Exact Moment Simulation using Random Orthogonal Matrices

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. A new class of rectangular orthogonal matrices is fundamental to the methodology, and these ``L-matrices'' can be deterministic, parametric or data specific in nature. The target moments determine an L-matrix, then infinitely many random samples with the same exact moments may be generated by multiplying the L-matrix by arbitrary random orthogonal matrices. The methodology is thus termed ``ROM simulation''. We discuss certain classes of random orthogonal matrices and show how each class produces samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But since no parametric assumptions are required there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.simulation, L-matrices, multivariate moments, value-at-risk

Ética e investigación en la historia de la malaria

Resumen La investigacion cientifica en clinica es absolutamente necesaria para el desarrollo del saber medico. No obstante, no siempre el gran progreso alcanzado por la Medicina se ha obtenido respetando la persona humana. En particular, a partir de 1880, cuando Laveran constato por primera vez la naturaleza protozoaria de la malaria, el desarrollo del conocimiento sobre el paludismo ha sido muy notable, pero hasta la mitad del siglo XX estos logros fueron, en muchos casos, fruto de experimentos que hoy resultan en extremo discutibles desde el punto de vista etico, tanto los dedicados al estudio de la biologia y de la fisiopatologia, como especialmente los ensayos de caracter farmacologi-co efectuados en individuos sanos para probar scrapbookpages.com/dachauscrapbook/Dachau Trials/Klaus moleculas con accion antimalarica real o presunta. Schilling.html Referencias 1.- Zakon S J. Alexander Samoilovitch Rosenblium. His contri-His contri-bution to fever therapy. Arch Derm Syph 1943; 48: 52-9. 2.- Codell Carter, K. The rise of causal concepts of disease: case histories. Ashgate Publishing Ltd, UK 2003; 165-6. 3.- Marchiafava E, Celli A. Nuove ricerche sulla infezione malarica. Annali di Agricoltura 1885; 96: 1-33. 4.- Massani, M. Le molte vite dell'Ospedale di S. Spirito dalle sue origini ai nostri giorni. Giornale di Medizina Militare 1983; 103 (1): 54-66.5.- Snowden F M. La conquista della malaria. Una moderniz-zazione italiana 1900-1962. Giulio Einaudi editore, Torino 2000; 46.6.- Columella. Los doce libros de agricultura que escribiera en latin Lucio Junio Moderato Columela, traducidos al castellano por D. Juan Maria Alvarez de Sotomayor y Rubio. Imprenta de D. Miguel de Burgos, Madrid 1824; I (5): 22. 7.- Fantini B. Uno zoologo e la malaria : Battista Grassi e la scoperta del ciclo di trasmissione della malaria. En: Grassi B. Studi di uno zoologo sulla malaria. Giunti Gruppo Edito-riale, Firenze 1998; 22. 8.- Grassi B. Studi di uno zoologo sulla malaria. Biblioteca del-la scienza italiana. Giunti Gruppo Editoriale, Firenze 1998; 89-276.9.- Consejo de Organizaciones Internacionales de las Ciencias Medicas (CIOMS). Pautas eticas internacionales para la investigacion biomedica en seres humanos. Ginebra 2002.10.- Verhage D F, Telgt D S C, Bousema J T, Hermsen C C, van Gemert G J A, van der Meer J W M, et al. Clinical outcome of experimental human malaria induced b

On singular pencils of matrices

"This thesis is a study of Singular Matrix Pencils under various aspects. In part (I) a new derivation of the Canonical Form of matrix pencils is given. This suggests investigation of the transformations of a pencil into itself (part (II)). Finally, part (III) deals with the canonical form of singular pencils of special types, namely those whose members are induced (or invariant) matrices." -- Prefac

Determining the best population-level alcohol consumption model and its impact on estimates of alcohol-attributable harms

BACKGROUND: The goals of our study are to determine the most appropriate model for alcohol consumption as an exposure for burden of disease, to analyze the effect of the chosen alcohol consumption distribution on the estimation of the alcohol Population- Attributable Fractions (PAFs), and to characterize the chosen alcohol consumption distribution by exploring if there is a global relationship within the distribution. METHODS: To identify the best model, the Log-Normal, Gamma, and Weibull prevalence distributions were examined using data from 41 surveys from Gender, Alcohol and Culture: An International Study (GENACIS) and from the European Comparative Alcohol Study. To assess the effect of these distributions on the estimated alcohol PAFs, we calculated the alcohol PAF for diabetes, breast cancer, and pancreatitis using the three above-named distributions and using the more traditional approach based on categories. The relationship between the mean and the standard deviation from the Gamma distribution was estimated using data from 851 datasets for 66 countries from GENACIS and from the STEPwise approach to Surveillance from the World Health Organization. RESULTS: The Log-Normal distribution provided a poor fit for the survey data, with Gamma and Weibull distributions providing better fits. Additionally, our analyses showed that there were no marked differences for the alcohol PAF estimates based on the Gamma or Weibull distributions compared to PAFs based on categorical alcohol consumption estimates. The standard deviation of the alcohol distribution was highly dependent on the mean, with a unit increase in alcohol consumption associated with a unit increase in the mean of 1.258 (95% CI: 1.223 to 1.293) (R2 = 0.9207) for women and 1.171 (95% CI: 1.144 to 1.197) (R2 = 0. 9474) for men. CONCLUSIONS: Although the Gamma distribution and the Weibull distribution provided similar results, the Gamma distribution is recommended to model alcohol consumption from population surveys due to its fit, flexibility, and the ease with which it can be modified. The results showed that a large degree of variance of the standard deviation of the alcohol consumption Gamma distribution was explained by the mean alcohol consumption, allowing for alcohol consumption to be modeled through a Gamma distribution using only average consumption

The evaluation of linear forms

This presentation deals with the evaluation and transformation of linear forms. Especial emphasis is given to implicit methods in which it is not necessary to find the explicit values, x i . The relation of the Aitken triple product matrix CA −1 B to the result of a linear transformation of linear forms is noted, and the numerical computation of this triple product matrix is indicated with the use of the simple Abbreviated Doolittle solution. Application is also made to the evaluation of A −1 and of A −1 C .Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/45755/1/11336_2005_Article_BF02288592.pd

Dynamic Contrast-Enhanced MRI Assessment of Hyperemic Fractional Microvascular Blood Plasma Volume in Peripheral Arterial Disease: Initial Findings

OBJECTIVES: The aim of the current study was to describe a method that assesses the hyperemic microvascular blood plasma volume of the calf musculature. The reversibly albumin binding contrast agent gadofosveset was used in dynamic contrast-enhanced magnetic resonance imaging (DCE MRI) to assess the microvascular status in patients with peripheral arterial disease (PAD) and healthy controls. In addition, the reproducibility of this method in healthy controls was determined. MATERIALS AND METHODS: Ten PAD patients with intermittent claudication and 10 healthy control subjects were included. Patients underwent contrast-enhanced MR angiography of the peripheral arteries, followed by one DCE MRI examination of the musculature of the calf. Healthy control subjects were examined twice on different days to determine normative values and the interreader and interscan reproducibility of the technique. The MRI protocol comprised dynamic imaging of contrast agent wash-in under reactive hyperemia conditions of the calf musculature. Using pharmacokinetic modeling the hyperemic fractional microvascular blood plasma volume (V(p), unit: %) of the anterior tibial, gastrocnemius and soleus muscles was calculated. RESULTS: V(p) was significantly lower for all muscle groups in PAD patients (4.3±1.6%, 5.0±3.3% and 6.1±3.6% for anterior tibial, gastrocnemius and soleus muscles, respectively) compared to healthy control subjects (9.1±2.0%, 8.9±1.9% and 9.3±2.1%). Differences in V(p) between muscle groups were not significant. The coefficient of variation of V(p) varied from 10-14% and 11-16% at interscan and interreader level, respectively. CONCLUSIONS: Using DCE MRI after contrast-enhanced MR angiography with gadofosveset enables reproducible assessment of hyperemic fractional microvascular blood plasma volume of the calf musculature. V(p) was lower in PAD patients than in healthy controls, which reflects a promising functional (hemodynamic) biomarker for the microvascular impairment of macrovascular lesions

MRI of Arterial Flow Reserve in Patients with Intermittent Claudication: Feasibility and Initial Experience

Objectives: The aim of this work was to develop a MRI method to determine arterial flow reserve in patients with intermittent claudication and to investigate whether this method can discriminate between patients and healthy control subjects. Methods: Ten consecutive patients with intermittent claudication and 10 healthy control subjects were included. All subjects underwent vector cardiography triggered quantitative 2D cine MR phase-contrast imaging to obtain flow waveforms of the popliteal artery at rest and during reactive hyperemia. Resting flow, maximum hyperemic flow and absolute flow reserve were determined and compared between the two groups by two independent MRI readers. Also, interreader reproducibility of flow measures was reported. Results: Resting flow was lower in patients compared to controls (4.961.6 and 11.163.2 mL/s in patients and controls, respectively (p,0.01)). Maximum hyperemic flow was 7.362.9 and 16.463.2 mL/s (p,0.01) and the absolute flow reserve was 2.461.6 and 5.361.3 mL/s (p,0.01), respectively in patients and controls. The interreader coefficient of variation was below 10 % for all measures in both patients and controls. Conclusions: Quantitative 2D MR cine phase-contrast imaging is a promising method to determine flow reserve measures in patients with peripheral arterial disease and can be helpful to discriminate patients with intermittent claudication fro