Sequential design of computer experiments for the estimation of a probability of failure

This paper deals with the problem of estimating the volume of the excursion set of a function $f:\mathbb{R}^d \to \mathbb{R}$ above a given threshold, under a probability measure on $\mathbb{R}^d$ that is assumed to be known. In the industrial world, this corresponds to the problem of estimating a probability of failure of a system. When only an expensive-to-simulate model of the system is available, the budget for simulations is usually severely limited and therefore classical Monte Carlo methods ought to be avoided. One of the main contributions of this article is to derive SUR (stepwise uncertainty reduction) strategies from a Bayesian-theoretic formulation of the problem of estimating a probability of failure. These sequential strategies use a Gaussian process model of $f$ and aim at performing evaluations of $f$ as efficiently as possible to infer the value of the probability of failure. We compare these strategies to other strategies also based on a Gaussian process model for estimating a probability of failure.Comment: This is an author-generated postprint version. The published version is available at http://www.springerlink.co

Interaction of inflammatory cytokines and erythropoeitin in iron metabolism and erythropoiesis in anaemia of chronic disease

In chronic inflammatory conditions increased endogenous release of specific cytokines (TNFα, IL-1, IL-6, IFNγ and others) is presumed. It has been shown that those of monocyte lineage play a key role in cytokine expression and synthesis. This may be associated with changes in iron metabolism and impaired erythropoiesis and may lead to development of anaemia in patients with rheumatoid arthritis. Firstly, increased synthesis of acute phase proteins, like ferritin, during chronic inflammation is proposed as the way by which the toxic effect of iron and thereby the synthesis of free oxy-radicals causing the damage on the affected joints, may be reduced. This is associated with a shift of iron towards the mononuclear phagocyte system which may participate in the development of anaemia of chronic disease. Secondly, an inhibitory action of inflammatory cytokines (TNFα, IL-1), on proliferation and differentiation of erythroid progenitors as well as on synthesis of erythropoietin has been shown, thereby also contributing to anaemia. Finally, chronic inflammation causes multiple, complex disturbances in the delicate physiologic equilibrium of interaction between cytokines and cells (erythroid progenitors, cells of mononuclear phagocyte system and erythropoietin producing cells) leading to development of anaemia of chronic disease (Fig. 1)

On utilizing stochastic learning weak estimators for training and classification of patterns with non-stationary distributions

Pattern recognition essentially deals with the training and classification of patterns, where the distribution of the features is assumed unknown. However, in almost all the reported results, a fundamental assumption made is that this distribution, although unknown, is stationary. In this paper, we shall relax this assumption and assume that the class-conditional distribution is non-stationary. To now render the training and classification feasible, we present a novel estimation strategy, involving the so-called Stochastic Learning Weak Estimator (SLWE). The latter, whose convergence is weak, is used to estimate the parameters of a binomial distribution using the principles of stochastic learning. Even though our method includes a learning coefficient,λ, it turns out that the mean of the final estimate is independent of λ , the variance of the final distribution decreases with λ, and the speed decreases with λ. Similar results are true for the multinomial case. To demonstrate the power of these estimates in data which is truly "nonstationary", we have used them in two pattern recognition exercises, the first of which involves artificial data, and the second which involves the recognition of the types of data that are present in news reports of the Canadian Broadcasting Corporation (CBC). The superiority of the SLWE in both these cases is demonstrated

A comparison of the Siconolfi and Cole-Cole procedures for multifrequency impedance data analysis

The established Cole-Cole and newer Siconolfi methods for analysis of multifrequency impedance data were compared in a group of normal healthy individuals studied under bedside conditions. Impedance quotients derived from each procedure Here similarly well correlated with independent dilutional estimates of total body water. Although both methods estimated resistance at zero frequency, were highly correlated. and provided impedance quotients with very similar correlations with extracellular water, these estimates were significantly different and thus mag not be used interchangeably. The Siconolfi procedure demonstrated no significant advantage over the Cole-Cole method. In view of the sound theoretical basis for the latter, it is concluded that analysis of MFBIA data by the Cole-Cole method is to be preferred