Comparing Basal Area Diameter Distributions Estimated by Tree Species and for the Entire Stock in a Mixed Stand

Summary

On-axis joint transform correlation based on a four-level power spectrum

We propose a method to obtain a single centered correlation with use of a joint transform correlator. We analyze the required setup to carry out the whole process optically, and we also present experimental results.

Effects of thresholding level variation in fringe binarization of multiobject joint transform correlation

It is possible to improve the fringe binarization method of joint transform correlation by choosing a suitable threshold level.

Controlled-intensity detection peaks in a binary joint transform correlator

In multiobject pattern recognition the height of the correlation peaks should be controlled when the power spectrum of ajoint transform correlator is binarized. In this paper a method to predetermine the value of detection peaks is demonstrated. The technique is based on a frequency-variant threshold in order to remove the intraclass terms and on a suitable factor to normalize the binary joint power spectrum. Digital simulations and experimental hybrid implementation of this method were carried out.

Nonlinear filtering in object and Fourier space in a joint transform optical correlator: comparison and experimental realization

The use of different kinds of nonlinear filtering in a joint transform correlator are studied and compared. The study is divided into two parts, one corresponding to object space and the second to the Fourier domain of the joint power spectrum. In the first part, phase and inverse filters are computed; their inverse Fourier transforms are also computed, thereby becoming the reference in the object space. In the Fourier space, the binarization of the power spectrum is realized and compared with a new procedure for removing the spatial envelope. All cases are simulated and experimentally implemented by a compact joint transform correlator.

Plant species distributions along environmental gradients: do belowground interactions with fungi matter?

The distribution of plants along environmental gradients is constrained by abiotic and biotic factors. Cumulative evidence attests of the impact of biotic factors on plant distributions, but only few studies discuss the role of belowground communities. Soil fungi, in particular, are thought to play an important role in how plant species assemble locally into communities. We first review existing evidence, and then test the effect of the number of soil fungal operational taxonomic units (OTUs) on plant species distributions using a recently collected dataset of plant and metagenomic information on soil fungi in the Western Swiss Alps. Using species distribution models (SDMs), we investigated whether the distribution of individual plant species is correlated to the number of OTUs of two important soil fungal classes known to interact with plants: the Glomeromycetes, that are obligatory symbionts of plants, and the Agaricomycetes, that may be facultative plant symbionts, pathogens, or wood decayers. We show that including the fungal richness information in the models of plant species distributions improves predictive accuracy. Number of fungal OTUs is especially correlated to the distribution of high elevation plant species. We suggest that high elevation soil show greater variation in fungal assemblages that may in turn impact plant turnover among communities. We finally discuss how to move beyond correlative analyses, through the design of field experiments manipulating plant and fungal communities along environmental gradients.

Reduction of the effect of aberrations in a joint transform correlator

We report the study of the influence of optical aberrations in a joint-transform correlator: The wave aberration of the optical system is computed from data obtained by ray tracing. Three situations are explored: We consider the aberration only in the first diffraction stage (generation of power spectrum), then only in the second (transformation of the power spectrum into correlation), and finally in both stages simultaneously. The results show that the quality of the correlation is determined mostly by the aberrations of the first diffraction stage and that we can optimize the setup by moving the cameras along the optical axis to a suitable position. The good agreement between the predicted data and the experimental results shows that the method explains well the behavior of optical diffraction systems when aberrations are taken into account.

On the efficient evaluation of ruin probabilities for completely monotone claim size distributions

In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed in [2]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical justification for the method. We also show that under weaker assumptions on the claim size distribution, the method may still perform reasonably well in some cases. This in particular provides an efficient alternative to a related method proposed in [3]. A number of numerical illustrations for the performance of this procedure is provided for both completely monotone and other types of random variables.

Audit report on the Iowa Water Pollution Control Works Financing Program and the Iowa Drinking Water Facilities Financing Program, joint programs of the Iowa Finance Authority and the Iowa Department of Natural Resources for the year ended June 30, 2011

Audit report on the Iowa Water Pollution Control Works Financing Program and the Iowa Drinking Water Facilities Financing Program, joint programs of the Iowa Finance Authority and the Iowa Department of Natural Resources for the year ended June 30, 2011

Ankle joint pressure in pes cavovarus after lateralizing calcaneal osteotomies

BACKGROUND: Tendon transfers and calcaneal osteotomies are commonly used to treat symptoms related to medial ankle arthrosis in fixed pes cavovarus. However, the relative effect of these osteotomies in terms of lateralizing the ground contact point of the hindfoot and redistributing ankle joint contact stresses are unknown. MATERIALS AND METHODS: Pes cavovarus with fixed hindfoot varus was simulated in eight cadaver specimens. The effect of three types of calcaneal osteotomies on the migration of the center of force and tibiotalar peak pressure at 300 N axial static load (half-body weight) were recorded using pressure sensors. RESULTS: A significant lateral shift of the center of force was observed: 4.9 mm for the laterally closing Z-shaped osteotomy with additional lateralization of the tuberosity, 3.4 mm for the lateral sliding osteotomy of the calcaneal tuberosity, and 2.7 mm for the laterally closing Z-shaped osteotomy (all p < 0.001). A significant peak pressure reduction was recorded: -0.53 MPa for the Z-shaped osteotomy with lateralization, -0.58 MPa for the lateral sliding osteotomy of the calcaneal tuberosity, and -0.41 MPa for the Z-shaped osteotomy (all p < 0.01). CONCLUSION: This cadaver study supports the hypothesis that lateralizing calcaneal osteotomies substantially help to normalize ankle contact stresses in pes cavovarus.

Continuous-time random-walk model for financial distributions

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.

Tuning clustering in random networks with arbitrary degree distributions

We present a generator of random networks where both the degree-dependent clustering coefficient and the degree distribution are tunable. Following the same philosophy as in the configuration model, the degree distribution and the clustering coefficient for each class of nodes of degree k are fixed ad hoc and a priori. The algorithm generates corresponding topologies by applying first a closure of triangles and second the classical closure of remaining free stubs. The procedure unveils an universal relation among clustering and degree-degree correlations for all networks, where the level of assortativity establishes an upper limit to the level of clustering. Maximum assortativity ensures no restriction on the decay of the clustering coefficient whereas disassortativity sets a stronger constraint on its behavior. Correlation measures in real networks are seen to observe this structural bound.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Multiplex PCR of sonication fluid accurately differentiates between prosthetic joint infection and aseptic failure.

OBJECTIVE: Cultures have limited sensitivity in the diagnosis of prosthetic joint infection (PJI), especially in low-grade infections. We assessed the value of multiplex PCR in differentiating PJI from aseptic failure (AF). METHODS: Included were patients in whom the joint prosthesis was removed and submitted for sonication. The resulting sonication fluid was cultured and investigated by multiplex PCR, and compared with periprosthetic tissue culture. RESULTS: Among 86 explanted prostheses (56 knee, 25 hip, 3 elbow and 2 shoulder prostheses), AF was diagnosed in 62 cases (72%) and PJI in 24 cases (28%). PJI was more common detected by multiplex PCR (n=23, 96%) than by periprosthetic tissue (n=17, 71%, p=0.031) or sonication fluid culture (n=16, 67%, p=0.016). Among 12 patients with PJI who previously received antibiotics, periprosthetic tissue cultures were positive in 8 cases (67%), sonication fluid cultures in 6 cases (50%) and multiplex PCR in 11 cases (92%). In AF cases, periprosthetic tissue grew organisms in 11% and sonication fluid in 10%, whereas multiplex PCR detected no organisms. CONCLUSIONS: Multiplex PCR of sonication fluid demonstrated high sensitivity (96%) and specificity (100%) for diagnosing PJI, providing good discriminative power towards AF, especially in patients previously receiving antibiotics.