<p>The present thesis proposes new methods for obtaining objective and accurate diagnoses in modern healthcare. Non-invasive techniques have been used to examine or diagnose three different medical conditions, namely neuropathy among diabetics, radiotherapy induced erythema (skin redness) among breast cancer patients and diagnoses of cutaneous malignant melanoma. The techniques used were Near-InfraRed spectroscopy (NIR), Multi Frequency Bio Impedance Analysis of whole body (MFBIA-body), Laser Doppler Imaging (LDI) and Digital Colour Photography (DCP).</p><p>The neuropathy for diabetics was studied in papers I and II. The first study was performed on diabetics and control subjects of both genders. A separation was seen between males and females and therefore the data had to be divided in order to obtain good models. NIR spectroscopy was shown to be a viable technique for measuring neuropathy once the division according to gender was made. The second study on diabetics, where MFBIA-body was added to the analysis, was performed on males exclusively. Principal component analysis showed that healthy reference subjects tend to separate from diabetics. Also, diabetics with severe neuropathy separate from persons less affected.</p><p>The preliminary study presented in paper III was performed on breast cancer patients in order to investigate if NIR, LDI and DCP were able to detect radiotherapy induced erythema. The promising results in the preliminary study motivated a new and larger study. This study, presented in papers IV and V, intended to investigate the measurement techniques further but also to examine the effect that two different skin lotions, Essex and Aloe vera have on the development of erythema. The Wilcoxon signed rank sum test showed that DCP and NIR could detect erythema, which is developed during one week of radiation treatment. LDI was able to detect erythema developed during two weeks of treatment. None of the techniques could detect any differences between the two lotions regarding the development of erythema.</p><p>The use of NIR to diagnose cutaneous malignant melanoma is presented as unpublished results in this thesis. This study gave promising but inconclusive results. NIR could be of interest for future development of instrumentation for diagnosis of skin cancer.</p>

<p>This project investigates a laser radar system. The system is based on the principles of time-correlated single photon counting, and by measuring the times-of-flight of reflected photons it can find range profiles and perform three-dimensional imaging of scenes. Because of the photon counting technique the resolution and precision that the system can achieve is very high compared to analog systems. These properties make the system interesting for many military applications. For example, the system can be used to interrogate non-cooperative targets at a safe distance in order to gather intelligence. However, signal processing is needed in order to extract the information from the data acquired by the system. This project focuses on the analysis of different signal processing methods.</p><p>The Wiener filter and the Richardson-Lucy algorithm are used to deconvolve the data acquired by the photon counting system. In order to find the positions of potential targets different approaches of non-linear least squares methods are tested, as well as a more unconventional method called ESPRIT. The methods are evaluated based on their ability to resolve two targets separated by some known distance and the accuracy with which they calculate the position of a single target, as well as their robustness to noise and their computational burden.</p><p>Results show that fitting a curve made of a linear combination of asymmetric super-Gaussians to the data by a method of non-linear least squares manages to accurately resolve targets separated by 1.75 cm, which is the best result of all the methods tested. The accuracy for finding the position of a single target is similar between the methods but ESPRIT has a much faster computation time.</p>

<p> </p><p>The today quarry planning at Klinthagen is rough, which provides an opportunity to introduce new exciting methods to improve the quarry gain and efficiency. Nordkalk AB, active at Klinthagen, wishes to start a new quarry at a nearby location. To exploit future quarries in an efficient manner and ensure production quality, multivariate statistics may help gather important information.</p><p>In this thesis the possibilities of the multivariate statistical approaches of Principal Component Analysis (PCA) and Partial Least Squares (PLS) regression were evaluated on the Klinthagen bore data. PCA data were spatially interpolated by Kriging, which also was evaluated and compared to IDW interpolation.</p><p>Principal component analysis supplied an overview of the variables relations, but also visualised the problems involved when linking geophysical data to geochemical data and the inaccuracy introduced by lacking data quality.</p><p>The PLS regression further emphasised the geochemical-geophysical problems, but also showed good precision when applied to strictly geochemical data.</p><p>Spatial interpolation by Kriging did not result in significantly better approximations than the less complex control interpolation by IDW.</p><p>In order to improve the information content of the data when modelled by PCA, a more discrete sampling method would be advisable. The data quality may cause trouble, though with sample technique of today it was considered to be of less consequence.</p><p>Faced with a single geophysical component to be predicted from chemical variables further geophysical data need to complement existing data to achieve satisfying PLS models.</p><p>The stratified rock composure caused trouble when spatially interpolated. Further investigations should be performed to develop more suitable interpolation techniques.</p>

<p>Population pharmacokinetic-pharmacodynamic (PK-PD) models can be fitted using nonlinear mixed effects modelling (NONMEM). This is an efficient way of learning about drugs and diseases from data collected in clinical trials. Identifying covariates which explain differences between patients is important to discover patient subpopulations at risk of sub-therapeutic or toxic effects and for treatment individualization. Stepwise covariate modelling (SCM) is commonly used to this end. The aim of the current thesis work was to evaluate SCM and to develop alternative approaches. A further aim was to develop a mechanistic PK-PD model describing fasting plasma glucose, fasting insulin, insulin sensitivity and beta-cell mass.</p><p>The lasso is a penalized estimation method performing covariate selection simultaneously to shrinkage estimation. The lasso was implemented within NONMEM as an alternative to SCM and is discussed in comparison with that method. Further, various ways of incorporating information and propagating knowledge from previous studies into an analysis were investigated. In order to compare the different approaches, investigations were made under varying, replicated conditions. In the course of the investigations, more than one million NONMEM analyses were performed on simulated data. Due to selection bias the use of SCM performed poorly when analysing small datasets or rare subgroups. In these situations, the lasso method in NONMEM performed better, was faster, and additionally validated the covariate model. Alternatively, the performance of SCM can be improved by propagating knowledge or incorporating information from previously analysed studies and by population optimal design.</p><p>A model was also developed on a physiological/mechanistic basis to fit data from three phase II/III studies on the investigational drug, tesaglitazar. This model described fasting glucose and insulin levels well, despite heterogeneous patient groups ranging from non-diabetic insulin resistant subjects to patients with advanced diabetes. The model predictions of beta-cell mass and insulin sensitivity were well in agreement with values in the literature.</p>

Diss. Stockholm : Handelshögskolan, 2006 S. 1-125 : 4 uppsatser

<p>The purpose of this research is to examine the impact of liberalisation of trade in services on African LDCs by highlighting the importance of services trade through Mode 4 (temporary movement of natural persons).37 The paper will examine the nature of liberalisation to this Mode under the existing GATS framework, critically analyse the constraints on engaging in negotiations, specifically the national barriers that are hindering this movement, and make suggestions on ways of improving the nature of commitments on movement of natural persons in terms of Mode 4 to favour LDCs as laid down in Article VI of the GATS.</p>

Population pharmacokinetic-pharmacodynamic (PK-PD) models can be fitted using nonlinear mixed effects modelling (NONMEM). This is an efficient way of learning about drugs and diseases from data collected in clinical trials. Identifying covariates which explain differences between patients is important to discover patient subpopulations at risk of sub-therapeutic or toxic effects and for treatment individualization. Stepwise covariate modelling (SCM) is commonly used to this end. The aim of the current thesis work was to evaluate SCM and to develop alternative approaches. A further aim was to develop a mechanistic PK-PD model describing fasting plasma glucose, fasting insulin, insulin sensitivity and beta-cell mass. The lasso is a penalized estimation method performing covariate selection simultaneously to shrinkage estimation. The lasso was implemented within NONMEM as an alternative to SCM and is discussed in comparison with that method. Further, various ways of incorporating information and propagating knowledge from previous studies into an analysis were investigated. In order to compare the different approaches, investigations were made under varying, replicated conditions. In the course of the investigations, more than one million NONMEM analyses were performed on simulated data. Due to selection bias the use of SCM performed poorly when analysing small datasets or rare subgroups. In these situations, the lasso method in NONMEM performed better, was faster, and additionally validated the covariate model. Alternatively, the performance of SCM can be improved by propagating knowledge or incorporating information from previously analysed studies and by population optimal design. A model was also developed on a physiological/mechanistic basis to fit data from three phase II/III studies on the investigational drug, tesaglitazar. This model described fasting glucose and insulin levels well, despite heterogeneous patient groups ranging from non-diabetic insulin resistant subjects to patients with advanced diabetes. The model predictions of beta-cell mass and insulin sensitivity were well in agreement with values in the literature.

由於違約事件不斷發生以及在財務實證上顯示證券的報酬率有厚尾與高狹峰的現象，本文使用縮減式模型與Lévy過程來評價有信用風險下的可轉換公司債。在Lévy過程中，本研究假設股價服從NIG及VG模型，發現此兩種模型比傳統的GBM模型更符合厚尾現象。此外，在Lévy過程參數估計方面，本文使用最大概似法估計參數，在評價可轉換公司債方面，本研究採用最小平方蒙地卡羅法。本文之實證結果顯示，Lévy模型的績效比傳統GBM模型佳。 / Due to the reason that the default events occurred constantly and still continue taking place, empirical log return distributions exhibit fat tail and excess kurtosis, this paper evaluates convertible bonds under Lévy process with default risk using the reduced-form approach. Under the Lévy process, the underlying stock prices are set to be normal inverse Gaussian (NIG) and variance Gamma (VG) model to capture the jump components. In the empirical analysis, we use the maximum likelihood method to estimate the parameters of Lévy distributions, and apply the least squares Monte Carlo Simulation to price convertible bonds. Five examples are shown in pricing convertible bonds using the traditional model and Lévy model. The empirical results show that the performance of Lévy model is better than the traditional one.

The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. The main advantages of the new method are its low computational complexity which remains unchanged regardless of the model size, and that it yields an asymptotically unbiased, consistent, and normally distributed estimator. The thesis consists of four papers. The first one investigates the two main formulations of the unrestricted Thurstonian model for ranking data along with the corresponding identification constraints. It is found that the extra identifications constraints required in one of them lead to unreliable estimates unless the constraints coincide with the true values of the fixed parameters. In the second paper, a pairwise likelihood (PL) estimation is developed for factor analysis models with ordinal variables. The performance of PL is studied in terms of bias and mean squared error (MSE) and compared with that of the conventional estimation methods via a simulation study and through some real data examples. It is found that the PL estimates and standard errors have very small bias and MSE both decreasing with the sample size, and that the method is competitive to the conventional ones. The results of the first two papers lead to the next one where PL estimation is adjusted to the unrestricted Thurstonian ranking model. As before, the performance of the proposed approach is studied through a simulation study with respect to relative bias and relative MSE and in comparison with the conventional estimation methods. The conclusions are similar to those of the second paper. The last paper extends the PL estimation to the whole structural equation modeling framework where data may include both ordinal and continuous variables as well as covariates. The approach is demonstrated through an example run in R software. The code used has been incorporated in the R package lavaan (version 0.5-11).

This dissertation designs linear transceivers for the multiuser downlink in multiple-input multiple-output (MIMO) systems. The designs rely on an uplink/downlink duality for the mean squared error (MSE) of each individual data stream. We first consider the design of transceivers assuming channel state information (CSI) at the transmitter. We consider minimization of the sum-MSE over all users subject to a sum power constraint on each transmission. Using MSE duality, we solve a computationally simpler convex problem in a virtual uplink. The transformation back to the downlink is simplified by our demonstrating the equality of the optimal power allocations in the uplink and downlink. Our second set of designs maximize the sum throughput for all users. We establish a series of relationships linking MSE to the signal-to-interference-plus-noise ratios of individual data streams and the information theoretic channel capacity under linear minimum MSE decoding. We show that minimizing the product of MSE matrix determinants is equivalent to sum-rate maximization, but we demonstrate that this problem does not admit a computationally efficient solution. We simplify the problem by minimizing the product of mean squared errors (PMSE) and propose an iterative algorithm based on alternating optimization with near-optimal performance. The remainder of the thesis considers the more practical case of imperfections in CSI. First, we consider the impact of delay and limited-rate feedback. We propose a system which employs Kalman prediction to mitigate delay; feedback rate is limited by employing adaptive delta modulation. Next, we consider the robust design of the sum-MSE and PMSE minimizing precoders with delay-free but imperfect estimates of the CSI. We extend the MSE duality to the case of imperfect CSI, and consider a new optimization problem which jointly optimizes the energy allocations for training and data stages along with the sum-MSE/PMSE minimizing transceivers. We prove the separability of these two problems when all users have equal estimation error variances, and propose several techniques to address the more challenging case of unequal estimation errors.