SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES

In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, natural disaster insurance actuary, quality control schemes, etc. A useful way to make an assessment of extreme events is to estimate the probabilities of exceeding large threshold values and extreme quantiles judged by interested authorities. Such information regarding extremes serves as essential guidance to interested authorities in decision making processes. However, in such a context, data are usually skewed in nature, and the rarity of exceedance of large threshold implies large fluctuations in the distribution's upper tail, precisely where the accuracy is desired mostly. Extreme Value Theory (EVT) is a branch of statistics that characterizes the behavior of upper or lower tails of probability distributions. However, existing methods in EVT for the estimation of small threshold exceedance probabilities and extreme quantiles often lead to poor predictive performance in cases where the underlying sample is not large enough or does not contain values in the distribution's tail. In this dissertation, we shall be concerned with an out of sample semiparametric (SP) method for the estimation of small threshold probabilities and extreme quantiles. The proposed SP method for interval estimation calls for the fusion or integration of a given data sample with external computer generated independent samples. Since more data are used, real as well as artificial, under certain conditions the method produces relatively short yet reliable confidence intervals for small exceedance probabilities and extreme quantiles.

Automatic learning of pre-miRNAs from different species.

Discovery of microRNAs (miRNAs) relies on predictive models for characteristic features from miRNA precursors (pre-miRNAs). The short length of miRNA genes and the lack of pronounced sequence features complicate this task. To accommodate the peculiarities of plant and animal miRNAs systems, tools for both systems have evolved differently. However, these tools are biased towards the species for which they were primarily developed and, consequently, their predictive performance on data sets from other species of the same kingdom might be lower. While these biases are intrinsic to the species, their characterization can lead to computational approaches capable of diminishing their negative effect on the accuracy of pre-miRNAs predictive models. We investigate in this study how 45 predictive models induced for data sets from 45 species, distributed in eight subphyla/classes, perform when applied to a species different from the species used in its induction. Results: Our computational experiments show that the separability of pre-miRNAs and pseudo pre-miRNAs instances is species-dependent and no feature set performs well for all species, even within the same subphylum/class. Mitigating this species dependency, we show that an ensemble of classifiers reduced the classification errors for all 45 species. As the ensemble members were obtained using meaningful, and yet computationally viable feature sets, the ensembles also have a lower computational cost than individual classifiers that rely on energy stability parameters, which are of prohibitive computational cost in large scale applications. Conclusion: In this study, the combination of multiple pre-miRNAs feature sets and multiple learning biases enhanced the predictive accuracy of pre-miRNAs classifiers of 45 species. This is certainly a promising approach to be incorporated in miRNA discovery tools towards more accurate and less species-dependent tools.

La réponse thérapeutique à une intervention multidisciplinaire pour les maux de dos chroniques: prédicteurs et algorithmes

Méthodologie: Simulation; Analyse discriminante linéaire et logistique; Arbres de classification; Réseaux de neurones en base radiale

How well can models predict changes in species distributions? A 13-year-old otter model revisited

Species distribution and ecological niche models are increasingly used in biodiversity management and conservation. However, one thing that is important but rarely done is to follow up on the predictive performance of these models over time, to check if their predictions are fulfilled and maintain accuracy, or if they apply only to the set in which they were produced. In 2003, a distribution model of the Eurasian otter (Lutra lutra) in Spain was published, based on the results of a country-wide otter survey published in 1998. This model was built with logistic regression of otter presence-absence in UTM 10 km2 cells on a diverse set of environmental, human and spatial variables, selected according to statistical criteria. Here we evaluate this model against the results of the most recent otter survey, carried out a decade later and after a significant expansion of the otter distribution area in this country. Despite the time elapsed and the evident changes in this species’ distribution, the model maintained a good predictive capacity, considering both discrimination and calibration measures. Otter distribution did not expand randomly or simply towards vicinity areas,m but specifically towards the areas predicted as most favourable by the model based on data from 10 years before. This corroborates the utility of predictive distribution models, at least in the medium term and when they are made with robust methods and relevant predictor variables.

On performance of distributed model predictive control in power system frequency regulation

This paper describes the implementation of a distributed model predictive approach for automatic generation control. Performance results are discussed by comparing classical techniques (based on integral control) with model predictive control solutions (centralized and distributed) for different operational scenarios with two interconnected networks. These scenarios include variable load levels (ranging from a small to a large unbalance generated power to power consumption ratio) and simultaneously variable distance between the interconnected networks systems. For the two networks the paper also examines the impact of load variation in an island context (a network isolated from each other).

Social network measures for "nosduocentered" networks, their predictive power on performance

Our purpose in this article is to define a network structure which is based on two egos instead of the egocentered (one ego) or the complete network (n egos). We describe the characteristics and properties for this kind of network which we call “nosduocentered network”, comparing it with complete and egocentered networks. The key point for this kind of network is that relations exist between the two main egos and all alters, but relations among others are not observed. After that, we use new social network measures adapted to the nosduocentered network, some of which are based on measures for complete networks such as degree, betweenness, closeness centrality or density, while some others are tailormade for nosduocentered networks. We specify three regression models to predict research performance of PhD students based on these social network measures for different networks such as advice, collaboration, emotional support and trust. Data used are from Slovenian PhD students and their s

Use of the Cognitive Performance Scale (CPS) to detect cognitive impairment in the acute care setting: concurrent and predictive validity.

The Cognitive Performance Scale (CPS) was initially designed to assess cognition in long term care residents. Subsequently, the CPS has also been used among in-home, post-acute, and acute care populations even though CPS' clinimetric performance has not been studied in these settings. This study aimed to determine CPS agreement with the Mini Mental Status Exam (MMSE) and its predictive validity for institutionalization and death in a cohort (N=401) of elderly medical inpatients aged 75 years and over. Medical, physical and mental status were assessed upon admission. The same day, the patient's nurse completed the CPS by interview. Follow-up data were gathered from the central billing system (nursing home stay) and proxies (death). Cognitive impairment was present in 92 (23%) patients according to CPS (score >or= 2). Agreement with MMSE was moderate (kappa 0.52, P<.001). Analysis of discordant results suggested that cognitive impairment was overestimated by the CPS in dependent patients with comorbidities and depressive symptoms, and underestimated in older ones. During follow-up, subjects with abnormal CPS had increased risks of death (adjusted hazard ratio (adjHR) 1.7, 95% CI 1.0-2.8, P=.035) and institutionalization (adjHR 2.7, 95% CI 1.3-5.3, P=.006), independent of demographic, health and functional status. Interestingly, subjects with abnormal CPS were at increased risk of death only if they also had abnormal MMSE. The CPS predicted death and institutionalization during follow-up, but correlated moderately well with the MMSE. Combining CPS and MMSE provided additional predictive information, suggesting that domains other than cognition are assessed by professionals when using the CPS in elderly medical inpatients.

Social network measures for "nosduocentered" networks, their predictive power on performance

Our purpose in this article is to define a network structure which is based on two egos instead of the egocentered (one ego) or the complete network (n egos). We describe the characteristics and properties for this kind of network which we call “nosduocentered network”, comparing it with complete and egocentered networks. The key point for this kind of network is that relations exist between the two main egos and all alters, but relations among others are not observed. After that, we use new social network measures adapted to the nosduocentered network, some of which are based on measures for complete networks such as degree, betweenness, closeness centrality or density, while some others are tailormade for nosduocentered networks. We specify three regression models to predict research performance of PhD students based on these social network measures for different networks such as advice, collaboration, emotional support and trust. Data used are from Slovenian PhD students and their s

Predictive modelling of mineral scaling, corrosion and the performance of solute geothermometers in a granitoid-hosted, enhanced geothermal system

Experience is lacking with mineral scaling and corrosion in enhanced geothermal systems (EGS) in which surface water is circulated through hydraulically stimulated crystalline rocks. As an aid in designing EGS projects we have conducted multicomponent reactive-transport simulations to predict the likely characteristics of scales and corrosion that may form when exploiting heat from granitoid reservoir rocks at ∼200 °C and 5 km depth. The specifications of an EGS project at Basel, Switzerland, are used to constrain the model. The main water–rock reactions in the reservoir during hydraulic stimulation and the subsequent doublet operation were identified in a separate paper (Alt-Epping et al., 2013b). Here we use the computed composition of the reservoir fluid to (1) predict mineral scaling in the injection and production wells, (2) evaluate methods of chemical geothermometry and (3) identify geochemical indicators of incipient corrosion. The envisaged heat extraction scheme ensures that even if the reservoir fluid is in equilibrium with quartz, cooling of the fluid will not induce saturation with respect to amorphous silica, thus eliminating the risk of silica scaling. However, the ascending fluid attains saturation with respect to crystalline aluminosilicates such as albite, microcline and chlorite, and possibly with respect to amorphous aluminosilicates. If no silica-bearing minerals precipitate upon ascent, reservoir temperatures can be predicted by classical formulations of silica geothermometry. In contrast, Na/K concentration ratios in the production fluid reflect steady-state conditions in the reservoir rather than albite–microcline equilibrium. Thus, even though igneous orthoclase is abundant in the reservoir and albite precipitates as a secondary phase, Na/K geothermometers fail to yield accurate temperatures. Anhydrite, which is present in fractures in the Basel reservoir, is predicted to dissolve during operation. This may lead to precipitation of pyrite and, at high exposure of anhydrite to the circulating fluid, of hematite scaling in the geothermal installation. In general, incipient corrosion of the casing can be detected at the production wellhead through an increase in H2(aq) and the enhanced precipitation of Fe-bearing aluminosilicates. The appearance of magnetite in scales indicates high corrosion rates.

Attentional changes in pre-stimulus oscillatory activity within early visual cortex are predictive of human visual performance

Physiological and neuroimaging studies provide evidence to suggest that attentional mechanisms operating within the fronto-parietal network may exert top–down control on early visual areas, priming them for forthcoming sensory events. The believed consequence of such priming is enhanced task performance. Using the technique of magnetoencephalography (MEG), we investigated this possibility by examining whether attention-driven changes in cortical activity are correlated with performance on a line-orientation judgment task. We observed that, approximately 200 ms after a covert attentional shift towards the impending visual stimulus, the level of phase-resetting (transient neural coherence) within the calcarine significantly increased for 2–10 Hz activity. This was followed by a suppression of alpha activity (near 10 Hz) which persisted until the onset of the stimulus. The levels of phase-resetting, alpha suppression and subsequent behavioral performance varied between subjects in a systematic fashion. The magnitudes of phase-resetting and alpha-band power were negatively correlated, with high levels of coherence associated with high levels of performance. We propose that top–down attentional control mechanisms exert their initial effects within the calcarine through a phase-resetting within the 2–10 Hz band, which in turn triggers a suppression of alpha activity, priming early visual areas for incoming information and enhancing behavioral performance.

Optimizing model predictive control of an industrial distillation column

The main scope of this work is the implementation of an MPC that integrates the control and the economic optimization of the system. The two problems are solved simultaneously through the modification of the control cost function that includes an additional term related to the economic objective. The optimizing MPC is based on a quadratic program (QP) as the conventional MPC and can be solved with the available QP solvers. The method was implemented in an industrial distillation system, and the results show that the approach is efficient and can be used, in several practical cases. (C) 2011 Elsevier Ltd. All rights reserved.

Enlarging the domain of attraction of stable MPC controllers, maintaining the output performance

This work presents an alternative way to formulate the stable Model Predictive Control (MPC) optimization problem that allows the enlargement of the domain of attraction, while preserving the controller performance. Based on the dual MPC that uses the null local controller, it proposed the inclusion of an appropriate set of slacked terminal constraints into the control problem. As a result, the domain of attraction is unlimited for the stable modes of the system, and the largest possible for the non-stable modes. Although this controller does not achieve local optimality, simulations show that the input and output performances may be comparable to the ones obtained with the dual MPC that uses the LQR as a local controller. (C) 2009 Elsevier Ltd. All rights reserved.

Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Diagnostic Performance of Coronary Angiography by 64-Row CT

Background: The accuracy of multidetector computed tomographic (CT) angiography involving 64 detectors has not been well established. Methods: We conducted a multicenter study to examine the accuracy of 64-row, 0.5-mm multidetector CT angiography as compared with conventional coronary angiography in patients with suspected coronary artery disease. Nine centers enrolled patients who underwent calcium scoring and multidetector CT angiography before conventional coronary angiography. In 291 patients with calcium scores of 600 or less, segments 1.5 mm or more in diameter were analyzed by means of CT and conventional angiography at independent core laboratories. Stenoses of 50% or more were considered obstructive. The area under the receiver-operating-characteristic curve (AUC) was used to evaluate diagnostic accuracy relative to that of conventional angiography and subsequent revascularization status, whereas disease severity was assessed with the use of the modified Duke Coronary Artery Disease Index. Results: A total of 56% of patients had obstructive coronary artery disease. The patient-based diagnostic accuracy of quantitative CT angiography for detecting or ruling out stenoses of 50% or more according to conventional angiography revealed an AUC of 0.93 (95% confidence interval [CI], 0.90 to 0.96), with a sensitivity of 85% (95% CI, 79 to 90), a specificity of 90% (95% CI, 83 to 94), a positive predictive value of 91% (95% CI, 86 to 95), and a negative predictive value of 83% (95% CI, 75 to 89). CT angiography was similar to conventional angiography in its ability to identify patients who subsequently underwent revascularization: the AUC was 0.84 (95% CI, 0.79 to 0.88) for multidetector CT angiography and 0.82 (95% CI, 0.77 to 0.86) for conventional angiography. A per-vessel analysis of 866 vessels yielded an AUC of 0.91 (95% CI, 0.88 to 0.93). Disease severity ascertained by CT and conventional angiography was well correlated (r=0.81; 95% CI, 0.76 to 0.84). Two patients had important reactions to contrast medium after CT angiography. Conclusions: Multidetector CT angiography accurately identifies the presence and severity of obstructive coronary artery disease and subsequent revascularization in symptomatic patients. The negative and positive predictive values indicate that multidetector CT angiography cannot replace conventional coronary angiography at present. (ClinicalTrials.gov number, NCT00738218.).