Sufficiently informative measurements for stability of approximate conditional mean estimates

This paper establishes sufficient conditions to bound the error in perturbed conditional mean estimates derived from a perturbed model (only the scalar case is shown in this paper but a similar result is expected to hold for the vector case). The results established here extend recent stability results on approximating information state filter recursions to stability results on the approximate conditional mean estimates. The presented filter stability results provide bounds for a wide variety of model error situations.

Financialization, crisis and commodity correlation dynamics

Stronger investor interest in commodities may create closer integration with conventional asset markets. We estimate sudden and gradual changes in correlation between stocks, bonds and commodity futures returns driven by observable financial variables and time, using double smooth transition conditional correlation (DSTCC–GARCH) models. Most correlations begin the 1990s near zero but closer integration emerges around the early 2000s and reaches peaks during the recent crisis. Diversification benefits to investors across equity, bond and stock markets were significantly reduced. Increases in VIX and financial traders’ short open interest raise futures returns volatility for many commodities. Higher VIX also increases commodity returns correlation with equity returns for about half the pairs, indicating closer integration.

Social signal processing for pain monitoring using a hidden conditional random field

utomatic pain monitoring has the potential to greatly improve patient diagnosis and outcomes by providing a continuous objective measure. One of the most promising methods is to do this via automatically detecting facial expressions. However, current approaches have failed due to their inability to: 1) integrate the rigid and non-rigid head motion into a single feature representation, and 2) incorporate the salient temporal patterns into the classification stage. In this paper, we tackle the first problem by developing a “histogram of facial action units” representation using Active Appearance Model (AAM) face features, and then utilize a Hidden Conditional Random Field (HCRF) to overcome the second issue. We show that both of these methods improve the performance on the task of pain detection in sequence level compared to current state-of-the-art-methods on the UNBC-McMaster Shoulder Pain Archive.

Contemporaneous correlations within individuals in an automated web-based walking program (Walk@Work) over a six week period (three phases) of time

Introduction: Participants may respond to phases of a workplace walking program at different rates. This study evaluated the factors that contribute to the number of steps through phases of the program. The intervention was automated through a web-based program designed to increase workday walking. Methods: The study reviewed independent variable influences throughout phases I–III. A convenience sample of university workers (n=56; 43.6±1.7 years; BMI 27.44±.2.15 kg/m2; 48 female) were recruited at worksites in Australia. These workers were given a pedometer (Yamax SW 200) and access to the website program. For analyses, step counts entered by workers into the website were downloaded and mean workday steps were compared using a seemingly unrelated regression. This model was employed to capture the contemporaneous correlation within individuals in the study across observed time periods. Results: The model predicts that the 36 subjects with complete information took an average 7460 steps in the baseline two week period. After phase I, statistically significance increases in steps (from baseline) were explained by age, working status (full or part time), occupation (academic or professional), and self reported public transport (PT) use (marginally significant). Full time workers walked more than part time workers by about 440 steps, professionals walked about 300 steps more than academics, and PT users walked about 400 steps more than non-PT users. The ability to differentiate steps after two weeks among participants suggests a differential affect of the program after only two weeks. On average participants increased steps from week two to four by about 525 steps, but regular auto users had nearly 750 steps less than non-auto users at week four. The effect of age was diminished in the 4th week of observation and accounted for 34 steps per year of age. In phase III, discriminating between participants became more difficult, with only age effects differentiating their increase over baseline. The marginal effect of age by phase III compared to phase I, increased from 36 to 50, suggesting a 14 step per year increase from the 2nd to 6th week. Discussion: The findings suggest that participants responded to the program at different rates, with uniformity of effect achieved by the 6th week. Participants increased steps, however a tapering off occurred over time. Age played the most consistent role in predicting steps over the program. PT use was associated with increased step counts, while Auto use was associated with decreased step counts.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Focussing on genomic and phenomic correlations in respiration of non-melanotic skin cancers

In recent years, with the development of techniques in modern molecular biology, it has become possible to study the genetic basis of carcinogenesis down to the level of DNA sequence. Major advances have been made in our understanding of the genes involved in cell cycle control and descriptions of mutations in those genes. These developments have led to the definition of the role of specific oncogenes and tumour suppressor genes in several cancers, including, for example, colon cancers and some forms of breast cancer. Work reported from our laboratory has led to the identification of a number of candidate genes involved in the development of non-melanotic skin cancers. In this chapter, we attempt to further explain the observed (phenomic) alterations in metabolic pathways associated with oxygen consumption with the changes at the genetic level.

Identify disorders in health records using Conditional Random Fields and Metamap: AEHRC at ShARe/CLEF 2013 eHealth Evaluation Lab Task 1

The Australian e-Health Research Centre (AEHRC) recently participated in the ShARe/CLEF eHealth Evaluation Lab Task 1. The goal of this task is to individuate mentions of disorders in free-text electronic health records and map disorders to SNOMED CT concepts in the UMLS metathesaurus. This paper details our participation to this ShARe/CLEF task. Our approaches are based on using the clinical natural language processing tool Metamap and Conditional Random Fields (CRF) to individuate mentions of disorders and then to map those to SNOMED CT concepts. Empirical results obtained on the 2013 ShARe/CLEF task highlight that our instance of Metamap (after ltering irrelevant semantic types), although achieving a high level of precision, is only able to identify a small amount of disorders (about 21% to 28%) from free-text health records. On the other hand, the addition of the CRF models allows for a much higher recall (57% to 79%) of disorders from free-text, without sensible detriment in precision. When evaluating the accuracy of the mapping of disorders to SNOMED CT concepts in the UMLS, we observe that the mapping obtained by our ltered instance of Metamap delivers state-of-the-art e ectiveness if only spans individuated by our system are considered (`relaxed' accuracy).

Incorporating spatial correlations into multispecies mean-field models

In biology, we frequently observe different species existing within the same environment. For example, there are many cell types in a tumour, or different animal species may occupy a given habitat. In modelling interactions between such species, we often make use of the mean field approximation, whereby spatial correlations between the locations of individuals are neglected. Whilst this approximation holds in certain situations, this is not always the case, and care must be taken to ensure the mean field approximation is only used in appropriate settings. In circumstances where the mean field approximation is unsuitable we need to include information on the spatial distributions of individuals, which is not a simple task. In this paper we provide a method that overcomes many of the failures of the mean field approximation for an on-lattice volume-excluding birth-death-movement process with multiple species. We explicitly take into account spatial information on the distribution of individuals by including partial differential equation descriptions of lattice site occupancy correlations. We demonstrate how to derive these equations for the multi-species case, and show results specific to a two-species problem. We compare averaged discrete results to both the mean field approximation and our improved method which incorporates spatial correlations. We note that the mean field approximation fails dramatically in some cases, predicting very different behaviour from that seen upon averaging multiple realisations of the discrete system. In contrast, our improved method provides excellent agreement with the averaged discrete behaviour in all cases, thus providing a more reliable modelling framework. Furthermore, our method is tractable as the resulting partial differential equations can be solved efficiently using standard numerical techniques.

The effect of employment while in high school on educational attainment : a conditional difference-in-differences approach

Using American panel data from the National Education Longitudinal Study of 1988, this article investigates the effect of working during grade 12 on attainment.We employ, for the first time in the related literature, a semiparametric propensity score matching approach combined with difference-in-differences. We address selection on both observables and unobservables associated with part-time work decisions, without the need for instrumental variable. Once such factors are controlled for, little to no effects on reading and math scores are found. Overall, our results therefore suggest a negligible academic cost from part-time working by the end of high school.

A stochastic neighborhood conditional autoregressive model for spatial data

A spatial process observed over a lattice or a set of irregular regions is usually modeled using a conditionally autoregressive (CAR) model. The neighborhoods within a CAR model are generally formed deterministically using the inter-distances or boundaries between the regions. An extension of CAR model is proposed in this article where the selection of the neighborhood depends on unknown parameter(s). This extension is called a Stochastic Neighborhood CAR (SNCAR) model. The resulting model shows flexibility in accurately estimating covariance structures for data generated from a variety of spatial covariance models. Specific examples are illustrated using data generated from some common spatial covariance functions as well as real data concerning radioactive contamination of the soil in Switzerland after the Chernobyl accident.

Spreadsheet Conditional Formatting Illuminates Investigations into Modular Arithmetic

Modular arithmetic has often been regarded as something of a mathematical curiosity, at least by those unfamiliar with its importance to both abstract algebra and number theory, and with its numerous applications. However, with the ubiquity of fast digital computers, and the need for reliable digital security systems such as RSA, this important branch of mathematics is now considered essential knowledge for many professionals. Indeed, computer arithmetic itself is, ipso facto, modular. This chapter describes how the modern graphical spreadsheet may be used to clearly illustrate the basics of modular arithmetic, and to solve certain classes of problems. Students may then gain structural insight and the foundations laid for applications to such areas as hashing, random number generation, and public-key cryptography.

Assessing the role of spatial correlations during collective cell spreading

Spreading cell fronts are essential features of development, repair and disease processes. Many mathematical models used to describe the motion of cell fronts, such as Fisher’s equation, invoke a mean–field assumption which implies that there is no spatial structure, such as cell clustering, present. Here, we examine the presence of spatial structure using a combination of in vitro circular barrier assays, discrete random walk simulations and pair correlation functions. In particular, we analyse discrete simulation data using pair correlation functions to show that spatial structure can form in a spreading population of cells either through sufficiently strong cell–to–cell adhesion or sufficiently rapid cell proliferation. We analyse images from a circular barrier assay describing the spreading of a population of MM127 melanoma cells using the same pair correlation functions. Our results indicate that the spreading melanoma cell populations remain very close to spatially uniform, suggesting that the strength of cell–to–cell adhesion and the rate of cell proliferation are both sufficiently small so as not to induce any spatial patterning in the spreading populations.

JK1 (FAM134B) gene and colorectal cancer : a pilot study on the gene copy number alterations and correlations with clinicopathological parameters

AIMS The aims of the study are to characterize changes in JK-1 (FAM134B) at the DNA level in colorectal adenocarcinoma and adenoma and exploring the possible correlations with clinical and pathological features. METHOD JK-1 gene DNA copy number changes were studied in 211 colorectal carcinomas, 32 colorectal adenoma and 20 colorectal non-cancer colorectal tissue samples by real-time quantitative polymerase chain reaction. The results were correlated with clinical and pathological parameters. RESULTS Colorectal adenomas were more likely to be amplified than deleted with regard to JK-1 (FAM134B) DNA copy number change. The copy number level of JK-1 (FAM134B) DNA in colorectal adenocarcinomas was significantly lower in comparison to colorectal adenomas. Changes in JK-1 (FAM134B) DNA copy number were associated with histological subtypes, and cancer stage. Lower copy numbers were associated with higher tumor stage, lymph node stage and overall pathological stage of cancer. Conversely, higher DNA copy numbers were detected more often in the mucinous adenocarcinoma. CONCLUSIONS This is the first study showing significant correlations of the JK-1 (FAM134B) gene copy number alterations with clinical and pathological features in a large cohort of pre-invasive and invasive colorectal malignancies. The changes in DNA copy number associated with progression of colorectal malignancies reflect that JK-1 (FAM134B) gene could play a role in controlling some steps in development of the invasive phenotypes.

Expression profile of endothelin 1 and its receptor endothelin receptor A in papillary thyroid carcinoma and their correlations with clinicopathologic characteristics

The endothelin axis is a group of signaling molecules and their receptors that have been implicated in vascularization of cancers, with their expression being observed to change in different cancer types. In this research, we examined the expression of endothelin 1 and endothelin receptor A at the protein and messenger RNA (mRNA) levels in 123 papillary thyroid carcinomas and 40 matched lymph nodes with metastatic papillary thyroid carcinomas. We found altered endothelin axis mRNA expression in several clinicopathologic parameters with increased endothelin 1 expression in thyroid papillary carcinoma showing stromal calcification, cancers in men, and primary cancers with lymph node metastases. Increased endothelin receptor A mRNA expression was noted in the larger cancers. There is a significant correlation between expression of endothelin receptor A and endothelin 1 in papillary thyroid carcinoma. Both endothelin receptor A and endothelin 1 mRNA expressions were significantly higher in metastatic carcinoma in the lymph node than in primary thyroid cancer. The metastatic carcinoma in the lymph node had increased expression compared with matched primary thyroid carcinoma. Expressions of endothelin 1 and endothelin receptor A were also documented as being high at the protein level. Our results indicate that in thyroid cancer, endothelin 1 and endothelin receptor A are associated with growth in advanced stages and lymph node metastases, likely through known angiogenic linkages. Targeting the endothelin axis may be useful in planning angiogenesis therapy for thyroid cancer.