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Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion

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arXiv 2022年

作者： Maama, Mohamed Jasra, Ajay Ombao, Hernando Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC) algorithms to sample from the posterior density on the parameters given data. We rely on a novel representation of the time discretization, which seeks to sample from an approximation of the posterior and then corrects via importance sampling;the approximation reduces the time (in terms of total observation time T) by O(T). This method is extended by using a multilevel MCMC method which can reduce the computational cost to achieve a given mean square error (MSE) versus using a single time discretization. Our methods are illustrated on simulated and real data. Copyright © 2022, The Authors. All rights reserved.

关键词： Mean square error

Towards innovative electrodiagnosis tests to investigate neuromuscular excitability dysfunction in critically ill patients: an agreement study

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Research on Biomedical engineering 2023年第4期39卷 949-958页

作者： Silva, Paulo Eugênio Martins, Henrique Resende de Deus Macedo, José Roberto de Queiroz, Alessandra Vasconcelos Ultra de Aguiar, Agda Martins, Emerson Fachin Physical Therapy Division Hospital de Base do Distrito Federal. Instituto de Gestão Estratégica de Saúde do Distrito Federal SMHS Área Especial Quadra 101 DF BrasíliaCEP 70.330-150 Brazil Universidade de São Paulo Faculdade de Medicina SP São Paulo Brazil Graduate Program in Electrical Engineering Universidade Federal de Minas Gerais MG Belo Horizonte Brazil Health Sciences and Technologies PhD Program University of Brasilia DF Brasília Brazil Intensive Care Division Hospital de Base do Distrito Federal Instituto de Gestão Estratégica de Saúde do Distrito Federal DF Brasília Brazil Physical Therapy Division Hospital Regional de Ceilândia Secretaria de Estado de Saúde do Distrito Federal DF Brasília Brazil Physical Therapy Division Hospital de Base do Distrito Federal Instituto de Gestão Estratégica de Saúde do Distrito Federal DF Brasília Brazil Graduate Programs in Health Sciences and Technologies and in Rehabilitation Sciences Physical Therapy Department Faculdade de Ceilândia Universidade de Brasília DF Brasília Brazil

Purpose: Early diagnosis of ICU-acquired weakness can support the ICU team in applying appropriate interventions which may lead to better results at clinical and functional outcomes. Thus, interest has increased in non-invasive and more feasible methods to diagnose neuromuscular dysfunction, such as the stimulus electrodiagnosis test (SET) and strength-duration test (SDT). The aim of the present study was to assess the agreement of the SET and SDT carried out automatically using an innovative method. Methods: We performed a prospective observational study to determine the agreement of SET and SDT, performed automatically using a biofeedback circuit to detect muscle contractions, comprised of an accelerometer module connected to an electrical stimulator. These tests were applied in healthy and critically ill participants. Results: Twenty-one participants were analyzed in the study, and 168 assessments of SET and SDT were performed. The Bland-Altman analysis of automatic SET and SDT in the control group showed a low bias of −25 (95% CI, −94.3 to 44.3 μs) and 0.6 (95% CI, −1.9 to 3.1 μC) respectively. In the critically ill group, automatic SET and SDT presented a low bias of −104.5 (95% CI, −1716 to 1507μs) and −12.6 (95% CI, −119.4 to 94.1 μC) respectively. Conclusions: We demonstrated that an innovative method to carry out SET and SDT automatically presents low agreement bias and good to excellent reliability. © 2023, The Author(s), under exclusive licence to The Brazilian Society of Biomedical engineering.

关键词： Intensive care units

Development of contactless human vital signs monitoring device with remote-photoplethysmography using adaptive region-of-interest and hybrid processing methods

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Intelligence-Based Medicine 2024年 10卷

作者： Novita, Dessy Adikusuma, Fajar Wira Rohadi, Nanang Wibawa, Bambang Mukti Trisanto, Agus Defi, Irma Ruslina Fauziah, Sherllina Rizqi Department of Electrical Engineering Universitas Padjadjaran Department of Physical Medicine and Rehabilitation Hasan Sadikin General Hospital/Faculty of Medicine Universitas Padjadjaran Nursing Science Study Program Faculty of Nursing Universitas Padjadjaran

Vital sign assessment is an examination that indicates changes in health. Direct contact during vital signs assessment can increase the risk of disease transmission. This research aimed to develop a contactless vital sign monitoring prototype that includes heart rate, respiratory rate, blood pressure, and oxygen saturation using a digital camera based on remote photoplethysmography with an adaptive region of interest. The adaptive region-of-interest method uses face detection and skin segmentation to generate red-green-blue signals, taking only the skin pixels of the patients while also minimising the effect of motion artefacts. The hybrid processing method combines several vital sign extraction methods to filter external irrelevant factors and produce heart rate, respiratory rate, blood pressure, and blood oxygen saturation values. In addition, the prototype was tested on 50 participants using standard vital sign assessment tools for comparison. The technical specification test of the prototype concluded that the optimal distance of this prototype was up to 2 m with a processing time of 2 s for every 1-s video. The vital signs results were presented using Bland-Altman, which showed that although the Bland-Altman plots revealed a substantial variance in the limits of agreement (±15–20 mmHg for blood pressure, ±15–17 bpm for heart rate, ±4–6 bpm for respiratory rate, and ±1–3 % for blood oxygen saturation), the mean differences for all vital signs were small (±0.7–5 mmHg for blood pressure, ±0.4–0.6 bpm for heart rate, ±0.5–0.7 bpm for respiratory rate, ±0.4–0.6 for blood oxygen saturation) and most data points were within the limits. While further clinical studies are needed to assess its reliability in monitoring specific medical conditions, the prototype has shown an acceptable agreement in assessing vital signs compared to the conventional methods, making it feasible for further development into a medical device. © 2024

关键词： Contactless monitoring Face detection Medical device Remote photoplethysmography Vital signs assessment

On the relevance of lift force modelling in turbulent wall flows with small inertial particles

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arXiv 2024年

作者： Gao, Wei Shi, Pengyu Parsani, Matteo Costa, Pedro Mechanical Engineering Physical Science and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Applied Mathematics and Computational Science Computer Electrical and Mathematical Science and Engineering Division Extreme Computing Research Center King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Université de Toulouse CNRS Toulouse France Helmholtz-Zentrum Dresden – Rossendorf Institute of Fluid Dynamics Dresden01328 Germany Process & Energy Department TU Delft Leeghwaterstraat 39 Delft2628 CB Netherlands

In particle-laden turbulent wall flows, lift forces can influence the near-wall turbulence. This has been recently observed in particle-resolved simulations, which, however, are too expensive to be used in upscaled models. Instead, point-particle simulations have been the method of choice to simulate the dynamics of these flows during the last decades. While this approach is simpler, cheaper, and physically sound for small inertial particles in turbulence, some issues remain. In the present work, we address challenges associated with lift force modelling in turbulent wall flows and the impact of lift forces in the near-wall flow. We performed direct numerical simulations (DNS) of small inertial point particles in turbulent channel flow for fixed Stokes number and mass loading while varying the particle size. Our results show that the particle dynamics in the buffer region, causing the apparent particle-to-fluid slip velocity to vanish, raises major challenges for accurately modelling lift forces. While our results confirm that lift forces have little influence on particle dynamics for sufficiently small particle sizes, for inner-scaled diameters of order one and beyond, lift forces become quite important near the wall. The different particle dynamics under lift forces results in the modulation of streamwise momentum transport in the near-wall region. We analyze this lift-induced turbulence modulation for different lift force models, and the results indicate that realistic models are critical for particle-modelled simulations to correctly predict turbulence modulation by particles in the near-wall region. © 2024, CC BY.

关键词： Wall flow

Electro osmotically flow of fourth-grade fluid in complex channel with porous medium and lubricated walls: applications in petroleum industry

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Waves in Random and Complex Media 2023年

作者： Nazeer, Mubbashar Pasha, Amjad Ali Hussain, Farooq Adil, Mohammad Mechanical Engineering Program Physical Science and Engineering Division King Abdullah University of Science and Technology Thuwal Saudi Arabia BUITEMS Quetta Pakistan KAUST Clean Combustion Research Center King Abdullah University of Science and Technology Thuwal Saudi Arabia Department of Mathematics Institute of Arts and Sciences Government College University Faisalabad Chiniot Campus Pakistan Aerospace Engineering Department King Abdulaziz University Jeddah Saudi Arabia

This article offers a distinct survey of a multiphase flow through a uniform channel. The electro-osmotic phenomenon is the main source of the flow. Fourth-grade fluid model is used as the base liquid which is suspended with metallic particles to form a bi-phase viscous suspension. Skin friction effects are tackled by employing lubrication effects on the opposite walls of the channel. Porous media is governed by the modified Darcy’s law and the Poisson differential equation is considered for electric double-layer effects. An approximate solution is achieved for the nonlinear fluid flow. The obtained findings are also compared with the existing literature for the limiting case. It is inferred that the shear thickness effects cause the momentum of the bi-phase flow to decline, gradually. However, the motion of the metallic particles is supported by the lubrication effects on the walls of the channel. © 2023 Informa UK Limited, trading as Taylor & Francis Group.

关键词： Porous materials

Facile integration of giant exchange bias in Fe5GeTe2/oxide heterostructures by atomic layer deposition

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physical Review Materials 2023年第1期7卷 014008-014008页

作者： Jierui Liang Shanchuan Liang Ti Xie Andrew F. May Thomas Ersevim Qinqin Wang Hyobin Ahn Changgu Lee Xixiang Zhang Jian-Ping Wang Michael A. McGuire Min Ouyang Cheng Gong Department of Electrical and Computer Engineering and Quantum Technology Center University of Maryland College Park Maryland 20742 USA Materials Science and Technology Division Oak Ridge National Laboratory Oak Ridge Tennessee 37831 USA Department of Physics University of Maryland College Park Maryland 20742 USA SKKU Advanced Institute of Nanotechnology Sungkyunkwan University Suwon Gyeonggido 16419 Republic of Korea Department of Mechanical Engineering Sungkyunkwan University Suwon Gyeonggido 16419 Republic of Korea King Abdullah University of Science and Technology (KAUST) Physical Sciences and Engineering Division (PSE) Thuwal Saudi Arabia Department of Electrical and Computer Engineering University of Minnesota Minneapolis Minnesota 55455 USA

Exchange bias arises from the interfacial exchange coupling in ferromagnet-antiferromagnet bilayers and manifests as a horizontal shift of the magnetic hysteresis loop, constituting a critical component underpinning a broad range of magnetoresistive logic and memory devices. The facile implementation of exchange bias in van der Waals (vdW) magnets would be a key step towards practical devices for emerging vdW spintronics. Here, we report an easy approach to establishing strong exchange bias in the vdW magnet Fe5GeTe2 by a single-step process—atomic layer deposition (ALD) of oxides on Fe5GeTe2. We successfully created exchange bias of 300–1500 Oe in Fe5GeTe2/Al2O3, Fe5GeTe2/ZnO, and Fe5GeTe2/V2O5 heterostructures, at 130 K. Control experiments showed that increasing the oxidant pulse duration in each ALD cycle or utilizing the stronger oxidant O3 can enhance the exchange bias strength, revealing the key role of the ALD oxidants. Our systematic work elucidates the essential role of ALD-enabled oxidization of Fe5GeTe2 in the formation of exchange bias, and establishes ALD of oxides as a facile, controllable, and generally effective approach to creating giant exchange bias in vdW magnets, representing an integral advance towards practical vdW spintronic devices.

关键词： Exchange bias Magnetism Ferromagnets Van der Waals systems

Observation of the symmetry-protected signature of 3-body interactions

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arXiv 2024年

作者： Zhukas, Liudmila A. Wang, Qingfeng Katz, Or Monroe, Christopher Marvian, Iman Duke Quantum Center Departments of Electrical and Computer Engineering and Physics Duke University DurhamNC27708 United States Chemical Physics Program Institute for Physical Science and Technology University of Maryland College ParkMD United States School of Applied and Engineering Physics Cornell University IthacaNY14853 United States

Identifying and characterizing multi-body interactions in quantum processes remains a significant challenge. This is partly because 2-body interactions can produce an arbitrary time evolution, a fundamental fact often called the universality of 2-local gates in the context of quantum computing. However, when an unknown Hamiltonian respects a U(1) symmetry such as charge or particle number conservation, N-body interactions exhibit a distinct symmetry-protected signature known as the N-body phase, which fewer-body interactions cannot mimic. We develop and demonstrate an efficient technique for the detection of 3-body interactions despite the presence of unknown 2-body interactions. This technique, which takes advantage of GHZ states for phase estimation, requires probing the unitary evolution and measuring its determinant in a small subspace that scales linearly with the system size, making it an efficient approach. Copyright © 2024, The Authors. All rights reserved.

关键词： Hamiltonians

Molecular architecture of mammalian pyruvate dehydrogenase complex

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Protein & Cell 2025年第1期16卷 72-78页

作者： Maofei Chen Yutong Song Sensen Zhang Yitang Zhang Xudong Chen Minghui Zhang Meng Han Xin Gao Sai Li Maojun Yang Tsinghua-Peking Center for Life Sciences Beijing Frontier Research Center for Biological StructureSchool of Life SciencesTsinghua UniversityBeijing 100084China Ministry of Education Key Laboratory of Protein Science Tsinghua UniversityBeijing 100084China State Key Laboratory of Membrane Biology Tsinghua UniversityBeijing 100084China Department of Biochemistry and Molecular Biology School of Basic Medical SciencesShenzhen University Health Science CenterShenzhen 518060China Protein Research Technology Center Protein Chemistry and Omics PlatformSchool of Life SciencesTsinghua UniversityBeijing 100084China Computer Science Program ComputerElectrical and Mathematical Sciences and Engineering DivisionKing Abdullah University of Science and Technology(KAUST)Thuwal 23955-6900Kingdom of Saudi Arabia Computational Bioscience Research Center King Abdullah University of Science and TechnologyThuwal 23955-6900Kingdom of Saudi Arabia Cryo-EM Facility Center Southern University of Science and TechnologyShenzhen 518055China Beijing Life Science Academy Beijing 102209China

Dear Editor,Pyruvate dehydrogenase complex(PDHc) is a large multienzyme assembly(Mr = 4–10 million Daltons) consisting of three essential components: pyruvate dehydrogenase(E1p), dihydrolipoyl transacetylase(E2p), and dihydrolipoyl dehydrogenase(E3). These three enzymes perform distinct functions sequentially to catalyze the oxidative decarboxylation of pyruvate with formation of nicotinamide adenine dinucleotide(NADH) and acetyl-coenzyme A(Patel and Roche, 1990).

关键词： sequentially oxidative Dalton

Bayesian Inference for Non-Synchronously Observed Diffusions

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arXiv 2025年

作者： Jasra, Ajay Kamatani, Kengo Wu, Amin School of Data Science The Chinese University of Hong Kong Shenzhen Shenzhen China Institute of Statistical Mathematics Tokyo190-0014 Japan Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency trading or crude oil futures trading. We adopt a diffusion model for the data and formulate a Bayesian model with priors on unknown parameters along with a latent representation for the the so-called missing data. We then consider computational methodology to fit the model using Markov chain Monte Carlo (MCMC). We have to resort to time-discretization methods as the complete data likelihood is intractable and this can cause considerable issues for MCMC when the data are observed in low frequencies. In a high frequency observation frequencies we present a simple particle MCMC method based on an Euler–Maruyama time discretization, which can be enhanced using multilevel Monte Carlo (MLMC). In the low frequency observation regime we introduce a novel bridging representation of the posterior in continuous time to deal with the issues of MCMC in this case. This representation is discretized and fitted using MCMC and MLMC. We apply our methodology to real and simulated data to establish the efficacy of our methodology. © 2025, CC BY.

关键词： Crude oil