Locally adaptive factor processes for multivariate time series

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inferences and predictions, with over-smoothing across erratic time intervals and under-smoothing across times exhibiting slow variation. This can lead to mis-calibration of predictive intervals, which can be substantially too narrow or wide depending on the time. We propose a locally adaptive factor process for characterizing multivariate mean-covariance changes in continuous time, allowing locally varying smoothness in both the mean and covariance matrix. This process is constructed utilizing latent dictionary functions evolving in time through nested Gaussian processes and linearly related to the observed data with a sparse mapping. Using a differential equation representation, we bypass usual computational bottlenecks in obtaining MCMC and online algorithms for approximate Bayesian inference. The performance is assessed in simulations and illustrated in a financial application

Pressure Reducing Valve Characterization for Pipe System Management

Abstract Pressure control strategy through Pressure Reducing Valves (PRVs) has been deeply investigated as management strategy, aimed at water leakage reduction avoiding very expensive pipe replacement programmes. On the contrary, few experimental data are available in literature, particularly in unsteady-state conditions. In this paper, the results of some tests carried out at the Water Engineering Laboratory of the University of Perugia (I) in order to characterize a PRV with two set points for high and low pressures are presented. The PRV is installed in a single high-density polyethylene (HDPE) pipe supplied by a tank in which the pressure is assured by pumps of different characteristics. Two types of tests are considered: steady-state tests, to characterize the PRV, and extended period tests, to check its dynamic behaviour

RADIAL EVOLUTION OF SOLAR WIND TURBULENCE DURING EARTH AND ULYSSES ALIGNMENT OF 2007 AUGUST

At the end of 2007 August, during the minimum of solar cycle 23, a lineup of Earth and Ulysses occurred, giving the opportunity to analyze, for the first time, the same plasma sample at different observation points, namely at 1 and 1.4 AU. In particular, it allowed us to study the radial evolution of solar wind turbulence typical of fast wind streams as proposed in a Coordinated Investigation Programme for the International Heliophysical Year. This paper describes both the macrostructure and the fluctuations at small scales of this event. We find that soon after detecting the same fast stream, the Advanced Composition Explorer (ACE) observed a change of magnetic polarity being the interplanetary current sheet located between the orbits of the two spacecraft. Moreover, we observe that the compression region formed in front of the fast stream detected at ACE's location evolves in a fast forward shock at Ulysses' orbit. On the other hand, small-scale analysis shows that turbulence is evolving. The presence of a shift of the frequency break separating the injection range from the inertial range toward lower frequencies while distance increases is a clear indication that nonlinear interactions are at work. Moreover, we observe that intermittency, as measured by the flatness factor, increases with distance. This study confirms previous analyses performed using Helios observations of the same fast wind streams at different heliocentric distances, allowing us to relax about the hypothesis of the stationarity of the source regions adopted in previous studies. Consequently, any difference noticed in the solar wind parameters would be ascribed to radial (time) evolution

Adiabatic frequency shifting in epsilon-near-zero materials:The role of group velocity

The conversion of a photon’s frequency has long been a key application area of nonlinear optics. It has been discussed how a slow temporal variation of a material’s refractive index can lead to the adiabatic frequency shift (AFS) of a pulse spectrum. Such a rigid spectral change has relevant technological implications, for example, in ultrafast signal processing. Here, we investigate the AFS process in epsilon-near-zero (ENZ) materials and show that the frequency shift can be achieved in a shorter length if operating in the vicinity of Re

Security Theorems via Model Theory

A model-theoretic approach can establish security theorems for cryptographic protocols. Formulas expressing authentication and non-disclosure properties of protocols have a special form. They are quantified implications for all xs . (phi implies for some ys . psi). Models (interpretations) for these formulas are *skeletons*, partially ordered structures consisting of a number of local protocol behaviors. Realized skeletons contain enough local sessions to explain all the behavior, when combined with some possible adversary behaviors. We show two results. (1) If phi is the antecedent of a security goal, then there is a skeleton A_phi such that, for every skeleton B, phi is satisfied in B iff there is a homomorphism from A_phi to B. (2) A protocol enforces for all xs . (phi implies for some ys . psi) iff every realized homomorphic image of A_phi satisfies psi. Hence, to verify a security goal, one can use the Cryptographic Protocol Shapes Analyzer CPSA (TACAS, 2007) to identify minimal realized skeletons, or "shapes," that are homomorphic images of A_phi. If psi holds in each of these shapes, then the goal holds

Brain Health Services: organization, structure, and challenges for implementation. A user manual for Brain Health Services-part 1 of 6.

Dementia has a devastating impact on the quality of life of patients and families and comes with a huge cost to society. Dementia prevention is considered a public health priority by the World Health Organization. Delaying the onset of dementia by treating associated risk factors will bring huge individual and societal benefit. Empirical evidence suggests that, in higher-income countries, dementia incidence is decreasing as a result of healthier lifestyles. This observation supports the notion that preventing dementia is possible and that a certain degree of prevention is already in action. Further reduction of dementia incidence through deliberate prevention plans is needed to counteract its growing prevalence due to increasing life expectancy.An increasing number of individuals with normal cognitive performance seek help in the current memory clinics asking an evaluation of their dementia risk, preventive interventions, or interventions to ameliorate their cognitive performance. Consistent evidence suggests that some of these individuals are indeed at increased risk of dementia. This new health demand asks for a shift of target population, from patients with cognitive impairment to worried but cognitively unimpaired individuals. However, current memory clinics do not have the programs and protocols in place to deal with this new population.We envision the development of new services, henceforth called Brain Health Services, devoted to respond to demands from cognitively unimpaired individuals concerned about their risk of dementia. The missions of Brain Health Services will be (i) dementia risk profiling, (ii) dementia risk communication, (iii) dementia risk reduction, and (iv) cognitive enhancement. In this paper, we present the organizational and structural challenges associated with the set-up of Brain Health Services

Multidomain interventions: state-of-the-art and future directions for protocols to implement precision dementia risk reduction. A user manual for Brain Health Services-part 4 of 6.

Although prevention of dementia and late-life cognitive decline is a major public health priority, there are currently no generally established prevention strategies or operational models for implementing such strategies into practice. This article is a narrative review of available evidence from multidomain dementia prevention trials targeting several risk factors and disease mechanisms simultaneously, in individuals without dementia at baseline. Based on the findings, we formulate recommendations for implementing precision risk reduction strategies into new services called Brain Health Services. A literature search was conducted using medical databases (MEDLINE via PubMed and SCOPUS) to select relevant studies: non-pharmacological multidomain interventions (i.e., combining two or more intervention domains), target population including individuals without dementia, and primary outcomes including cognitive/functional performance changes and/or incident cognitive impairment or dementia. Further literature searches covered the following topics: sub-group analyses assessing potential modifiers for the intervention effect on cognition in the multidomain prevention trials, dementia risk scores used as surrogate outcomes in multidomain prevention trials, dementia risk scores in relation to brain pathology markers, and cardiovascular risk scores in relation to dementia. Multidomain intervention studies conducted so far appear to have mixed results and substantial variability in target populations, format and intensity of interventions, choice of control conditions, and outcome measures. Most trials were conducted in high-income countries. The differences in design between the larger, longer-term trials that met vs. did not meet their primary outcomes suggest that multidomain intervention effectiveness may be dependent on a precision prevention approach, i.e., successfully identifying the at-risk groups who are most likely to benefit. One such successful trial has already developed an operational model for implementing the intervention into practice. Evidence on the efficacy of risk reduction interventions is promising, but not yet conclusive. More long-term multidomain randomized controlled trials are needed to fill the current evidence gaps, especially concerning low- and middle-income countries and integration of dementia prevention with existing cerebrovascular prevention programs. A precision risk reduction approach may be most effective for dementia prevention. Such an approach could be implemented in Brain Health Services

Survival after Locoregional Treatments for Hepatocellular Carcinoma: A Cohort Study in Real-World Patients

Evidence of relative effectiveness of local treatments for hepatocellular carcinoma (HCC) is scanty. We investigated, in a retrospective cohort study, whether surgical resection, radiofrequency ablation (RFA), percutaneous ethanol injection (PEI), and transarterial embolization with (TACE) or without (TAE) chemotherapy resulted in different survival in clinical practice. All patients first diagnosed with HCC and treated with any locoregional therapy from 1998 to 2002 in twelve Italian hospitals were eligible. Overall survival (OS) was the unique endpoint. Three main comparisons were planned: RFA versus PEI, surgical resection versus RFA/PEI (combined), TACE/TAE versus RFA/PEI (combined). Propensity score method was used to minimize bias related to non random treatment assignment. Overall 425 subjects were analyzed, with 385 (91%) deaths after a median followup of 7.7 years. OS did not significantly differ between RFA and PEI (HR 1.11, 95% CI 0.79–1.57), between surgery and RFA/PEI (HR 0.95, 95% CI 0.64–1.41) and between TACE/TAE and RFA/PEI (HR 0.88, 95% CI 0.66–1.17). 5-year OS probabilities were 0.14 for RFA, 0.18 for PEI, 0.27 for surgery, and 0.15 for TACE/TAE. No locoregional treatment for HCC was found to be more effective than the comparator. Adequately powered randomized clinical trials are still needed to definitely assess relative effectiveness of locoregional HCC treatment