Importance Sampling for multi-constraints rare event probability

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the probability of a rare event defined as a finite intersection of subset. We provide a sharp approximation of the density of long runs of a random walk condi- tioned by multiples constraints, each of them defined by an average of a function of its summands as their number tends to infinity.Comment: Conference pape

Comprehensive analysis of epigenetic clocks reveals associations between disproportionate biological ageing and hippocampal volume

The concept of age acceleration, the difference between biological age and chronological age, is of growing interest, particularly with respect to age-related disorders, such as Alzheimer’s Disease (AD). Whilst studies have reported associations with AD risk and related phenotypes, there remains a lack of consensus on these associations. Here we aimed to comprehensively investigate the relationship between five recognised measures of age acceleration, based on DNA methylation patterns (DNAm age), and cross-sectional and longitudinal cognition and AD-related neuroimaging phenotypes (volumetric MRI and Amyloid-β PET) in the Australian Imaging, Biomarkers and Lifestyle (AIBL) and the Alzheimer’s Disease Neuroimaging Initiative (ADNI). Significant associations were observed between age acceleration using the Hannum epigenetic clock and cross-sectional hippocampal volume in AIBL and replicated in ADNI. In AIBL, several other findings were observed cross-sectionally, including a significant association between hippocampal volume and the Hannum and Phenoage epigenetic clocks. Further, significant associations were also observed between hippocampal volume and the Zhang and Phenoage epigenetic clocks within Amyloid-β positive individuals. However, these were not validated within the ADNI cohort. No associations between age acceleration and other Alzheimer’s disease-related phenotypes, including measures of cognition or brain Amyloid-β burden, were observed, and there was no association with longitudinal change in any phenotype. This study presents a link between age acceleration, as determined using DNA methylation, and hippocampal volume that was statistically significant across two highly characterised cohorts. The results presented in this study contribute to a growing literature that supports the role of epigenetic modifications in ageing and AD-related phenotypes

Uncovering the heterogeneity and temporal complexity of neurodegenerative diseases with Subtype and Stage Inference

The heterogeneity of neurodegenerative diseases is a key confound to disease understanding and treatment development, as study cohorts typically include multiple phenotypes on distinct disease trajectories. Here we introduce a machine-learning technique\u2014Subtype and Stage Inference (SuStaIn)\u2014able to uncover data-driven disease phenotypes with distinct temporal progression patterns, from widely available cross-sectional patient studies. Results from imaging studies in two neurodegenerative diseases reveal subgroups and their distinct trajectories of regional neurodegeneration. In genetic frontotemporal dementia, SuStaIn identifies genotypes from imaging alone, validating its ability to identify subtypes; further the technique reveals within-genotype heterogeneity. In Alzheimer\u2019s disease, SuStaIn uncovers three subtypes, uniquely characterising their temporal complexity. SuStaIn provides fine-grained patient stratification, which substantially enhances the ability to predict conversion between diagnostic categories over standard models that ignore subtype (p = 7.18 7 10 124 ) or temporal stage (p = 3.96 7 10 125 ). SuStaIn offers new promise for enabling disease subtype discovery and precision medicine

Fast Simulation of DS/CDMA With and Without Coding In Multipath Fading Channels

Recently, code division multiple access (CDMA) has found wide-spread applications in various applications such as advanced wireless technologies and digital cellular communications. In this paper, we consider the error rate performance of asynchronous direct-sequence CDMA in a wireless radio communications environment that is characterized by Rayleigh multipath fading channels. Because of the system complexity, the performance of CDMA systems in such an environment is difficult to assess analytically without making restrictive assumptions. Monte Carlo simulations can offer an alternative performance evaluation tool. Unfortunately, in practice such an alternative is often limited by an excessive computational burden. Importance sampling is a variance reduction technique which can significantly reduce the computational cost required by Monte Carlo simulations. This paper will describe the basic principles behind this powerful technique. In particular, it will illustrate its use as a comp..