Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\'evy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include L\'evy processes and in particular Brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.Comment: 22 pages, including 4 figures and 8 pages of source code for the generation of sample paths of Feller processe

Novel use of a Weerda laryngoscope for transoral excision of a cervical ganglioneuroma: a case report

<p>Abstract</p> <p>Introduction</p> <p>A ganglioneuroma is a benign neoplasm arising from neural crest cells of the sympathetic nerve fibers and is most commonly seen in the posterior mediastinum or retroperitoneum. Although very uncommon, ganglioneuromas must be included in the differential diagnosis of neck masses. In young adult women, neck incisions made for excision of these benign tumors should be avoided whenever possible.</p> <p>Case presentation</p> <p>We herein describe the case of a 19-year-old Japanese woman with a ganglioneuroma. The tumor was found in the parapharyngeal space, an unusual location. A fine-needle aspiration biopsy was performed but was considered inadequate to make a definitive diagnosis, so the asymptomatic lesion was surgically excised using a Weerda laryngoscope. The lesion measured 4 × 3 cm in size and was encapsulated. A pathological analysis showed the presence of two distinct cell types, ganglion cells and Schwann cells, embedded in a loose myxoid stroma. The final diagnosis was a ganglioneuroma.</p> <p>Conclusion</p> <p>A complete excision was made possible by using a transoral approach with a novel use of the Weerda laryngoscope. Although its applicability to specific cases depends on the location, size and nature of the tumor, we believe that the Weerda laryngoscope will continue to be useful for performing transoral surgery for cervical tumors.</p

Factors affecting innovation and imitation of ICT in the agrifood sector

Diffusion of innovations has gained a lot of attention and concerns different scientific fields. Many studies, which examine the determining factors of technological innovations in the agricultural and agrifood sector, have been conducted using the widely used Technology Accepted Model, for a random sample of farmers or firms engaged in agricultural sector. In the present study, a holistic examination of the determining factors that affect the propensity of firms to innovate or imitate, is conducted. The diffusion of ICT tools of firms which are engaged in the NACE 02/03 as well as in the NACE 10/11 classifications for 49 heterogeneous national markets is examined, using the Bass model. The innovation parameter is positively associated with rural income, female employment, export activity and education of farmers, while the imitation parameter is increased in countries whose societies are characterized by uncertainty avoidance

Comparing stochastic differential equations and agent-based modelling and simulation for early-stage cancer

There is great potential to be explored regarding the use of agent-based modelling and simulation as an alternative paradigm to investigate early-stage cancer interactions with the immune system. It does not suffer from some limitations of ordinary differential equation models, such as the lack of stochasticity, representation of individual behaviours rather than aggregates and individual memory. In this paper we investigate the potential contribution of agent-based modelling and simulation when contrasted with stochastic versions of ODE models using early-stage cancer examples. We seek answers to the following questions: (1) Does this new stochastic formulation produce similar results to the agent-based version? (2) Can these methods be used interchangeably? (3) Do agent-based models outcomes reveal any benefit when compared to the Gillespie results? To answer these research questions we investigate three well-established mathematical models describing interactions between tumour cells and immune elements. These case studies were re-conceptualised under an agent-based perspective and also converted to the Gillespie algorithm formulation. Our interest in this work, therefore, is to establish a methodological discussion regarding the usability of different simulation approaches, rather than provide further biological insights into the investigated case studies. Our results show that it is possible to obtain equivalent models that implement the same mechanisms; however, the incapacity of the Gillespie algorithm to retain individual memory of past events affects the similarity of some results. Furthermore, the emergent behaviour of ABMS produces extra patters of behaviour in the system, which was not obtained by the Gillespie algorithm

The Epidemics of Donations: Logistic Growth and Power-Laws

This paper demonstrates that collective social dynamics resulting from individual donations can be well described by an epidemic model. It captures the herding behavior in donations as a non-local interaction between individual via a time-dependent mean field representing the mass media. Our study is based on the statistical analysis of a unique dataset obtained before and after the tsunami disaster of 2004. We find a power-law behavior for the distributions of donations with similar exponents for different countries. Even more remarkably, we show that these exponents are the same before and after the tsunami, which accounts for some kind of universal behavior in donations independent of the actual event. We further show that the time-dependent change of both the number and the total amount of donations after the tsunami follows a logistic growth equation. As a new element, a time-dependent scaling factor appears in this equation which accounts for the growing lack of public interest after the disaster. The results of the model are underpinned by the data analysis and thus also allow for a quantification of the media influence

Evolution of ligand specificity in vertebrate corticosteroid receptors

<p>Abstract</p> <p>Background</p> <p>Corticosteroid receptors include mineralocorticoid (MR) and glucocorticoid (GR) receptors. Teleost fishes have a single MR and duplicate GRs that show variable sensitivities to mineralocorticoids and glucocorticoids. How these receptors compare functionally to tetrapod MR and GR, and the evolutionary significance of maintaining two GRs, remains unclear.</p> <p>Results</p> <p>We used up to seven steroids (including aldosterone, cortisol and 11-deoxycorticosterone [DOC]) to compare the ligand specificity of the ligand binding domains of corticosteroid receptors between a mammal (<it>Mus musculus</it>) and the midshipman fish (<it>Porichthys notatus</it>), a teleost model for steroid regulation of neural and behavioral plasticity. Variation in mineralocorticoid sensitivity was considered in a broader phylogenetic context by examining the aldosterone sensitivity of MR and GRs from the distantly related daffodil cichlid (<it>Neolamprologus pulcher</it>), another teleost model for neurobehavioral plasticity. Both teleost species had a single MR and duplicate GRs. All MRs were sensitive to DOC, consistent with the hypothesis that DOC was the initial ligand of the ancestral MR. Variation in GR steroid-specificity corresponds to nine identified amino acid residue substitutions rather than phylogenetic relationships based on receptor sequences.</p> <p>Conclusion</p> <p>The mineralocorticoid sensitivity of duplicate GRs in teleosts is highly labile in the context of their evolutionary phylogeny, a property that likely led to neo-functionalization and maintenance of two GRs.</p

SUP: an extension to SLINK to allow a larger number of marker loci to be simulated in pedigrees conditional on trait values

BACKGROUND: With the recent advances in high-throughput genotyping technologies that allow for large-scale association mapping of human complex traits, promising statistical designs and methods have been emerging. Efficient simulation software are key elements for the evaluation of the properties of new statistical tests. SLINK is a flexible simulation tool that has been widely used to generate the segregation and recombination processes of markers linked to, and possibly associated with, a trait locus, conditional on trait values in arbitrary pedigrees. In practice, its most serious limitation is the small number of loci that can be simulated, since the complexity of the algorithm scales exponentially with this number. RESULTS: I describe the implementation of a two-step algorithm to be used in conjunction with SLINK to enable the simulation of a large number of marker loci linked to a trait locus and conditional on trait values in families, with the possibility for the loci to be in linkage disequilibrium. SLINK is used in the first step to simulate genotypes at the trait locus conditional on the observed trait values, and also to generate an indicator of the descent path of the simulated alleles. In the second step, marker alleles or haplotypes are generated in the founders, conditional on the trait locus genotypes simulated in the first step. Then the recombination process between the marker loci takes place conditionally on the descent path and on the trait locus genotypes. This two-step implementation is often computationally faster than other software that are designed to generate marker data linked to, and possibly associated with, a trait locus. CONCLUSION: Because the proposed method uses SLINK to simulate the segregation process, it benefits from its flexibility: the trait may be qualitative with the possibility of defining different liability classes (which allows for the simulation of gene-environment interactions or even the simulation of multi-locus effects between unlinked susceptibility regions) or it may be quantitative and normally distributed. In particular, this implementation is the only one available that can generate a large number of marker loci conditional on the set of observed quantitative trait values in pedigrees

Diffusion patterns of new anti-diabetic drugs into hospitals in Taiwan: the case of Thiazolidinediones for diabetes

<p>Abstract</p> <p>Background</p> <p>Diffusion of new drugs in the health care market affects patients' access to new treatment options and health care expenditures. We examined how a new drug class for diabetes mellitus, thiazolidinediones (TZDs), diffused in the health care market in Taiwan.</p> <p>Methods</p> <p>Assuming that monthly hospital prescriptions of TZDs could serve as a micro-market to perform drug penetration studies, we retrieved monthly TZD prescription data for 580 hospitals in Taiwan from Taiwan's National Health Insurance Research Database for the period between March 1, 2001 and December 31, 2005. Three diffusion parameters, time to adoption, speed of penetration (monthly growth on prescriptions), and peak penetration (maximum monthly prescription) were evaluated. Cox proportional hazards model and quantile regressions were estimated for analyses on the diffusion parameters.</p> <p>Results</p> <p>Prior hospital-level pharmaceutical prescription concentration significantly deterred the adoption of the new drug class (HR: 0.02, 95%CI = 0.01 to 0.04). Adoption of TZDs was slower in district hospitals (HR = 0.43, 95%CI = 0.24 to 0.75) than medical centers and faster in non-profit hospitals than public hospitals (HR = 1.79, 95%CI = 1.23 to 2.61). Quantile regression showed that penetration speed was associated with a hospital's prior anti-diabetic prescriptions (25%Q: 18.29; 50%Q: 25.57; 75%Q: 30.97). Higher peaks were found in hospitals that had adopted TZD early (25%Q: -40.33; 50%Q: -38.65; 75%Q: -32.29) and in hospitals in which the drugs penetrated more quickly (25%Q: 16.53; 50%Q: 24.91; 75%Q: 31.50).</p> <p>Conclusions</p> <p>Medical centers began to prescribe TZDs earlier, and they prescribed more TZDs at a faster pace. The TZD diffusion patterns varied among hospitals depending accreditation level, ownership type, and prescription volume of Anti-diabetic drugs.</p

Diffusion patterns of new anti-diabetic drugs into hospitals in Taiwan: the case of Thiazolidinediones for diabetes

<p>Abstract</p> <p>Background</p> <p>Diffusion of new drugs in the health care market affects patients' access to new treatment options and health care expenditures. We examined how a new drug class for diabetes mellitus, thiazolidinediones (TZDs), diffused in the health care market in Taiwan.</p> <p>Methods</p> <p>Assuming that monthly hospital prescriptions of TZDs could serve as a micro-market to perform drug penetration studies, we retrieved monthly TZD prescription data for 580 hospitals in Taiwan from Taiwan's National Health Insurance Research Database for the period between March 1, 2001 and December 31, 2005. Three diffusion parameters, time to adoption, speed of penetration (monthly growth on prescriptions), and peak penetration (maximum monthly prescription) were evaluated. Cox proportional hazards model and quantile regressions were estimated for analyses on the diffusion parameters.</p> <p>Results</p> <p>Prior hospital-level pharmaceutical prescription concentration significantly deterred the adoption of the new drug class (HR: 0.02, 95%CI = 0.01 to 0.04). Adoption of TZDs was slower in district hospitals (HR = 0.43, 95%CI = 0.24 to 0.75) than medical centers and faster in non-profit hospitals than public hospitals (HR = 1.79, 95%CI = 1.23 to 2.61). Quantile regression showed that penetration speed was associated with a hospital's prior anti-diabetic prescriptions (25%Q: 18.29; 50%Q: 25.57; 75%Q: 30.97). Higher peaks were found in hospitals that had adopted TZD early (25%Q: -40.33; 50%Q: -38.65; 75%Q: -32.29) and in hospitals in which the drugs penetrated more quickly (25%Q: 16.53; 50%Q: 24.91; 75%Q: 31.50).</p> <p>Conclusions</p> <p>Medical centers began to prescribe TZDs earlier, and they prescribed more TZDs at a faster pace. The TZD diffusion patterns varied among hospitals depending accreditation level, ownership type, and prescription volume of Anti-diabetic drugs.</p