A sequential Monte Carlo approach to computing tail probabilities in stochastic models

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential Monte Carlo estimators, we show how resampling weights can be chosen to yield logarithmically efficient Monte Carlo estimates of large deviation probabilities for multidimensional Markov random walks.Comment: Published in at http://dx.doi.org/10.1214/10-AAP758 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities

Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given examples in which importance sampling measures that are consistent with large deviations can perform much worse than direct Monte Carlo. We address this problem by using certain mixtures of exponentially twisted measures for importance sampling. Their asymptotic optimality is established by using a new class of likelihood ratio martingales and renewal theory.Comment: Published at http://dx.doi.org/10.1214/105051606000000664 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices, multivariate empirical processes, and scan statistics in change-point and signal detection as special cases. Some key ingredients in these extensions are moderate deviation approximations to marginal tail probabilities and weak convergence of the conditional distributions of certain ``clumps'' around high-level crossings. We also discuss how these results are related to the Poisson clumping heuristic and tube formulas of Gaussian random fields, and describe their applications to laws of the iterated logarithm in the form of the Kolmogorov--Erd\H{o}s--Feller integral tests.Comment: Published at http://dx.doi.org/10.1214/009117905000000378 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Effects of Medium Constituents on Growth and Canthinone Accumulation in Cell Suspension Cultures of Eurycoma longifolia Jack

The effect of various macronutrients, micronutrients and sucrose on growth and canthinone alkaloid production in cell suspension cultures of Pasak Bumi (Eurycoma longifolia Jack) was investigated. The optimum macronutrients and micronutrients content for the high alkaloid production of E. longifolia Jack was different to that found in the Murashige and Skoog (MS) medium. The highest amount of alkaloids, 9-hydroxycanthin-6-one and 9-methoxycanthin-6-one, could be obtained from E. longifolia Jack cells cultured in modified MS liquid medium that containing macronutrients: 21.50 mM NH4NO3, 14.25 mM KNO3, 7.50 mM CaCl2•2H2O, 2.50 mM MgSO4•7H2O, 1.45 mM KH2PO4, while content of micronutrients was 0.233 mM FeNa-EDTA, 0.215 mM MnSO4•4H2O and without CuSO4•5H2O. Increased sucrose concentration to 4.00% (w/v) in modified MS liquid medium could increase total of two-alkaloid. The modification of macronutrients and micronutrients concentration based the optimum production of biomass was obtained MSBs medium that producing high biomass but also increasing the production of 9-hydroxycanthin-6-one. The modification of macronutrients or macronutrients and micronutrients based the optimum total of two-alkaloid was obtained MSC and MSD medium that producing low fresh weight but producing the high 9-hydroxycanthin-6-one. Key words: Pasak Bumi, 9-hydroxycanthin-6-one, 9-methoxycanthin-6-one, macronutrients, micronutrients, sucros

Comparison of bypass surgery and drug-eluting stenting in diabetic patients with left main and/or multivessel disease: A systematic review and meta-analysis of randomized and nonrandomized studies

Background: With advances in theinterventional field, the choice between coronary artery bypass grafting (CABG) and percutaneous coronary intervention with drug-eluting stents (PCI-DES) for the diabetic subset with left main (LM) and/or multivessel disease (MVD) remains consistently controversial. Methods and results: We conducted a systematic review of randomized controlled trials (RCTs) and observational controlled trials (OCTs) comparing the two strategies for the diabetic subset with LM and/or MVD. PubMed, EMBASE, CENTRAL databases, Google Scholar and SinoMed were systematically searched for eligible studies without language and publica­tion restrictions. We identified 19 trials (4 randomized and 15 nonrandomized), enrolling 5,805 patients in OCTs and 3,060 patients in RCTs, respectively. PCI-DES was associated with higher mortality compared with CABG (11.7% DES vs. 9.1% CABG, RR 1.23, 95% CI 1.00–1.53, p = 0.06). Patients after PCI-DES had higher prevalence of myocardial infarction (MI) when compared with CABG (8.5% DES vs. 4.6% CABG, RR 1.68, 95% CI 1.20–2.37, p = 0.003). PCI-DES patients were at substantially lower risk of stroke (2.0% DES vs. 3.9% CABG, RR 0.51, 95% CI 0.39–0.67, p < 0.00001), but at several-fold higher risk of repeat revascularization (19.0% DES vs. 6.3% CABG, RR 2.95, 95% CI 2.46–3.55, p < 0.00001). The OCT patients risked a lower mortality as compared to the RCT patients (9.6% OCTs vs. 11.9% RCTs, RR 0.81, 95% CI 0.71–0.92, p = 0.001). Conclusions: CABG for patients with diabetes mellitus and LM and/or MVD had advan­tages over PCI-DES in all-cause death, nonfatal MI, and repeat revascularization, but the substantial disadvantage in nonfatal stroke. The high-selected patients (RCTs) risked a higher mortality than the real-world patients (OCTs)

The Information Of The Milky Way From 2MASS Whole Sky Star Count: The Bimodal Color Distributions

The J-Ks color distribution (CD) with a bin size of 0.05 magnitude for the entire Milky Way has been carried out by using the Two Micron All Sky Survey Point Source Catalog (2MASS PSC). The CDs are bimodal, which has a red peak at 0.8 < J-Ks < 0.85 and a blue peak at 0.3 < J-Ks < 0.4. The colors of the red peak are more or less the same for the whole sky, but that of the blue peak depend on Galactic latitude, (J-Ks ~ 0.35 at low Galactic latitudes and 0.35 < J-Ks < 0.4 for other sky areas). The blue peak dominates the bimodal CDs at low Galactic latitudes and becomes comparable with the red peak in other sky regions. In order to explain the bimodal distribution and the global trend shown by the all sky 2MASS CDs, we assemble an empirical HR diagram, which is composed by observational-based near infrared HR diagrams and color magnitude diagrams, and incorporate a Milky Way model. In the empirical HR diagram, the main sequence stars turnoff the thin disk is relatively bluer, (J-Ks)0 = 0.31, when we compare with the thick disk which is (J-Ks)0 = 0.39. The age of the thin/thick disk is roughly estimated to be around 4-5/8-9 Gyr according to the color-age relation of the main sequence turnoff. In general, the 2MASS CDs can be treated as a tool to census the age of stellar population of the Milky Way in a statistical manner and to our knowledge this is a first attempt to measure the age.Comment: Accepted by ApJ on Sept. 11 201

Optimal cumulative cisplatin dose in nasopharyngeal carcinoma patients receiving additional induction chemotherapy

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/142423/1/cas13474_am.pdfhttps://deepblue.lib.umich.edu/bitstream/2027.42/142423/2/cas13474.pd

Post-Covid-19-vaccination adverse events and healthcare utilization among individuals with or without previous SARS-CoV-2 infection

Background: Post-marketing pharmacovigilance data are scant on the safety of Covid-19 vaccines among people with previous SARS-CoV-2 infection compared with ordinary vaccine recipients. We compared the post-vaccination adverse events of special interests (AESI), accident and emergency room (A&E) visit, and hospitalization between these two groups. Methods: We conducted a retrospective cohort study using a territory-wide public healthcare database with population-based vaccination records in Hong Kong. Results: In total, 3922 vaccine recipients with previous SARS‑CoV‑2 infection and 1,137,583 vaccine recipients without previous SARS‑CoV‑2 infection were included. No significant association was observed between previous SARS‑CoV‑2 infection and AESI or hospitalization. Previous SARS‑CoV‑2 infection was significantly associated with a lower risk of A&E visit (CoronaVac: hazard ratios [HR] = 0.56, 95% confidence intervals [CI]: 0.32–0.99; Comirnaty: HR = 0.62, 95% CI: 0.47–0.82). Conclusion: No safety signal of Covid-19 vaccination was detected from the comparison between vaccine recipients with previous SARS-CoV-2 infection and those without infection