Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Inter-limb coordination and energy cost in swimming.

OBJECTIVES: This study investigated the relationship between inter-arm coordination and the energy cost of locomotion in front crawl and breaststroke and explored swimmers' flexibility in adapting their motor organization away from their preferred movement pattern. DESIGN: Nine front-crawlers performed three 300-m in front crawl and 8 breaststrokers performed three 200-m in breaststroke at constant submaximal intensity and with 5-min rests. Each trial was performed randomly in a different coordination pattern: freely chosen, 'maximal glide' and 'minimal glide'. Two underwater cameras videotaped frontal and side views to analyze speed, stroke rate, stroke length and inter-limb coordination. METHODS: In front crawl, inter-arm coordination was quantified by the index of coordination (IdC) and the leg beat kicks were counted. In breaststroke, four time gaps quantified the arm to leg coordination (i.e., time between leg and arm propulsions; time between beginning, 90° flexion and end of arm and leg recoveries). The energy cost of locomotion was calculated from gas exchanges and blood lactate concentration. RESULTS: In both front crawl and breaststroke, the freely chosen coordination corresponded to glide pattern and showed the lowest energy cost (12.8 and 17.1Jkg(-1)m(-1), respectively). Both front-crawlers and breaststrokers were able to reach 'maximal glide' condition (respectively, +35% and +28%) but not 'minimal glide' condition for front crawl. CONCLUSIONS: The freely chosen pattern appeared more economic because more trained. When coordination was constrained, the swimmers had higher coordination flexibility in breaststroke than in front crawl, suggesting that breaststroke coordination was easier to regulate by changing glide time.

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.

The Boundaries of a Firm in the Pulp and Paper Industry: Complementarities of the Resource-Based View and Transaction Cost Economics

Tämän tutkimuksen tarkoituksena on tutkia sellu- ja paperiteollisuuden toimintojen luonnetta sekä miten yrityksen rajapinnat ovat muodostuneet ko. teollisuudenalalla. Tutkimus on eksploratiivinen ja luonteeltaan kvalitatiivinen. Tutkimuksen aineisto kerättiin yrityksissä tehdyillä teemahaastatteluilla. Sellu- ja paperitehtaan toimintojen analysoinnissa käytetään resurssiperusteista näkemystä ja transaktiokustannusteoriaa. Tutkimuksen yritysten rakennetta voidaan pitää varsin konservatiivisena. Teoreettinen kehys pystyi selittämään varsinaisen tuotannon järjestämistä varsin hyvin. Tukitoiminnoissa löytyi ristiriitoja teorian ja todellisuuden välillä. Tuotantotoiminnot kannattaa pitää yrityksen sisällä, koska ne täyttävät VRIN-attribuutit ja niihin liittyy korkeita transaktiokustannuksia. Suurin osa tukitoiminnoista voidaan luokitella triviaaleiksi. Joitain tukitoimintoja voidaan kuitenkin luokitella strategisesti tärkeiksi, ja voidaan päätellä, että ne pitäisi pitää yrityksen sisällä. Tässä suhteessa tulokset olivat kuitenkin ristiriitaisia, ja lisätutkimuksia tarvittaisiin lopullisten johtopäätösten tekemiseen.

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.

A high-mobility, low-cost phenotype defines human effector-memory CD8+ T cells.

T cells move randomly ("random-walk"), a characteristic thought to be integral to their function. Using migration assays and time-lapse microscopy, we found that CD8+ T cells lacking the lymph node homing receptors CCR7 and CD62L migrate more efficiently in transwell assays, and that these same cells are characterized by a high frequency of cells exhibiting random crawling activity under culture conditions mimicking the interstitial/extravascular milieu, but not when examined on endothelial cells. To assess the energy efficiency of cells crawling at a high frequency, we measured mRNA expression of genes key to mitochondrial energy metabolism (peroxisome proliferator-activated receptor gamma coactivator 1beta [PGC-1beta], estrogen-related receptor alpha [ERRalpha], cytochrome C, ATP synthase, and the uncoupling proteins [UCPs] UCP-2 and -3), quantified ATP contents, and performed calorimetric analyses. Together these assays indicated a high energy efficiency of the high crawling frequency CD8+ T-cell population, and identified differentially regulated heat production among nonlymphoid versus lymphoid homing CD8+ T cells.

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 Boundaries of the Firm from the Extended Transaction Cost Economics Point of View - Empirical Study

Tutkimuksen tavoitteena oli tutkia yrityksen rajoja laajennetun transaktiokustannusteorian näkökulmasta. Tutkimus oli empiirinen tutkimus, jossa tutkittiin viittä toimialaa. Tutkimuksen tavoitteena oli verrata paperiteollisuutta teräs-, kemian-, ICT- ja energiateollisuuteen. Aineisto empiiriseen osioon kerättiin puolistrukturoiduilla teemahaastatteluilla. Tutkimus osoitti, että laajennettu transaktiokustannusteoria soveltuu hyvinyrityksen rajojen määrittelyyn. Staattinen transaktiokustannusteorian selitysaste ei ole riittävä, joten dynaaminen laajennus on tarpeellinen. Tutkimuksessa ilmeni, että paperiteollisuudella verrattuna muihin toimialoihin on suurimmat haasteet tehokkaiden rajojen määrittämisessä.

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.

Coordination pattern adaptability: energy cost of degenerate behaviors.

This study investigated behavioral adaptability, which could be defined as a blend between stability and flexibility of the limbs movement and their inter-limb coordination, when individuals received informational constraints. Seven expert breaststroke swimmers performed three 200-m in breaststroke at constant submaximal intensity. Each trial was performed randomly in a different coordination pattern: 'freely-chosen', 'maximal glide' and 'minimal glide'. Two underwater and four aerial cameras enabled 3D movement analysis in order to assess elbow and knee angles, elbow-knee pair coordination, intra-cyclic velocity variations of the center of mass, stroke rate and stroke length and inter-limb coordination. The energy cost of locomotion was calculated from gas exchanges and blood lactate concentration. The results showed significantly higher glide, intra-cyclic velocity variations and energy cost under 'maximal glide' compared to 'freely-chosen' instructional conditions, as well as higher reorganization of limb movement and inter-limb coordination (p<0.05). In the 'minimal glide' condition, the swimmers did not show significantly shorter glide and lower energy cost, but they exhibited significantly lower deceleration of the center of mass, as well as modified limb movement and inter-limb coordination (p<0.05). These results highlight that a variety of structural adaptations can functionally satisfy the task-goal.

Cost-effectiveness of a new combined immunosuppressive and anti-infectious regimen in kidney transplantation.

OBJECTIVES: The aims of this study were to assess the 1-year cost-effectiveness of a new combined immunosuppressive and anti-infectious regimen in kidney transplantation to prevent both rejection and infectious complications. METHODS: Patients (pts) transplanted from January 2000 to March 2003 (Group A) and treated with a conventional protocol were compared with pts submitted to a combined regimen including universal cytomegalovirus (CMV) prophylaxis between April 2003 and July 2005 (Group B). Costs were computed from the hospital accounting system for hospital stays, and official tariffs for outpatient visits. Patients with incomplete costs data were excluded from analysis. RESULTS: Fifty-three patients were analyzed in Group A, and 60 in Group B. Baseline characteristics including CMV serostatus were not significantly different between the two groups. Over 12 months after transplantation, acute rejections decreased from 41.5 percent in Group A to 6.7 percent in Group B (p &lt; .001), and CMV infections from 47 percent to 15 percent (p &lt; .001). Overall, readmissions decreased from 68 percent to 55 percent (p = .160), and average hospital days from 28 +/- 19 to 20 +/- 11 days (p &lt; .007). The average number of outpatient visits decreased from 49 +/- 10 to 39 +/- 8 (p &lt; .001). Average 1-year immunosuppressive and CMV prophylaxis costs (per patient) increased from CHF20,402 +/- 7,273 to 27,375 +/- 6,063 (p &lt; .001), graft rejection costs decreased from CHF4,595 +/- 10,182 to 650 +/- 3,167 (p = .005), CMV treatment costs from CHF2,270 +/- 6,161 to 101 +/- 326 (p = .008), and outpatient visits costs from CHF8,466 +/- 1'721 to 6,749 +/- 1,159 (p &lt; .001). Altogether, 1-year treatment costs decreased from CHF39'957 +/- 16,573 to 36,204 +/- 6,901 (p = .115). CONCLUSIONS: The new combined regimen administered in Group B was significantly more effective, and its additional costs were more than offset by savings associated with complications avoidance.

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.