921 resultados para Stochastic processes -- Mathematical models


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This paper study repeated games where the time repetitions of the stage game are not known or controlled by the players. We call this feature random monitoring. Kawamori's (2004) shows that perfect random monitoring is always better than the canonical case. Surprisingly, when the monitoring is public, the result is less clear-cut and does not generalize in a straightforward way. Unless the public signals are sufficiently informative about player's actions and/or players are patient enough. In addition to a discount effect, that tends to consistently favor the provision of incentives, we found an information effect, associated with the time uncertainty on the distribution of public signals. Whether payoff improvements are or not possible, depends crucially on the direction and strength of these effects. JEL: C73, D82, D86. KEYWORDS: Repeated Games, Frequent Monitoring, Random Public Monitoring, Moral Hazard, Stochastic Processes.

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In androdioecious metapopulations, where males co-occur with hermaphrodites, the absence of males from certain populations or regions may be explained by locally high selfing rates, high hermaphrodite outcross siring success (e.g. due to high pollen production by hermaphrodites), or to stochastic processes (e.g. the failure of males to invade populations or regions following colonization or range expansion by hermaphrodites). In the Iberian Peninsula and Morocco, the presence of males with hermaphrodites in the wind-pollinated androdioecious plant Mercurialis annua (Euphorbiaceae) varies both among populations within relatively small regions and among regions, with some regions lacking males from all populations. The species is known to have expanded its range into the Iberian Peninsula from a southern refugium. To account for variation in male presence in M. annua, we test the following hypotheses: (1) that males are absent in areas where plant densities are lower, because selfing rates should be correspondingly higher; (2) that males are absent in areas where hermaphrodites produce more pollen; and (3) that males are absent in areas where there is an elevated proportion of populations in which plant density and hermaphrodite pollen production disfavour their invasion. We found support for predictions two and three in Morocco (the putative Pleistocene refugium for M. annua) but no support for any hypothesis in Iberia (the expanded range). Our results are partially consistent with a hypothesis of sex-allocation equilibrium for populations in Morocco; in Iberia, the absence of males from large geographical regions is more consistent with a model of sex-ratio evolution in a metapopulation with recurrent population turnover. Our study points to the role of both frequency-dependent selection and contingencies imposed by colonization during range expansions and in metapopulations.

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Boundaries for delta, representing a "quantitatively significant" or "substantively impressive" distinction, have not been established, analogous to the boundary of alpha, usually set at 0.05, for the stochastic or probabilistic component of "statistical significance". To determine what boundaries are being used for the "quantitative" decisions, we reviewed pertinent articles in three general medical journals. For each contrast of two means, contrast of two rates, or correlation coefficient, we noted the investigators' decisions about stochastic significance, stated in P values or confidence intervals, and about quantitative significance, indicated by interpretive comments. The boundaries between impressive and unimpressive distinctions were best formed by a ratio of greater than or equal to 1.2 for the smaller to the larger mean in 546 comparisons, by a standardized increment of greater than or equal to 0.28 and odds ratio of greater than or equal to 2.2 in 392 comparisons of two rates; and by an r value of greater than or equal to 0.32 in 154 correlation coefficients. Additional boundaries were also identified for "substantially" and "highly" significant quantitative distinctions. Although the proposed boundaries should be kept flexible, indexes and boundaries for decisions about "quantitative significance" are particularly useful when a value of delta must be chosen for calculating sample size before the research is done, and when the "statistical significance" of completed research is appraised for its quantitative as well as stochastic components.

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In order to explain the speed of Vesicular Stomatitis Virus VSV infections, we develop a simple model that improves previous approaches to the propagation of virus infections. For VSV infections, we find that the delay time elapsed between the adsorption of a viral particle into a cell and the release of its progeny has a veryimportant effect. Moreover, this delay time makes the adsorption rate essentially irrelevant in order to predict VSV infection speeds. Numerical simulations are in agreement with the analytical results. Our model satisfactorily explains the experimentally measured speeds of VSV infections

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BACKGROUND: Epidermal growth factor receptor (EGFR) and its downstream factors KRAS and BRAF are mutated in several types of cancer, affecting the clinical response to EGFR inhibitors. Mutations in the EGFR kinase domain predict sensitivity to the tyrosine kinase inhibitors gefitinib and erlotinib in lung adenocarcinoma, while activating point mutations in KRAS and BRAF confer resistance to the anti-EGFR monoclonal antibody cetuximab in colorectal cancer. The development of new generation methods for systematic mutation screening of these genes will allow more appropriate therapeutic choices. METHODS: We describe a high resolution melting (HRM) assay for mutation detection in EGFR exons 19-21, KRAS codon 12/13 and BRAF V600 using formalin-fixed paraffin-embedded samples. Somatic variation of KRAS exon 2 was also analysed by massively parallel pyrosequencing of amplicons with the GS Junior 454 platform. RESULTS: We tested 120 routine diagnostic specimens from patients with colorectal or lung cancer. Mutations in KRAS, BRAF and EGFR were observed in 41.9%, 13.0% and 11.1% of the overall samples, respectively, being mutually exclusive. For KRAS, six types of substitutions were detected (17 G12D, 9 G13D, 7 G12C, 2 G12A, 2 G12V, 2 G12S), while V600E accounted for all the BRAF activating mutations. Regarding EGFR, two cases showed exon 19 deletions (delE746-A750 and delE746-T751insA) and another two substitutions in exon 21 (one showed L858R with the resistance mutation T590M in exon 20, and the other had P848L mutation). Consistent with earlier reports, our results show that KRAS and BRAF mutation frequencies in colorectal cancer were 44.3% and 13.0%, respectively, while EGFR mutations were detected in 11.1% of the lung cancer specimens. Ultra-deep amplicon pyrosequencing successfully validated the HRM results and allowed detection and quantitation of KRAS somatic mutations. CONCLUSIONS: HRM is a rapid and sensitive method for moderate-throughput cost-effective screening of oncogene mutations in clinical samples. Rather than Sanger sequence validation, next-generation sequencing technology results in more accurate quantitative results in somatic variation and can be achieved at a higher throughput scale.

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We estimate the risk of acquiring the new influenza A(H1N1) for Brazilian travelers to Chile, Argentina and the USA. This is done by a mathematical model that quantifies the intensity of transmission of the new virus in those countries and the probability that one individual has of acquiring the influenza depending on the date of arrival and time spent in the area. The maximum estimated risk reached 7.5 cases per 10,000 visitors to Chile, 17 cases per 10,000 travelers to Argentina and 23 cases per 10,000 travelers to the USA. The estimated number of imported cases until 27 July is 57 ± 9 from Chile, 136 ± 27 from the USA and 301 ± 21 from Argentina, which are in accord with the official figures. Estimating the number of imported cases was particularly important for the moment of the disease introduction into this country, but it will certainly be important again as a tool to calculate the number of future imported cases from northern countries in our next inter-epidemic season, were imported cases can constitute again the majority of the new influenza burden to the Brazilian health services.

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This study is part of an ongoing collaborative effort between the medical and the signal processing communities to promote research on applying standard Automatic Speech Recognition (ASR) techniques for the automatic diagnosis of patients with severe obstructive sleep apnoea (OSA). Early detection of severe apnoea cases is important so that patients can receive early treatment. Effective ASR-based detection could dramatically cut medical testing time. Working with a carefully designed speech database of healthy and apnoea subjects, we describe an acoustic search for distinctive apnoea voice characteristics. We also study abnormal nasalization in OSA patients by modelling vowels in nasal and nonnasal phonetic contexts using Gaussian Mixture Model (GMM) pattern recognition on speech spectra. Finally, we present experimental findings regarding the discriminative power of GMMs applied to severe apnoea detection. We have achieved an 81% correct classification rate, which is very promising and underpins the interest in this line of inquiry.

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One of the key aspects in 3D-image registration is the computation of the joint intensity histogram. We propose a new approach to compute this histogram using uniformly distributed random lines to sample stochastically the overlapping volume between two 3D-images. The intensity values are captured from the lines at evenly spaced positions, taking an initial random offset different for each line. This method provides us with an accurate, robust and fast mutual information-based registration. The interpolation effects are drastically reduced, due to the stochastic nature of the line generation, and the alignment process is also accelerated. The results obtained show a better performance of the introduced method than the classic computation of the joint histogram

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Currently, pharmaceutical preparations are serious contributors to liver disease; hepatotoxicity ranking as the most frequent cause for acute liver failure and post-commercialization regulatory decisions. The diagnosis of hepatotoxicity remains a difficult task because of the lack of reliable markers for use in general clinical practice. To incriminate any given drug in an episode of liver dysfunction is a step-by-step process that requires a high degree of suspicion, compatible chronology, awareness of the drug's hepatotoxic potential, the exclusion of alternative causes of liver damage and the ability to detect the presence of subtle data that favors a toxic etiology. This process is time-consuming and the final result is frequently inaccurate. Diagnostic algorithms may add consistency to the diagnostic process by translating the suspicion into a quantitative score. Such scales are useful since they provide a framework that emphasizes the features that merit attention in cases of suspected hepatic adverse reaction as well. Current efforts in collecting bona fide cases of drug-induced hepatotoxicity will make refinements of existing scales feasible. It is now relatively easy to accommodate relevant data within the scoring system and to delete low-impact items. Efforts should also be directed toward the development of an abridged instrument for use in evaluating suspected drug-induced hepatotoxicity at the very beginning of the diagnosis and treatment process when clinical decisions need to be made. The instrument chosen would enable a confident diagnosis to be made on admission of the patient and treatment to be fine-tuned as further information is collected.

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Geographical Information Systems (GIS) facilitate access to epidemiological data through visualization and may be consulted for the development of mathematical models and analysis by spatial statistics. Variables such as land-cover, land-use, elevations, surface temperatures, rainfall etc. emanating from earth-observing satellites, complement GIS as this information allows the analysis of disease distribution based on environmental characteristics. The strength of this approach issues from the specific environmental requirements of those causative infectious agents, which depend on intermediate hosts for their transmission. The distribution of these diseases is restricted, both by the environmental requirements of their intermediate hosts/vectors and by the ambient temperature inside these hosts, which effectively govern the speed of maturation of the parasite. This paper discusses the current capabilities with regard to satellite data collection in terms of resolution (spatial, temporal and spectral) of the sensor instruments on board drawing attention to the utility of computer-based models of the Earth for epidemiological research. Virtual globes, available from Google and other commercial firms, are superior to conventional maps as they do not only show geographical and man-made features, but also allow instant import of data-sets of specific interest, e.g. environmental parameters, demographic information etc., from the Internet.

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BACKGROUND Functional brain images such as Single-Photon Emission Computed Tomography (SPECT) and Positron Emission Tomography (PET) have been widely used to guide the clinicians in the Alzheimer's Disease (AD) diagnosis. However, the subjectivity involved in their evaluation has favoured the development of Computer Aided Diagnosis (CAD) Systems. METHODS It is proposed a novel combination of feature extraction techniques to improve the diagnosis of AD. Firstly, Regions of Interest (ROIs) are selected by means of a t-test carried out on 3D Normalised Mean Square Error (NMSE) features restricted to be located within a predefined brain activation mask. In order to address the small sample-size problem, the dimension of the feature space was further reduced by: Large Margin Nearest Neighbours using a rectangular matrix (LMNN-RECT), Principal Component Analysis (PCA) or Partial Least Squares (PLS) (the two latter also analysed with a LMNN transformation). Regarding the classifiers, kernel Support Vector Machines (SVMs) and LMNN using Euclidean, Mahalanobis and Energy-based metrics were compared. RESULTS Several experiments were conducted in order to evaluate the proposed LMNN-based feature extraction algorithms and its benefits as: i) linear transformation of the PLS or PCA reduced data, ii) feature reduction technique, and iii) classifier (with Euclidean, Mahalanobis or Energy-based methodology). The system was evaluated by means of k-fold cross-validation yielding accuracy, sensitivity and specificity values of 92.78%, 91.07% and 95.12% (for SPECT) and 90.67%, 88% and 93.33% (for PET), respectively, when a NMSE-PLS-LMNN feature extraction method was used in combination with a SVM classifier, thus outperforming recently reported baseline methods. CONCLUSIONS All the proposed methods turned out to be a valid solution for the presented problem. One of the advances is the robustness of the LMNN algorithm that not only provides higher separation rate between the classes but it also makes (in combination with NMSE and PLS) this rate variation more stable. In addition, their generalization ability is another advance since several experiments were performed on two image modalities (SPECT and PET).

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Many animals that live in groups maintain competitive relationships, yet avoid continual fighting, by forming dominance hierarchies. We compare predictions of stochastic, individual-based models with empirical experimental evidence using shore crabs to test competing hypotheses regarding hierarchy development. The models test (1) what information individuals use when deciding to fight or retreat, (2) how past experience affects current resource-holding potential, and (3) how individuals deal with changes to the social environment. First, we conclude that crabs assess only their own state and not their opponent's when deciding to fight or retreat. Second, willingness to enter, and performance in, aggressive contests are influenced by previous contest outcomes. Winning increases the likelihood of both fighting and winning future interactions, while losing has the opposite effect. Third, when groups with established dominance hierarchies dissolve and new groups form, individuals reassess their ranks, showing no memory of previous rank or group affiliation. With every change in group composition, individuals fight for their new ranks. This iterative process carries over as groups dissolve and form, which has important implications for the relationship between ability and hierarchy rank. We conclude that dominance hierarchies emerge through an interaction of individual and social factors, and discuss these findings in terms of an underlying mechanism. Overall, our results are consistent with crabs using a cumulative assessment strategy iterated across changes in group composition, in which aggression is constrained by an absolute threshold in energy spent and damage received while fighting.

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We propose a method to analyse the 2009 outbreak in the region of Botucatu in the state of São Paulo (SP), Brazil, when 28 yellow fever (YF) cases were confirmed, including 11 deaths. At the time of the outbreak, the Secretary of Health of the State of São Paulo vaccinated one million people, causing the death of five individuals, an unprecedented number of YF vaccine-induced fatalities. We apply a mathematical model described previously to optimise the proportion of people who should be vaccinated to minimise the total number of deaths. The model was used to calculate the optimum proportion that should be vaccinated in the remaining, vaccine-free regions of SP, considering the risk of vaccine-induced fatalities and the risk of YF outbreaks in these regions.

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The aim of this work is to make known the multicentric project AMCAC, whose objective is to describe the geographical distribution of mortality from all causes in census groups of the provincial capitals of Andalusia and Catalonia during 1992-2002 and 1994-2000 respectively, and to study the relationship between the sociodemographic characteristics of the census groups and mortality. This is an ecological study in which the analytical unit is the census group. The data correspond to 298,731 individuals (152,913 men and 145,818 women) who died during the study periods in the towns of Almeria, Barcelona, Cadiz, Cordoba, Girona, Granada, Huelva, Jaen, Lleida, Malaga, Seville and Tarragona during the study periods. The dependent variable is the number of deaths observed per census group. The independent variables are the percentage of unemployment, illiteracy and manual workers. Estimation of the moderated relative risk and the study of the associations among the sociodemographic characteristics of the census groups and the mortality will be done for each town and each sex using the Besag-York-Mollie model. Dissemination of the results will help to improve and broaden knowledge about the population's health, and will provide an important starting point to establish the influence of contextual variables on the health of urban populations.

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Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system