directed line graph. The reasons of using the line graph structure are twofold. First, for a graph, its directed line graph is a dual representation and each vertex of the line graph represents a corresponding edge in the original graph. Second, we show that the discrete-time quantum walk can be seen as a walk on the line graph and the state space of the walk is the vertex set of the line graph, i.e., the state space of the walk is the edges of the original graph. As a result, the directed line graph provides an elegant way of developing new edge-based matching kernel based on discrete-time quantum walks. For a pair of graphs, we compute the h-layer depth-based representation for each vertex of their directed line graphs by computing entropic signatures (computed from discrete-time quantum walks on the line graphs) on the family of K-layer expansion subgraphs rooted at the vertex, i.e., we compute the depth-based representations for edges of the original graphs through their directed line graphs. Based on the new representations, we define an edge-based matching method for the pair of graphs by aligning the h-layer depth-based representations computed through the directed line graphs. The new edge-based matching kernel is thus computed by counting the number of matched vertices identified by the matching method on the directed line graphs. Experiments on standard graph datasets demonstrate the effectiveness of our new kernel.

Perturbative discrete-time multivariate fiber channel model with finite memory

We introduce a discrete-time fibre channel model that provides an accurate analytical description of signal-signal and signal-noise interference with memory defined by the interplay of nonlinearity and dispersion. Also the conditional pdf of signal distortion, which captures non-circular complex multivariate symbol interactions, is derived providing the necessary platform for the analysis of channel statistics and capacity estimations in fibre optic links.

Discrete-time positive periodic systems with state and control constraints

The aim of this paper is to provide an efficient control design technique for discrete-time positive periodic systems. In particular, stability, positivity and periodic invariance of such systems are studied. Moreover, the concept of periodic invariance with respect to a collection of boxes is introduced and investigated with connection to stability. It is shown how such concept can be used for deriving a stabilizing state-feedback control that maintains the positivity of the closed-loop system and respects states and control signals constraints. In addition, all the proposed results can be efficiently solved in terms of linear programming.

A discrete-time queueing system with feedback and optional service

Queueing systems constitute a central tool in modeling and performance analysis. These types of systems are in our everyday life activities, and the theory of queueing systems was developed to provide models for forecasting behaviors of systems subject to random demand. The practical and useful applications of the discrete-time queues make the researchers to con- tinue making an e ort in analyzing this type of models. Thus the present contribution relates to a discrete-time Geo/G/1 queue in which some messages may need a second service time in addition to the rst essential service. In day-to-day life, there are numerous examples of queueing situations in general, for example, in manufacturing processes, telecommunication, home automation, etc, but in this paper a particular application is the use of video surveil- lance with intrusion recognition where all the arriving messages require the main service and only some may require the subsidiary service provided by the server with di erent types of strategies. We carry out a thorough study of the model, deriving analytical results for the stationary distribution. The generating functions of the number of messages in the queue and in the system are obtained. The generating functions of the busy period as well as the sojourn times of a message in the server, the queue and the system are also provided.