986 resultados para Monte Carlo sampling


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Axial deflection of DNA molecules in solution results from thermal motion and intrinsic curvature related to the DNA sequence. In order to measure directly the contribution of thermal motion we constructed intrinsically straight DNA molecules and measured their persistence length by cryo-electron microscopy. The persistence length of such intrinsically straight DNA molecules suspended in thin layers of cryo-vitrified solutions is about 80 nm. In order to test our experimental approach, we measured the apparent persistence length of DNA molecules with natural "random" sequences. The result of about 45 nm is consistent with the generally accepted value of the apparent persistence length of natural DNA sequences. By comparing the apparent persistence length to intrinsically straight DNA with that of natural DNA, it is possible to determine both the dynamic and the static contributions to the apparent persistence length.

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MOTIVATION: Regulatory gene networks contain generic modules such as feedback loops that are essential for the regulation of many biological functions. The study of the stochastic mechanisms of gene regulation is instrumental for the understanding of how cells maintain their expression at levels commensurate with their biological role, as well as to engineer gene expression switches of appropriate behavior. The lack of precise knowledge on the steady-state distribution of gene expression requires the use of Gillespie algorithms and Monte-Carlo approximations. METHODOLOGY: In this study, we provide new exact formulas and efficient numerical algorithms for computing/modeling the steady-state of a class of self-regulated genes, and we use it to model/compute the stochastic expression of a gene of interest in an engineered network introduced in mammalian cells. The behavior of the genetic network is then analyzed experimentally in living cells. RESULTS: Stochastic models often reveal counter-intuitive experimental behaviors, and we find that this genetic architecture displays a unimodal behavior in mammalian cells, which was unexpected given its known bimodal response in unicellular organisms. We provide a molecular rationale for this behavior, and we implement it in the mathematical picture to explain the experimental results obtained from this network.

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Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

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Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

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A solution of (18)F was standardised with a 4pibeta-4pigamma coincidence counting system in which the beta detector is a one-inch diameter cylindrical UPS89 plastic scintillator, positioned at the bottom of a well-type 5''x5'' NaI(Tl) gamma-ray detector. Almost full detection efficiency-which was varied downwards electronically-was achieved in the beta-channel. Aliquots of this (18)F solution were also measured using 4pigamma NaI(Tl) integral counting and Monte Carlo calculated efficiencies as well as the CIEMAT-NIST method. Secondary measurements of the same solution were also performed with an IG11 ionisation chamber whose equivalent activity is traceable to the Système International de Référence through the contribution IRA-METAS made to it in 2001; IRA's degree of equivalence was found to be close to the key comparison reference value (KCRV). The (18)F activity predicted by this coincidence system agrees closely with the ionisation chamber measurement and is compatible within one standard deviation of the other primary measurements. This work demonstrates that our new coincidence system can standardise short-lived radionuclides used in nuclear medicine.

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The Hardy-Weinberg law, formulated about 100 years ago, states that under certainassumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur inthe proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p.There are many statistical tests being used to check whether empirical marker data obeys theHardy-Weinberg principle. Among these are the classical xi-square test (with or withoutcontinuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combinationwith Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE)are numerical in nature, requiring the computation of a test statistic and a p-value.There is however, ample space for the use of graphics in HWE tests, in particular for the ternaryplot. Nowadays, many genetical studies are using genetical markers known as SingleNucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the countsone typically computes genotype frequencies and allele frequencies. These frequencies satisfythe unit-sum constraint, and their analysis therefore falls within the realm of compositional dataanalysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotypefrequencies can be adequately represented in a ternary plot. Compositions that are in exactHWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected ina statistical test are typically “close" to the parabola, whereas compositions that differsignificantly from HWE are “far". By rewriting the statistics used to test for HWE in terms ofheterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted inthe ternary plot. This way, compositions can be tested for HWE purely on the basis of theirposition in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphicalrepresentations where large numbers of SNPs can be tested for HWE in a single graph. Severalexamples of graphical tests for HWE (implemented in R software), will be shown, using SNPdata from different human populations

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Epidemiological parameters, such as age-dependent force of infection and average age at infection () were estimated for rubella, varicella, rotavirus A, respiratory syncytial virus, hepatitis A and parvovirus B19 infections for a non-immunized Brazilian community, using the same sera samples. The for the aforementioned diseases were 8.45 years (yr) [95% CI: (7.23, 9.48) yr], 3.90 yr [95% CI: (3.51, 4.28) yr], 1.03 yr [95% CI: (0.96, 1.09) yr], 1.58 yr [95% CI: (1.39, 1.79) yr], 7.17 yr [95% CI: (6.48, 7.80) yr] and 7.43 yr [95% CI: (5.68, 9.59) yr], respectively. The differences between average ages could be explained by factors such as differences in the effectiveness of the protection conferred to newborns by maternally derived antibodies, competition between virus species and age-dependent host susceptibility. Our seroprevalence data may illustrate a case of the above-mentioned mechanisms working together within the same population.

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Astrocytes have recently become a major center of interest in neurochemistry with the discoveries on their major role in brain energy metabolism. An interesting way to probe this glial contribution is given by in vivo (13) C NMR spectroscopy coupled with the infusion labeled glial-specific substrate, such as acetate. In this study, we infused alpha-chloralose anesthetized rats with [2-(13) C]acetate and followed the dynamics of the fractional enrichment (FE) in the positions C4 and C3 of glutamate and glutamine with high sensitivity, using (1) H-[(13) C] magnetic resonance spectroscopy (MRS) at 14.1T. Applying a two-compartment mathematical model to the measured time courses yielded a glial tricarboxylic acid (TCA) cycle rate (Vg ) of 0.27 ± 0.02 μmol/g/min and a glutamatergic neurotransmission rate (VNT ) of 0.15 ± 0.01 μmol/g/min. Glial oxidative ATP metabolism thus accounts for 38% of total oxidative metabolism measured by NMR. Pyruvate carboxylase (VPC ) was 0.09 ± 0.01 μmol/g/min, corresponding to 37% of the glial glutamine synthesis rate. The glial and neuronal transmitochondrial fluxes (Vx (g) and Vx (n) ) were of the same order of magnitude as the respective TCA cycle fluxes. In addition, we estimated a glial glutamate pool size of 0.6 ± 0.1 μmol/g. The effect of spectral data quality on the fluxes estimates was analyzed by Monte Carlo simulations. In this (13) C-acetate labeling study, we propose a refined two-compartment analysis of brain energy metabolism based on (13) C turnover curves of acetate, glutamate and glutamine measured with state of the art in vivo dynamic MRS at high magnetic field in rats, enabling a deeper understanding of the specific role of glial cells in brain oxidative metabolism. In addition, the robustness of the metabolic fluxes determination relative to MRS data quality was carefully studied.

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The R-package “compositions”is a tool for advanced compositional analysis. Its basicfunctionality has seen some conceptual improvement, containing now some facilitiesto work with and represent ilr bases built from balances, and an elaborated subsys-tem for dealing with several kinds of irregular data: (rounded or structural) zeroes,incomplete observations and outliers. The general approach to these irregularities isbased on subcompositions: for an irregular datum, one can distinguish a “regular” sub-composition (where all parts are actually observed and the datum behaves typically)and a “problematic” subcomposition (with those unobserved, zero or rounded parts, orelse where the datum shows an erratic or atypical behaviour). Systematic classificationschemes are proposed for both outliers and missing values (including zeros) focusing onthe nature of irregularities in the datum subcomposition(s).To compute statistics with values missing at random and structural zeros, a projectionapproach is implemented: a given datum contributes to the estimation of the desiredparameters only on the subcompositon where it was observed. For data sets withvalues below the detection limit, two different approaches are provided: the well-knownimputation technique, and also the projection approach.To compute statistics in the presence of outliers, robust statistics are adapted to thecharacteristics of compositional data, based on the minimum covariance determinantapproach. The outlier classification is based on four different models of outlier occur-rence and Monte-Carlo-based tests for their characterization. Furthermore the packageprovides special plots helping to understand the nature of outliers in the dataset.Keywords: coda-dendrogram, lost values, MAR, missing data, MCD estimator,robustness, rounded zeros

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In this paper we extend the reuse of paths to the shot from a moving light source. In the classical algorithm new paths have to be cast from each new position of a light source. We show that we can reuse all paths for all positions, obtaining in this way a theoretical maximum speed-up equal to the average length of the shooting path

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Forest fire sequences can be modelled as a stochastic point process where events are characterized by their spatial locations and occurrence in time. Cluster analysis permits the detection of the space/time pattern distribution of forest fires. These analyses are useful to assist fire-managers in identifying risk areas, implementing preventive measures and conducting strategies for an efficient distribution of the firefighting resources. This paper aims to identify hot spots in forest fire sequences by means of the space-time scan statistics permutation model (STSSP) and a geographical information system (GIS) for data and results visualization. The scan statistical methodology uses a scanning window, which moves across space and time, detecting local excesses of events in specific areas over a certain period of time. Finally, the statistical significance of each cluster is evaluated through Monte Carlo hypothesis testing. The case study is the forest fires registered by the Forest Service in Canton Ticino (Switzerland) from 1969 to 2008. This dataset consists of geo-referenced single events including the location of the ignition points and additional information. The data were aggregated into three sub-periods (considering important preventive legal dispositions) and two main ignition-causes (lightning and anthropogenic causes). Results revealed that forest fire events in Ticino are mainly clustered in the southern region where most of the population is settled. Our analysis uncovered local hot spots arising from extemporaneous arson activities. Results regarding the naturally-caused fires (lightning fires) disclosed two clusters detected in the northern mountainous area.

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Time-lapse geophysical data acquired during transient hydrological experiments are being increasingly employed to estimate subsurface hydraulic properties at the field scale. In particular, crosshole ground-penetrating radar (GPR) data, collected while water infiltrates into the subsurface either by natural or artificial means, have been demonstrated in a number of studies to contain valuable information concerning the hydraulic properties of the unsaturated zone. Previous work in this domain has considered a variety of infiltration conditions and different amounts of time-lapse GPR data in the estimation procedure. However, the particular benefits and drawbacks of these different strategies as well as the impact of a variety of key and common assumptions remain unclear. Using a Bayesian Markov-chain-Monte-Carlo stochastic inversion methodology, we examine in this paper the information content of time-lapse zero-offset-profile (ZOP) GPR traveltime data, collected under three different infiltration conditions, for the estimation of van Genuchten-Mualem (VGM) parameters in a layered subsurface medium. Specifically, we systematically analyze synthetic and field GPR data acquired under natural loading and two rates of forced infiltration, and we consider the value of incorporating different amounts of time-lapse measurements into the estimation procedure. Our results confirm that, for all infiltration scenarios considered, the ZOP GPR traveltime data contain important information about subsurface hydraulic properties as a function of depth, with forced infiltration offering the greatest potential for VGM parameter refinement because of the higher stressing of the hydrological system. Considering greater amounts of time-lapse data in the inversion procedure is also found to help refine VGM parameter estimates. Quite importantly, however, inconsistencies observed in the field results point to the strong possibility that posterior uncertainties are being influenced by model structural errors, which in turn underlines the fundamental importance of a systematic analysis of such errors in future related studies.

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A problem in the archaeometric classification of Catalan Renaissance pottery is the fact, thatthe clay supply of the pottery workshops was centrally organized by guilds, and thereforeusually all potters of a single production centre produced chemically similar ceramics.However, analysing the glazes of the ware usually a large number of inclusions in the glaze isfound, which reveal technological differences between single workshops. These inclusionshave been used by the potters in order to opacify the transparent glaze and to achieve a whitebackground for further decoration.In order to distinguish different technological preparation procedures of the single workshops,at a Scanning Electron Microscope the chemical composition of those inclusions as well astheir size in the two-dimensional cut is recorded. Based on the latter, a frequency distributionof the apparent diameters is estimated for each sample and type of inclusion.Following an approach by S.D. Wicksell (1925), it is principally possible to transform thedistributions of the apparent 2D-diameters back to those of the true three-dimensional bodies.The applicability of this approach and its practical problems are examined using differentways of kernel density estimation and Monte-Carlo tests of the methodology. Finally, it istested in how far the obtained frequency distributions can be used to classify the pottery

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Teicoplanin is frequently administered to treat Gram-positive infections in pediatric patients. However, not enough is known about the pharmacokinetics (PK) of teicoplanin in children to justify the optimal dosing regimen. The aim of this study was to determine the population PK of teicoplanin in children and evaluate the current dosage regimens. A PK hospital-based study was conducted. Current dosage recommendations were used for children up to 16 years of age. Thirty-nine children were recruited. Serum samples were collected at the first dose interval (1, 3, 6, and 24 h) and at steady state. A standard 2-compartment PK model was developed, followed by structural models that incorporated weight. Weight was allowed to affect clearance (CL) using linear and allometric scaling terms. The linear model best accounted for the observed data and was subsequently chosen for Monte Carlo simulations. The PK parameter medians/means (standard deviation [SD]) were as follows: CL, [0.019/0.023 (0.01)] × weight liters/h/kg of body weight; volume, 2.282/4.138 liters (4.14 liters); first-order rate constant from the central to peripheral compartment (Kcp), 0.474/3.876 h(-1) (8.16 h(-1)); and first-order rate constant from peripheral to central compartment (Kpc), 0.292/3.994 h(-1) (8.93 h(-1)). The percentage of patients with a minimum concentration of drug in serum (Cmin) of <10 mg/liter was 53.85%. The median/mean (SD) total population area under the concentration-time curve (AUC) was 619/527.05 mg · h/liter (166.03 mg · h/liter). Based on Monte Carlo simulations, only 30.04% (median AUC, 507.04 mg · h/liter), 44.88% (494.1 mg · h/liter), and 60.54% (452.03 mg · h/liter) of patients weighing 50, 25, and 10 kg, respectively, attained trough concentrations of >10 mg/liter by day 4 of treatment. The teicoplanin population PK is highly variable in children, with a wider AUC distribution spread than for adults. Therapeutic drug monitoring should be a routine requirement to minimize suboptimal concentrations. (This trial has been registered in the European Clinical Trials Database Registry [EudraCT] under registration number 2012-005738-12.).

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RESUMOFertilizantes são importantes para a produção agrícola mundial devido à melhoria de produtividade que proporcionam. Neste artigo, utiliza-se a teoria de opções reais para avaliar a opção de troca de produto final, amônia ou ureia, em uma fábrica de fertilizantes nitrogenados. O método de simulação Monte Carlo foi utilizado para definir o valor da opção de troca na fábrica de fertilizantes, considerando as incertezas nos preços do gás natural (principal matéria-prima), amônia e ureia, assumindo que esses seguissem um movimento de reversão à média. Nos resultados, aponta-se que essa opção é relevante na análise de projetos de fábricas de fertilizantes, podendo ser fundamental, em muitos casos, sua consideração para a viabilidade do projeto.