Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

NDA waveform estimation in the low-SNR regime

This correspondence addresses the problem of nondata-aidedwaveform estimation for digital communications. Based on the unconditionalmaximum likelihood criterion, the main contribution of this correspondenceis the derivation of a closed-form solution to the waveform estimationproblem in the low signal-to-noise ratio regime. The proposed estimationmethod is based on the second-order statistics of the received signaland a clear link is established between maximum likelihood estimation andcorrelation matching techniques. Compression with the signal-subspace isalso proposed to improve the robustness against the noise and to mitigatethe impact of abnormals or outliers.

Maximum likelihood estimation of position in GNSS

In this letter, we obtain the Maximum LikelihoodEstimator of position in the framework of Global NavigationSatellite Systems. This theoretical result is the basis of a completelydifferent approach to the positioning problem, in contrastto the conventional two-steps position estimation, consistingof estimating the synchronization parameters of the in-viewsatellites and then performing a position estimation with thatinformation. To the authors’ knowledge, this is a novel approachwhich copes with signal fading and it mitigates multipath andjamming interferences. Besides, the concept of Position–basedSynchronization is introduced, which states that synchronizationparameters can be recovered from a user position estimation. Weprovide computer simulation results showing the robustness ofthe proposed approach in fading multipath channels. The RootMean Square Error performance of the proposed algorithm iscompared to those achieved with state-of-the-art synchronizationtechniques. A Sequential Monte–Carlo based method is used todeal with the multivariate optimization problem resulting fromthe ML solution in an iterative way.

Input diffusion and the evolution of production networks

What determines which inputs are initially considered and eventually adopted in the productionof new or improved goods? Why are some inputs much more prominent than others? We modelthe evolution of input linkages as a process where new producers first search for potentially usefulinputs and then decide which ones to adopt. A new product initially draws a set of 'essentialsuppliers'. The search stage is then confined to the network neighborhood of the latter, i.e., to theinputs used by the essential suppliers. The adoption decision is driven by a tradeoff between thebenefits accruing from input variety and the costs of input adoption. This has important implicationsfor the number of forward linkages that a product (input variety) develops over time. Inputdiffusion is fostered by network centrality ? an input that is initially represented in many networkneighborhoods is subsequently more likely to be adopted. This mechanism also delivers a powerlaw distribution of forward linkages. Our predictions continue to hold when varieties are aggregatedinto sectors. We can thus test them, using detailed sectoral US input-output tables. We showthat initial network proximity of a sector in 1967 significantly increases the likelihood of adoptionthroughout the subsequent four decades. The same is true for rapid productivity growth in aninput-producing sector. Our empirical results highlight two conditions for new products to becomecentral nodes: initial network proximity to prospective adopters, and technological progress thatreduces their relative price. Semiconductors met both conditions.

Correlations between vocal input and visual response apparently enhance presence in a virtual environment

This work investigates novel alternative means of interaction in a virtual environment (VE).We analyze whether humans can remap established body functions to learn to interact with digital information in an environment that is cross-sensory by nature and uses vocal utterances in order to influence (abstract) virtual objects. We thus establish a correlation among learning, control of the interface, and the perceived sense of presence in the VE. The application enables intuitive interaction by mapping actions (the prosodic aspects of the human voice) to a certain response (i.e., visualization). A series of single-user and multiuser studies shows that users can gain control of the intuitive interface and learn to adapt to new and previously unseen tasks in VEs. Despite the abstract nature of the presented environment, presence scores were generally very high.

Patent foramen ovale in patients with ischaemic stroke of unknown cause: to close? "pro closure" position

There is ample epidemiological and anecdotal evidence that a PFO increases the risk of stroke both in young and elderly patients, although only in a modest way: PFOs are more prevalent in patients with cryptogenic (unexplained) stroke than in healthy subjects, and are more prevalent in cryptogenic stroke than in strokes of other causes. Furthermore, multiple case series confirm an association of paradoxical embolism across a PFO in patients with deep vein thrombosis and/or pulmonary emboli.2. Is stroke recurrence risk in PFO-patients really not elevated when compared to PFO-free patients, as suggested by traditional observational studies? This finding is an epidemiological artifact called "the paradox of recurrence risk research" (Dahabreh & Kent, JAMA 2011) and is due to one (minor) risk factor, such as PFO, being wiped out by other, stronger risk factors in the control population.3. Having identified PFO as a risk factor for a first stroke and probably also for recurrences, we have to treat it, because treating risk factors always has paid off. No one would nowadays question the aggressive treatment of other risk factors of stroke such as hypertension, atrial fibrillation, smoking, or hyperlipidemia.4. In order to be effective, the preventive treatment has to control the risk factor (i.e. close effectively the PFO), and has to have little or no side effects. Both these conditions are now fulfilled thanks to increasing expertise of cardiologists with technically advanced closure devices and solid back up by multidisciplinary stroke teams.5. Closing a PFO does not dispense us from treating other stroke risk factors aggressively, given that these are cumulative with PFO.6. The most frequent reason why patients have a stroke recurrence after PFO closure is not that closure is ineffective, but that the initial stroke etiology is insufficiently investigated and not PFO related, and that the recurrence is due to another mechanism because of poor risk factor control.7. Similarly, the randomized CLOSURE study was negative because a) patients were included who had a low chance that their initial event was due to the PFO, b) patients were selected with a low chance that a PFO-related recurrence would occur, c) there was an unacceptable high rate of closure-related side effects, and d) the number of randomized patients was too small for a prevention trial.8. It is only a question of time until a sufficiently large randomized clinical trial with true PFO-related stroke patients and a high PFO-related recurrence risk will be performed and show the effectiveness of this closure9. PFO being a rather modest risk factor for stroke does not mean we should prevent our patients from getting the best available prevention by the best physicians in the best stroke centers Therefore, a PFO-closure performed by an excellent cardiologist following the recommendation of an expert neurovascular specialist after a thorough workup in a leading stroke center is one of the most effective stroke prevention treatments available in 2011.

Estimation des crues extrêmes dans les Alpes suisses a l'aide d'un modèle hydrologique distribué

Les modèles hydrologiques développés pour les pluies extrêmes de type PMP sont difficiles à paramétrer en raison du manque de données disponibles pour ces évènements et de la complexité du terrain. Cet article présente les processus et les résultats de l'ajustement des paramètres pour un modèle hydrologique distribué. Ce modèle à une échelle fine a été développé pour l'estimation des crues maximales probables dans le cas d'une PMP. Le calcul effectué pour deux bassins versants test suisses et pour deux épisodes d'orages d'été concerne l'estimation des paramètres du modèle, divisé en deux groupes. La première concerne le calcul des vitesses des écoulements et l'autre la détermination de la capacité d'infiltration initiale et finale pour chaque type de sol. Les résultats validés avec l'équation de Nash montrent une bonne corrélation entre les débits simulés et ceux observés.

Estimation of glomerular filtration rate in hospitalized patients : are we overestimating renal function?

Estimer la filtration glomérulaire chez les personnes âgées, tout en tenant compte de la difficulté supplémentaire d'évaluer leur masse musculaire, est difficile et particulièrement important pour la prescription de médicaments. Le taux plasmatique de la creatinine dépend à la fois de la fraction d'élimination rénale et extra-rénale et de la masse musculaire. Actuellement, pour estimer là filtration glomérulaire différentes formules sont utilisées, qui se fondent principalement sur la valeur de la créatinine. Néanmoins, en raison de la fraction éliminée par les voies tubulaires et intestinales la clairance de la créatinine surestime généralement le taux de filtration glomérulaire (GFR). Le but de cette étude est de vérifier la fiabilité de certains marqueurs et algorithmes de la fonction rénale actuellement utilisés et d'évaluer l'avantage additionnel de prendre en considération la masse musculaire mesurée par la bio-impédance dans une population âgée (> 70 ans) et avec une fonction rénale chronique compromise basée sur MDRD eGFR (CKD stades lll-IV). Dans cette étude, nous comparons 5 équations développées pour estimer la fonction rénale et basées respectivement sur la créatinine sérique (Cockcroft et MDRD), la cystatine C (Larsson), la créatinine combinée à la bêta-trace protéine (White), et la créatinine ajustée à la masse musculaire obtenue par analyse de la bio-impédance (MacDonald). La bio-impédance est une méthode couramment utilisée pour estimer la composition corporelle basée sur l'étude des propriétés électriques passives et de la géométrie des tissus biologiques. Cela permet d'estimer les volumes relatifs des différents tissus ou des fluides dans le corps, comme par exemple l'eau corporelle totale, la masse musculaire (=masse maigre) et la masse grasse corporelle. Nous avons évalué, dans une population âgée d'un service interne, et en utilisant la clairance de l'inuline (single shot) comme le « gold standard », les algorithmes de Cockcroft (GFR CKC), MDRD, Larsson (cystatine C, GFR CYS), White (beta trace protein, GFR BTP) et Macdonald (GFR = ALM, la masse musculaire par bio-impédance. Les résultats ont montré que le GFR (mean ± SD) mesurée avec l'inuline et calculée avec les algorithmes étaient respectivement de : 34.9±20 ml/min pour l'inuline, 46.7±18.5 ml/min pour CKC, 47.2±23 ml/min pour CYS, 54.4±18.2ml/min pour BTP, 49±15.9 ml/min pour MDRD et 32.9±27.2ml/min pour ALM. Les courbes ROC comparant la sensibilité et la spécificité, l'aire sous la courbe (AUC) et l'intervalle de confiance 95% étaient respectivement de : CKC 0 68 (055-0 81) MDRD 0.76 (0.64-0.87), Cystatin C 0.82 (0.72-0.92), BTP 0.75 (0.63-0.87), ALM 0.65 (0.52-0.78). ' En conclusion, les algorithmes comparés dans cette étude surestiment la GFR dans la population agee et hospitalisée, avec des polymorbidités et une classe CKD lll-IV. L'utilisation de l'impédance bioelectrique pour réduire l'erreur de l'estimation du GFR basé sur la créatinine n'a fourni aucune contribution significative, au contraire, elle a montré de moins bons résultats en comparaison aux autres equations. En fait dans cette étude 75% des patients ont changé leur classification CKD avec MacDonald (créatinine et masse musculaire), contre 49% avec CYS (cystatine C), 56% avec MDRD,52% avec Cockcroft et 65% avec BTP. Les meilleurs résultats ont été obtenus avec Larsson (CYS C) et la formule de Cockcroft.

Quantile Estimation in Non-Stationary Streaming Data

We provide an incremental quantile estimator for Non-stationary Streaming Data. We propose a method for simultaneous estimation of multiple quantiles corresponding to the given probability levels from streaming data. Due to the limitations of the memory, it is not feasible to compute the quantiles by storing the data. So estimating the quantiles as the data pass by is the only possibility. This can be effective in network measurement. To provide the minimum of the mean-squared error of the estimation, we use parabolic approximation and for comparison we simulate the results for different number of runs and using both linear and parabolic approximations.

Concentrations of resveratrol and derivatives in foods and estimation of dietary intake in a Spanish population: European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort

Resveratrol has been shown to have beneficial effects on diseases related to oxidant and/or inflammatory processes and extends the lifespan of simple organisms including rodents. The objective of the present study was to estimate the dietary intake of resveratrol and piceid (R&P) present in foods, and to identify the principal dietary sources of these compounds in the Spanish adult population. For this purpose, a food composition database (FCDB) of R&P in Spanish foods was compiled. The study included 40 685 subjects aged 3564 years from northern and southern regions of Spain who were included in the European Prospective Investigation into Cancer and Nutrition (EPIC)-Spain cohort. Usual food intake was assessed by personal interviews using a computerised version of a validated diet history method. An FCDB with 160 items was compiled. The estimated median and mean of R&P intake were 100 and 933 mg/d respectively. Approximately, 32% of the population did not consume RΠ The most abundant of the four stilbenes studied was trans-piceid (53·6 %), followed by trans-resveratrol (20·9 %), cis-piceid (19·3 %) and cis-resveratrol (6·2 %). The most important source of R&P was wines (98·4 %) and grape and grape juices (1·6 %), whereas peanuts, pistachios and berries contributed to less than 0·01 %. For this reason the pattern of intake of R&P was similar to the wine pattern. This is the first time that R&P intake has been estimated in a Mediterranean country.

Covariance Matrix Estimation and Mean-Variance Optimization in application to International Diversification

Tutkimus keskittyy kansainväliseen hajauttamiseen suomalaisen sijoittajan näkökulmasta. Tutkimuksen toinen tavoite on selvittää tehostavatko uudet kovarianssimatriisiestimaattorit minimivarianssiportfolion optimointiprosessia. Tavallisen otoskovarianssimatriisin lisäksi optimoinnissa käytetään kahta kutistusestimaattoria ja joustavaa monimuuttuja-GARCH(1,1)-mallia. Tutkimusaineisto koostuu Dow Jonesin toimialaindekseistä ja OMX-H:n portfolioindeksistä. Kansainvälinen hajautusstrategia on toteutettu käyttäen toimialalähestymistapaa ja portfoliota optimoidaan käyttäen kahtatoista komponenttia. Tutkimusaieisto kattaa vuodet 1996-2005 eli 120 kuukausittaista havaintoa. Muodostettujen portfolioiden suorituskykyä mitataan Sharpen indeksillä. Tutkimustulosten mukaan kansainvälisesti hajautettujen investointien ja kotimaisen portfolion riskikorjattujen tuottojen välillä ei ole tilastollisesti merkitsevää eroa. Myöskään uusien kovarianssimatriisiestimaattoreiden käytöstä ei synnytilastollisesti merkitsevää lisäarvoa verrattuna otoskovarianssimatrisiin perustuvaan portfolion optimointiin.

Unifying Time to Contact Estimation and Collision Avoidance across Species

The -function and the -function are phenomenological models that are widely used in the context of timing interceptive actions and collision avoidance, respectively. Both models were previously considered to be unrelated to each other: is a decreasing function that provides an estimation of time-to-contact (ttc) in the early phase of an object approach; in contrast, has a maximum before ttc. Furthermore, it is not clear how both functions could be implemented at the neuronal level in a biophysically plausible fashion. Here we propose a new framework the corrected modified Tau function capable of predicting both -type ("") and -type ("") responses. The outstanding property of our new framework is its resilience to noise. We show that can be derived from a firing rate equation, and, as , serves to describe the response curves of collision sensitive neurons. Furthermore, we show that predicts the psychophysical performance of subjects determining ttc. Our new framework is thus validated successfully against published and novel experimental data. Within the framework, links between -type and -type neurons are established. Therefore, it could possibly serve as a model for explaining the co-occurrence of such neurons in the brain.

The micro-architecture estimation by TBS discriminate women with and without osteoporotic fracture independently of age, BMI and BMD: The Osteo-Mobile Vaud cohort study.

Introduction: « Osteo-Mobile Vaud » is a mobile osteoporosis (OP) screening program. The women > 60 years living in the region Vaud will be offered OP screening with new equipment installed in a bus. The main goal is to evaluate the fracture risk with the combination of clinical risk factors (CRF) and informations extracted by a single DXA: bone mineral density (BMD), vertebral fracture assessment (VFA), and micro-architecture (MA) evaluation. MA is yet evaluable in daily practice by the Trabecular Bone Score (TBS) measure. TBS is a novel grey-level texture measurement reflecting bone MA based on the use of experimental variograms of 2D projection images. TBS is very simple to obtain, by reanalyzing a lumbar DXA-scan. TBS has proven to have diagnosis and prognosis value, partially independent of CRF and BMD. A 55-years follow- up is planned. Method: The Osteo-Mobile Vaud cohort (1500 women, > 60 years, living in the region Vaud) started in July 2010. CRF for OP, lumbar spine and hip BMD, VFA by DXA and MA evaluation by TBS are recorded. Preliminary results are reported. Results: In July 31th, we evaluated 510 women: mean age 67 years, BMI 26 kg/m². 72 women had one or more fragility fractures, 39 had vertebral fracture (VFx) grade 2/3. TBS decreases with age (-0.005 / year, p<0.001), and with BMI (-0.011 per kg/m², p<0.001). Correlation between BMD and site matched TBS is low (r=0.4, p<0.001). For the lowest T-score BMD, odds ratio (OR, 95% CI) for VFx grade 2/3 and clinical OP Fx are 1.8 (1.1-2.9) and 2.3 (1.5-3.4). For TBS, age-, BMI- and BMD adjusted ORs (per SD decrease) for VFx grade 2/3 and clinical OP Fx are 1.9 (1.2-3.0) and 1.8 (1.2-2.7). The TBS added value was independent of lumbar spine BMD or the lowest T-score (femoral neck, total hip or lumbar spine). Conclusion: As in the already published studies, these preliminary results confirm the partial independence between BMD and TBS. More importantly, a combination of TBS and BMD may increase significantly the identification of women with prevalent OP Fx. For the first time we are able to have complementary information about fracture (VFA), density (BMD), and micro-architecture (TBS) from a simple, low ionizing radiation and cheap device: DXA. The value of such informations in a screening program will be evaluated.

Correcting for the bias due to expression specificity improves the estimation of constrained evolution of expression between mouse and human.

MOTIVATION: Comparative analyses of gene expression data from different species have become an important component of the study of molecular evolution. Thus methods are needed to estimate evolutionary distances between expression profiles, as well as a neutral reference to estimate selective pressure. Divergence between expression profiles of homologous genes is often calculated with Pearson's or Euclidean distance. Neutral divergence is usually inferred from randomized data. Despite being widely used, neither of these two steps has been well studied. Here, we analyze these methods formally and on real data, highlight their limitations and propose improvements. RESULTS: It has been demonstrated that Pearson's distance, in contrast to Euclidean distance, leads to underestimation of the expression similarity between homologous genes with a conserved uniform pattern of expression. Here, we first extend this study to genes with conserved, but specific pattern of expression. Surprisingly, we find that both Pearson's and Euclidean distances used as a measure of expression similarity between genes depend on the expression specificity of those genes. We also show that the Euclidean distance depends strongly on data normalization. Next, we show that the randomization procedure that is widely used to estimate the rate of neutral evolution is biased when broadly expressed genes are abundant in the data. To overcome this problem, we propose a novel randomization procedure that is unbiased with respect to expression profiles present in the datasets. Applying our method to the mouse and human gene expression data suggests significant gene expression conservation between these species. CONTACT: marc.robinson-rechavi@unil.ch; sven.bergmann@unil.ch SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

Gas-liquid mass transfer in bubbly flow: Estimation of mass transfer, bubble size and reactor performance in various applications

Gas-liquid mass transfer is an important issue in the design and operation of many chemical unit operations. Despite its importance, the evaluation of gas-liquid mass transfer is not straightforward due to the complex nature of the phenomena involved. In this thesis gas-liquid mass transfer was evaluated in three different gas-liquid reactors in a traditional way by measuring the volumetric mass transfer coefficient (kLa). The studied reactors were a bubble column with a T-junction two-phase nozzle for gas dispersion, an industrial scale bubble column reactor for the oxidation of tetrahydroanthrahydroquinone and a concurrent downflow structured bed.The main drawback of this approach is that the obtained correlations give only the average volumetric mass transfer coefficient, which is dependent on average conditions. Moreover, the obtained correlations are valid only for the studied geometry and for the chemical system used in the measurements. In principle, a more fundamental approach is to estimate the interfacial area available for mass transfer from bubble size distributions obtained by solution of population balance equations. This approach has been used in this thesis by developing a population balance model for a bubble column together with phenomenological models for bubble breakage and coalescence. The parameters of the bubble breakage rate and coalescence rate models were estimated by comparing the measured and calculated bubble sizes. The coalescence models always have at least one experimental parameter. This is because the bubble coalescence depends on liquid composition in a way which is difficult to evaluate using known physical properties. The coalescence properties of some model solutions were evaluated by measuring the time that a bubble rests at the free liquid-gas interface before coalescing (the so-calledpersistence time or rest time). The measured persistence times range from 10 msup to 15 s depending on the solution. The coalescence was never found to be instantaneous. The bubble oscillates up and down at the interface at least a coupleof times before coalescence takes place. The measured persistence times were compared to coalescence times obtained by parameter fitting using measured bubble size distributions in a bubble column and a bubble column population balance model. For short persistence times, the persistence and coalescence times are in good agreement. For longer persistence times, however, the persistence times are at least an order of magnitude longer than the corresponding coalescence times from parameter fitting. This discrepancy may be attributed to the uncertainties concerning the estimation of energy dissipation rates, collision rates and mechanisms and contact times of the bubbles.