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.

Auditory-somatosensory multisensory interactions in humans: dissociating detection and spatial discrimination.

Simple reaction times (RTs) to auditory-somatosensory (AS) multisensory stimuli are facilitated over their unisensory counterparts both when stimuli are delivered to the same location and when separated. In two experiments we addressed the possibility that top-down and/or task-related influences can dynamically impact the spatial representations mediating these effects and the extent to which multisensory facilitation will be observed. Participants performed a simple detection task in response to auditory, somatosensory, or simultaneous AS stimuli that in turn were either spatially aligned or misaligned by lateralizing the stimuli. Additionally, we also informed the participants that they would be retrogradely queried (one-third of trials) regarding the side where a given stimulus in a given sensory modality was presented. In this way, we sought to have participants attending to all possible spatial locations and sensory modalities, while nonetheless having them perform a simple detection task. Experiment 1 provided no cues prior to stimulus delivery. Experiment 2 included spatially uninformative cues (50% of trials). In both experiments, multisensory conditions significantly facilitated detection RTs with no evidence for differences according to spatial alignment (though general benefits of cuing were observed in Experiment 2). Facilitated detection occurs even when attending to spatial information. Performance with probes, quantified using sensitivity (d'), was impaired following multisensory trials in general and significantly more so following misaligned multisensory trials. This indicates that spatial information is not available, despite being task-relevant. The collective results support a model wherein early AS interactions may result in a loss of spatial acuity for unisensory information.

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.

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.

Evolution of superficial lake water temperature profile under diurnal radiative forcing

In lentic water bodies, such as lakes, the water temperature near the surface typically increases during the day, and decreases during the night as a consequence of the diurnal radiative forcing (solar and infrared radiation). These temperature variations penetrate vertically into the water, transported mainly by heat conduction enhanced by eddy diffusion, which may vary due to atmospheric conditions, surface wave breaking, and internal dynamics of the water body. These two processes can be described in terms of an effective thermal diffusivity, which can be experimentally estimated. However, the transparency of the water (depending on turbidity) also allows solar radiation to penetrate below the surface into the water body, where it is locally absorbed (either by the water or by the deployed sensors). This process makes the estimation of effective thermal diffusivity from experimental water temperature profiles more difficult. In this study, we analyze water temperature profiles in a lake with the aim of showing that assessment of the role played by radiative forcing is necessary to estimate the effective thermal diffusivity. To this end we investigate diurnal water temperature fluctuations with depth. We try to quantify the effect of locally absorbed radiation and assess the impact of atmospheric conditions (wind speed, net radiation) on the estimation of the thermal diffusivity. The whole analysis is based on the results of fiber optic distributed temperature sensing, which allows unprecedented high spatial resolution measurements (∼4 mm) of the temperature profile in the water and near the water surface.

Spatial distribution of motor units recruited during electrical stimulation of the quadriceps muscle versus the femoral nerve.

INTRODUCTION: In this study we investigated differences in the spatial recruitment of motor units (MUs) in the quadriceps when electrical stimulation is applied over the quadriceps belly versus the femoral nerve. METHODS: M-waves and mechanical twitches were evoked using over-the-quadriceps and femoral nerve stimulation of gradually increasing intensity from 22 young, healthy subjects. Spatial recruitment was investigated using recruitment curves of M-waves recorded from the vastus medialis (VM) and vastus lateralis (VL) and of twitches recorded from the quadriceps. RESULTS: At maximal stimulation intensity (Imax), no differences were found between nerve and over-the-quadriceps stimulation. At submaximal intensities, VL M-wave amplitude was higher for over-the-quadriceps stimulation at 40% Imax, and peak twitch force was greater for nerve stimulation at 60% and 80% Imax. CONCLUSIONS: For the VM, MU spatial recruitment during nerve and over-the-quadriceps stimulation of increasing intensity occurred in a similar manner, whereas significant differences were observed for the VL. Muscle Nerve, 2013.

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 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.

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.

Usages de l'eau à Gaya (Niger) : entre fortes potentialités et contraintes majeures

Résumé: Le département de Gaya, cadre de notre étude, est situé au sud-ouest de la république du Niger. Il dispose d'un important potentiel hydrique composé des eaux de surface (une centaine de mares permanentes, le fleuve Niger sur 106 km) et de sept aquifères superposés comprenant des nappes de subsurface (affleurantes par endroit) et des nappes artésiennes. L'étude sur les usages de l'eau à Gaya a été menée à travers plusieurs axes centrés sur l'estimation et la répartition spatiale des ressources en eau, le cadre juridique et institutionnel régulant leur mise en valeur, les différents secteurs d'utilisation de l'eau ainsi que les contraintes affectant cette utilisation. L'usage de la cartographie à travers les SIG dans le traitement et l'analyse des données, couplée à notre expérience d'une dizaine d'année de travaux dans la région, a permis de dresser des synthèses richement illustrées permettant de mieux comprendre tous les enjeux liés à la problématique des usages de l'eau dans cette partie du Niger. Contrairement à la vision que l'on a traditionnellement du Sahel où le manque d'eau constitue une des contraintes majeures au développement, ici des conditions locales particulières contredisent ce cliché et transposent le débat sur un autre plan. Il s'agit de la maîtrise de l'eau au niveau local à travers l'élaboration d'une politique appropriée qui tienne compte non seulement des spécificités locales de la ressource, mais aussi des différents types d'usages. La politique de l'eau au Niger, définie selon le Schéma directeur de mise en valeur et de gestion des ressources en eau, à travers la mise en place d'un important arsenal juridique et institutionnel, a eu le mérite de tracer un canevas sur la question, mais a montré ses limites au niveau pratique après dix ans d'essai. En effet au niveau de Gaya, ni l'Etat ni les partenaires au développement (bailleurs de fonds extérieurs) n'ont tenu compte des caractéristiques locales de la ressource ou du contexte socioéconomique particulier de la région. Ce qui a entraîné la réalisation d'infrastructures inadaptées aux réalités hydrogéologiques locales ainsi que des choix inappropriés au niveau de certains aménagements. En dépit de l'abondance de la ressource, son accès tant au niveau quantitatif que qualitatif, reste difficile pour une grande partie des acteurs ruraux. Les différents handicaps rencontrés dans la mise en valeur des ressources en eau résultent de cette incohérence de la politique nationale de l'eau, mais aussi de la difficulté de son application sur le terrain où persiste un pluralisme juridique caractérisé par la cohabitation de deux systèmes de régulation à savoir les droits coutumiers et la législation moderne. Ces différents éléments mis en évidence dans cette étude sur la zone de Gaya pourraient servir de base pour un meilleur aménagement des ressources en eau dans le cadre plus large d'une politique d'aménagement du territoire prenant en compte tous les facteurs tant physiques que socioéconomiques de la région. Abstract: The department of Gaya, in which this study was done, is located in the SW area of the Republic of Niger. It has an important hydrological potential composed of surface water (approximately 100 permanent ponds, 106 km of the Niger River) and 7 bodies of underground water sources including sub-surface and artresan wells. This study of the exploitation of wtaer in Gaya has been carried out employing several parameters based on: the estimation and spacial distribution of water ressources, the juridic and institutional rules governing their utilisation and the various constraints affecting this exploitation. The use of mapping when treating and analysing data, coupled with ten years personel field experience, resulted in a richly illustrated synthesis of this data. This, in turn, led to a better comprehension of all the factors related to problems of water utilisation in this particular region of Niger. Contrary to the generally accepted view that the lack of water ressources is a major contributing factor to the lack of development in the Sahel, in Gaya the local conditions contradict this statement. In this region, and at the local level, the proper use of water is based on the elaboration of an appropriate policy which takes into account not only the local specifics of water ressources but the various types of water utilsation as well. Local use of water and water ressources are dependant on established rules. Water policy in Niger is defined by the General Schema based on an important institutional and judicary arsenal of rules and regulations. However, after a ten-year trial period, this system was shown to have its limitations. In Gaya, neither the State nor the development agencies took into consideration local characteristics nor the socio-economic context of the region. This, in turn, resulted in putting in place infrastructures that were not adapted to local hydrogeological realities as well as inappropriate choices in land planning and development. In spite of the abundance of water ressources, access to them remains difficult for most of the rural population. The various difficulties encountered are the result of incoherent water policies on a national level as well as the lack of practical application in this area. This is due to a double judicary system where two regulatory systems co-exist:traditional laws and modern legislation. the different elements brought out by this study could serve as a basis for a better utilisation of water ressources on a larger scale in which land planning and development policies would take into consideration all the physcial as well as the socio-economical factors of this region.