Nonparametric estimation of Value-at-Risk

A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation. We derive optimal bandwidth selection methods that have a direct expression for the smoothing parameter. The bandwidth can accommodate to the given quantile level. The procedure is useful for large data sets and improves quantile estimation compared to other methods in heavy tailed distributions. Implementation is straightforward and R programs are available.

Estimation of the real population and its impact on the utilisation of healthcare services in Mediterranean resort regions: an ecological study.

BACKGROUND The demographic structure has a significant influence on the use of healthcare services, as does the size of the population denominators. Very few studies have been published on methods for estimating the real population such as tourist resorts. The lack of information about these problems means there is a corresponding lack of information about the behaviour of populational denominators (the floating population or tourist load) and the effect of this on the use of healthcare services. The objectives of the study were: a) To determine the Municipal Solid Waste (MSW) ratio, per person per day, among populations of known size; b) to estimate, by means of this ratio, the real population in an area where tourist numbers are very significant; and c) to determine the impact on the utilisation of hospital emergency healthcare services of the registered population, in comparison to the non-resident population, in two areas where tourist numbers are very significant. METHODS An ecological study design was employed. We analysed the Healthcare Districts of the Costa del Sol and the island of Menorca. Both are Spanish territories in the Mediterranean region. RESULTS In the two areas analysed, the correlation coefficient between the MSW ratio and admissions to hospital emergency departments exceeded 0.9, with p < 0.001. On the basis of MSW generation ratios, obtained for a control zone and also measured in neighbouring countries, we estimated the real population. For the summer months, when tourist activity is greatest and demand for emergency healthcare at hospitals is highest, this value was found to be double that of the registered population. CONCLUSION The MSW indicator, which is both ecological and indirect, can be used to estimate the real population in areas where population levels vary significantly during the year. This parameter is of interest in planning and dimensioning the provision of healthcare services.

Estimation of Aedes aegypti (Diptera: Culicidae) population size and adult male survival in an urban area in Panama

Traditional mosquito control strategies rely heavily on the use of chemical insecticides. However, concerns about the efficiency of traditional control methods, environmental impact and emerging pesticide resistance have highlighted the necessity for developing innovative tools for mosquito control. Some novel strategies, including release of insects carrying a dominant lethal gene (RIDL®), rely on the sustained release of modified male mosquitoes and therefore benefit from a thorough understanding of the biology of the male of the species. In this report we present the results of a mark-release-recapture study aimed at: (i) establishing the survival in the field of laboratory-reared, wild-type male Aedes aegypti and (b) estimating the size of the local adult Ae. aegypti population. The study took place in Panama, a country where recent increases in the incidence and severity of dengue cases have prompted health authorities to evaluate alternative strategies for vector control. Results suggest a life expectancy of 2.3 days for released male mosquitoes (confidence interval: 1.78-2.86). Overall, the male mosquito population was estimated at 58 males/ha (range 12-81 males/ha), which can be extrapolated to an average of 0.64 pupae/person for the study area. The practical implications of these results are discussed.

Identification of factors associated with diagnostic error in primary care.

BACKGROUND Missed, delayed or incorrect diagnoses are considered to be diagnostic errors. The aim of this paper is to describe the methodology of a study to analyse cognitive aspects of the process by which primary care (PC) physicians diagnose dyspnoea. It examines the possible links between the use of heuristics, suboptimal cognitive acts and diagnostic errors, using Reason's taxonomy of human error (slips, lapses, mistakes and violations). The influence of situational factors (professional experience, perceived overwork and fatigue) is also analysed. METHODS Cohort study of new episodes of dyspnoea in patients receiving care from family physicians and residents at PC centres in Granada (Spain). With an initial expected diagnostic error rate of 20%, and a sampling error of 3%, 384 episodes of dyspnoea are calculated to be required. In addition to filling out the electronic medical record of the patients attended, each physician fills out 2 specially designed questionnaires about the diagnostic process performed in each case of dyspnoea. The first questionnaire includes questions on the physician's initial diagnostic impression, the 3 most likely diagnoses (in order of likelihood), and the diagnosis reached after the initial medical history and physical examination. It also includes items on the physicians' perceived overwork and fatigue during patient care. The second questionnaire records the confirmed diagnosis once it is reached. The complete diagnostic process is peer-reviewed to identify and classify the diagnostic errors. The possible use of heuristics of representativeness, availability, and anchoring and adjustment in each diagnostic process is also analysed. Each audit is reviewed with the physician responsible for the diagnostic process. Finally, logistic regression models are used to determine if there are differences in the diagnostic error variables based on the heuristics identified. DISCUSSION This work sets out a new approach to studying the diagnostic decision-making process in PC, taking advantage of new technologies which allow immediate recording of the decision-making process.

Use of Two-Part Regression Calibration Model to Correct for Measurement Error in Episodically Consumed Foods in a Single-Replicate Study Design: EPIC Case Study.

In epidemiologic studies, measurement error in dietary variables often attenuates association between dietary intake and disease occurrence. To adjust for the attenuation caused by error in dietary intake, regression calibration is commonly used. To apply regression calibration, unbiased reference measurements are required. Short-term reference measurements for foods that are not consumed daily contain excess zeroes that pose challenges in the calibration model. We adapted two-part regression calibration model, initially developed for multiple replicates of reference measurements per individual to a single-replicate setting. We showed how to handle excess zero reference measurements by two-step modeling approach, how to explore heteroscedasticity in the consumed amount with variance-mean graph, how to explore nonlinearity with the generalized additive modeling (GAM) and the empirical logit approaches, and how to select covariates in the calibration model. The performance of two-part calibration model was compared with the one-part counterpart. We used vegetable intake and mortality data from European Prospective Investigation on Cancer and Nutrition (EPIC) study. In the EPIC, reference measurements were taken with 24-hour recalls. For each of the three vegetable subgroups assessed separately, correcting for error with an appropriately specified two-part calibration model resulted in about three fold increase in the strength of association with all-cause mortality, as measured by the log hazard ratio. Further found is that the standard way of including covariates in the calibration model can lead to over fitting the two-part calibration model. Moreover, the extent of adjusting for error is influenced by the number and forms of covariates in the calibration model. For episodically consumed foods, we advise researchers to pay special attention to response distribution, nonlinearity, and covariate inclusion in specifying the calibration model.

Estimation of zero-sequence impedance of undergrounds cables for single-phase fault location in distribution systems with electric arc

This paper focus on the problem of locating single-phase faults in mixed distribution electric systems, with overhead lines and underground cables, using voltage and current measurements at the sending-end and sequence model of the network. Since calculating series impedance for underground cables is not as simple as in the case of overhead lines, the paper proposes a methodology to obtain an estimation of zero-sequence impedance of underground cables starting from previous single-faults occurred in the system, in which an electric arc occurred at the fault location. For this reason, the signal is previously pretreated to eliminate its peaks voltage and the analysis can be done working with a signal as close as a sinus wave as possible

A comparison of the alr and ilr transformations for kernel density estimation of compositional data

In a seminal paper, Aitchison and Lauder (1985) introduced classical kernel densityestimation techniques in the context of compositional data analysis. Indeed, they gavetwo options for the choice of the kernel to be used in the kernel estimator. One ofthese kernels is based on the use the alr transformation on the simplex SD jointly withthe normal distribution on RD-1. However, these authors themselves recognized thatthis method has some deficiencies. A method for overcoming these dificulties based onrecent developments for compositional data analysis and multivariate kernel estimationtheory, combining the ilr transformation with the use of the normal density with a fullbandwidth matrix, was recently proposed in Martín-Fernández, Chacón and Mateu-Figueras (2006). Here we present an extensive simulation study that compares bothmethods in practice, thus exploring the finite-sample behaviour of both estimators

Neuronal in vitro models for the estimation of acute systemic toxicity.

The objective of the EU funded integrated project "ACuteTox" is to develop a strategy in which general cytotoxicity, together with organ-specific endpoints and biokinetic features, are taken into consideration in the in vitro prediction of oral acute systemic toxicity. With regard to the nervous system, the effects of 23 reference chemicals were tested with approximately 50 endpoints, using a neuronal cell line, primary neuronal cell cultures, brain slices and aggregated brain cell cultures. Comparison of the in vitro neurotoxicity data with general cytotoxicity data generated in a non-neuronal cell line and with in vivo data such as acute human lethal blood concentration, revealed that GABA(A) receptor function, acetylcholine esterase activity, cell membrane potential, glucose uptake, total RNA expression and altered gene expression of NF-H, GFAP, MBP, HSP32 and caspase-3 were the best endpoints to use for further testing with 36 additional chemicals. The results of the second analysis showed that no single neuronal endpoint could give a perfect improvement in the in vitro-in vivo correlation, indicating that several specific endpoints need to be analysed and combined with biokinetic data to obtain the best correlation with in vivo acute toxicity.

Rank estimation of trajectory matrix in motion segmentation

A novel technique for estimating the rank of the trajectory matrix in the local subspace affinity (LSA) motion segmentation framework is presented. This new rank estimation is based on the relationship between the estimated rank of the trajectory matrix and the affinity matrix built with LSA. The result is an enhanced model selection technique for trajectory matrix rank estimation by which it is possible to automate LSA, without requiring any a priori knowledge, and to improve the final segmentation

Estimation de la fonction rénale par l'equation MDRD: intérêt et limites pour l'adaptation des doses de médicaments [Renal function estimation by MDRD equation: interest and limitations for drug dosing].

The MDRD (Modification of diet in renal disease) equation enables glomerular filtration rate (GFR) estimation from serum creatinine only. Thus, the laboratory can report an estimated GFR (eGFR) with each serum creatinine assessment, increasing therefore the recognition of renal failure. Predictive performance of MDRD equation is better for GFR < 60 ml/min/1,73 m2. A normal or near-normal renal function is often underestimated by this equation. Overall, MDRD provides more reliable estimations of renal function than the Cockcroft-Gault (C-G) formula, but both lack precision. MDRD is not superior to C-G for drug dosing. Being adjusted to 1,73 m2, MDRD eGFR has to be back adjusted to the patient's body surface area for drug dosing. Besides, C-G has the advantage of a greater simplicity and a longer use.

Dense Deformation Field Estimation for Atlas Registration using the Active Contour Framework

In this paper, we propose a new paradigm to carry outthe registration task with a dense deformation fieldderived from the optical flow model and the activecontour method. The proposed framework merges differenttasks such as segmentation, regularization, incorporationof prior knowledge and registration into a singleframework. The active contour model is at the core of ourframework even if it is used in a different way than thestandard approaches. Indeed, active contours are awell-known technique for image segmentation. Thistechnique consists in finding the curve which minimizesan energy functional designed to be minimal when thecurve has reached the object contours. That way, we getaccurate and smooth segmentation results. So far, theactive contour model has been used to segment objectslying in images from boundary-based, region-based orshape-based information. Our registration technique willprofit of all these families of active contours todetermine a dense deformation field defined on the wholeimage. A well-suited application of our model is theatlas registration in medical imaging which consists inautomatically delineating anatomical structures. Wepresent results on 2D synthetic images to show theperformances of our non rigid deformation field based ona natural registration term. We also present registrationresults on real 3D medical data with a large spaceoccupying tumor substantially deforming surroundingstructures, which constitutes a high challenging problem.

Bayesian Markov chain Monte Carlo inversion of geophysical data for the purpose of estimating the hydraulic properties of the unsaturated zone

Ground-penetrating radar (GPR) has the potential to provide valuable information on hydrological properties of the vadose zone because of their strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR data within a coupled geophysical-hydrological framework may allow for effective estimation of subsurface van-Genuchten-Mualem (VGM) parameters and their corresponding uncertainties. An important and still unresolved issue, however, is how to best integrate GPR data into a stochastic inversion in order to estimate the VGM parameters and their uncertainties, thus improving hydrological predictions. Recognizing the importance of this issue, the aim of the research presented in this thesis was to first introduce a fully Bayesian inversion called Markov-chain-Monte-carlo (MCMC) strategy to perform the stochastic inversion of steady-state GPR data to estimate the VGM parameters and their uncertainties. Within this study, the choice of the prior parameter probability distributions from which potential model configurations are drawn and tested against observed data was also investigated. Analysis of both synthetic and field data collected at the Eggborough (UK) site indicates that the geophysical data alone contain valuable information regarding the VGM parameters. However, significantly better results are obtained when these data are combined with a realistic, informative prior. A subsequent study explore in detail the dynamic infiltration case, specifically to what extent time-lapse ZOP GPR data, collected during a forced infiltration experiment at the Arrenaes field site (Denmark), can help to quantify VGM parameters and their uncertainties using the MCMC inversion strategy. The findings indicate that the stochastic inversion of time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions. In turn, this significantly improves knowledge of the hydraulic properties, which are required to predict hydraulic behaviour. Finally, another aspect that needed to be addressed involved the comparison of time-lapse GPR data collected under different infiltration conditions (i.e., natural loading and forced infiltration conditions) to estimate the VGM parameters using the MCMC inversion strategy. The results show that for the synthetic example, considering data collected during a forced infiltration test helps to better refine soil hydraulic properties compared to data collected under natural infiltration conditions. When investigating data collected at the Arrenaes field site, further complications arised due to model error and showed the importance of also including a rigorous analysis of the propagation of model error with time and depth when considering time-lapse data. Although the efforts in this thesis were focused on GPR data, the corresponding findings are likely to have general applicability to other types of geophysical data and field environments. Moreover, the obtained results allow to have confidence for future developments in integration of geophysical data with stochastic inversions to improve the characterization of the unsaturated zone but also reveal important issues linked with stochastic inversions, namely model errors, that should definitely be addressed in future research.