A multivariate piecing-together approach with an application to operational loss data

The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivariate extension. First it is shown that an arbitrary copula is in the domain of attraction of a multivariate extreme value distribution if and only if its upper tail can be approximated by the upper tail of a multivariate GPD with uniform margins. The multivariate PT then consists of two steps: The upper tail of a given copula $C$ is cut off and substituted by a multivariate GPD copula in a continuous manner. The result is again a copula. The other step consists of the transformation of each margin of this new copula by a given univariate distribution function. This provides, altogether, a multivariate distribution function with prescribed margins whose copula coincides in its central part with $C$ and in its upper tail with a GPD copula. When applied to data, this approach also enables the evaluation of a wide range of rational scenarios for the upper tail of the underlying distribution function in the multivariate case. We apply this approach to operational loss data in order to evaluate the range of operational risk.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ343 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Photo-Switchable Control of Membrane Properties of Liposomes and Biochemical Processes

Liposomes are promising agents for drug delivery. They have the ability to encapsulate therapeutic drugs, resulting in decreased toxicity and prolonged circulation time. However, many obstacles to achieving broad utility in liposomal drug delivery still exist, including the ability to control release of therapeutic drugs and modulate surface reactivity. A primary focus of this dissertation involves the development of synthetic photocleavable lipids for controlled release from membranes. Phosphatidylcholine (PC) is a natural lipid that comprises the majority of structural membranes. It contributes heavily to the formation of lipid bilayers in cell membranes, and modifications to the bilayer can induce membrane transitions and changes in permeability. As such, a PC analogue has been developed with a photocleavable 2-nitrobenzyl acyl chain. This lipid (NB-PC) was synthesized in nine steps from 4-(aminomethyl)benzoic acid and lyso-phosphatidylcholine (LPC). This system is designed such that ultraviolet light degrades the fatty acid tail, changing the properties of the liposomes they form and releasing entrapped hydrophobic molecules. This occurred in about half an hour, as determined by a fluorescence assay involving the release of the dye Nile red. Phosphatidylethanolamine (PE), cholesterol, and polyethylene glycol (PEG) were incorporated as additives to examine the versatility of release from liposomes with varying membrane properties. It was found that release remained robust regardless of lipid content. Furthermore, another photocleavable lipid was developed containing an extended conjugated system, 2-nitrobiphenethyl, to enhance photocleavage efficiency and enable two-photon release. This lipid, NBP-PC, was synthesized in seven steps, and UV irradiation reached maximal release within five minutes. This dissertation also describes molecules that have been synthesized or are in progress for other projects. A nitrobenzyl-protected diacylglycerol has been synthesized, which is suitable for in situ binding studies with DAG-binding proteins, such as protein kinase C (PKC). Also synthesized are a biotin–azide linker for anchoring molecules onto streptavidin-coated surfaces and various azobenzene derivatives for studying chiral isomerization

Aerospace Ground Equipment Management\u27s Impact on Home-Station Sortie Production

Since the Air Force began its evolution into an Expeditionary Air Force, much effort has been expended in attempt to optimize the compositions of each Air Expeditionary Force (AEF) and the manner in which an AEF deploys. Air Force plans were previously based upon deploying 24-ship Unit Type Codes (UTC), although a 12-ship deployment is more prevalent in today\u27s environment. In an effort to eliminate the anomalies between planned and actual deployment composition, the Air Staff directed in 2002 that all fighter UTCs be right-sized to reflect current, planned requirements (Headquarters United States Air Force, 2002), The directive stipulated the development of UTCs in a building block fashion so that a squadron would be poised to deploy one lead package of aircraft, with potential follow-on packages. This plan would make it possible for an entire UTC to be tasked to one organization, while allowing the unit to continue limited operations at home station (Headquarters United States Air Force, 2002). Given these deployment requirements, reduced numbers of Aircraft Ground Equipment (AGE) will remain to support the aircraft remaining at home-station. This research consists of a discrete event simulation to determine an effective manner in which to manage the remaining support equipment to maximize sortie production capabilities by varying the AGE management concepts, quantity of AGE remaining on-station, and the number of aircraft remaining on-station

Phenotypic and Genotypic Characteristics of Methicillin-Resistant Staphylococcus aureus (MRSA) Related to Persistent Endovascular Infection.

Persistent methicillin-resistant Staphylococcus aureus (MRSA) bacteremia (PB) represents an important subset of S. aureus infection and correlates with poor clinical outcomes. MRSA isolates from patients with PB differ significantly from those of resolving bacteremia (RB) with regard to several in vitro phenotypic and genotypic profiles. For instance, PB strains exhibit less susceptibility to cationic host defense peptides and vancomycin (VAN) killing under in vivo-like conditions, greater damage to endothelial cells, thicker biofilm formation, altered growth rates, early activation of many global virulence regulons (e.g., sigB, sarA, sae and agr) and higher expression of purine biosynthesis genes (e.g., purF) than RB strains. Importantly, PB strains are significantly more resistant to VAN treatment in experimental infective endocarditis as compared to RB strains, despite similar VAN minimum inhibitory concentrations (MICs) in vitro. Here, we review relevant phenotypic and genotypic characteristics related to the PB outcome. These and future insights may improve our understanding of the specific mechanism(s) contributing to the PB outcome, and aid in the development of novel therapeutic and preventative measures against this life-threatening infection

Temperature- and Field Dependent Characterization of a Twisted Stacked-Tape Cable

The Twisted Stacked-Tape Cable (TSTC) is one of the major high temperature superconductor cable concepts combining scalability, ease of fabrication and high current density making it a possible candidate as conductor for large scale magnets. To simulate the boundary conditions of such a magnets as well as the temperature dependence of Twisted Stacked-Tape Cables a 1.16 m long sample consisting of 40, 4 mm wide SuperPower REBCO tapes is characterized using the "FBI" (force - field - current) superconductor test facility of the Institute for Technical Physics (ITEP) of the Karlsruhe Institute of Technology (KIT). In a first step, the magnetic background field is cycled while measuring the current carrying capabilities to determine the impact of Lorentz forces on the TSTC sample performance. In the first field cycle, the critical current of the TSTC sample is tested up to 12 T. A significant Lorentz force of up to 65.6 kN/m at the maximal magnetic background field of 12 T result in a 11.8 % irreversible degradation of the current carrying capabilities. The degradation saturates (critical cable current of 5.46 kA at 4.2 K and 12 T background field) and does not increase in following field cycles. In a second step, the sample is characterized at different background fields (4-12 T) and surface temperatures (4.2-37.8 K) utilizing the variable temperature insert of the "FBI" test facility. In a third step, the performance along the length of the sample is determined at 77 K, self-field. A 15 % degradation is obtained for the central part of the sample which was within the high field region of the magnet during the in-field measurements

Confidence Intervals for Prevalence Estimates from Complex Surveys with Imperfect Assays

We present several related methods for creating confidence intervals to assess disease prevalence in variety of survey sampling settings. These include simple random samples with imperfect tests, weighted sampling with perfect tests, and weighted sampling with imperfect tests, with the first two settings considered special cases of the third. Our methods use survey results and measurements of test sensitivity and specificity to construct melded confidence intervals. We demonstrate that our methods appear to guarantee coverage in simulated settings, while competing methods are shown to achieve much lower than nominal coverage. We apply our method to a seroprevalence survey of SARS-CoV-2 in undiagnosed adults in the United States between May and July 2020.Comment: 45 pages, 35 figure