Subsampling the mean of heavy-tailed dependent observations

We establish the validity of subsampling confidence intervals for themean of a dependent series with heavy-tailed marginal distributions.Using point process theory, we study both linear and nonlinear GARCH-liketime series models. We propose a data-dependent method for the optimalblock size selection and investigate its performance by means of asimulation study.

Biological markers of alcohol consumption in alcoholised drivers: Comparison of capillary electrophoresis (CZE CDT) and a direct immunoassay (N Latex CDT) with the traditional method of anion-exchange chromatography-immunoturbidimetry (%CDT TIA).

Objectives: The aim of this study was to compare specificity and sensitivity of different biological markers that can be used in a forensic field to identify potentially dangerous drivers because of their alcohol habits. Methods: We studied 280 Swiss drivers after driving while under the alcohol influence. 33 were excluded for not having CDT N results, 247 were included (218 men (88%) and 29 women (12%). Mean age was 42,4 (SD:12, min: 20 max: 76). The evaluation of the alcohol consumption concerned the month before the CDT test and was considered as such after the interview: Heavy drinkers (>3 drinks per day): 60 (32.7%), < 3 drinks per day and moderate: 127 (51.4%) 114 (46.5%), abstinent: 60 (24.3%) 51 (21%). Alcohol intake was monitored by structured interviews, self-reported drinking habits and the C-Audit questionnaire as well as information provided by their family and general practitioner. Consumption was quantified in terms of standard drinks, which contain approximately 10 grams of pure alcohol (Ref. WHO). Results: comparison between moderate (less or equal to 3 drinks per day) and excessive drinkers (more than 3 drinks) Marker ROC area 95% CI cut-off sensitivity specificity CDT TIA 0.852 0.786-0917 2.6* 0.93 LR+1.43 0.35 LR-0.192 CDT N latex 0.875 0.821-0.930 2.5* 0.66 LR+ 6.93 0.90 LR- 0.369 Asialo+disialo-tf 0.881 0.826-0.936 1.2* 0.78 LR+4.07 0.80 LR-0.268 1.7° 0.66 LR+8.9 0.93 LR-0.360 GGT 0.659 0.580-0.737 85* 0.37 LR+2.14 0.83 LR-0.764 * cut-off point suggested by the manufacturer ° cut-off point suggested by our laboratory Conclusion: With the cut-off point established by the manufacturer, CDT TIA performed poorly in term of specificity. N latex CDT and CZE CDT were better, especially if a 1.7 cut-off is used with CZE

Asymptotic robust inferences in the analysis of mean and covariance structures

Structural equation models are widely used in economic, socialand behavioral studies to analyze linear interrelationships amongvariables, some of which may be unobservable or subject to measurementerror. Alternative estimation methods that exploit different distributionalassumptions are now available. The present paper deals with issues ofasymptotic statistical inferences, such as the evaluation of standarderrors of estimates and chi--square goodness--of--fit statistics,in the general context of mean and covariance structures. The emphasisis on drawing correct statistical inferences regardless of thedistribution of the data and the method of estimation employed. A(distribution--free) consistent estimate of $\Gamma$, the matrix ofasymptotic variances of the vector of sample second--order moments,will be used to compute robust standard errors and a robust chi--squaregoodness--of--fit squares. Simple modifications of the usual estimateof $\Gamma$ will also permit correct inferences in the case of multi--stage complex samples. We will also discuss the conditions under which,regardless of the distribution of the data, one can rely on the usual(non--robust) inferential statistics. Finally, a multivariate regressionmodel with errors--in--variables will be used to illustrate, by meansof simulated data, various theoretical aspects of the paper.

Off-resonance angiography: a new method to depict vessels--phantom and rabbit studies.

PURPOSE: To evaluate the utility of inversion recovery with on-resonant water suppression (IRON) in combination with injection of the long-circulating monocrystalline iron oxide nanoparticle (MION)-47 for contrast material-enhanced magnetic resonance (MR) angiography. MATERIALS AND METhods: Experiments were approved by the institutional animal care committee. Eleven rabbits were imaged at baseline before injection of a contrast agent and then serially 5-30 minutes, 2 hours, 1 day, and 3 days after a single intravenous bolus injection of 80 micromol of MION-47 per kilogram of body weight (n = 6) or 250 micromol/kg MION-47 (n = 5). Conventional T1-weighted MR angiography and IRON MR angiography were performed on a clinical 3.0-T imager. Signal-to-noise and contrast-to-noise ratios were measured in the aorta of rabbits in vivo. Venous blood was obtained from the rabbits before and after MION-47 injection for use in phantom studies. RESULTS: In vitro blood that contained MION-47 appeared signal attenuated on T1-weighted angiograms, while characteristic signal-enhanced dipolar fields were observed on IRON angiograms. In vivo, the vessel lumen was signal attenuated on T1-weighted MR angiograms after MION-47 injection, while IRON supported high intravascular contrast by simultaneously providing positive signal within the vessels and suppressing background tissue (mean contrast-to-noise ratio, 61.9 +/- 12.4 [standard deviation] after injection vs 1.1 +/- 0.4 at baseline, P < .001). Contrast-to-noise ratio was higher on IRON MR angiograms than on conventional T1-weighted MR angiograms (9.0 +/- 2.5, P < .001 vs IRON MR angiography) and persisted up to 24 hours after MION-47 injection (76.2 +/- 15.9, P < .001 vs baseline). CONCLUSION: IRON MR angiography in conjunction with superparamagnetic nanoparticle administration provides high intravascular contrast over a long time and without the need for image subtraction.

Evaluation of oviposition traps as an entomological surveillance method for Aedes aegypti (Diptera, Culicidae)

This study aimed to describe the behavior of oviposition traps for Aedes aegypti over time, to compare it with the larval survey and to investigate the association with climatic variables. It was conducted in São José do Rio Preto city, São Paulo. Daily climatic data and fortnightly measurements for oviposition traps and larval infestation were collected from October 2003 to September 2004. Three different periods were identified in the behavior of oviposition traps' positivity and mean number of eggs: increase, plateau and decrease in values. These measurements followed the variation of climatic data from the first and third periods. High correlation was obtained between the positivity and the mean number of eggs. The oviposition traps showed higher capacity to detect the vector than did larval survey. It was observed that the first (October to December) and third (May to September) periods were considered to be the most suitable to use oviposition traps than larval surveys.

Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case

We address the problem of scheduling a multi-station multiclassqueueing network (MQNET) with server changeover times to minimizesteady-state mean job holding costs. We present new lower boundson the best achievable cost that emerge as the values ofmathematical programming problems (linear, semidefinite, andconvex) over relaxed formulations of the system's achievableperformance region. The constraints on achievable performancedefining these formulations are obtained by formulatingsystem's equilibrium relations. Our contributions include: (1) aflow conservation interpretation and closed formulae for theconstraints previously derived by the potential function method;(2) new work decomposition laws for MQNETs; (3) new constraints(linear, convex, and semidefinite) on the performance region offirst and second moments of queue lengths for MQNETs; (4) a fastbound for a MQNET with N customer classes computed in N steps; (5)two heuristic scheduling policies: a priority-index policy, anda policy extracted from the solution of a linear programmingrelaxation.

Ambulatory blood pressure monitoring: a mean to stratify cardiovascular risk.

OBJECTIVE: Current hypertension guidelines stress the importance to assess total cardiovascular risk but do not describe precisely how to use ambulatory blood pressures in the cardiovascular risk stratification. METHOD: We calculated here global cardiovascular risk according to 2003 European Society of Hypertension/European Society of Cardiology guidelines in 127 patients in whom daytime ambulatory blood pressures were recorded and carotid/femoral ultrasonography performed. RESULTS: The presence of ambulatory blood pressures >or =135/85 mmHg shifted cardiovascular risk to higher categories, as did the presence of hypercholesterolemia and, even more so, the presence of atherosclerotic plaques. CONCLUSION: Further studies are, however, needed to define the position of ambulatory blood pressures in the assessment of cardiovascular risk.

Inequalities for a new data-based method for selecting nonparametric density estimates

We continue the development of a method for the selection of a bandwidth or a number of design parameters in density estimation. We provideexplicit non-asymptotic density-free inequalities that relate the $L_1$ error of the selected estimate with that of the best possible estimate,and study in particular the connection between the richness of the classof density estimates and the performance bound. For example, our methodallows one to pick the bandwidth and kernel order in the kernel estimatesimultaneously and still assure that for {\it all densities}, the $L_1$error of the corresponding kernel estimate is not larger than aboutthree times the error of the estimate with the optimal smoothing factor and kernel plus a constant times $\sqrt{\log n/n}$, where $n$ is the sample size, and the constant only depends on the complexity of the family of kernels used in the estimate. Further applications include multivariate kernel estimates, transformed kernel estimates, and variablekernel estimates.

Buffer Capacity Allocation: A method to QoS support on MPLS networks

This paper describes an optimized model to support QoS by mean of Congestion minimization on LSPs (Label Switching Path). In order to perform this model, we start from a CFA (Capacity and Flow Allocation) model. As this model does not consider the buffer size to calculate the capacity cost, our model- named BCA (Buffer Capacity Allocation)- take into account this issue and it improve the CFA performance. To test our proposal, we perform several simulations; results show that BCA model minimizes LSP congestion and uniformly distributes flows on the network

A new estimator to minimize the error due to breathing in the measurement of respiratory impedance

This paper presents a new respiratory impedance estimator to minimize the error due to breathing. Its practical reliability was evaluated in a simulation using realistic signals. These signals were generated by superposing pressure and flow records obtained in two conditions: 1) when applying forced oscillation to a resistance- inertance- elastance (RIE) mechanical model; 2) when healthy subjects breathed through the unexcited forced oscillation generator. Impedances computed (4-32 Hz) from the simulated signals with the new estimator resulted in a mean value which was scarcely biased by the added breathing (errors less than 1 percent in the mean R, I , and E ) and had a small variability (coefficients of variation of R, I, and E of 1.3, 3.5, and 9.6 percent, respectively). Our results suggest that the proposed estimator reduces the error in measurement of respiratory impedance without appreciable extracomputational cost.

Accurate calculations of intermolecular interaction energies using explicitly correlated coupled cluster wave functions and a dispersion-weighted MP2 method.

Explicitly correlated coupled-cluster calculations of intermolecular interaction energies for the S22 benchmark set of Jurecka, Sponer, Cerny, and Hobza (Chem. Phys. Phys. Chem. 2006, 8, 1985) are presented. Results obtained with the recently proposed CCSD(T)-F12a method and augmented double-zeta basis sets are found to be in very close agreement with basis set extrapolated conventional CCSD(T) results. Furthermore, we propose a dispersion-weighted MP2 (DW-MP2) approximation that combines the good accuracy of MP2 for complexes with predominately electrostatic bonding and SCS-MP2 for dispersion-dominated ones. The MP2-F12 and SCS-MP2-F12 correlation energies are weighted by a switching function that depends on the relative HF and correlation contributions to the interaction energy. For the S22 set, this yields a mean absolute deviation of 0.2 kcal/mol from the CCSD(T)-F12a results. The method, which allows obtaining accurate results at low cost, is also tested for a number of dimers that are not in the training set.

Local and global error models to improve uncertainty quantification

In groundwater applications, Monte Carlo methods are employed to model the uncertainty on geological parameters. However, their brute-force application becomes computationally prohibitive for highly detailed geological descriptions, complex physical processes, and a large number of realizations. The Distance Kernel Method (DKM) overcomes this issue by clustering the realizations in a multidimensional space based on the flow responses obtained by means of an approximate (computationally cheaper) model; then, the uncertainty is estimated from the exact responses that are computed only for one representative realization per cluster (the medoid). Usually, DKM is employed to decrease the size of the sample of realizations that are considered to estimate the uncertainty. We propose to use the information from the approximate responses for uncertainty quantification. The subset of exact solutions provided by DKM is then employed to construct an error model and correct the potential bias of the approximate model. Two error models are devised that both employ the difference between approximate and exact medoid solutions, but differ in the way medoid errors are interpolated to correct the whole set of realizations. The Local Error Model rests upon the clustering defined by DKM and can be seen as a natural way to account for intra-cluster variability; the Global Error Model employs a linear interpolation of all medoid errors regardless of the cluster to which the single realization belongs. These error models are evaluated for an idealized pollution problem in which the uncertainty of the breakthrough curve needs to be estimated. For this numerical test case, we demonstrate that the error models improve the uncertainty quantification provided by the DKM algorithm and are effective in correcting the bias of the estimate computed solely from the MsFV results. The framework presented here is not specific to the methods considered and can be applied to other combinations of approximate models and techniques to select a subset of realizations

The prognostic value of semi-quantitative i-123 mibg scintigraphy at diagnosis in high risk neuroblastoma: validation of the siopen score method

Purpose: SIOPEN scoring of 123I mIBG imaging has been shown to predict response to induction chemotherapy and outcome at diagnosis in children with HRN.Method: Patterns of skeletal 123I mIBG uptake were assigned numerical scores (Mscore) ranging from 0 (no metastasis) to 72 (diffuse metastases) within 12 body areas as described previously. 271 anonymised, paired image data sets acquired at diagnosis and on completion of Rapid COJEC induction chemotherapy were reviewed, constituting a representative sample of 1602 children treated prospectively within the HR-NBL1/SIOPEN trial. Pre-and post-treatment Mscores were compared with bone marrow cytology (BM) and 3 year event free survival (EFS).Results: Results 224/271 patients showed skeletal MIBG-uptake at diagnosis and were evaluable forMIBG-response. Complete response (CR) on MIBG to Rapid COJEC induction was achieved by 66%, 34% and 15% of patients who had pre-treatment Mscores of <18 (n¼65, 29%), 18-44 (n¼95,42%) and Y ´ 45 (n¼64, 28.5%) respectively (chi squared test p<.0001). Mscore at diagnosis and on completion of Rapid COJEC correlated strongly with BM involvement (p<0.0001). The correlation of pre score with post scores and response was highly significant (p<0.001). Most importantly, the 3 year EFS in 47 children with Mscore 0 at diagnosis was 0.68 (A ` 0.07), by comparison with 0.42 (A` 0.06), 0.35 (A` 0.05) and 0.25 (A` 0.06) for patients in pre-treatment score groups <18, 18-44 and Y ´ 45, respectively (p<0.001). AnMscore threshold ofY ´ 45 at diagnosis was associated with significantly worse outcome by comparison with all other Mscore groups (p¼0.029). The 3 year EFS of 0.53 (A` 0.07) of patients in metastatic CR (mIBG and BM) after Rapid Cojec (33%) is clearly superior to patients not achieving metastatic CR (0.24 (A ` 0.04), p¼0.005).Conclusion: SIOPEN scoring of 123I mIBG imaging has been shown to predict response to induction chemotherapy and outcome at diagnosis in children with HRN.

Modeling premartensitic effects in Ni2MnGa: A mean-field and Monte Carlo simulation study

ic first-order transition line ending in a critical point. This critical point is responsible for the existence of large premartensitic fluctuations which manifest as broad peaks in the specific heat, not always associated with a true phase transition. The main conclusion is that premartensitic effects result from the interplay between the softness of the anomalous phonon driving the modulation and the magnetoelastic coupling. In particular, the premartensitic transition occurs when such coupling is strong enough to freeze the involved mode phonon. The implication of the results in relation to the available experimental data is discussed.

Variational Wigner-Kirkwood approach to relativistic mean field theory

The recently developed variational Wigner-Kirkwood approach is extended to the relativistic mean field theory for finite nuclei. A numerical application to the calculation of the surface energy coefficient in semi-infinite nuclear matter is presented. The new method is contrasted with the standard density functional theory and the fully quantal approach.