Extracting Ramachandran torsional angle distributions from 2D NMR data using Tikhonov regularization /

Solid state nuclear magnetic resonance (NMR) spectroscopy is a powerful technique for studying structural and dynamical properties of disordered and partially ordered materials, such as glasses, polymers, liquid crystals, and biological materials. In particular, twodimensional( 2D) NMR methods such as ^^C-^^C correlation spectroscopy under the magicangle- spinning (MAS) conditions have been used to measure structural constraints on the secondary structure of proteins and polypeptides. Amyloid fibrils implicated in a broad class of diseases such as Alzheimer's are known to contain a particular repeating structural motif, called a /5-sheet. However, the details of such structures are poorly understood, primarily because the structural constraints extracted from the 2D NMR data in the form of the so-called Ramachandran (backbone torsion) angle distributions, g{^,'4)), are strongly model-dependent. Inverse theory methods are used to extract Ramachandran angle distributions from a set of 2D MAS and constant-time double-quantum-filtered dipolar recoupling (CTDQFD) data. This is a vastly underdetermined problem, and the stability of the inverse mapping is problematic. Tikhonov regularization is a well-known method of improving the stability of the inverse; in this work it is extended to use a new regularization functional based on the Laplacian rather than on the norm of the function itself. In this way, one makes use of the inherently two-dimensional nature of the underlying Ramachandran maps. In addition, a modification of the existing numerical procedure is performed, as appropriate for an underdetermined inverse problem. Stability of the algorithm with respect to the signal-to-noise (S/N) ratio is examined using a simulated data set. The results show excellent convergence to the true angle distribution function g{(j),ii) for the S/N ratio above 100.

The effects of an acute bout of whole-body vibration on pulse wave velocity in individuals with SCI

Cardiovascular disease is a leading cause of mortality in the spinal cord injured (SCI) population. Reduced arterial compliance is a cardiovascular risk factor and whole body vibration (WBV) has be en shown to improve arterial compliance in able-bodied individuals. The study investigated the effect of an acute session ofWBV on arterial compliance as measured by pulse wave velocity (PWV). On separate days, arm, leg and aortic PWV were measured pre- and post- a 45 minute session of passive stance (PS) and WBV. The WBV was intermittent with a set frequency of 45Hz and amplitude of O.6mm. There was no condition by time effect when comparing PWV after WBV and PS. Following WBV, aortic (928.6±127.7 vs. 901.1±96.6cm/sec), leg (1035.2±113.8 vs.l099.8±114.2cm/sec) and arm PWV (1118.9±119.8 vs. 1181.1±124.4cm/s) did not change. As such, WBV did not reduce arterial compliance, however future research with protocol modifications is recommended.

Reliability of muscle fiber conduction velocity in the tibialis anterior

This document could not have been completed without the hard work of a number of individuals. First and foremost, my supervisor, Dr. David Gabriel deserves the utmost recognition for the immense effort and time spent guiding the production of this document through the various stages of completion. Also, aiding in the data collection, technical support, and general thought processing were Lab Technician Greig Inglis and fellow members of the Electromyographic Kinesiology Laboratory Jon Howard, Sean Lenhardt, Lara Robbins, and Corrine Davies-Schinkel. The input of Drs. Ted Clancy, Phil Sullivan and external examiner Dr. Anita Christie, all members ofthe assessment committee, was incredibly important and vital to the completion of this work. Their expertise provided a strong source of knowledge and went to ensure that this project was completed at exemplary level. There were a number of other individuals who were an immense help in getting this project off the ground and completed. The donation of their time and efforts was very generous and much needed in order to fulfill the requirements needed for completion of this study. Finally, I cannot exclude the contributions of my family throughout this project especially that of my parents whose support never wavers.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

Rank Regressions, Wage Distributions and the Gender Gap.

In this paper, we model the interactions between the distribution of male and female wages under the assumption that any change in the wage distribution of women must be offset by an opposite change in the wage distribution of men.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.

Distributions de salaire et participation au marché du travail.

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Rank Regressions, Wage Distributions and the Gender Gap.

In this paper, we model the interactions between the distribution of male and female wages under the assumption that any change in the wage distribution of women must be offset by an opposite change in the wage distribution of men.

Étude empirique de distributions associées à la Fonction de Pénalité Escomptée

On présente une nouvelle approche de simulation pour la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine, pour des modèles de risque déterminés par des subordinateurs de Lévy. Cette approche s'inspire de la décomposition "Ladder height" pour la probabilité de ruine dans le Modèle Classique. Ce modèle, déterminé par un processus de Poisson composé, est un cas particulier du modèle plus général déterminé par un subordinateur, pour lequel la décomposition "Ladder height" de la probabilité de ruine s'applique aussi. La Fonction de Pénalité Escomptée, encore appelée Fonction Gerber-Shiu (Fonction GS), a apporté une approche unificatrice dans l'étude des quantités liées à l'événement de la ruine été introduite. La probabilité de ruine et la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine sont des cas particuliers de la Fonction GS. On retrouve, dans la littérature, des expressions pour exprimer ces deux quantités, mais elles sont difficilement exploitables de par leurs formes de séries infinies de convolutions sans formes analytiques fermées. Cependant, puisqu'elles sont dérivées de la Fonction GS, les expressions pour les deux quantités partagent une certaine ressemblance qui nous permet de nous inspirer de la décomposition "Ladder height" de la probabilité de ruine pour dériver une approche de simulation pour cette fonction de densité conjointe. On présente une introduction détaillée des modèles de risque que nous étudions dans ce mémoire et pour lesquels il est possible de réaliser la simulation. Afin de motiver ce travail, on introduit brièvement le vaste domaine des mesures de risque, afin d'en calculer quelques unes pour ces modèles de risque. Ce travail contribue à une meilleure compréhension du comportement des modèles de risques déterminés par des subordinateurs face à l'éventualité de la ruine, puisqu'il apporte un point de vue numérique absent de la littérature.