Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view

We extend the viscosity solution characterization proved in [5] for call/put American option prices to the case of a general payoff function in a multi-dimensional setting: the price satisfies a semilinear re-action/diffusion type equation. Based on this, we propose two new numerical schemes inspired by the branching processes based algorithm of [8]. Our numerical experiments show that approximating the discontinu-ous driver of the associated reaction/diffusion PDE by local polynomials is not efficient, while a simple randomization procedure provides very good results

Prevalence and genetic characterization of clinically relevant extended-spectrum β-lactamase-producing Enterobacterales in the Gulf Cooperation Council countries

IntroductionAmong Gram-negative bacteria (GNB), Enterobacterales (Enterobacterales), such as Escherichia coli (E. coli) and Klebsiella pneumoniae (K. pneumoniae), are the most clinically relevant pathogens in healthcare settings. Infections secondary to these pathogens are widely common but multidrug resistance (MDR) in Enterobacterales has become a significant challenge with increased morbidity, mortality, and cost of management. The escalating global prevalence of MDR in Enterobacterales has led to limited treatment options, raising an urgent need for novel antimicrobial therapy(s) and detailed studies exploring underlying resistance mechanisms. In Enterobacterales, the prime antimicrobial resistance mechanism against β-lactam antibiotics is mainly the production of β-lactamases, particularly extended-spectrum β-lactamases (ESBLs). Although the Gulf region is witnessing major challenges from infections secondary to MDR GNB, the extent of the problem has not been fully evaluated. Therefore, this review aims to address the prevalence and genetic characterization of ESBL-producing Enterobacterales in the Gulf Cooperation Council (GCC) countries.MethodsPubMed® (National Library of Medicine, Bethesda, MD, USA) search was conducted, which looked for academic articles discussing the epidemiology of MDR Enterobacterales in the GCC countries, published in the last 5 years.Results and conclusionsIn GCC countries there is a high prevalence rate of MDR Enterobacterales, particularly ESBLs. Prevalence rates of ESBL-producing Enterobacterales among the Enterobacterales in general clinical samples in the GCC region is 21.6%–29.3%, with a slightly higher prevalence rate in intensive care unit patients (17.3–31.3%) and in patients with urinary tract infections (25.2%–31.7%). ESBL carriers have also been noted in the general community. ESBL-producing Enterobacterales from the GCC region show high levels of resistance to ampicillin, aztreonam, third-/fourth-generation cephalosporins, fluoroquinolones, and trimethoprim-sulfamethoxazole. Intermediate resistance rates are observed against nitrofurantoin, piperacillin/tazobactam, and gentamicin, with increasing resistance observed against tigecycline. The isolates demonstrate low-level resistance to carbapenems, fosfomycin, colistin, and amikacin. Enterobacterales isolates that are concomitant ESBL producers and are carbapenem resistant have been increasingly reported and demonstrate alarmingly increased antibiotic resistance patterns compared with ESBL Enterobacterales. The most prevalent genes for ESBL resistance in the Enterobacterales isolates in the GCC region are: blaCTX-M (subtype group 1) followed by/co-dominated by blaTEM and blaSHV, whereas the most common carbapenem-resistant genes are blaOXA-48 and blaNDM-1

International nosocomial infection control consortium (INICC) report, data summary of 36 countries, for 2004-2009

The results of a surveillance study conducted by the International Nosocomial Infection Control Consortium (INICC) from January 2004 through December 2009 in 422 intensive care units (ICUs) of 36 countries in Latin America, Asia, Africa, and Europe are reported. During the 6-year study period, using Centers for Disease Control and Prevention (CDC) National Healthcare Safety Network (NHSN; formerly the National Nosocomial Infection Surveillance system [NNIS]) definitions for device-associated health care-associated infections, we gathered prospective data from 313,008 patients hospitalized in the consortium's ICUs for an aggregate of 2,194,897 ICU bed-days. Despite the fact that the use of devices in the developing countries' ICUs was remarkably similar to that reported in US ICUs in the CDC's NHSN, rates of device-associated nosocomial infection were significantly higher in the ICUs of the INICC hospitals; the pooled rate of central line-associated bloodstream infection in the INICC ICUs of 6.8 per 1,000 central line-days was more than 3-fold higher than the 2.0 per 1,000 central line-days reported in comparable US ICUs. The overall rate of ventilator-associated pneumonia also was far higher (15.8 vs 3.3 per 1,000 ventilator-days), as was the rate of catheter-associated urinary tract infection (6.3 vs. 3.3 per 1,000 catheter-days). Notably, the frequencies of resistance of Pseudomonas aeruginosa isolates to imipenem (47.2% vs 23.0%), Klebsiella pneumoniae isolates to ceftazidime (76.3% vs 27.1%), Escherichia coli isolates to ceftazidime (66.7% vs 8.1%), Staphylococcus aureus isolates to methicillin (84.4% vs 56.8%), were also higher in the consortium's ICUs, and the crude unadjusted excess mortalities of device-related infections ranged from 7.3% (for catheter-associated urinary tract infection) to 15.2% (for ventilator-associated pneumonia). Copyright © 2012 by the Association for Professionals in Infection Control and Epidemiology, Inc. Published by Elsevier Inc. All rights reserved

Arabic Emotional Voice Conversion Using English Pre-Trained StarGANv2-VC-Based Model

The goal of emotional voice conversion (EVC) is to convert the emotion of a speaker’s voice from one state to another while maintaining the original speaker’s identity and the linguistic substance of the message. Research on EVC in the Arabic language is well behind that conducted on languages with a wider distribution, such as English. The primary objective of this study is to determine whether Arabic emotions may be converted using a model trained for another language. In this work, we used an unsupervised many-to-many non-parallel generative adversarial network (GAN) voice conversion (VC) model called StarGANv2-VC to perform an Arabic EVC (A-EVC). The latter is realized by using pre-trained phoneme-level automatic speech recognition (ASR) and fundamental frequency (F0) models in the English language. The generated voice is evaluated by prosody and spectrum conversion in addition to automatic emotion recognition and speaker identification using a convolutional recurrent neural network (CRNN). The results of the evaluation indicated that male voices were scored higher than female voices and that the evaluation score for the conversion from neutral to other emotions was higher than the evaluation scores for the conversion of other emotions

Post-Pass Periodic Register Allocation to Minimise Loop Unrolling Degree

International audienceThis paper solves an open problem regarding loop unrolling after periodic register allocation. Although software pipelining is a powerful technique to extract fine-grain parallelism, it generates reuse circuits spanning multiple loop iterations. These circuits require periodic register allocation, which in turn yield a code generation challenge, generally addressed through: (1) hardware support -- rotating register files -- deemed too expensive for embedded processors, (2) insertion of register moves with a high risk of reducing the computation throughput -- initiation interval (II) -- of software pipelining, and (3) post-pass loop unrolling that does not compromise throughput but often leads to unpractical code growth. The latter approach relies on the proof that MAXLIVE registers are sufficient for periodic register allocation [2, 3, 5]; yet the only heuristic to control the amount of post-pass loop unrolling does not achieve this bound and leads to undesired register spills [4, 7]. We propose a periodic register allocation technique allowing a software-only code generation that does not trade the optimality of the II for compactness of the generated code. Our idea is based on using the remaining registers: calling Rarch the number of architectural registers of the target processor, then the number of remaining registers that can be used for minimising the unrolling degree is equal to Rarch − MAXLIVE. We provide a complete formalisation of the problem and algorithm, followed by extensive experiments. We achieve practical loop unrolling degrees in most cases -- with no increase of the II -- while state-of-the-art techniques would either induce register spilling, degrade the II or lead to unacceptable code growth

Association of blaVIM-2, blaPDC-35, blaOXA-10, blaOXA-488 and blaVEB-9 β-Lactamase Genes with Resistance to Ceftazidime–Avibactam and Ceftolozane–Tazobactam in Multidrug-Resistant Pseudomonas aeruginosa

Ceftazidime–avibactam and ceftolozane–tazobactam are approved for the treatment of complicated Gram-negative bacterial infections including multidrug-resistant (MDR) Pseudomonas aeruginosa. Resistance to both agents has been reported, but the underlying mechanisms have not been fully explored. This study aimed to correlate β-lactamases with phenotypic resistance to ceftazidime–avibactam and/or ceftolozane–tazobactam in MDR-P. aeruginosa from Qatar. A total of 525 MDR-P. aeruginosa isolates were collected from clinical specimens between 2014 and 2017. Identification and antimicrobial susceptibility were performed by the BD PhoenixTM system and gradient MIC test strips. Of the 75 sequenced MDR isolates, 35 (47%) were considered as having difficult-to-treat resistance, and 42 were resistant to ceftazidime–avibactam (37, 49.3%), and/or ceftolozane–tazobactam (40, 53.3%). They belonged to 12 sequence types, with ST235 being predominant (38%). Most isolates (97.6%) carried one or more β-lactamase genes, with blaOXA-488 (19%) and blaVEB-9 (45.2%) being predominant. A strong association was detected between class B β-lactamase genes and both ceftazidime–avibactam and ceftolozane–tazobactam resistance, while class A genes were associated with ceftolozane–tazobactam resistance. Co-resistance to ceftazidime–avibactam and ceftolozane–tazobactam correlated with the presence of blaVEB-9, blaPDC-35, blaVIM-2, blaOXA-10 and blaOXA-488. MDR-P. aeruginosa isolates resistant to both combination drugs were associated with class B β-lactamases (blaVIM-2) and class D β-lactamases (blaOXA-10), while ceftolozane–tazobactam resistance was associated with class A (blaVEB-9), class C (blaVPDC-35), and class D β-lactamases (blaOXA-488)