Statistical-based monitoring of multivariate non-Gaussian systems

The monitoring of multivariate systems that exhibit non-Gaussian behavior is addressed. Existing work advocates the use of independent component analysis (ICA) to extract the underlying non-Gaussian data structure. Since some of the source signals may be Gaussian, the use of principal component analysis (PCA) is proposed to capture the Gaussian and non-Gaussian source signals. A subsequent application of ICA then allows the extraction of non-Gaussian components from the retained principal components (PCs). A further contribution is the utilization of a support vector data description to determine a confidence limit for the non-Gaussian components. Finally, a statistical test is developed for determining how many non-Gaussian components are encapsulated within the retained PCs, and associated monitoring statistics are defined. The utility of the proposed scheme is demonstrated by a simulation example, and the analysis of recorded data from an industrial melter.

Effect of signal intensity normalization on the multivariate analysis of spectral data in complex 'real-world' datasets

Spectral signal intensities, especially in 'real-world' applications with nonstandardized sample presentation due to uncontrolled variables/factors, commonly require additional spectral processing to normalize signal intensity in an effective way. In this study, we have demonstrated the complexity of choosing a normalization routine in the presence of multiple spectrally distinct constituents by probing a dataset of Raman spectra. Variation in absolute signal intensity (90.1% of total variance) of the Raman spectra of these complex biological samples swamps the variation in useful signals (9.4% of total variance), degrading its diagnostic and evaluative potential.

Dynamic Density Forecasts for Multivariate Asset Returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.

Density-dependent prophylaxis and condition-dependent immune function in Lepidopteran larvae: a multivariate approach

1. The risk of parasitism and infectious disease is expected to increase with population density as a consequence of positive density-dependent transmission rates. Therefore, species that encounter large fluctuations in population density are predicted to exhibit plasticity in their immune system, such that investment in costly immune defences is adjusted to match the probability of exposure to parasites and pathogens (i.e. density-dependent prophylaxis).

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

The PRISMA statement for reporting systematic reviews and meta-analyses of studies that evaluate health care interventions: Explanation and elaboration

Systematic reviews and meta-analyses are essential to summarize evidence relating to efficacy and safety of health care interventions accurately and reliably. The clarity and transparency of these reports, however, is not optimal. Poor reporting of systematic reviews diminishes their value to clinicians, policy makers, and other users. Since the development of the QUOROM (QUality Of Reporting Of Meta-analysis) Statement-a reporting guideline published in 1999-there have been several conceptual, methodological, and practical advances regarding the conduct and reporting of systematic reviews and meta-analyses. Also, reviews of published systematic reviews have found that key information about these studies is often poorly reported. Realizing these issues, an international group that included experienced authors and methodologists developed PRISMA ( Preferred Reporting Items for Systematic reviews and Meta-Analyses) as an evolution of the original QUOROM guideline for systematic reviews and meta-analyses of evaluations of health care interventions. The PRISMA Statement consists of a 27-item checklist and a four-phase flow diagram. The checklist includes items deemed essential for transparent reporting of a systematic review. In this Explanation and Elaboration document, we explain the meaning and rationale for each checklist item. For each item, we include an example of good reporting and, where possible, references to relevant empirical studies and methodological literature. The PRISMA Statement, this document, and the associated Web site (http://www.prisma-statement.org/) should be helpful resources to improve reporting of systematic reviews and metaanalyses.

Evaluation of cement stresses in finite element analyses of cemented orthopaedic implants

Stress analysis of the cement fixation of orthopaedic implants to bone is frequently? carried out using finite element analysis. However, the stress distribution in the cement laver is usually intricate, and it is difficult to report it in a way that facilitates comparison of implants for pre-clinical testing. To study this problem, and make recommendations for stress reporting, a finite element analysis of a hip prosthesis implanted into a synthetic composite femur is developed. Three cases are analyzed: a fully bonded implant, a debonded implant, and a debonded implant where the cement is removed distal to the stein tip. In addition to peak stresses, and contour and vector plots, a stressed volume and probability-of-failure analysis is reported. It is predicted that the peak stress is highest for the debonded stem, and that removal of the distal cement more than halves this peak stress. This would suggest that omission of the distal cement is good for polished prostheses (as practiced for the Exeter design). However; if the percentage of cement stressed above a certain threshold (say 3 MPa) is considered, then the removal of distal cement is shown to be disadvantageous because a higher volume of cement is stressed to above the threshold. Vector plots clearly demonstrate the different load transfer for bonded and debonded prostheses: A bonded stein generates maximum tensile stresses in the longitudinal direction, whereas a debonded stem generates most tensile stresses in the hoop direction, except near the tip where tensile longitudinal stresses occur due to subsidence of the stein. Removal of the cement distal to the tip allows greater subsidence but alleviates these large stresses at the tip, albeit at the expense of increased hoop stresses throughout the mantle. It is concluded that a thorough analysis of cemented implants should not report peak stress, which can be misleading, but rather stressed volume, and that vector plots should be reported if a precise analysis of the load transfer mechanism is required.

Patient selection for oncology phase I trials: a multi-institutional study of prognostic factors.

PURPOSE The appropriate selection of patients for early clinical trials presents a major challenge. Previous analyses focusing on this problem were limited by small size and by interpractice heterogeneity. This study aims to define prognostic factors to guide risk-benefit assessments by using a large patient database from multiple phase I trials. PATIENTS AND METHODS Data were collected from 2,182 eligible patients treated in phase I trials between 2005 and 2007 in 14 European institutions. We derived and validated independent prognostic factors for 90-day mortality by using multivariate logistic regression analysis. Results The 90-day mortality was 16.5% with a drug-related death rate of 0.4%. Trial discontinuation within 3 weeks occurred in 14% of patients primarily because of disease progression. Eight different prognostic variables for 90-day mortality were validated: performance status (PS), albumin, lactate dehydrogenase, alkaline phosphatase, number of metastatic sites, clinical tumor growth rate, lymphocytes, and WBC. Two different models of prognostic scores for 90-day mortality were generated by using these factors, including or excluding PS; both achieved specificities of more than 85% and sensitivities of approximately 50% when using a score cutoff of 5 or higher. These models were not superior to the previously published Royal Marsden Hospital score in their ability to predict 90-day mortality. CONCLUSION Patient selection using any of these prognostic scores will reduce non-drug-related 90-day mortality among patients enrolled in phase I trials by 50%. However, this can be achieved only by an overall reduction in recruitment to phase I studies of 20%, more than half of whom would in fact have survived beyond 90 days.