On the stability of the optimal value and the optimal set in optimization problems

The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property).

Interpolation methods for stochastic processes spaces

In this paper the scales of classes of stochastic processes are introduced. New interpolation theorems and boundedness of some transforms of stochastic processes are proved. Interpolation method for generously-monotonous rocesses is entered. Conditions and statements of interpolation theorems concern he xed stochastic process, which diers from the classical results.

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

Artificial Snow Optimization in Winter Sport Destinations Using a Multi-agent Simulation

This paper presents the Juste-Neige system for predicting the snow height on the ski runs of a resort using a multi-agent simulation software. Its aim is to facilitate snow cover management in order to i) reduce the production cost of artificial snow and to improve the profit margin for the companies managing the ski resorts; and ii) to reduce the water and energy consumption, and thus to reduce the environmental impact, by producing only the snow needed for a good skiing experience. The software provides maps with the predicted snow heights for up to 13 days. On these maps, the areas most exposed to snow erosion are highlighted. The software proceeds in three steps: i) interpolation of snow height measurements with a neural network; ii) local meteorological forecasts for every ski resort; iii) simulation of the impact caused by skiers using a multi-agent system. The software has been evaluated in the Swiss ski resort of Verbier and provides useful predictions.

Optimization of spatial resolution for peripheral magnetic resonance angiography.

RATIONALE AND OBJECTIVES: To determine optimum spatial resolution when imaging peripheral arteries with magnetic resonance angiography (MRA). MATERIALS AND METHODS: Eight vessel diameters ranging from 1.0 to 8.0 mm were simulated in a vascular phantom. A total of 40 three-dimensional flash MRA sequences were acquired with incremental variations of fields of view, matrix size, and slice thickness. The accurately known eight diameters were combined pairwise to generate 22 "exact" degrees of stenosis ranging from 42% to 87%. Then, the diameters were measured in the MRA images by three independent observers and with quantitative angiography (QA) software and used to compute the degrees of stenosis corresponding to the 22 "exact" ones. The accuracy and reproducibility of vessel diameter measurements and stenosis calculations were assessed for vessel size ranging from 6 to 8 mm (iliac artery), 4 to 5 mm (femoro-popliteal arteries), and 1 to 3 mm (infrapopliteal arteries). Maximum pixel dimension and slice thickness to obtain a mean error in stenosis evaluation of less than 10% were determined by linear regression analysis. RESULTS: Mean errors on stenosis quantification were 8.8% +/- 6.3% for 6- to 8-mm vessels, 15.5% +/- 8.2% for 4- to 5-mm vessels, and 18.9% +/- 7.5% for 1- to 3-mm vessels. Mean errors on stenosis calculation were 12.3% +/- 8.2% for observers and 11.4% +/- 15.1% for QA software (P = .0342). To evaluate stenosis with a mean error of less than 10%, maximum pixel surface, the pixel size in the phase direction, and the slice thickness should be less than 1.56 mm2, 1.34 mm, 1.70 mm, respectively (voxel size 2.65 mm3) for 6- to 8-mm vessels; 1.31 mm2, 1.10 mm, 1.34 mm (voxel size 1.76 mm3), for 4- to 5-mm vessels; and 1.17 mm2, 0.90 mm, 0.9 mm (voxel size 1.05 mm3) for 1- to 3-mm vessels. CONCLUSION: Higher spatial resolution than currently used should be selected for imaging peripheral vessels.

MAMOT: hidden Markov modeling tool.

Hidden Markov models (HMMs) are probabilistic models that are well adapted to many tasks in bioinformatics, for example, for predicting the occurrence of specific motifs in biological sequences. MAMOT is a command-line program for Unix-like operating systems, including MacOS X, that we developed to allow scientists to apply HMMs more easily in their research. One can define the architecture and initial parameters of the model in a text file and then use MAMOT for parameter optimization on example data, decoding (like predicting motif occurrence in sequences) and the production of stochastic sequences generated according to the probabilistic model. Two examples for which models are provided are coiled-coil domains in protein sequences and protein binding sites in DNA. A wealth of useful features include the use of pseudocounts, state tying and fixing of selected parameters in learning, and the inclusion of prior probabilities in decoding. AVAILABILITY: MAMOT is implemented in C++, and is distributed under the GNU General Public Licence (GPL). The software, documentation, and example model files can be found at http://bcf.isb-sib.ch/mamot

Optimization of the piggyBac Transposon Using mRNA and Insulators: Toward a More Reliable Gene Delivery System.

Integrating and expressing stably a transgene into the cellular genome remain major challenges for gene-based therapies and for bioproduction purposes. While transposon vectors mediate efficient transgene integration, expression may be limited by epigenetic silencing, and persistent transposase expression may mediate multiple transposition cycles. Here, we evaluated the delivery of the piggyBac transposase messenger RNA combined with genetically insulated transposons to isolate the transgene from neighboring regulatory elements and stabilize expression. A comparison of piggyBac transposase expression from messenger RNA and DNA vectors was carried out in terms of expression levels, transposition efficiency, transgene expression and genotoxic effects, in order to calibrate and secure the transposition-based delivery system. Messenger RNA reduced the persistence of the transposase to a narrow window, thus decreasing side effects such as superfluous genomic DNA cleavage. Both the CTF/NF1 and the D4Z4 insulators were found to mediate more efficient expression from a few transposition events. We conclude that the use of engineered piggyBac transposase mRNA and insulated transposons offer promising ways of improving the quality of the integration process and sustaining the expression of transposon vectors.

COMMIT: Convex Optimization Modeling for Microstructure Informed Tractography.

Tractography is a class of algorithms aiming at in vivo mapping the major neuronal pathways in the white matter from diffusion magnetic resonance imaging (MRI) data. These techniques offer a powerful tool to noninvasively investigate at the macroscopic scale the architecture of the neuronal connections of the brain. However, unfortunately, the reconstructions recovered with existing tractography algorithms are not really quantitative even though diffusion MRI is a quantitative modality by nature. As a matter of fact, several techniques have been proposed in recent years to estimate, at the voxel level, intrinsic microstructural features of the tissue, such as axonal density and diameter, by using multicompartment models. In this paper, we present a novel framework to reestablish the link between tractography and tissue microstructure. Starting from an input set of candidate fiber-tracts, which are estimated from the data using standard fiber-tracking techniques, we model the diffusion MRI signal in each voxel of the image as a linear combination of the restricted and hindered contributions generated in every location of the brain by these candidate tracts. Then, we seek for the global weight of each of them, i.e., the effective contribution or volume, such that they globally fit the measured signal at best. We demonstrate that these weights can be easily recovered by solving a global convex optimization problem and using efficient algorithms. The effectiveness of our approach has been evaluated both on a realistic phantom with known ground-truth and in vivo brain data. Results clearly demonstrate the benefits of the proposed formulation, opening new perspectives for a more quantitative and biologically plausible assessment of the structural connectivity of the brain.

Combination of enteral and parenteral nutrition in intensive care patients: A new concept of optimization

Undernutrition is a widespread problem in intensive care unit and is associated with a worse clinical outcome. A state of negative energy balance increases stress catabolism and is associated with increased morbidity and mortality in ICU patients. Undernutrition-related increased morbidity is correlated with an increase in the length of hospital stay and health care costs. Enteral nutrition is the recommended feeding route in critically ill patients, but it is often insufficient to cover the nutritional needs. The initiation of supplemental parenteral nutrition, when enteral nutrition is insufficient, could optimize the nutritional therapy by preventing the onset of early energy deficiency, and thus, could allow to reduce morbidity, length of stay and costs, shorten recovery period and, finally, improve quality of life. (C) 2009 Elsevier Masson SAS. All rights reserved.

Conditioning of stochastic 3-D fracture networks to hydrological and geophysical data

The geometry and connectivity of fractures exert a strong influence on the flow and transport properties of fracture networks. We present a novel approach to stochastically generate three-dimensional discrete networks of connected fractures that are conditioned to hydrological and geophysical data. A hierarchical rejection sampling algorithm is used to draw realizations from the posterior probability density function at different conditioning levels. The method is applied to a well-studied granitic formation using data acquired within two boreholes located 6 m apart. The prior models include 27 fractures with their geometry (position and orientation) bounded by information derived from single-hole ground-penetrating radar (GPR) data acquired during saline tracer tests and optical televiewer logs. Eleven cross-hole hydraulic connections between fractures in neighboring boreholes and the order in which the tracer arrives at different fractures are used for conditioning. Furthermore, the networks are conditioned to the observed relative hydraulic importance of the different hydraulic connections by numerically simulating the flow response. Among the conditioning data considered, constraints on the relative flow contributions were the most effective in determining the variability among the network realizations. Nevertheless, we find that the posterior model space is strongly determined by the imposed prior bounds. Strong prior bounds were derived from GPR measurements and helped to make the approach computationally feasible. We analyze a set of 230 posterior realizations that reproduce all data given their uncertainties assuming the same uniform transmissivity in all fractures. The posterior models provide valuable statistics on length scales and density of connected fractures, as well as their connectivity. In an additional analysis, effective transmissivity estimates of the posterior realizations indicate a strong influence of the DFN structure, in that it induces large variations of equivalent transmissivities between realizations. The transmissivity estimates agree well with previous estimates at the site based on pumping, flowmeter and temperature data.

Optimization of treatment with interferon beta in multiple sclerosis. Usefulness of automatic system application criteria

Background. A software based tool has been developed (Optem) to allow automatize the recommendations of the Canadian Multiple Sclerosis Working Group for optimizing MS treatment in order to avoid subjective interpretation. METHODS: Treatment Optimization Recommendations (TORs) were applied to our database of patients treated with IFN beta1a IM. Patient data were assessed during year 1 for disease activity, and patients were assigned to 2 groups according to TOR: "change treatment" (CH) and "no change treatment" (NCH). These assessments were then compared to observed clinical outcomes for disease activity over the following years. RESULTS: We have data on 55 patients. The "change treatment" status was assigned to 22 patients, and "no change treatment" to 33 patients. The estimated sensitivity and specificity according to last visit status were 73.9% and 84.4%. During the following years, the Relapse Rate was always higher in the "change treatment" group than in the "no change treatment" group (5 y; CH: 0.7, NCH: 0.07; p < 0.001, 12 m - last visit; CH: 0.536, NCH: 0.34). We obtained the same results with the EDSS (4 y; CH: 3.53, NCH: 2.55, annual progression rate in 12 m - last visit; CH: 0.29, NCH: 0.13). CONCLUSION: Applying TOR at the first year of therapy allowed accurate prediction of continued disease activity in relapses and disability progression.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.