1,735 research outputs found

    Design of Block Transceivers with Decision Feedback Detection

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    This paper presents a method for jointly designing the transmitter-receiver pair in a block-by-block communication system that employs (intra-block) decision feedback detection. We provide closed-form expressions for transmitter-receiver pairs that simultaneously minimize the arithmetic mean squared error (MSE) at the decision point (assuming perfect feedback), the geometric MSE, and the bit error rate of a uniformly bit-loaded system at moderate-to-high signal-to-noise ratios. Separate expressions apply for the ``zero-forcing'' and ``minimum MSE'' (MMSE) decision feedback structures. In the MMSE case, the proposed design also maximizes the Gaussian mutual information and suggests that one can approach the capacity of the block transmission system using (independent instances of) the same (Gaussian) code for each element of the block. Our simulation studies indicate that the proposed transceivers perform significantly better than standard transceivers, and that they retain their performance advantages in the presence of error propagation.Comment: 14 pages, 8 figures, to appear in the IEEE Transactions on Signal Processin

    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology

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    ABSTRACT An important tool to quantify the market risk of a portfolio is "Value-at-Risk"(VaR) methodology. Consequently, value at risk models will play an increasingly important role within the securities industry, and some securities regulators will increasingly rely on the outputs of these models for regulatory purposes. This will have significant implications for both the management of the firms and for the regulators of those firms. The study done earlier was an attempt to determine the impact of associating VaR on the process of diversification to improve the return of investor's portfolio along the CML. The second study is to examine whether VaR can be applied to replace the current practice employed by Citigroup Private Bank to determine the appropriate LV of the structured product

    A metabolomic investigation of the effects of vitamin E supplementation in humans.

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    RIGHTS : This article is licensed under the BioMed Central licence at http://www.biomedcentral.com/about/license which is similar to the 'Creative Commons Attribution Licence'. In brief you may : copy, distribute, and display the work; make derivative works; or make commercial use of the work - under the following conditions: the original author must be given credit; for any reuse or distribution, it must be made clear to others what the license terms of this work are.BACKGROUND: Vitamin E is a nutrient with both antioxidant and non-antioxidant activities and has been shown to modulate the function of a number of cell types in vitro and in human studies. However studies have also shown vitamin E to have detrimental interactions and therefore it is important to establish the extent to which this nutrient influences metabolism. Metabolomics can potentially identify nutrient-metabolism interactions and therefore the aim of this study was to use a non-targeted metabolomic approach to identify changes to the plasma metabolome following vitamin E supplementation in humans. METHODS: A relatively homogenous healthy adult male population (n = 10) provided a fasting blood sample immediately before and after a 4-week vitamin E supplementation regime (400 mg/d of RRR-α-tocopheryl acetate)) on top of their habitual diet. Plasma samples were analysed for vitamin E and clinical markers. Plasma underwent non-targeted metabolite profiling using liquid chromatography/mass spectroscopy and data was processed using multivariate statistical analysis. RESULTS: Plasma vitamin E concentrations were significantly increased following supplementation (p < 0.001). A partial least squares-discriminant analysis (PLS-DA) model was able to discriminate between samples taken pre and post vitamin E supplementation (goodness of fit R2Y = 0.82, predictive ability Q2 = 0.50). Variable influence on projection and PLS-DA loadings highlighted a number of discriminating ions that were confirmed as discriminatory through pairwise analysis. From database searches and comparison with standards these metabolites included a number of lysophosphatidylcholine species (16:0, 18:0, 18:1, 18:2, 20:3 and 22:6) that were increased in intensity post supplementation by varying degrees from 4% to 29% with the greatest changes found for lysoPC 22:6 and 20:3. CONCLUSIONS: Although a small scale study, these results potentially indicate that vitamin E supplementation influences phospholipid metabolism and induces lysoPC generation; a general pro-inflammatory response. Moreover the study identifies novel areas of vitamin E interactions and highlights the potential of metabolomics for elucidating interactions between nutrients and metabolic pathways in nutritional research

    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology

    Get PDF
    ABSTRACT An important tool to quantify the market risk of a portfolio is "Value-at-Risk"(VaR) methodology. Consequently, value at risk models will play an increasingly important role within the securities industry, and some securities regulators will increasingly rely on the outputs of these models for regulatory purposes. This will have significant implications for both the management of the firms and for the regulators of those firms. The study done earlier was an attempt to determine the impact of associating VaR on the process of diversification to improve the return of investor's portfolio along the CML. The second study is to examine whether VaR can be applied to replace the current practice employed by Citigroup Private Bank to determine the appropriate LV of the structured product

    The feasibility of age-specific travel restrictions during influenza pandemics

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    <p>Abstract</p> <p>Background</p> <p>Epidemiological studies have shown that imposing travel restrictions to prevent or delay an influenza pandemic may not be feasible. To delay an epidemic substantially, an extremely high proportion of trips (~99%) would have to be restricted in a homogeneously mixing population. Influenza is, however, strongly influenced by age-dependent transmission dynamics, and the effectiveness of age-specific travel restrictions, such as the selective restriction of travel by children, has yet to be examined.</p> <p>Methods</p> <p>A simple stochastic model was developed to describe the importation of infectious cases into a population and to model local chains of transmission seeded by imported cases. The probability of a local epidemic, and the time period until a major epidemic takes off, were used as outcome measures, and travel restriction policies in which children or adults were preferentially restricted were compared to age-blind restriction policies using an age-dependent next generation matrix parameterized for influenza H1N1-2009.</p> <p>Results</p> <p>Restricting children from travelling would yield greater reductions to the short-term risk of the epidemic being established locally than other policy options considered, and potentially could delay an epidemic for a few weeks. However, given a scenario with a total of 500 imported cases over a period of a few months, a substantial reduction in the probability of an epidemic in this time period is possible only if the transmission potential were low and assortativity (i.e. the proportion of contacts within-group) were unrealistically high. In all other scenarios considered, age-structured travel restrictions would not prevent an epidemic and would not delay the epidemic for longer than a few weeks.</p> <p>Conclusions</p> <p>Selectively restricting children from traveling overseas during a pandemic may potentially delay its arrival for a few weeks, depending on the characteristics of the pandemic strain, but could have less of an impact on the economy compared to restricting adult travelers. However, as long as adults have at least a moderate potential to trigger an epidemic, selectively restricting the higher risk group (children) may not be a practical option to delay the arrival of an epidemic substantially.</p

    Uniform decomposition of mutual information using MMSE decision feedback detection

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    Abstract-We consider efficient techniques for the design of a transceiver for a matrix channel with minimum mean square error (MMSE) decision-feedback (DF) detection when perfect channel information is available at both the transmitter and receiver. By combining the canonical property of the MMSE-DF detector and our recently developed equal-diagonal QRS decomposition of a matrix we obtain a uniform decomposition of mutual information in which each of the synthesized scalar subchannels has the same mutual information (under the assumption of error-free feedback). To assist our analysis of this uniform decomposition, we provide a new QR interpretation of the MMSE-DF receiver. This enables us to show that the natural detection order is optimal (in an SINR sense), and that for the proposed transmitter, the MMSE-DF detector is asymptotically equivalent to the maximum likelihood detector when the SNR is high. We also derive a low-complexity quadratic recursive algorithm for the characterization of all eligible S-factors in the QRS decomposition. When coupled with our QR interpretation of the MMSE-DF detector, this enables us to efficiently design the optimal transmitter and to efficiently implement the MMSE-DF receiver

    The development and validation of a fast and robust dried blood spot based lipid profiling method to study infant metabolism.

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    Early life exposures and metabolic programming are associated with later disease risk. In particular lipid metabolism is thought to play a key role in the development of the metabolic syndrome and insulin resistance in later life. Investigative studies of metabolic programming are limited by the ethics and practicalities of sample collection in small infants. Dried blood spots on filter paper, derived from heel pricks are considered as the most suitable option for this age group. We validated a novel lipid profiling method, based on high resolution mass spectrometry to successfully determine the lipid composition of infants using dried blood spots. The spotting and air drying of blood on paper has noticeable effects on many of the lipids, leading to lipid oxidation and hydrolysis, which demand careful interpretation of the obtained data. We compared the lipid profiles from plasma or whole blood samples and the results from dried blood spots to determine if these revealed the same inter-subject differences. The results from dried blood spots were no less reproducible than other lipid profiling methods which required comparatively larger sample volumes. Therefore, lipid profiles obtained from dried blood spots can be successfully used to monitor infancy lipid metabolism and we show significant differences in the lipid metabolism of infants at age 3 versus 12 months
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