Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completely absent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involved parts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method is introduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that the theoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approach has reasonable properties from a compositional point of view. In particular, it is “natural” in the sense that it recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in the same paper a substitution method for missing values on compositional data sets is introduced

Montecarlo method applied to comparison of tenders in construction projects.

La comparación de las diferentes ofertas presentadas en la licitación de un proyecto,con el sistema de contratación tradicional de medición abierta y precio unitario cerrado, requiere herramientas de análisis que sean capaces de discriminar propuestas que teniendo un importe global parecido pueden presentar un impacto económico muy diferente durante la ejecución. Una de las situaciones que no se detecta fácilmente con los métodos tradicionales es el comportamiento del coste real frente a las variaciones de las cantidades realmente ejecutadas en obra respecto de las estimadas en el proyecto. Este texto propone abordar esta situación mediante un sistema de análisis cuantitativo del riesgo como el método de Montecarlo. Este procedimiento, como es sabido, consiste en permitir que los datos de entrada que definen el problema varíen unas funciones de probabilidad definidas, generar un gran número de casos de prueba y tratar los resultados estadísticamente para obtener los valores finales más probables,con los parámetros necesarios para medir la fiabilidad de la estimación. Se presenta un modelo para la comparación de ofertas, desarrollado de manera que puede aplicarse en casos reales aplicando a los datos conocidos unas condiciones de variación que sean fáciles de establecer por los profesionales que realizan estas tareas. ABSTRACT: The comparison of the different bids in the tender for a project, with the traditional contract system based on unit rates open to and re-measurement, requires analysis tools that are able to discriminate proposals having a similar overall economic impact, but that might show a very different behaviour during the execution of the works. One situation not easily detected by traditional methods is the reaction of the actual cost to the changes in the exact quantity of works finally executed respect of the work estimated in the project. This paper intends to address this situation through the Monte Carlo method, a system of quantitative risk analysis. This procedure, as is known, is allows the input data defining the problem to vary some within well defined probability functions, generating a large number of test cases, the results being statistically treated to obtain the most probable final values, with the rest of the parameters needed to measure the reliability of the estimate. We present a model for the comparison of bids, designed in a way that it can be applied in real cases, based on data and assumptions that are easy to understand and set up by professionals who wish to perform these tasks.

Radial dose function of a 90Sr 90Y seed in water and A150: Comment on Calibration and characterization of beta-particle sources for intravascular brachytherapy

Intravascular brachytherapy with beta sources has become a useful technique to prevent restenosis after cardiovascular intervention. In particular, the Beta-Cath high-dose-rate system, manufactured by Novoste Corporation, is a commercially available 90Sr 90Y source for intravascular brachytherapy that is achieving widespread use. Its dosimetric characterization has attracted considerable attention in recent years. Unfortunately, the short ranges of the emitted beta particles and the associated large dose gradients make experimental measurements particularly difficult. This circumstance has motivated the appearance of a number of papers addressing the characterization of this source by means of Monte Carlo simulation techniques.

Estimación de la peligrosidad sísmica mediante protocolos de juicios de expertos

Este trabajo estudia la aportación que los métodos de agregación de juicios de expertos pueden realizar en el cálculo de la peligrosidad sísmica de emplazamientos. Se han realizado cálculos en dos emplazamientos de la Península Ibérica: Mugardos (La Coruña) y Cofrentes (Valencia) que están sometidos a regímenes tectónicos distintos y que, además, alojan instalaciones industriales de gran responsabilidad. Las zonas de estudio, de 320 Km de radio, son independientes. Se ha aplicado un planteamiento probabilista a la estimación de la tasa anual de superación de valores de la aceleración horizontal de pico y se ha utilizado el Método de Montecarlo para incorporar a los resultados la incertidumbre presente en los datos relativos a la definición de cada fuente sismogenética y de su sismicidad. Los cálculos se han operado mediante un programa de ordenador, desarrollado para este trabajo, que utiliza la metodología propuesta por el Senior Seismic Hazard Analysis Commitee (1997) para la NRC. La primera conclusión de los resultados ha sido que la Atenuación es la fuente principal de incertidumbre en las estimaciones de peligrosidad en ambos casos. Dada la dificultad de completar los datos históricos disponibles de esta variable se ha estudiado el comportamiento de cuatro métodos matemáticos de agregación de juicios de expertos a la hora de estimar una ley de atenuación en un emplazamiento. Los datos de partida se han obtenido del Catálogo de Isosistas del IGN. Los sismos utilizados como variables raíz se han elegido con el criterio de cubrir uniformemente la serie histórica disponible y los valores de magnitud observados. Se ha asignado un panel de expertos particular a cada uno de los dos emplazamientos y se han aplicado a sus juicios los métodos de Cooke, equipesos, Apostolakis_Mosleh y Morris. Sus propuestas se han comparado con los datos reales para juzgar su eficacia y su facilidad de operación. A partir de los resultados se ha concluido que el método de Cooke ha mostrado el comportamiento más eficiente y robusto para ambos emplazamientos. Este método, además, ha permitido identificar, razonadamente, a aquellos expertos que no deberían haberse introducido en un panel. The present work analyses the possible contribution of the mathematical methods of aggregation in the assessment of Seismic Hazzard. Two sites, in the Iberian Peninsula, have been considered: Mugardos ( La Coruña) and Cofrentes (Valencia).Both of them are subjected to different tectonic regimes an both accommodate high value industrial plants. Their areas of concern, with radius of 320 Km, are not overlapping. A probabilistic approach has been applied in the assessment the annual probability of exceedence of the horizontal peak acceleration. The Montecarlo Method has allowed to transfer the uncertainty in the models and parameters to the final results. A computer program has been developed for this purpose. The methodology proposed by the Senior Seismic Analysis Committee (1997) for the NRC has been considered. Attenuation in Ground motion has been proved to be the main source of uncertainty in seismic hazard for both sites. Taking into account the difficulties to complete existing historical data in this subject the performance of four mathematical methods of aggregation has been studied. Original data have been obtained from the catalogs of the Spanish National Institute of Geography. The seismic events considered were chosen to cover evenly the historical records and the observed values of magnitude. A panel of experts have been applied to each site and four aggregation methods have been developed : equal weights, Cooke, Apostolakis-Mosleh and Morris The four proposals have been compaired with the actual data to judge their performance and ease of application. The results have shown that the Method of Cooke have proved the most efficient and robust for both sites. This method, besides, allow the reasoned identification of those experts who should be rejected from the panel

Estimation of the probability of congestion using Monte Carlo method in OPS networks

In networks with small buffers, such as optical packet switching based networks, the convolution approach is presented as one of the most accurate method used for the connection admission control. Admission control and resource management have been addressed in other works oriented to bursty traffic and ATM. This paper focuses on heterogeneous traffic in OPS based networks. Using heterogeneous traffic and bufferless networks the enhanced convolution approach is a good solution. However, both methods (CA and ECA) present a high computational cost for high number of connections. Two new mechanisms (UMCA and ISCA) based on Monte Carlo method are proposed to overcome this drawback. Simulation results show that our proposals achieve lower computational cost compared to enhanced convolution approach with an small stochastic error in the probability estimation

A Monte Carlo method for accelerating the computation of animated radiosity sequences

Realistic rendering animation is known to be an expensive processing task when physically-based global illumination methods are used in order to improve illumination details. This paper presents an acceleration technique to compute animations in radiosity environments. The technique is based on an interpolated approach that exploits temporal coherence in radiosity. A fast global Monte Carlo pre-processing step is introduced to the whole computation of the animated sequence to select important frames. These are fully computed and used as a base for the interpolation of all the sequence. The approach is completely view-independent. Once the illumination is computed, it can be visualized by any animated camera. Results present significant high speed-ups showing that the technique could be an interesting alternative to deterministic methods for computing non-interactive radiosity animations for moderately complex scenarios

Estimation of the probability of congestion using Monte Carlo method in OPS networks

In networks with small buffers, such as optical packet switching based networks, the convolution approach is presented as one of the most accurate method used for the connection admission control. Admission control and resource management have been addressed in other works oriented to bursty traffic and ATM. This paper focuses on heterogeneous traffic in OPS based networks. Using heterogeneous traffic and bufferless networks the enhanced convolution approach is a good solution. However, both methods (CA and ECA) present a high computational cost for high number of connections. Two new mechanisms (UMCA and ISCA) based on Monte Carlo method are proposed to overcome this drawback. Simulation results show that our proposals achieve lower computational cost compared to enhanced convolution approach with an small stochastic error in the probability estimation

A Monte Carlo method for accelerating the computation of animated radiosity sequences

Realistic rendering animation is known to be an expensive processing task when physically-based global illumination methods are used in order to improve illumination details. This paper presents an acceleration technique to compute animations in radiosity environments. The technique is based on an interpolated approach that exploits temporal coherence in radiosity. A fast global Monte Carlo pre-processing step is introduced to the whole computation of the animated sequence to select important frames. These are fully computed and used as a base for the interpolation of all the sequence. The approach is completely view-independent. Once the illumination is computed, it can be visualized by any animated camera. Results present significant high speed-ups showing that the technique could be an interesting alternative to deterministic methods for computing non-interactive radiosity animations for moderately complex scenarios

Caracterización computacional de un detector de germanio hiperpuro de rango extendido (HPGe- XtRa) con simulación Montecarlo y optimización con un algoritmo evolutivo

Máster Universitario en Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería (SIANI)

Aspectos metodológicos para la evaluación de sistemas de tomografía por emisión de positrones empleando técnicas Montecarlo, protocolos estandarizados y diferentes trazadores

Esta tesis analiza los elementos que afectan a la evaluación del rendimiento dentro de la técnica de radiodiagnóstico mediante tomografía por emisión de positrones (PET), centrándose en escáneres preclínicos. Se exploran las posibilidades de los protocolos estándar de evaluación sobre los siguientes aspectos: su uso como herramienta para validar programas de simulación Montecarlo, como método para la comparación de escáneres y su validez en el estudio del efecto sobre la calidad de imagen al utilizar radioisótopos alternativos. Inicialmente se estudian los métodos de evaluación orientados a la validación de simulaciones PET, para ello se presenta el programa GAMOS como entorno de simulación y se muestran los resultados de su validación basada en el estándar NEMA NU 4-2008 para escáneres preclínicos. Esta validación se ha realizado mediante la comparación de los resultados simulados frente a adquisiciones reales en el equipo ClearPET, describiendo la metodología de evaluación y selección de los parámetros NEMA. En este apartado también se mencionan las aportaciones desarrolladas en GAMOS para aplicaciones PET, como la inclusión de herramientas para la reconstrucción de imágenes. Por otro lado, la evaluación NEMA del ClearPET es utilizada para comparar su rendimiento frente a otro escáner preclínico: el sistema rPET-1. Esto supone la primera caracterización NEMA NU 4 completa de ambos equipos; al mismo tiempo que se analiza cómo afectan las importantes diferencias de diseño entre ellos, especialmente el tamaño axial del campo de visión y la configuración de los detectores. El 68Ga es uno de los radioisótopos no convencionales en imagen PET que está experimentando un mayor desarrollo, sin embargo, presenta la desventaja del amplio rango o distancia recorrida por el positrón emitido. Además del rango del positrón, otra propiedad física característica de los radioisótopos PET que puede afectar a la imagen es la emisión de fotones gamma adicionales, tal como le ocurre al isótopo 48V. En esta tesis se evalúan dichos efectos mediante estudios de resolución espacial y calidad de imagen NEMA. Finalmente, se analiza el alcance del protocolo NEMA NU 4-2008 cuando se utiliza para este propósito, adaptándolo a tal fin y proponiendo posibles modificaciones. Abstract This thesis analyzes the factors affecting the performance evaluation in positron emission tomography (PET) imaging, focusing on preclinical scanners. It explores the possibilities of standard protocols of assessment on the following aspects: their use as tools to validate Monte Carlo simulation programs, their usefulness as a method for comparing scanners and their validity in the study of the effect of alternative radioisotopes on image quality. Initially we study the methods of performance evaluation oriented to validate PET simulations. For this we present the GAMOS program as a simulation framework and show the results of its validation based on the standard NEMA NU 4-2008 for preclinical PET scanners. This has been accomplished by comparing simulated results against experimental acquisitions in the ClearPET scanner, describing the methodology for the evaluation and selection of NEMA parameters. This section also mentions the contributions developed in GAMOS for PET applications, such as the inclusion of tools for image reconstruction. Furthermore, the evaluation of the ClearPET scanner is used to compare its performance against another preclinical scanner, specifically the rPET-1 system. This is the first complete NEMA NU 4 based characterization study of both systems. At the same time we analyze how do the significant design differences of these two systems, especially the size of the axial field of view and the detectors configuration affect their performance characteristics. 68Ga is one of the unconventional radioisotopes in PET imaging the use of which is currently significantly increasing; however, it presents the disadvantage of the long positron range (distance traveled by the emitted positron before annihilating with an electron). Besides the positron range, additional gamma photon emission is another physical property characteristic of PET radioisotopes that can affect the reconstructed image quality, as it happens to the isotope 48V. In this thesis we assess these effects through studies of spatial resolution and image quality. Finally, we analyze the scope of the NEMA NU 4-2008 to carry out such studies, adapting it and proposing possible modifications.

Student academic performance stochastic simulator based on the Monte Carlo method

In this paper, a computer-based tool is developed to analyze student performance along a given curriculum. The proposed software makes use of historical data to compute passing/failing probabilities and simulates future student academic performance based on stochastic programming methods (MonteCarlo) according to the specific university regulations. This allows to compute the academic performance rates for the specific subjects of the curriculum for each semester, as well as the overall rates (the set of subjects in the semester), which are the efficiency rate and the success rate. Additionally, we compute the rates for the Bachelors degree, which are the graduation rate measured as the percentage of students who finish as scheduled or taking an extra year and the efficiency rate (measured as the percentage of credits of the curriculum with respect to the credits really taken). In Spain, these metrics have been defined by the National Quality Evaluation and Accreditation Agency (ANECA). Moreover, the sensitivity of the performance metrics to some of the parameters of the simulator is analyzed using statistical tools (Design of Experiments). The simulator has been adapted to the curriculum characteristics of the Bachelor in Engineering Technologies at the Technical University of Madrid(UPM).

A Highly Improved Method For Sensitive Determination Of Amitriptyline In Pharmaceutical Formulations Using An Unmodified Carbon Nanotube Electrode In The Presence Of Sulfuric Acid.

The present paper describes a novel, simple and reliable differential pulse voltammetric method for determining amitriptyline (AMT) in pharmaceutical formulations. It has been described for many authors that this antidepressant is electrochemically inactive at carbon electrodes. However, the procedure proposed herein consisted in electrochemically oxidizing AMT at an unmodified carbon nanotube paste electrode in the presence of 0.1 mol L(-1) sulfuric acid used as electrolyte. At such concentration, the acid facilitated the AMT electroxidation through one-electron transfer at 1.33 V vs. Ag/AgCl, as observed by the augmentation of peak current. Concerning optimized conditions (modulation time 5 ms, scan rate 90 mV s(-1), and pulse amplitude 120 mV) a linear calibration curve was constructed in the range of 0.0-30.0 μmol L(-1), with a correlation coefficient of 0.9991 and a limit of detection of 1.61 μmol L(-1). The procedure was successfully validated for intra- and inter-day precision and accuracy. Moreover, its feasibility was assessed through analysis of commercial pharmaceutical formulations and it has been compared to the UV-vis spectrophotometric method used as standard analytical technique recommended by the Brazilian Pharmacopoeia.

Influence Of Delivery Method On Neuroprotection By Bone Marrow Mononuclear Cell Therapy Following Ventral Root Reimplantation With Fibrin Sealant.

The present work compared the local injection of mononuclear cells to the spinal cord lateral funiculus with the alternative approach of local delivery with fibrin sealant after ventral root avulsion (VRA) and reimplantation. For that, female adult Lewis rats were divided into the following groups: avulsion only, reimplantation with fibrin sealant; root repair with fibrin sealant associated with mononuclear cells; and repair with fibrin sealant and injected mononuclear cells. Cell therapy resulted in greater survival of spinal motoneurons up to four weeks post-surgery, especially when mononuclear cells were added to the fibrin glue. Injection of mononuclear cells to the lateral funiculus yield similar results to the reimplantation alone. Additionally, mononuclear cells added to the fibrin glue increased neurotrophic factor gene transcript levels in the spinal cord ventral horn. Regarding the motor recovery, evaluated by the functional peroneal index, as well as the paw print pressure, cell treated rats performed equally well as compared to reimplanted only animals, and significantly better than the avulsion only subjects. The results herein demonstrate that mononuclear cells therapy is neuroprotective by increasing levels of brain derived neurotrophic factor (BDNF) and glial derived neurotrophic factor (GDNF). Moreover, the use of fibrin sealant mononuclear cells delivery approach gave the best and more long lasting results.

Uv-vis Spectra As An Alternative To The Lowry Method For Quantify Hair Damage Induced By Surfactants.

It is well known that long term use of shampoo causes damage to human hair. Although the Lowry method has been widely used to quantify hair damage, it is unsuitable to determine this in the presence of some surfactants and there is no other method proposed in literature. In this work, a different method is used to investigate and compare the hair damage induced by four types of surfactants (including three commercial-grade surfactants) and water. Hair samples were immersed in aqueous solution of surfactants under conditions that resemble a shower (38 °C, constant shaking). These solutions become colored with time of contact with hair and its UV-vis spectra were recorded. For comparison, the amount of extracted proteins from hair by sodium dodecyl sulfate (SDS) and by water were estimated by the Lowry method. Additionally, non-pigmented vs. pigmented hair and also sepia melanin were used to understand the washing solution color and their spectra. The results presented herein show that hair degradation is mostly caused by the extraction of proteins, cuticle fragments and melanin granules from hair fiber. It was found that the intensity of solution color varies with the charge density of the surfactants. Furthermore, the intensity of solution color can be correlated to the amount of proteins quantified by the Lowry method as well as to the degree of hair damage. UV-vis spectrum of hair washing solutions is a simple and straightforward method to quantify and compare hair damages induced by different commercial surfactants.