Accelerated Microstructure Imaging via Convex Optimization (AMICO) from diffusion MRI data.

Microstructure imaging from diffusion magnetic resonance (MR) data represents an invaluable tool to study non-invasively the morphology of tissues and to provide a biological insight into their microstructural organization. In recent years, a variety of biophysical models have been proposed to associate particular patterns observed in the measured signal with specific microstructural properties of the neuronal tissue, such as axon diameter and fiber density. Despite very appealing results showing that the estimated microstructure indices agree very well with histological examinations, existing techniques require computationally very expensive non-linear procedures to fit the models to the data which, in practice, demand the use of powerful computer clusters for large-scale applications. In this work, we present a general framework for Accelerated Microstructure Imaging via Convex Optimization (AMICO) and show how to re-formulate this class of techniques as convenient linear systems which, then, can be efficiently solved using very fast algorithms. We demonstrate this linearization of the fitting problem for two specific models, i.e. ActiveAx and NODDI, providing a very attractive alternative for parameter estimation in those techniques; however, the AMICO framework is general and flexible enough to work also for the wider space of microstructure imaging methods. Results demonstrate that AMICO represents an effective means to accelerate the fit of existing techniques drastically (up to four orders of magnitude faster) while preserving accuracy and precision in the estimated model parameters (correlation above 0.9). We believe that the availability of such ultrafast algorithms will help to accelerate the spread of microstructure imaging to larger cohorts of patients and to study a wider spectrum of neurological disorders.

A multi-center study: intra-scan and inter-scan variability of diffusion spectrum imaging.

The objective of this study was to investigate whether it is possible to pool together diffusion spectrum imaging data from four different scanners, located at three different sites. Two of the scanners had identical configuration whereas two did not. To measure the variability, we extracted three scalar maps (ADC, FA and GFA) from the DSI and utilized a region and a tract-based analysis. Additionally, a phantom study was performed to rule out some potential factors arising from the scanner performance in case some systematic bias occurred in the subject study. This work was split into three experiments: intra-scanner reproducibility, reproducibility with twin-scanner settings and reproducibility with other configurations. Overall for the intra-scanner and twin-scanner experiments, the region-based analysis coefficient of variation (CV) was in a range of 1%-4.2% and below 3% for almost every bundle for the tract-based analysis. The uncinate fasciculus showed the worst reproducibility, especially for FA and GFA values (CV 3.7-6%). For the GFA and FA maps, an ICC value of 0.7 and above is observed in almost all the regions/tracts. Looking at the last experiment, it was found that there is a very high similarity of the outcomes from the two scanners with identical setting. However, this was not the case for the two other imagers. Given the fact that the overall variation in our study is low for the imagers with identical settings, our findings support the feasibility of cross-site pooling of DSI data from identical scanners.

Cycle length of spermatogenesis in shrews (mammalia: soricidae) with high and low metabolic rates and different mating systems.

The aim of the present study was to establish and compare the durations of the seminiferous epithelium cycles of the common shrew Sorex araneus, which is characterized by a high metabolic rate and multiple paternity, and the greater white-toothed shrew Crocidura russula, which is characterized by a low metabolic rate and a monogamous mating system. Twelve S. araneus males and fifteen C. russula males were injected intraperitoneally with 5-bromodeoxyuridine, and the testes were collected. For cycle length determinations, we applied the classical method of estimation and linear regression as a new method. With regard to variance, and even with a relatively small sample size, the new method seems to be more precise. In addition, the regression method allows the inference of information for every animal tested, enabling comparisons of different factors with cycle lengths. Our results show that not only increased testis size leads to increased sperm production, but it also reduces the duration of spermatogenesis. The calculated cycle lengths were 8.35 days for S. araneus and 12.12 days for C. russula. The data obtained in the present study provide the basis for future investigations into the effects of metabolic rate and mating systems on the speed of spermatogenesis.

Perfusion and diffusion MRI of glioblastoma progression in a four-year prospective temozolomide clinical trial

RESUME BUT Cette étude a été menée sur le suivi de patients traités pour un glioblastome nouvellement diagnostiqué. Son objectif a été de déterminer l'impact des séquences de perfusion et de diffusion en imagerie par résonance magnétique (IRM). Un intérêt particulier a été porté au potentiel de ces nouvelles techniques d'imagerie dans l'anticipation de la progression de la maladie. En effet, l'intervalle de temps libre de progression est une mesure alternative de pronostic fréquemment utilisée. MATERIEL ET METHODE L'étude a porté sur 41 patients participant à un essai clinique de phase II de traitement par temozolomide. Leur suivi radiologique a comporté un examen IRM dans les 21 à 28 jours après radiochimiothérapie et tous les 2 mois par la suite. L'évaluation des images s'est faite sur la base de l'évaluation de l'effet de masse ainsi que de la mesure de la taille de la lésion sur les images suivantes : T1 avec produit de contraste, T2, diffusion, perfusion. Afin de déterminer la date de progression de la maladie, les critères classiques de variation de taille adjoints aux critères cliniques habituels ont été utilisés. RESULAT 311 examens IRM ont été revus. Au moment de la progression (32 patients), une régression multivariée selon Cox a permis de déterminer deux paramètres de survie : diamètre maximal en T1 (p>0.02) et variation de taille en T2 (p<0.05). L'impact de la perfusion et de la diffusion n'a pas été démontré de manière statistiquement significative. CONCLUSION Les techniques de perfusion et de diffusion ne peuvent pas être utilisées pour anticiper la progression tumorale. Alors que la prise de décision au niveau thérapeutique est critique au moment de la progression de la maladie, l'IRM classique en T1 et en T2 reste la méthode d'imagerie de choix. De manière plus spécifique, une prise de contraste en T1 supérieure à 3 cm dans son plus grand diamètre associée à un hypersignal T2 en augmentation forment un marqueur de mauvais pronostic.

Giant acceleration of free diffusion by use of titled periodic potentials

The effective diffusion coefficient for the overdamped Brownian motion in a tilted periodic potential is calculated in closed analytical form. Universality classes and scaling properties for weak thermal noise are identified near the threshold tilt where deterministic running solutions set in. In this regime the diffusion may be greatly enhanced, as compared to free thermal diffusion with, for a realistic experimental setup, an enhancement of up to 14 orders of magnitude.

First-passage-time noninteger moments for some diffusion and dichotomous processes

We calculate noninteger moments ¿tq¿ of first passage time to trapping, at both ends of an interval (0,L), for some diffusion and dichotomous processes. We find the critical behavior of ¿tq¿, as a function of q, for free processes. We also show that the addition of a potential can destroy criticality.

First-passage-time statistics for diffusion processes with an external random force

We present exact equations and expressions for the first-passage-time statistics of dynamical systems that are a combination of a diffusion process and a random external force modeled as dichotomous Markov noise. We prove that the mean first passage time for this system does not show any resonantlike behavior.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Modelling diffusion of innovations in a social network

A simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information, agents decide whether to upgrade their level or not, balancing their possible benefit with the upgrading cost. A critical point where technological avalanches display a power-law behavior is also found. This critical point is characterized by a macroscopic observable that turns out to optimize technological growth in the stationary state. Analytical results supporting our findings are found for the globally coupled case.

Random diffusion and leverage effect in financial markets

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

Self and cross-velocity correlation functions and diffusion coefficients in liquids: a molecular dynamics study of binary mixtures of soft spheres

Molecular dynamics simulation is applied to the study of the diffusion properties in binary liquid mixtures made up of soft-sphere particles with different sizes and masses. Self- and distinct velocity correlation functions and related diffusion coefficients have been calculated. Special attention has been paid to the dynamic cross correlations which have been computed through recently introduced relative mean molecular velocity correlation functions which are independent on the reference frame. The differences between the distinct velocity correlations and diffusion coefficients in different reference frames (mass-fixed, number-fixed, and solvent-fixed) are discussed.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.