938 resultados para Fat Tails


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Mode of access: Internet.

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At head of title: La construction privée à la fin du XIXe siècle.

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Tr. of:Die fabrikation der Lacke, Firnisse und des Siegellackes.

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Includes bibliographical references (p. 32-33).

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"January 11, 1909."

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We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

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Background: Tuberculosis is an important cause of wasting. The functional consequences of wasting and recovery may depend on the distribution of lost and gained nutrient stores between protein and fat masses. Objective: The goal was to study nutrient partitioning, ie, the proportion of weight change attributable to changes in fat mass (FM) versus protein mass (PM), during anti mycobacterial treatment. Design: Body-composition measures were made of 21 men and 9 women with pulmonary tuberculosis at baseline and after 1 and 6 mo of treatment. All subjects underwent dual-energy X-ray absorptiometry and deuterium bromide dilution tests, and a four-compartment model of FM, total body water (TBW), bone minerals (BM), and PM was derived. The ratio of PM to FM at any time was expressed as the energy content (p-ratio). Changes in the p-ratio were related to disease severity as measured by radiologic criteria. Results: Patients gained 10% in body weight (P < 0.001) from baseline to month 6. This was mainly due to a 44% gain in FM (P < 0.001); PM, BM, and TBW did not change significantly. Results were similar in men and women. The p-ratio decreased from baseline to month 1 and then fell further by month 6. Radiologic disease severity was not correlated with changes in the p-ratio. Conclusions: Microbiological cure of tuberculosis does not restore PM within 6 mo, despite a strong anabolic response. Change in the p-ratio is a suitable parameter for use in studying the effect of disease on body composition because it allows transformation of such effects into a normal distribution across a wide range of baseline proportion between fat and protein mass.

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Nonalcoholic fatty liver disease is now a major cause of liver disease in developed countries, largely as a result of an epidemic of obesity, diabetes and sedentary lifestyles. This has resulted in raised clinical awareness and diagnostic refinement. The entity encompasses several histologic patterns from benign steatosis to nonalcoholic steatohepatitis, the latter having a significant risk of progressive fibrosis and the development of cirrhosis. Labor-atory tests and imaging are not able to distinguish steatosis from steatohepatitis, which requires liver biopsy. However following an assessment of several risk factors, patients can be stratified for the potential risk of fibrosis, allowing the rational use of liver biopsy. This review will describe the various patterns of nonalcoholic fatty liver disease and relate this to disease pathogenesis and progression. Strategies for management, including experimental interventions, will be discussed.