174 research outputs found

    Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime

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    Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent studies suggest that financial asset returns exhibit tail exponents well above the Levy-stable regime (0<α20<\alpha\le 2). In this paper we illustrate that widely used tail index estimates (log-log linear regression and Hill) can give exponents well above the asymptotic limit for α\alpha close to 2, resulting in overestimation of the tail exponent in finite samples. The reported value of the tail exponent α\alpha around 3 may very well indicate a Levy-stable distribution with α1.8\alpha\approx 1.8.Comment: To be published in Int. J. Modern Physics C (2001) vol. 12 no.

    Design of Experiments for Screening

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    The aim of this paper is to review methods of designing screening experiments, ranging from designs originally developed for physical experiments to those especially tailored to experiments on numerical models. The strengths and weaknesses of the various designs for screening variables in numerical models are discussed. First, classes of factorial designs for experiments to estimate main effects and interactions through a linear statistical model are described, specifically regular and nonregular fractional factorial designs, supersaturated designs and systematic fractional replicate designs. Generic issues of aliasing, bias and cancellation of factorial effects are discussed. Second, group screening experiments are considered including factorial group screening and sequential bifurcation. Third, random sampling plans are discussed including Latin hypercube sampling and sampling plans to estimate elementary effects. Fourth, a variety of modelling methods commonly employed with screening designs are briefly described. Finally, a novel study demonstrates six screening methods on two frequently-used exemplars, and their performances are compared

    Molecular excitation in the Interstellar Medium: recent advances in collisional, radiative and chemical processes

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    We review the different excitation processes in the interstellar mediumComment: Accepted in Chem. Re

    Positive predictive value of automated database records for diabetic ketoacidosis (DKA) in children and youth exposed to antipsychotic drugs or control medications: a tennessee medicaid study

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    <p>Abstract</p> <p>Background</p> <p>Diabetic ketoacidosis (DKA) is a potentially life-threatening complication of treatment with some atypical antipsychotic drugs in children and <b>youth</b>. Because drug-associated DKA is rare, large automated health outcomes databases may be a valuable data source for conducting pharmacoepidemiologic studies of DKA associated with exposure to individual antipsychotic drugs. However, no validated computer case definition of DKA exists. We sought to assess the positive predictive value (PPV) of a computer case definition to detect incident cases of DKA, using automated records of Tennessee Medicaid as the data source and medical record confirmation as a "gold standard."</p> <p>Methods</p> <p>The computer case definition of DKA was developed from a retrospective cohort study of antipsychotic-related type 2 diabetes mellitus (1996-2007) in Tennessee Medicaid enrollees, aged 6-24 years. Thirty potential cases with any DKA diagnosis (ICD-9 250.1, ICD-10 E1x.1) were identified from inpatient encounter claims. Medical records were reviewed to determine if they met the clinical definition of DKA.</p> <p>Results</p> <p>Of 30 potential cases, 27 (90%) were successfully abstracted and adjudicated. Of these, 24 cases were confirmed by medical record review (PPV 88.9%, 95% CI 71.9 to 96.1%). Three non-confirmed cases presented acutely with severe hyperglycemia, but had no evidence of acidosis.</p> <p>Conclusions</p> <p>Diabetic ketoacidosis in children and youth can be identified in a computerized Medicaid database using our case definition, which could be useful for automated database studies in which drug-associated DKA is the outcome of interest.</p

    The mimetic politics of lone-wolf terrorism

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    Written at a time of crisis in the project of social and political modernity, Fyodor Dostoevsky’s 1864 novel Notes from Underground offers an intriguing parallel for the twenty-first century lone-wolf; it portrays an abject, outcast, spiteful unnamed anti-hero boiling with rage, bitter with resentment and on the verge of radicalisation. A Girardian reading of the poetic truths contained in Dostoevsky’s work is able to provide important keys to explain the contemporary transformation from ‘fourth-wave’ religious terrorism to ‘fifth-wave’ lone-wolf terrorism. Such a reading argues that it is mimetic rivalry – rather than much-trumpeted forms of religious violence or cultural differences – that fuels the triangular relation between governments, terrorists and civilian victims at heart of terrorist acts. This approach is further able to blend social inquiry with an account of the individual, in fact anthropological, conditions of lone-wolf terrorism by tracing the globalisation of resentment and the individualisation of violence to the hyper-mimeticism characterising the globalisation of late modernity. Finally, a mimetic reading of ‘fifth-wave’ terrorism accounts for the turbulence of a global politics in which victimhood and scapegoating no longer have the ability to stabilise social order and warns against a future where violence proliferates and escalates unchecked

    Estimating time-to-onset of adverse drug reactions from spontaneous reporting databases.

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    International audienceBACKGROUND: Analyzing time-to-onset of adverse drug reactions from treatment exposure contributes to meeting pharmacovigilance objectives, i.e. identification and prevention. Post-marketing data are available from reporting systems. Times-to-onset from such databases are right-truncated because some patients who were exposed to the drug and who will eventually develop the adverse drug reaction may do it after the time of analysis and thus are not included in the data. Acknowledgment of the developments adapted to right-truncated data is not widespread and these methods have never been used in pharmacovigilance. We assess the use of appropriate methods as well as the consequences of not taking right truncation into account (naïve approach) on parametric maximum likelihood estimation of time-to-onset distribution. METHODS: Both approaches, naïve or taking right truncation into account, were compared with a simulation study. We used twelve scenarios for the exponential distribution and twenty-four for the Weibull and log-logistic distributions. These scenarios are defined by a set of parameters: the parameters of the time-to-onset distribution, the probability of this distribution falling within an observable values interval and the sample size. An application to reported lymphoma after anti TNF-¿ treatment from the French pharmacovigilance is presented. RESULTS: The simulation study shows that the bias and the mean squared error might in some instances be unacceptably large when right truncation is not considered while the truncation-based estimator shows always better and often satisfactory performances and the gap may be large. For the real dataset, the estimated expected time-to-onset leads to a minimum difference of 58 weeks between both approaches, which is not negligible. This difference is obtained for the Weibull model, under which the estimated probability of this distribution falling within an observable values interval is not far from 1. CONCLUSIONS: It is necessary to take right truncation into account for estimating time-to-onset of adverse drug reactions from spontaneous reporting databases

    Challenges in Estimating Insecticide Selection Pressures from Mosquito Field Data

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    Insecticide resistance has the potential to compromise the enormous effort put into the control of dengue and malaria vector populations. It is therefore important to quantify the amount of selection acting on resistance alleles, their contributions to fitness in heterozygotes (dominance) and their initial frequencies, as a means to predict the rate of spread of resistance in natural populations. We investigate practical problems of obtaining such estimates, with particular emphasis on Mexican populations of the dengue vector Aedes aegypti. Selection and dominance coefficients can be estimated by fitting genetic models to field data using maximum likelihood (ML) methodology. This methodology, although widely used, makes many assumptions so we investigated how well such models perform when data are sparse or when spatial and temporal heterogeneity occur. As expected, ML methodologies reliably estimated selection and dominance coefficients under idealised conditions but it was difficult to recover the true values when datasets were sparse during the time that resistance alleles increased in frequency, or when spatial and temporal heterogeneity occurred. We analysed published data on pyrethroid resistance in Mexico that consists of the frequency of a Ile1,016 mutation. The estimates for selection coefficient and initial allele frequency on the field dataset were in the expected range, dominance coefficient points to incomplete dominance as observed in the laboratory, although these estimates are accompanied by strong caveats about possible impact of spatial and temporal heterogeneity in selection
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