The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Doppler vortography : detection and quantification of the vortices in the left ventricle

Nous proposons une nouvelle méthode pour quantifier la vorticité intracardiaque (vortographie Doppler), basée sur l’imagerie Doppler conventionnelle. Afin de caractériser les vortex, nous utilisons un indice dénommé « Blood Vortex Signature (BVS) » (Signature Tourbillonnaire Sanguine) obtenu par l’application d’un filtre par noyau basé sur la covariance. La validation de l’indice BVS mesuré par vortographie Doppler a été réalisée à partir de champs Doppler issus de simulations et d’expériences in vitro. Des résultats préliminaires obtenus chez des sujets sains et des patients atteints de complications cardiaques sont également présentés dans ce mémoire. Des corrélations significatives ont été observées entre la vorticité estimée par vortographie Doppler et la méthode de référence (in silico: r2 = 0.98, in vitro: r2 = 0.86). Nos résultats suggèrent que la vortographie Doppler est une technique d’échographie cardiaque prometteuse pour quantifier les vortex intracardiaques. Cet outil d’évaluation pourrait être aisément appliqué en routine clinique pour détecter la présence d’une insuffisance ventriculaire et évaluer la fonction diastolique par échocardiographie Doppler.

Antibacterial activity of propolis collected in different regions of Brazil

The aim of this study was to investigate the antibacterial activity of propolis samples from Goiás, Paraná and São Paulo States, Brazil, and their flavonoids content. Ethanolic extracts of propolis (EEP) were prepared (30g of propolis in 70% ethanol), and the microorganisms Staphylococcus aureus and Escherichia coli were tested. The methodology employed was agar diffusion using filter paper discs. Ampicillin and tetracycline were used as controls. Antibacterial activity was determined by the reading of inhibition zone diameters (mm) after 24 hours incubation at 37°C. Results demonstrated that EEP inhibited the growth of Staphylococcus aureus but not that of Escherichia coli. Tetracycline and ampicillin showed an efficient action against both bacteria. Flavonoids content was variable, depending on the propolis sample. According to the results, it may be concluded that EEP showed effective action against Gram-positive bacteria, independently on their geographic origin, and a positive correlation between antibacterial activity and flavonoids content.

Efficient Kernel Computation for Volterra Filter Structure Evaluation

Despite their generality, conventional Volterra filters are inadequate for some applications, due to the huge number of parameters that may be needed for accurate modelling. When a state-space model of the target system is known, this can be assessed by computing its kernels, which also provides valuable information for choosing an adequate alternate Volterra filter structure, if necessary, and is useful for validating parameter estimation procedures. In this letter, we derive expressions for the kernels by using the Carleman bilinearization method, for which an efficient algorithm is given. Simulation results are presented, which confirm the usefulness of the proposed approach.

Measuring macromolecular diffusion using heteronuclear multiple-quantum pulsed-field-gradient NMR

We have previously shown that H-1 pulsed-field-gradient (PFG) NMR spectroscopy provides a facile method for monitoring protein self-association and can be used, albeit with some caveats, to measure the apparent molecular mass of the diffusant [Dingley et al. (1995) J. Biomol. NMR, 6, 321-328]. In this paper we show that, for N-15-labelled proteins, selection of H-1-N-15 multiple-quantum (MQ) coherences in PFG diffusion experiments provides several advantages over monitoring H-1 single-quantum (SQ) magnetization. First, the use of a gradient-selected MQ filter provides a convenient means of suppressing resonances from both the solvent and unlabelled solutes. Second, H-1-N-15 zero-quantum coherence dephases more rapidly than H-1 SQ coherence under the influence of a PFG. This allows the diffusion coefficients of larger proteins to be measured more readily. Alternatively, the gradient length and/or the diffusion delay may be decreased, thereby reducing signal losses from relaxation. In order to extend the size of macromolecules to which these experiments can be applied, we have developed a new MQ PFG diffusion experiment in which the magnetization is stored as longitudinal two-spin order for most of the diffusion period, thus minimizing sensitivity losses due to transverse relaxation and J-coupling evolution.

Separation of small metabolites and lipids in spectra from biopsies by diffusion-weighted HR-MAS NMR: a feasibility study.

High Resolution Magic Angle Spinning (HR-MAS) NMR allows metabolic characterization of biopsies. HR-MAS spectra from tissues of most organs show strong lipid contributions that are overlapping metabolite regions, which hamper metabolite estimation. Metabolite quantification and analysis would benefit from a separation of lipids and small metabolites. Generally, a relaxation filter is used to reduce lipid contributions. However, the strong relaxation filter required to eliminate most of the lipids also reduces the signals for small metabolites. The aim of our study was therefore to investigate different diffusion editing techniques in order to employ diffusion differences for separating lipid and small metabolite contributions in the spectra from different organs for unbiased metabonomic analysis. Thus, 1D and 2D diffusion measurements were performed, and pure lipid spectra that were obtained at strong diffusion weighting (DW) were subtracted from those obtained at low DW, which include both small metabolites and lipids. This subtraction yielded almost lipid free small metabolite spectra from muscle tissue. Further improved separation was obtained by combining a 1D diffusion sequence with a T2-filter, with the subtraction method eliminating residual lipids from the spectra. Similar results obtained for biopsies of different organs suggest that this method is applicable in various tissue types. The elimination of lipids from HR-MAS spectra and the resulting less biased assessment of small metabolites have potential to remove ambiguities in the interpretation of metabonomic results. This is demonstrated in a reproducibility study on biopsies from human muscle.

An Improved Color Video Super-Resolution Using Kernel Regression and Fuzzy Enhancement

An improved color video super-resolution technique using kernel regression and fuzzy enhancement is presented in this paper. A high resolution frame is computed from a set of low resolution video frames by kernel regression using an adaptive Gaussian kernel. A fuzzy smoothing filter is proposed to enhance the regression output. The proposed technique is a low cost software solution to resolution enhancement of color video in multimedia applications. The performance of the proposed technique is evaluated using several color videos and it is found to be better than other techniques in producing high quality high resolution color videos

A Gaussian-mixture ensemble transform filter

We generalize the popular ensemble Kalman filter to an ensemble transform filter, in which the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous formulation of the Bayesian filter analysis step. We call the new filter algorithm the ensemble Gaussian-mixture filter (EGMF). The EGMF is implemented for three simple test problems (Brownian dynamics in one dimension, Langevin dynamics in two dimensions and the three-dimensional Lorenz-63 model). It is demonstrated that the EGMF is capable of tracking systems with non-Gaussian uni- and multimodal ensemble distributions. Copyright © 2011 Royal Meteorological Society

A regularized nonlinear diffusion approach for texture image denoising

In this paper a new partial differential equation based method is presented with a view to denoising images having textures. The proposed model combines a nonlinear anisotropic diffusion filter with recent harmonic analysis techniques. A wave atom shrinkage allied to detection by gradient technique is used to guide the diffusion process so as to smooth and maintain essential image characteristics. Two forcing terms are used to maintain and improve edges, boundaries and oscillatory features of an image having irregular details and texture. Experimental results show the performance of our model for texture preserving denoising when compared to recent methods in literature. © 2009 IEEE.

EDGE-PRESERVING SPECKLE TEXTURE REMOVAL BY INTERFERENCE-BASED SPECKLE FILTERING FOLLOWED BY ANISOTROPIC DIFFUSION

Ultrasonography has an inherent noise pattern, called speckle, which is known to hamper object recognition for both humans and computers. Speckle noise is produced by the mutual interference of a set of scattered wavefronts. Depending on the phase of the wavefronts, the interference may be constructive or destructive, which results in brighter or darker pixels, respectively. We propose a filter that minimizes noise fluctuation while simultaneously preserving local gray level information. It is based on steps to attenuate the destructive and constructive interference present in ultrasound images. This filter, called interference-based speckle filter followed by anisotropic diffusion (ISFAD), was developed to remove speckle texture from B-mode ultrasound images, while preserving the edges and the gray level of the region. The ISFAD performance was compared with 10 other filters. The evaluation was based on their application to images simulated by Field II (developed by Jensen et al.) and the proposed filter presented the greatest structural similarity, 0.95. Functional improvement of the segmentation task was also measured, comparing rates of true positive, false positive and accuracy. Using three different segmentation techniques, ISFAD also presented the best accuracy rate (greater than 90% for structures with well-defined borders). (E-mail: fernando.okara@gmail.com) (C) 2012 World Federation for Ultrasound in Medicine & Biology.

Processing of high resolution magic angle spinning spectra of breast cancer cells by the filter diagonalization method

Proton nuclear magnetic resonance (H-1 NMR) spectroscopy for detection of biochemical changes in biological samples is a successful technique. However, the achieved NMR resolution is not sufficiently high when the analysis is performed with intact cells. To improve spectral resolution, high resolution magic angle spinning (HR-MAS) is used and the broad signals are separated by a T-2 filter based on the CPMG pulse sequence. Additionally, HR-MAS experiments with a T-2 filter are preceded by a water suppression procedure. The goal of this work is to demonstrate that the experimental procedures of water suppression and T-2 or diffusing filters are unnecessary steps when the filter diagonalization method (FDM) is used to process the time domain HR-MAS signals. Manipulation of the FDM results, represented as a tabular list of peak positions, widths, amplitudes and phases, allows the removal of water signals without the disturbing overlapping or nearby signals. Additionally, the FDM can also be used for phase correction and noise suppression, and to discriminate between sharp and broad lines. Results demonstrate the applicability of the FDM post-acquisition processing to obtain high quality HR-MAS spectra of heterogeneous biological materials.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Non-parametric estimation of the diffusion coefficient of a branching diffusion with immigration

Wir betrachten Systeme von endlich vielen Partikeln, wobei die Partikel sich unabhängig voneinander gemäß eindimensionaler Diffusionen [dX_t = b(X_t),dt + sigma(X_t),dW_t] bewegen. Die Partikel sterben mit positionsabhängigen Raten und hinterlassen eine zufällige Anzahl an Nachkommen, die sich gemäß eines Übergangskerns im Raum verteilen. Zudem immigrieren neue Partikel mit einer konstanten Rate. Ein Prozess mit diesen Eigenschaften wird Verzweigungsprozess mit Immigration genannt. Beobachten wir einen solchen Prozess zu diskreten Zeitpunkten, so ist zunächst nicht offensichtlich, welche diskret beobachteten Punkte zu welchem Pfad gehören. Daher entwickeln wir einen Algorithmus, um den zugrundeliegenden Pfad zu rekonstruieren. Mit Hilfe dieses Algorithmus konstruieren wir einen nichtparametrischen Schätzer für den quadrierten Diffusionskoeffizienten $sigma^2(cdot),$ wobei die Konstruktion im Wesentlichen auf dem Auffüllen eines klassischen Regressionsschemas beruht. Wir beweisen Konsistenz und einen zentralen Grenzwertsatz.

Periprocedural embolic events related to carotid artery stenting detected by diffusion-weighted MRI: comparison between proximal and distal embolus protection devices

PURPOSE: To evaluate and compare the efficacy of proximal versus distal embolus protection devices (EPD) during carotid artery angioplasty/stenting (CAS) based on diffusion-weighted magnetic resonance imaging (DW-MRI). METHODS: Forty-four patients (31 men; mean age 68 years, range 48-85) underwent protected CAS and had DW-MRI before and after the intervention. The cohort was analyzed according to the type of EPD used: a proximal EPD was deployed in 25 (56.8%) patients (17 men; mean age 66 years, range 48-85) and a distal filter in 19 (14 men; mean age 70 years, range 58-79). Fifteen (60.0%) patients with proximal protection were symptomatic of the target lesion; in the distal protection group, 10 (52.6%) were symptomatic. RESULTS: New lesions were seen on the postinterventional DW-MRI in 28.0% (7/25) of the proximal EPD group versus 32.6% (6/19) of those with a distal filter (p = NS). The majority were clinically silent. The new lesions in the vascular territory of the stented carotid artery in the group as a whole and per patient were fewer in the proximal EPD group (p = NS). No significant differences were noted in the T(2) appearance of the new lesions or the number of new lesions observed away from the vascular territory of the stented artery. CONCLUSION: Proximal embolus protection devices show a nonsignificant trend toward fewer embolic events, which warrants large-scale studies. Furthermore, proximal protection devices can be useful to control and treat acute in-stent thrombosis.