Generative Modelling of L\'{e}vy Area for High Order SDE Simulation

It is well known that, when numerically simulating solutions to SDEs, achieving a strong convergence rate better than O(\sqrt{h}) (where h is the step size) requires the use of certain iterated integrals of Brownian motion, commonly referred to as its "L\'{e}vy areas". However, these stochastic integrals are difficult to simulate due to their non-Gaussian nature and for a d-dimensional Brownian motion with d > 2, no fast almost-exact sampling algorithm is known. In this paper, we propose L\'{e}vyGAN, a deep-learning-based model for generating approximate samples of L\'{e}vy area conditional on a Brownian increment. Due to our "Bridge-flipping" operation, the output samples match all joint and conditional odd moments exactly. Our generator employs a tailored GNN-inspired architecture, which enforces the correct dependency structure between the output distribution and the conditioning variable. Furthermore, we incorporate a mathematically principled characteristic-function based discriminator. Lastly, we introduce a novel training mechanism termed "Chen-training", which circumvents the need for expensive-to-generate training data-sets. This new training procedure is underpinned by our two main theoretical results. For 4-dimensional Brownian motion, we show that L\'{e}vyGAN exhibits state-of-the-art performance across several metrics which measure both the joint and marginal distributions. We conclude with a numerical experiment on the log-Heston model, a popular SDE in mathematical finance, demonstrating that high-quality synthetic L\'{e}vy area can lead to high order weak convergence and variance reduction when using multilevel Monte Carlo (MLMC)

Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods

Early detection of sepsis is key to ensure timely clinical intervention. Since very few end-toend pipelines are publicly available, fair comparisons between methodologies are difficult if not impossible. Progress is further limited by discrepancies in the reconstruction of sepsis onset time. This retrospective cohort study highlights the variation in performance of predictive models under three subtly different interpretations of sepsis onset from the sepsis-III definition and compares this against inter-model differences. The models are chosen to cover tree-based, deep learning, and survival analysis methods. Using the MIMIC-III database, between 867 and 2178 intensive care unit admissions with sepsis were identified, depending on the onset definition. We show that model performance can be more sensitive to differences in the definition of sepsis onset than to the model itself. Given a fixed sepsis definition, the best performing method had a gain of 1–5% in the area under the receiver operating characteristic (AUROC). However, the choice of onset time can cause a greater effect, with variation of 0–6% in AUROC. We illustrate that misleading conclusions can be drawn if models are compared without consideration of the sepsis definition used which emphasizes the need for a standardized definition for sepsis onset

Shear capacity of reinforced concrete corbels using mechanism analysis

A mechanism analysis is developed to predict the shear capacity of reinforced concrete corbels. Based on shear failure observed in experimental tests, kinematically admissible failure mechanisms are idealised as an assemblage of two rigid blocks separated by a failure plane of displacement discontinuity. Shear capacity predictions obtained from the developed mechanism analysis are in better agreement with corbel test results of a comprehensive database compiled from the available literature than other existing models for corbels. The developed mechanism model shows that the shear capacity of corbels generally decreases with the increase of shear span-to-depth ratio, increases with the increase of main longitudinal reinforcement up to a certain limit beyond which it remains constant, and decreases with the increase of horizontal applied loads. It also demonstrates that the smaller the shear span-to-overall depth ratio of corbels, the more effective the horizontal shear reinforcement

Multi-mode Flight Sliding Mode Control System for a Quadrotor

There is a wide range of applications for unmanned aerial vehicles that requires the capability of having several and robust flight controllers available. This paper presents the main framework of a multimode flight control system for a quadrotor based on the super twisting control algorithm. The design stages for the four flight control modes encompassing manual, altitude, GPS fixed and autonomous mode are presented. The stability proof for each flight mode is carried out by means of Lyapunov functions while the stability analysis for the complete system, when a transition from one mode to another occurs, is demonstrated using the switching nonlinear systems theory. The performance of the proposed framework is demonstrated in a simulation study taking into account external disturbances

Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods

Early detection of sepsis is key to ensure timely clinical intervention. Since very few end-to-end pipelines are publicly available, fair comparisons between methodologies are difficult if not impossible. Progress is further limited by discrepancies in the reconstruction of sepsis onset time. This retrospective cohort study highlights the variation in performance of predictive models under three subtly different interpretations of sepsis onset from the sepsis-III definition and compares this against inter-model differences. The models are chosen to cover tree-based, deep learning, and survival analysis methods. Using the MIMIC-III database, between 867 and 2178 intensive care unit admissions with sepsis were identified, depending on the onset definition. We show that model performance can be more sensitive to differences in the definition of sepsis onset than to the model itself. Given a fixed sepsis definition, the best performing method had a gain of 1–5% in the area under the receiver operating characteristic (AUROC). However, the choice of onset time can cause a greater effect, with variation of 0–6% in AUROC. We illustrate that misleading conclusions can be drawn if models are compared without consideration of the sepsis definition used which emphasizes the need for a standardized definition for sepsis onset

Observations of Radiation Belt Losses Due to Cyclotron Wave-Particle Interactions

Electron loss to the atmosphere plays a critical role in driving dynamics of the Earths Van Allen radiation belts and slot region. This is a review of atmospheric loss of radiation belt electrons caused by plasma wave scattering via Doppler-shifted cyclotron resonance. In particular, the focus is on observational signatures of electron loss, which include direct measurements of precipitating electrons, measured properties of waves that drive precipitation, and variations in the trapped population resulting from loss. We discuss wave and precipitation measurements from recent missions, including simultaneous multi-payload observations, which have provided new insight into the dynamic nature of the radiation belts

Performance of a Neutron Polarimeter to Measure the Electric Form Factor of the Neutron

This research was sponsored by the National Science Foundation Grant NSF PHY-931478

Reproductive medicine in northwest Argentina: traditional and institutional systems

<p>Abstract</p> <p>Background</p> <p>The state of conservation of the traditional cultures of Northwest Argentina is variable and somewhat problematic but to a lesser or a greater extent all the peoples are related to an hegemonic culture. We present a case study carried out in the rural communities of the Yungas biome (Salta) where the extent of isolation varies as does the type of access to public health services. The use of medicinal plants in the area is ordinary and widely spread.</p> <p>Methods</p> <p>The data can be organized in two categories, as medical systems public records (for the regional hospital at Los Toldos), and as ethnobotanical sets. A total of 59 surveys to 40 interviewees were undertaken using a semi structured questionnaire. We present an analysis of the relative importance of the medicinal herbs used in reproductive medicine considering the plants used in the traditional medical system and the factors that can affect the relationship between formal medicine and patients. We further analized how the degree of accessibility to the local hospital influences the diversity of use of plant species used to assist deliveries and to decrease infant mortality in children minor than one year of age.</p> <p>Results</p> <p>In reproductive medicine, 13 ailments and/or different physiological states are locally identified and treated. Local population uses 108 ethnospecies for this kind of illnesses. According to the local conception the hot/cold imbalance could be the principal cause for reproductive illnesses; pregnancy may have natural or supernatural origin, post partum and menstruation involve similar sanitary risks, and neonatal care has a strong magic connotation. In relation with the formal medicine, the more accessible is the health center the more women assist to it. We have not found a relation between accessibility and infant mortality.</p> <p>Conclusion</p> <p>In the local reproductive medicine, most of the practices are concerned with the hot/cold balance. According to their importance the factors involved are: the family medicine, the midwife, and the formal doctors. Plants have an important role; however there is a lack of total agreement among the families who use them. Reluctance to institutional deliveries may be due to the weak relationship between patients and doctors, and the lack of logistic assistance to delivering mothers coming from far away locations.</p