419 results on '"Kung-Sik Chan"'
Search Results
2. Reconstructing source-sink dynamics in a population with a pelagic dispersal phase.
- Author
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Kun Chen, Lorenzo Ciannelli, Mary Beth Decker, Carol Ladd, Wei Cheng, Ziqian Zhou, and Kung-Sik Chan
- Subjects
Medicine ,Science - Abstract
For many organisms, the reconstruction of source-sink dynamics is hampered by limited knowledge of the spatial assemblage of either the source or sink components or lack of information on the strength of the linkage for any source-sink pair. In the case of marine species with a pelagic dispersal phase, these problems may be mitigated through the use of particle drift simulations based on an ocean circulation model. However, when simulated particle trajectories do not intersect sampling sites, the corroboration of model drift simulations with field data is hampered. Here, we apply a new statistical approach for reconstructing source-sink dynamics that overcomes the aforementioned problems. Our research is motivated by the need for understanding observed changes in jellyfish distributions in the eastern Bering Sea since 1990. By contrasting the source-sink dynamics reconstructed with data from the pre-1990 period with that from the post-1990 period, it appears that changes in jellyfish distribution resulted from the combined effects of higher jellyfish productivity and longer dispersal of jellyfish resulting from a shift in the ocean circulation starting in 1991. A sensitivity analysis suggests that the source-sink reconstruction is robust to typical systematic and random errors in the ocean circulation model driving the particle drift simulations. The jellyfish analysis illustrates that new insights can be gained by studying structural changes in source-sink dynamics. The proposed approach is applicable for the spatial source-sink reconstruction of other species and even abiotic processes, such as sediment transport.
- Published
- 2014
- Full Text
- View/download PDF
3. Introducing COZIGAM: An R Package for Unconstrained and Constrained Zero-Inflated Generalized Additive Model Analysis
- Author
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Hai Liu and Kung-Sik Chan
- Subjects
EM algorithm ,model selection ,penalized likelihood ,proportionality constraints ,Statistics ,HA1-4737 - Abstract
Zero-inflation problem is very common in ecological studies as well as other areas. Nonparametric regression with zero-inflated data may be studied via the zero-inflated generalized additive model (ZIGAM), which assumes that the zero-inflated responses come from a probabilistic mixture of zero and a regular component whose distribution belongs to the 1-parameter exponential family. With the further assumption that the probability of non-zero-inflation is some monotonic function of the mean of the regular component, we propose the constrained zero-inflated generalized additive model (COZIGAM) for analyzingzero-inflated data. When the hypothesized constraint obtains, the new approach provides a unified framework for modeling zero-inflated data, which is more parsimonious and efficient than the unconstrained ZIGAM. We have developed an R package COZIGAM which contains functions that implement an iterative algorithm for fitting ZIGAMs and COZIGAMs to zero-inflated data basedon the penalized likelihood approach. Other functions included in the package are useful for model prediction and model selection. We demonstrate the use of the COZIGAM package via some simulation studies and a real application.
- Published
- 2010
4. Testing for Threshold Regulation in Presence of Measurement Error
- Author
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Kung-Sik Chan, Simone Giannerini, Greta Goracci, and Howell Tong
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Statistics and Probability ,Statistics, Probability and Uncertainty - Published
- 2024
5. Imaging-based assessment of lung function in a population cooking indoors with biomass fuel: a pilot study
- Author
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Abhilash S. Kizhakke Puliyakote, Emma M. Stapleton, Kumar Durairaj, Kesavan Karuppusamy, Geetha B. Kathiresan, Kumaran Shanmugam, Sirajunnisa Abdul Rahim, Suresh Navaneethakrishnan, Monalisa Bilas, Rui Huang, Nervana Metwali, Matthew Jeronimo, Kung-Sik Chan, Junfeng Guo, Prashant Nagpal, Thomas M. Peters, Peter S. Thorne, Alejandro P. Comellas, and Eric A. Hoffman
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Physiology ,Physiology (medical) - Abstract
Quantitative computed tomography has identified a cluster of women (33%) cooking with biomass fuels (wood) with image-based markers of functional small airways disease and associated alterations in regional lung mechanics. Texture and image registration-based metrics of lung function may allow for early detection of potential inflammatory processes that may arise in response to inhaled biomass smoke, and help identify phenotypes of chronic lung disease prevalent in nonsmoking women in the developing world.
- Published
- 2023
6. Penalized quasi-likelihood estimation of generalized Pareto regression – consistent identification of risk factors for extreme losses
- Author
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Jin Meng and Kung-Sik Chan
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Statistics and Probability ,Economics and Econometrics ,Statistics, Probability and Uncertainty - Published
- 2022
7. TESTING FOR THRESHOLD EFFECTS IN THE TARMA FRAMEWORK.
- Author
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Goracci, Greta, Giannerini, Simone, Kung-Sik Chan, and Howell Tong
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ASYMPTOTIC distribution ,LAGRANGE multiplier ,NULL hypothesis ,CLIMATE research ,TIME series analysis ,TREE-rings - Abstract
We present supremum Lagrange multiplier tests for comparing a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statistics under both the null hypothesis and contiguous local alternatives, and prove the consistency of the tests. A Monte Carlo study shows that the tests enjoy good finite-sample properties and are robust against various forms of model mis-specification. Furthermore, the performance of the tests is not affected by the unknown order of the model. The tests have a low computational burden and do not suffer from some of the drawbacks that affect the quasi-likelihood ratio setting. Lastly, we present an application to a time series of standardized tree-ring growth indices. Our results can lead to new research in climate studies. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
8. 483. Longitudinal Neuroanatomical Endophenotypes in Schizophrenia and How They Relate to Long-Term Disease Trajectories: A Data-Driven Approach for the Iowa Longitudinal Study Cohort
- Author
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Zeru Peterson, Xingzhi Wang, Nancy Andreasen, Beng-Choon Ho, Kung-Sik Chan, and Thomas Nickl-Jockschat
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Biological Psychiatry - Published
- 2023
9. Imaging-based assessment of lung function in a population cooking indoors with biomass fuel: a pilot study.
- Author
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Kizhakke Puliyakote, Abhilash S., Stapleton, Emma M., Durairaj, Kumar, Karuppusamy, Kesavan, Kathiresan, Geetha B., Shanmugam, Kumaran, Rahim, Sirajunnisa Abdul, Navaneethakrishnan, Suresh, Bilas, Monalisa, Rui Huang, Metwali, Nervana, Jeronimo, Matthew, Kung-Sik Chan, Junfeng Guo, Nagpal, Prashant, Peters, Thomas M., Thorne, Peter S., Comellas, Alejandro P., and Hoffman, Eric A.
- Abstract
Biomass fuels (wood) are commonly used indoors in underventilated environments for cooking in the developing world, but the impact on lung physiology is poorly understood. Quantitative computed tomography (qCT) can provide sensitive metrics to compare the lungs of women cooking with wood vs. liquified petroleum gas (LPG). We prospectively assessed (qCT and spirometry) 23 primary female cooks (18 biomass, 5 LPG) with no history of cardiopulmonary disease in Thanjavur, India. CT was obtained at coached total lung capacity (TLC) and residual volume (RV). qCT assessment included texture-derived ground glass opacity [GGO: Adaptive Multiple Feature Method (AMFM)], air-trapping (expiratory voxels ≤ -856HU) and image registration-based assessment [Disease Probability Measure (DPM)] of emphysema, functional small airways disease (%AirTrapDPM), and regional lung mechanics. In addition, within-kitchen exposure assessments included particulate matter <2.5 µm(PM
2.5 ), black carbon, β-(1, 3)-D-glucan (surrogate for fungi), and endotoxin. Air-trapping went undetected at RV via the threshold-based measure (voxels ≤ -856HU), possibly due to density shifts in the presence of inflammation. However, DPM, utilizing image-matching, demonstrated significant air-trapping in biomass vs. LPG cooks (P = 0.049). A subset of biomass cooks (6/18), identified using k-means clustering, had markedly altered DPM-metrics: greater air-trapping (P < 0.001), lower TLC-RV volume change (P < 0.001), a lower mean anisotropic deformation index (ADI; P < 0.001), and elevated % GGO (P < 0.02). Across all subjects, a texture measure of bronchovascular bundles was correlated to the log-transformed β-(1, 3)-D-glucan concentration (P = 0.026, R = 0.46), and black carbon (P = 0.04, R = 0.44). This pilot study identified environmental links with qCT-based lung pathologies and a cluster of biomass cooks (33%) with significant small airways disease. NEW & NOTEWORTHY Quantitative computed tomography has identified a cluster of women (33%) cooking with biomass fuels (wood) with image-based markers of functional small airways disease and associated alterations in regional lung mechanics. Texture and image registration-based metrics of lung function may allow for early detection of potential inflammatory processes that may arise in response to inhaled biomass smoke, and help identify phenotypes of chronic lung disease prevalent in nonsmoking women in the developing world. [ABSTRACT FROM AUTHOR]- Published
- 2023
- Full Text
- View/download PDF
10. Dynamic conditional angular correlation
- Author
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Kung-Sik Chan and Riad Jarjour
- Subjects
Economics and Econometrics ,education.field_of_study ,Correlation coefficient ,Covariance matrix ,Applied Mathematics ,05 social sciences ,Population ,Estimator ,Multivariate normal distribution ,Positive-definite matrix ,01 natural sciences ,Correlation ,010104 statistics & probability ,Positive definiteness ,0502 economics and business ,Applied mathematics ,0101 mathematics ,education ,050205 econometrics ,Mathematics - Abstract
We introduce the concept of angular correlation for estimating the instantaneous correlation matrix with a single multivariate realization. The proposed estimator is generally a positive definite correlation matrix and robust in that for bivariate normal data, the sample angular correlation is equally likely to be above or below the population correlation coefficient. We then generalize the dynamic conditional correlation (DCC) model to the dynamic conditional angular correlation (DCAC) model. We demonstrate the efficacy and robustness of the proposed methods against leptokurticity, with some numerical experiments. In particular, a real application illustrates the better performance of the DCAC model than the DCC model in portfolio construction.
- Published
- 2020
11. Metabolic derangement in polycystic kidney disease mouse models is ameliorated by mitochondrial-targeted antioxidants
- Author
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Dao-Fu Dai, Yi Chu, Gloria A. Benavides, Michelle S. Johnson, Kung-Sik Chan, Victor M. Darley-Usmar, Fei Wu, Nastaran Daneshgar, Peir-In Liang, Michael Kinter, Andrew W. Baguley, and Jianhua Zhang
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Mitochondrial ROS ,QH301-705.5 ,Autosomal dominant polycystic kidney disease ,Medicine (miscellaneous) ,Mitochondrion ,medicine.disease_cause ,urologic and male genital diseases ,General Biochemistry, Genetics and Molecular Biology ,Article ,Antioxidants ,Cell Line ,Polycystic kidney disease ,medicine ,Animals ,Humans ,Biology (General) ,Beta oxidation ,PKD1 ,Chemistry ,urogenital system ,Energy metabolism ,medicine.disease ,Polycystic Kidney, Autosomal Dominant ,female genital diseases and pregnancy complications ,Cell biology ,Mitochondria ,Citric acid cycle ,Disease Models, Animal ,General Agricultural and Biological Sciences ,Oxidative stress - Abstract
Autosomal dominant polycystic kidney disease (ADPKD) is characterized by progressively enlarging cysts. Here we elucidate the interplay between oxidative stress, mitochondrial dysfunction, and metabolic derangement using two mouse models of PKD1 mutation, PKD1RC/null and PKD1RC/RC. Mouse kidneys with PKD1 mutation have decreased mitochondrial complexes activity. Targeted proteomics analysis shows a significant decrease in proteins involved in the TCA cycle, fatty acid oxidation (FAO), respiratory complexes, and endogenous antioxidants. Overexpressing mitochondrial-targeted catalase (mCAT) using adeno-associated virus reduces mitochondrial ROS, oxidative damage, ameliorates the progression of PKD and partially restores expression of proteins involved in FAO and the TCA cycle. In human ADPKD cells, inducing mitochondrial ROS increased ERK1/2 phosphorylation and decreased AMPK phosphorylation, whereas the converse was observed with increased scavenging of ROS in the mitochondria. Treatment with the mitochondrial protective peptide, SS31, recapitulates the beneficial effects of mCAT, supporting its potential application as a novel therapeutic for ADPKD., Daneshgar et al. investigated the role of mitochondrial dysfunction in ADPKD and mitochondria protective agents as potential therapeutics. The authors reported decreased mitochondrial complex activity and downregulation of mitochondrial and metabolic proteins in ADPKD, and proposed mCAT overexpression or SS31 treatment to slow cystogenesis.
- Published
- 2021
12. High-Performance Transparent Ultraviolet Photodetectors Based on InGaZnO Superlattice Nanowire Arrays
- Author
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Johnny C. Ho, Changyong Lan, Ruoting Dong, Kung-Sik Chan, Fengyun Wang, You Meng, SenPo Yip, Xiaolin Kang, and Fangzhou Li
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Materials science ,business.industry ,Superlattice ,General Engineering ,Nanowire ,General Physics and Astronomy ,Photodetector ,02 engineering and technology ,010402 general chemistry ,021001 nanoscience & nanotechnology ,medicine.disease_cause ,01 natural sciences ,0104 chemical sciences ,medicine ,Optoelectronics ,General Materials Science ,0210 nano-technology ,business ,Ultraviolet - Abstract
Due to the efficient photocarrier separation and collection coming from their distinctive band structures, superlattice nanowires (NWs) have great potential as active materials for high-performance optoelectronic devices. In this work, InGaZnO NWs with superlattice structure and controllable stoichiometry are obtained by ambient-pressure chemical vapor deposition. Along the NW axial direction, perfect alternately stacking of InGaO(ZnO)
- Published
- 2019
13. Two-Dimensional Cobalt Phosphate Hydroxide Nanosheets: A New Type of High-Performance Electrocatalysts with Intrinsic CoO6 Lattice Distortion for Water Oxidation
- Author
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Yu-Chang Lin, Zebiao Li, Yang Yang Li, Chun-Kuo Peng, Chao-Lung Chiang, Yan-Gu Lin, Johnny C. Ho, Renjie Wei, Kung-Sik Chan, Xiuming Bu, and You Meng
- Subjects
Materials science ,Chemical substance ,Oxygen evolution ,02 engineering and technology ,010402 general chemistry ,021001 nanoscience & nanotechnology ,Electrocatalyst ,Electrochemistry ,01 natural sciences ,0104 chemical sciences ,chemistry.chemical_compound ,chemistry ,Chemical engineering ,Hydroxide ,Water splitting ,General Materials Science ,0210 nano-technology ,Cobalt phosphate ,Nanosheet - Abstract
Despite the recent advances in electrochemical water splitting, developing cost-effective and highly efficient electrocatalysts for oxygen evolution reaction (OER) still remains a substantial chall...
- Published
- 2019
14. Intervalley conversion in bilayer-monolayer graphene junctions
- Author
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Zijing Lin, Ruigang Li, and Kung-Sik Chan
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Materials science ,Condensed matter physics ,Bilayer ,Conductance ,Fano resonance ,Fermi energy ,02 engineering and technology ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,01 natural sciences ,Atomic and Molecular Physics, and Optics ,Electronic, Optical and Magnetic Materials ,Zigzag ,0103 physical sciences ,Ribbon ,Monolayer ,010306 general physics ,0210 nano-technology ,Bilayer graphene - Abstract
We studied the valley dependent transport properties of bilayer-monolayer graphene junctions consisting of a device region of bilayer zigzag ribbon connected to monolayer zigzag ribbon leads. We determined numerically using the python package Kwant the valley dependent conductance through the junctions in an energy range in which each valley has at most two subbands in a single layer ribbon. There is a Fermi energy in this range in which the K to K conductance drops significantly to below 0.2 e 2 / h (spin degree of freedom is included), while the K to K′ conductance remains high. This means a high percentage of the incident K electrons are transferred to the K′ valley in the outgoing lead. A number of junctions can be designed with K to K′ conductance larger than 1.2 e 2 / h , which have a conversion efficiency higher than 84% and there are also junctions with K to K′ conductance between 1.2 e 2 / h and 0.6 e 2 / h (the conversion efficiency > 66%). Changing the transverse dimension, the conductance features are shifted in energy without significant change to the qualitative behavior. When the longitudinal dimension of the junction is changed, the qualitative features are changed in a way, which resembles the relation between the band structure of armchair ribbons and the dimer numbers along the ribbon's transverse direction. For some junctions, this interesting intervalley scattering property can be explained by Fano resonance. Our results show that these bilayer-monolayer junctions can be used as efficient intervalley converters in valleytronic devices.
- Published
- 2019
15. Electrically controllable spin transport in bilayer graphene with Rashba spin-orbit interaction
- Author
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Junsong Jiang, Kung-Sik Chan, and Qingtian Zhang
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Physics ,Spintronics ,Spin polarization ,Condensed matter physics ,media_common.quotation_subject ,General Physics and Astronomy ,Silicon on insulator ,Spin–orbit interaction ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,Polarization (waves) ,01 natural sciences ,Asymmetry ,010305 fluids & plasmas ,Magnetic field ,0103 physical sciences ,010306 general physics ,Bilayer graphene ,media_common - Abstract
We study the spin transport in bilayer graphene nanoribbons (BGNs) in the presence of Rashba spin-orbit interaction (SOI) and external gate voltages. It is found that the spin polarization can be significantly enhanced by the interlayer asymmetry or longitudinal mirror asymmetry produced by external gate voltages. Rashba SOI alone in BGNs can only generate current with spin polarization along the in-plane y direction, but the polarization components can be found along the x, y and z directions when a gate voltage is applied. High spin polarization with flexible orientation is obtained in the proposed device. Our findings shed new light on the generation of highly spin-polarized current in BGNs without external magnetic fields, which could have useful applications in spintronics device design.
- Published
- 2019
16. Valley polarization enhancement and oscillation in asymmetric T junctions
- Author
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Kung-Sik Chan and Qingtian Zhang
- Subjects
Physics ,Local density of states ,Condensed matter physics ,Graphene ,General Physics and Astronomy ,Electron ,Polarization (waves) ,01 natural sciences ,010305 fluids & plasmas ,law.invention ,Quantum transport ,Zigzag ,law ,0103 physical sciences ,Valleytronics ,010306 general physics ,T junction - Abstract
We studied the valley dependent transport in a T junction consisting of an armchair lead and two zigzag leads. Electrons transmitted from the armchair lead to the two outgoing zigzag leads can be valley polarized. When the two outgoing leads have different widths, electrons are pushed into the wider lead and as a result, the valley polarization of the current in the narrow lead is enhanced with an oscillatory dependence on energy. The oscillation pattern is determined by the widths of the two zigzag leads. We analyzed the total local density of states of the device region of the junction and cannot find features that attribute this enhancement to quasi-bound state formation.
- Published
- 2019
17. Random projection ensemble classification with high-dimensional time series
- Author
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Fuli Zhang and Kung‐Sik Chan
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Statistics and Probability ,General Immunology and Microbiology ,Applied Mathematics ,General Medicine ,General Agricultural and Biological Sciences ,General Biochemistry, Genetics and Molecular Biology - Abstract
Multivariate time-series (MTS) data are prevalent in diverse domains and often high dimensional. We propose new random projection ensemble classifiers with high-dimensional MTS. The method first applies dimension reduction in the time domain via randomly projecting the time-series variables into some low-dimensional space, followed by measuring the disparity via some novel base classifier between the data and the candidate generating processes in the projected space. Our contributions are twofold: (i) We derive optimal weighted majority voting schemes for pooling information from the base classifiers for multiclass classification and (ii) we introduce new base frequency-domain classifiers based on Whittle likelihood (WL), Kullback-Leibler (KL) divergence, eigen-distance (ED), and Chernoff (CH) divergence. Both simulations for binary and multiclass problems, and an Electroencephalogram (EEG) application demonstrate the efficacy of the proposed methods in constructing accurate classifiers with high-dimensional MTS.
- Published
- 2020
18. Glutathione peroxidase-1 overexpression reduces oxidative stress, and improves pathology and proteome remodeling in the kidneys of old mice
- Author
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Renny S. Lan, Kung-Sik Chan, Yi Chu, Rahul Kumar, Hao Feng, Dao-Fu Dai, Rui Huang, and Sanjana Dayal
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0301 basic medicine ,Proteomics ,Aging ,medicine.medical_specialty ,GPX1 ,Proteome ,kidney aging ,Mice, Transgenic ,Biology ,medicine.disease_cause ,Kidney ,reactive oxygen species (ROS) ,Klotho ,03 medical and health sciences ,chemistry.chemical_compound ,Mice ,0302 clinical medicine ,Glutathione Peroxidase GPX1 ,Internal medicine ,Heat shock protein ,medicine ,Animals ,chemistry.chemical_classification ,Reactive oxygen species ,Glutathione Peroxidase ,Age Factors ,Glomerulosclerosis ,Cell Biology ,Glutathione ,medicine.disease ,Oxidative Stress ,030104 developmental biology ,Endocrinology ,medicine.anatomical_structure ,Editorial ,chemistry ,mTOR ,Reactive Oxygen Species ,030217 neurology & neurosurgery ,Oxidative stress ,cardiac aging - Abstract
This study investigated the direct roles of hydrogen peroxide (H2 O2 ) in kidney aging using transgenic mice overexpressing glutathione peroxidase-1 (GPX1 TG). We demonstrated that kidneys in old mice recapitulated kidneys in elderly humans and were characterized by glomerulosclerosis, tubular atrophy, interstitial fibrosis, and loss of cortical mass. Scavenging H2 O2 by GPX1 TG significantly reduced mitochondrial and total cellular reactive oxygen species (ROS) and mitigated oxidative damage, thus improving these pathologies. The potential mechanisms by which ROS are increased in the aged kidney include a decreased abundance of an anti-aging hormone, Klotho, in kidney tissue, and decreased expression of nuclear respiratory factor 2 (Nrf2), a master regulator of the stress response. Decreased Klotho or Nrf2 was not improved in the kidneys of old GPX1 TG mice, even though mitochondrial morphology was better preserved. Using laser capture microdissection followed by label-free shotgun proteomics analysis, we show that the glomerular proteome in old mice was characterized by decreased abundance of cytoskeletal proteins (critical for maintaining normal glomerular function) and heat shock proteins, leading to increased accumulation of apolipoprotein E and inflammatory molecules. Targeted proteomic analysis of kidney tubules from old mice showed decreased abundance of fatty acid oxidation enzymes and antioxidant proteins, as well as increased abundance of glycolytic enzymes and molecular chaperones. GPX1 TG partially attenuated the remodeling of glomerular and tubule proteomes in aged kidneys. In summary, mitochondria from GPX1 TG mice are protected and kidney aging is ameliorated via its antioxidant activities, independent and downstream of Nrf2 or Klotho signaling.
- Published
- 2019
19. Multiple One-Way Edge States From Reciprocal Continuous Media
- Author
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Jinying Xu, Kung-Sik Chan, Jensen Li, and Yineng Liu
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Combinatorics ,Physics ,Chern class ,0103 physical sciences ,General Physics and Astronomy ,02 engineering and technology ,Edge states ,021001 nanoscience & nanotechnology ,010306 general physics ,0210 nano-technology ,01 natural sciences ,Imaging phantom ,Reciprocal - Abstract
One-way edge states are emerging as a robust way to control light in $t\phantom{\rule{0}{0ex}}o\phantom{\rule{0}{0ex}}p\phantom{\rule{0}{0ex}}o\phantom{\rule{0}{0ex}}l\phantom{\rule{0}{0ex}}o\phantom{\rule{0}{0ex}}g\phantom{\rule{0}{0ex}}i\phantom{\rule{0}{0ex}}c\phantom{\rule{0}{0ex}}a\phantom{\rule{0}{0ex}}l$ $p\phantom{\rule{0}{0ex}}h\phantom{\rule{0}{0ex}}o\phantom{\rule{0}{0ex}}t\phantom{\rule{0}{0ex}}o\phantom{\rule{0}{0ex}}n\phantom{\rule{0}{0ex}}i\phantom{\rule{0}{0ex}}c\phantom{\rule{0}{0ex}}s$, in which a high gap Chern number is essential for generating multiple one-way edge states for multiplexing and demultiplexing circuits. Contrary to approaches using gyrotropic photonic crystals, this study shows how reciprocal continuous media with a gauge field and chirality can be used to generate a gap Chern number greater than 1, and to support a maximum of 4 one-way edge states. Such media can be further used to construct one-way signal combiners and splitters, in which branching and transmission efficiencies can be accurately controlled.
- Published
- 2019
20. Impact of advanced detector technology and iterative reconstruction on low-dose quantitative assessment of lung computed tomography density in a biological lung model
- Author
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Eric A. Hoffman, John D. Newell, Nicholas Stoyles, Kung-Sik Chan, Chelsea M. Sloan, Emily Hammond, Jessica C. Sieren, Junfeng Guo, and J. C. Ames
- Subjects
Percentile ,medicine.diagnostic_test ,Radon transform ,business.industry ,Image quality ,Detector ,General Medicine ,Iterative reconstruction ,computer.software_genre ,Air trapping ,Article ,030218 nuclear medicine & medical imaging ,03 medical and health sciences ,0302 clinical medicine ,030228 respiratory system ,Voxel ,medicine ,medicine.symptom ,Quantitative computed tomography ,Nuclear medicine ,business ,computer - Abstract
Purpose Quantitative computed tomography (QCT)-derived measures of lung density are valued methods for objectively characterizing lung parenchymal and peripheral airways disease and are being used in a growing number of lung disease focused trials. Detector and reconstruction improvements in CT technology have allowed for significant radiation dose reduction in image acquisition with comparable qualitative image quality. We report the impact of detector type and reconstruction type on QCT lung density measures in relation to decreasing dose indices. Methods Two sets of studies were completed in an in vivo pig model with a SOMATOM Definition Flash CT system: (a) prior to system upgrade with conventional detectors (UFC) and filtered back projection (FBP), and (b) post system upgrade with integrated electronic detectors (STELLAR) and iterative reconstruction (SAFIRE). CT data were acquired across estimated CT volume dose indices (CTDIvol ) ranging from 0.75 to 15 mGy at both inspiratory and expiratory breath holds. Semiautomated lung segmentations allowed calculation of histogram median, kurtosis, and 15th percentile. Percentage of voxels below -910 HU and -950 HU (inspiratory), and -856 HU (expiratory) were also examined. The changes in these QCT metrics from dose reduction (15 mGy down to 0.75 mGy) were calculated relative to paired reference values (15 mGy). Results were compared based on detector and reconstruction type. Results In this study, STELLAR detectors improved concordance with 15 mGy values down to 3 mGy for inspiratory scans and 6 mGy for expiratory scans. The addition of SAFIRE reconstruction in all acquired measurements resulted in minimal deviation from reference values at 0.75 mGy. Conclusion The use of STELLAR integrated electronic detectors and SAFIRE iterative reconstruction may allow for comparable lung density measures with CT dose indices down to 0.75 mGy.
- Published
- 2018
21. Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables
- Author
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Chao Wang and Kung-Sik Chan
- Subjects
Statistics and Probability ,Restricted maximum likelihood ,Estimation theory ,05 social sciences ,Regression analysis ,Statistics::Other Statistics ,Estimating equations ,Maximum likelihood sequence estimation ,01 natural sciences ,Censoring (statistics) ,Statistics::Computation ,010104 statistics & probability ,Quasi-likelihood ,Autoregressive model ,0502 economics and business ,Statistics ,Econometrics ,Statistics::Methodology ,0101 mathematics ,Statistics, Probability and Uncertainty ,050205 econometrics ,Mathematics - Abstract
Maximum likelihood estimation of a censored autoregressive model with exogenous variables (CARX) requires computing the conditional likelihood of blocks of data of variable dimensions. As the random block dimension generally increases with the censoring rate, maximum likelihood estimation becomes quickly numerically intractable with increasing censoring. We introduce a new estimation approach using the complete-incomplete data framework with the complete data comprising the observations were there no censoring. We introduce a system of unbiased estimating equations motivated by the complete-data score vector, for estimating a CARX model. The proposed quasi-likelihood method reduces to maximum likelihood estimation when there is no censoring, and it is computationally efficient. We derive the consistency and asymptotic normality of the quasi-likelihood estimator, under mild regularity conditions. We illustrate the efficacy of the proposed method by simulations and a real application on phosphorus concentration in river water.
- Published
- 2018
22. Valley dependent transport in graphene L junction
- Author
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Kung-Sik Chan
- Subjects
Materials science ,Condensed matter physics ,Graphene ,02 engineering and technology ,Electron ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,Polarization (waves) ,01 natural sciences ,Atomic and Molecular Physics, and Optics ,Electronic, Optical and Magnetic Materials ,law.invention ,Zigzag ,law ,0103 physical sciences ,010306 general physics ,0210 nano-technology ,Electronic band structure ,Scaling ,Fermi Gamma-ray Space Telescope ,Electronic circuit - Abstract
We studied the valley dependent transport in graphene L junctions connecting an armchair lead and a zigzag lead. The junction can be used in valleytronic devices and circuits. Electrons injected from the armchair lead into the junction is not valley polarized, but they can become valley polarized in the zigzag lead. There are Fermi energies, where the current in the zigzag lead is highly valley polarized and the junction is an efficient generator of valley polarized current. The features of the valley polarized current depend sensitively on the widths of the two leads, as well as the number of dimers in the armchair lead, because this number has a sensitive effect on the band structure of the armchair lead. When an external potential is applied to the junction, the energy range with high valley polarization is enlarged enhancing its function as a generator of highly valley polarized current. The scaling behavior found in other graphene devices is also found in L junctions, which means that the results presented here can be extended to junctions with larger dimensions after appropriate scaling of the energy.
- Published
- 2018
23. Detection of valley currents in graphene nanoribbons
- Author
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Kung-Sik Chan
- Subjects
Physics ,Superconductivity ,Nanostructure ,Condensed matter physics ,Graphene ,General Physics and Astronomy ,02 engineering and technology ,021001 nanoscience & nanotechnology ,01 natural sciences ,law.invention ,Zigzag ,law ,0103 physical sciences ,Ribbon ,Valleytronics ,010306 general physics ,0210 nano-technology ,Electronic band structure ,Graphene nanoribbons - Abstract
There are two valleys in the band structure of graphene zigzag ribbons, which can be used to construct valleytronic devices. We studied the use of a T junction formed by an armchair ribbon and a zigzag ribbon to detect the valley-dependent currents in a zigzag graphene ribbon. A current flowing in a zigzag ribbon is divided by the T junction into the zigzag and armchair leads and this separation process is valley dependent. By measuring the currents in the two outgoing leads, the valley-dependent currents in the incoming lead can be determined. The method does not require superconducting or magnetic elements as in other approaches and thus will be useful in the development of valleytronic devices.
- Published
- 2018
24. Nitrate transport and supply limitations quantified using high-frequency stream monitoring and turning point analysis
- Author
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Kung-Sik Chan, Bo Wang, Christopher S. Jones, and Keith E. Schilling
- Subjects
Hydrology ,0208 environmental biotechnology ,Flux ,Sampling (statistics) ,02 engineering and technology ,STREAMS ,010501 environmental sciences ,Spatial distribution ,01 natural sciences ,020801 environmental engineering ,Catchment hydrology ,chemistry.chemical_compound ,Nitrate ,chemistry ,Nitrate transport ,Environmental science ,Water quality ,0105 earth and related environmental sciences ,Water Science and Technology - Abstract
Agricultural landscapes often leak inorganic nitrogen to the stream network, usually in the form of nitrate-nitrite (NO x -N), degrading downstream water quality on both the local and regional scales. While the spatial distribution of nitrate sources has been delineated in many watersheds, less is known about the complicated temporal dynamics that drive stream NO x -N because traditional methods of stream grab sampling are often conducted at a low frequency. Deployment of accurate real-time, continuous measurement devices that have been developed in recent years enables high-frequency sampling that provides detailed information on the concentration-discharge relation and the timing of NO x -N delivery to streams. We aggregated 15-min interval NO x -N and discharge data over a nine-year period into daily averages and then used robust statistical methods to identify how the discharge regime within an artificially-drained agricultural watershed reflected catchment hydrology and NO x -N delivery pathways. We then quantified how transport and supply limitations varied from year-to-year and how dependence of these limitations varied with climate, especially drought. Our results show NO x -N concentrations increased linearly with discharge up to an average “turning point” of 1.42 mm of area-normalized discharge, after which concentrations decline with increasing discharge. We estimate transport and supply limitations to govern 57 and 43 percent, respectively, of the NO x -N flux over the nine-year period. Drought effects on the NO x -N flux linger for multiple years and this is reflected in a greater tendency toward supply limitations in the three years following drought. How the turning point varies with climate may aid in prediction of NO x -N loading in future climate regimes.
- Published
- 2017
25. Testing for Threshold Diffusion
- Author
-
Fei Su and Kung-Sik Chan
- Subjects
Statistics and Probability ,Economics and Econometrics ,Mathematical optimization ,050208 finance ,05 social sciences ,01 natural sciences ,Term (time) ,Piecewise linear function ,010104 statistics & probability ,symbols.namesake ,0502 economics and business ,symbols ,Test statistic ,Piecewise ,Null distribution ,Applied mathematics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Diffusion (business) ,Constant (mathematics) ,Gaussian process ,Social Sciences (miscellaneous) ,Mathematics - Abstract
The threshold diffusion model assumes a piecewise linear drift term and a piecewise smooth diffusion term, which constitutes a rich model for analyzing nonlinear continuous-time processes. We consider the problem of testing for threshold nonlinearity in the drift term. We do this by developing a quasi-likelihood test derived under the working assumption of a constant diffusion term, which circumvents the problem of generally unknown functional form for the diffusion term. The test is first developed for testing for one threshold at which the drift term breaks into two linear functions. We show that under some mild regularity conditions, the asymptotic null distribution of the proposed test statistic is given by the distribution of certain functional of some centered Gaussian process. We develop a computationally efficient method for calibrating the p-value of the test statistic by bootstrapping its asymptotic null distribution. The local power function is also derived, which establishes the consistency of...
- Published
- 2017
26. Spin-polarized transport in graphene nanoribbons with Rashba spin–orbit interaction: the effects of spatial symmetry
- Author
-
Kung-Sik Chan, Qingtian Zhang, and Jingbo Li
- Subjects
Physics ,Condensed matter physics ,Spin polarization ,Condensed Matter::Other ,Physics::Optics ,General Physics and Astronomy ,Silicon on insulator ,02 engineering and technology ,Spin–orbit interaction ,021001 nanoscience & nanotechnology ,Polarization (waves) ,01 natural sciences ,Symmetry (physics) ,Magnetic field ,0103 physical sciences ,Condensed Matter::Strongly Correlated Electrons ,Physics::Chemical Physics ,Physical and Theoretical Chemistry ,010306 general physics ,0210 nano-technology ,Graphene nanoribbons ,Spin-½ - Abstract
We study the spin-dependent transport properties of graphene nanoribbons with Rashba spin-orbit interaction (SOI). It is found that highly spin polarized electrical currents can be produced in asymmetrically-notched graphene nanoribbons, and the polarization components are found to be along the x, y and z directions. The spin polarization is largely enhanced by breaking the spatial symmetries of ideal graphene nanoribbons with Rashba SOI, and the spin polarized electrical currents with higher flexibility in the orientation of the polarization can be generated. This offers new possibilities for the generation of high spin polarization in graphene nanoribbons without external magnetic fields.
- Published
- 2017
27. On the Ergodicity of First-Order Threshold Autoregressive Moving-Average Processes
- Author
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Kung-Sik Chan, Greta Goracci, Chan, Kung-Sik, and Goracci, Greta
- Subjects
Drift criteria ,nonlinear time serie ,Statistics and Probability ,irreducibility ,recurrence ,Markov chain ,Applied Mathematics ,010102 general mathematics ,Ergodicity ,Parameter space ,01 natural sciences ,law.invention ,010104 statistics & probability ,Invertible matrix ,Autoregressive model ,law ,stationarity ,Irreducibility ,Applied mathematics ,Autoregressive–moving-average model ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics ,Parametric statistics - Abstract
We introduce a certain Markovian representation for the threshold autoregressive moving‐average (TARMA) process with which we solve the long‐standing problem regarding the irreducibility condition of a first‐order TARMA model. Under some mild regularity conditions, we obtain a complete classification of the parameter space of an invertible first‐order TARMA model into parametric regions over which the model is either transient or recurrent, and the recurrence region is further subdivided into regions of null recurrence or positive recurrence, or even geometric recurrence. We derive a set of necessary and sufficient conditions for the ergodicity of invertible first‐order TARMA processes.
- Published
- 2019
28. A dual-gate field-effect transistor in graphene heterojunctions
- Author
-
Kung-Sik Chan, Qingtian Zhang, and Lingling Guo
- Subjects
Photon ,Materials science ,Physics::Optics ,02 engineering and technology ,01 natural sciences ,law.invention ,Computer Science::Hardware Architecture ,Computer Science::Emerging Technologies ,law ,0103 physical sciences ,Physics::Atomic and Molecular Clusters ,General Materials Science ,Electrical and Electronic Engineering ,Circular polarization ,010302 applied physics ,Graphene ,business.industry ,Transistor ,Conductance ,Heterojunction ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,Optoelectronics ,Field-effect transistor ,0210 nano-technology ,business ,Voltage - Abstract
We propose a dual-gate field-effect transistor in graphene under the irradiation of off-resonant circularly polarized light. Graphene heterojunction is created by tuning the carrier densities in graphene through a top gate and back gate. The conductance of the graphene heterojunction oscillates periodically with the top and back gate voltages due to the Fabry-Perot resonances. It is found that the proposed device can act as a promising field-effect transistor, and the “on” and “off” states are controlled by the gate voltages and the off-resonant circularly polarized light. Comparing our simulation results with the experimental results, we find that our theoretical calculations agree well with the reported experiments. Our theoretical simulation enables new possibilities for the design of a photon controllable field-effect transistor in graphene, and it can also work as an optical sensor.
- Published
- 2021
29. Pure valley current generation in graphene nanostructure
- Author
-
Kung-Sik Chan and Qingtian Zhang
- Subjects
Physics ,Nanostructure ,Current generation ,Condensed matter physics ,Graphene ,media_common.quotation_subject ,General Physics and Astronomy ,01 natural sciences ,Asymmetry ,010305 fluids & plasmas ,law.invention ,Zigzag ,law ,0103 physical sciences ,Valleytronics ,Positive bias ,Current (fluid) ,010306 general physics ,media_common - Abstract
We proposed a new method to generate pure valley current in a three-terminal graphene junction using intrinsic asymmetry in graphene nanostructures. The three-terminal junction consists of one zigzag lead and two armchair leads. We found that a pure valley current can be obtained in the zigzag lead by applying a positive bias to one of the armchair leads and a negative bias to the other armchair lead. Our theoretical results provide us with deeper understanding of the generation mechanism of pure valley current and may stimulate further experimental studies of pure valley current in graphene and graphene-like materials.
- Published
- 2021
30. An integrated K-means – Laplacian cluster ensemble approach for document datasets
- Author
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An Jing, Kung-Sik Chan, Xianfeng Li, Sen Xu, Jun Gao, Xiaopeng Hua, and Xu Xiufang
- Subjects
Normalization (statistics) ,Computer science ,Cognitive Neuroscience ,k-means clustering ,02 engineering and technology ,computer.software_genre ,01 natural sciences ,Computer Science Applications ,010104 statistics & probability ,ComputingMethodologies_PATTERNRECOGNITION ,Artificial Intelligence ,0202 electrical engineering, electronic engineering, information engineering ,Cluster (physics) ,Benchmark (computing) ,020201 artificial intelligence & image processing ,Data mining ,0101 mathematics ,Laplacian matrix ,Cluster analysis ,computer ,Laplace operator ,Eigendecomposition of a matrix - Abstract
Cluster ensemble has become an important extension to traditional clustering algorithms, yet the cluster ensemble problem is very challenging due to the inherent difficulty in resolving the label correspondence problem. We adapted the integrated K-means - Laplacian clustering approach to solve the cluster ensemble problem by exploiting both the attribute information embedded in the cluster labels and the pairwise relations among the objects. The optimal solution of the proposed approach requires computing the pseudo inverse of the normalized Laplacian matrix and the eigenvalue decomposition of a large matrix, which can be computationally burdensome for large scale document datasets. We devised an effective algebraic transformation method for efficiently carrying out the aforementioned computations and proposed an integrated K-means - Laplacian cluster ensemble approach (IKLCEA). Experimental results with benchmark document datasets demonstrate that IKLCEA outperforms other cluster ensemble techniques on most cases. In addition, IKLCEA is computationally efficient and can be readily employed in large scale document applications.
- Published
- 2016
31. A controlled statistical study to assess measurement variability as a function of test object position and configuration for automated surveillance in a multicenter longitudinal COPD study (SPIROMICS)
- Author
-
David Couper, Eric A. Hoffman, Chao Wang, MeiLan K. Han, John D. Newell, Dakai Jin, Christopher B. Cooper, Jered Sieren, R.G. Barr, Ella A. Kazerooni, Kung-Sik Chan, Junfeng Guo, and Punam K. Saha
- Subjects
Scanner ,medicine.diagnostic_test ,business.industry ,Computer science ,Computed tomography ,General Medicine ,Object detection ,Imaging phantom ,030218 nuclear medicine & medical imaging ,03 medical and health sciences ,0302 clinical medicine ,030228 respiratory system ,medicine ,Medical imaging ,Computer vision ,Artificial intelligence ,Nuclear medicine ,business - Abstract
Purpose: A test object (phantom) is an important tool to evaluate comparability and stability of CTscanners used in multicenter and longitudinal studies. However, there are many sources of error that can interfere with the test object-derived quantitative measurements. Here the authors investigated three major possible sources of operator error in the use of a test object employed to assess pulmonary density-related as well as airway-related metrics. Methods: Two kinds of experiments were carried out to assess measurement variability caused by imperfect scanning status. The first one consisted of three experiments. A COPDGene test object was scanned using a dual source multidetector computed tomographic scanner (Siemens Somatom Flash) with the Subpopulations and Intermediate Outcome Measures in COPD Study (SPIROMICS) inspiration protocol (120 kV, 110 mAs, pitch = 1, slice thickness = 0.75 mm, slice spacing = 0.5 mm) to evaluate the effects of tilt angle, water bottle offset, and air bubble size. After analysis of these results, a guideline was reached in order to achieve more reliable results for this test object. Next the authors applied the above findings to 2272 test object scans collected over 4 years as part of the SPIROMICS study. The authors compared changes of the data consistency before and after excluding the scans that failed to pass the guideline. Results: This study established the following limits for the test object: tilt index ≤0.3, water bottle offset limits of [−6.6 mm, 7.4 mm], and no air bubble within the water bottle, where tilt index is a measure incorporating two tilt angles around x- and y-axis. With 95% confidence, the density measurement variation for all five interested materials in the test object (acrylic, water,lung, inside air, and outside air) resulting from all three error sources can be limited to ±0.9 HU (summed in quadrature), when all the requirements are satisfied. The authors applied these criteria to 2272 SPIROMICS scans and demonstrated a significant reduction in measurement variation associated with the test object. Conclusions: Three operator errors were identified which significantly affected the usability of the acquired scan images of the test object used for monitoring scanner stability in a multicenter study. The authors’ results demonstrated that at the time of test object scan receipt at a radiology core laboratory, quality control procedures should include an assessment of tilt index, water bottle offset, and air bubble size within the water bottle. Application of this methodology to 2272 SPIROMICS scans indicated that their findings were not limited to the scanner make and model used for the initial test but was generalizable to both Siemens and GE scanners which comprise the scanner types used within the SPIROMICS study.
- Published
- 2016
32. A novel cluster ensemble approach effected by subspace similarity
- Author
-
Tian Zhou, Xianfeng Li, Sen Xu, Kung-Sik Chan, Xiaopeng Hua, and Jun Gao
- Subjects
Computer science ,business.industry ,Pattern recognition ,02 engineering and technology ,computer.software_genre ,01 natural sciences ,Theoretical Computer Science ,Random subspace method ,010104 statistics & probability ,Similarity (network science) ,Artificial Intelligence ,0202 electrical engineering, electronic engineering, information engineering ,Cluster (physics) ,020201 artificial intelligence & image processing ,Computer Vision and Pattern Recognition ,Artificial intelligence ,Data mining ,0101 mathematics ,business ,computer ,Subspace topology - Published
- 2016
33. Novel Logistic Regression Model of Chest CT Attenuation Coefficient Distributions for the Automated Detection of Abnormal (Emphysema or ILD) Versus Normal Lung
- Author
-
John D. Newell, Eric A. Hoffman, Alicia K. Gerke, Feiran Jiao, Kung-Sik Chan, Brad H. Thompson, Junfeng Guo, Laurence J. Fuortes, Marek A. Mikulski, and Chang Hyun Lee
- Subjects
Adult ,Male ,medicine.medical_specialty ,Functional Residual Capacity ,Pulmonary Fibrosis ,Logistic regression ,Article ,030218 nuclear medicine & medical imaging ,03 medical and health sciences ,0302 clinical medicine ,Functional residual capacity ,Hounsfield scale ,Pulmonary fibrosis ,medicine ,Humans ,False Positive Reactions ,Radiology, Nuclear Medicine and imaging ,Lung volumes ,Quantitative computed tomography ,False Negative Reactions ,Lung ,Aged ,Aged, 80 and over ,medicine.diagnostic_test ,business.industry ,Total Lung Capacity ,Interstitial lung disease ,Middle Aged ,respiratory system ,medicine.disease ,030210 environmental & occupational health ,respiratory tract diseases ,Logistic Models ,medicine.anatomical_structure ,Pulmonary Emphysema ,Exhalation ,Radiographic Image Interpretation, Computer-Assisted ,Female ,Radiography, Thoracic ,Radiology ,Lung Diseases, Interstitial ,Tomography, X-Ray Computed ,business ,Algorithms - Abstract
Rationale and Objectives We evaluated the role of automated quantitative computed tomography (CT) scan interpretation algorithm in detecting interstitial lung disease (ILD) and/or emphysema in a sample of elderly subjects with mild lung disease. We hypothesized that the quantification and distributions of CT attenuation values on lung CT, over a subset of Hounsfield units (HUs) range (−1000 HU, 0 HU), can differentiate early or mild disease from normal lung. Materials and Methods We compared the results of quantitative spiral rapid end-exhalation (functional residual capacity, FRC) and end-inhalation (total lung capacity, TLC) CT scan analyses of 52 subjects with radiographic evidence of mild fibrotic lung disease to the results of 17 normal subjects. Several CT value distributions were explored, including (1) that from the peripheral lung taken at TLC (with peels at 15 or 65 mm), (2) the ratio of (1) to that from the core of lung, and (3) the ratio of (2) to its FRC counterpart. We developed a fused-lasso logistic regression model that can automatically identify sub-intervals of −1000 HU and 0 HU over which a CT value distribution provides optimal discrimination between abnormal and normal scans. Results The fused-lasso logistic regression model based on (2) with 15-mm peel identified the relative frequency of CT values of over −1000 HU and −900 and those over −450 HU and −200 HU as a means of discriminating abnormal versus normal lung, resulting in a zero out-sample false-positive rate, and 15% false-negative rate of that was lowered to 12% by pooling information. Conclusions We demonstrated the potential usefulness of this novel quantitative imaging analysis method in discriminating ILD and/or emphysema from normal lungs.
- Published
- 2016
34. Electric and magnetic superlattices in trilayer graphene
- Author
-
Salah Uddin and Kung-Sik Chan
- Subjects
Physics ,Condensed matter physics ,Condensed Matter::Other ,Band gap ,Graphene ,Fermi level ,Dirac (software) ,02 engineering and technology ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,01 natural sciences ,Atomic and Molecular Physics, and Optics ,Symmetry (physics) ,Electronic, Optical and Magnetic Materials ,law.invention ,symbols.namesake ,law ,Quantum electrodynamics ,0103 physical sciences ,symbols ,Electric potential ,010306 general physics ,0210 nano-technology ,Electronic band structure ,Vector potential - Abstract
The properties of one dimensional Kronig–Penney type of periodic electric and vector potential on ABC-trilayer graphene superlattices are investigated. The energy spectra obtained with periodic vector potentials shows the emergence of extra Dirac points in the energy spectrum with finite energies. For identical barrier and well widths, the original as well as the extra Dirac points are located in the ky=0 plane. An asymmetry between the barrier and well widths causes a shift in the extra Dirac points away from the ky=0 plane. Extra Dirac points having same electron hole crossing energy as that of the original Dirac point as well as finite energy Dirac points are generated in the energy spectrum when periodic electric potential is applied to the system. By applying electric and vector potential together, the symmetry of the energy spectrum about the Fermi level is broken. A tunable band gap is induced in the energy spectrum by applying both electric and vector potential simultaneously with different barrier and well widths.
- Published
- 2016
35. Option Pricing with Threshold Diffusion Processes
- Author
-
Kung-Sik Chan and Fei Su
- Subjects
Statistics and Probability ,Economics and Econometrics ,Volatility clustering ,Mathematical optimization ,050208 finance ,05 social sciences ,01 natural sciences ,Piecewise linear function ,010104 statistics & probability ,Valuation of options ,0502 economics and business ,Economics ,Piecewise ,Capital asset pricing model ,0101 mathematics ,Statistics, Probability and Uncertainty ,Time series ,Martingale (probability theory) ,Probability measure - Abstract
The threshold diffusion (TD) model assumes a piecewise linear drift term and piecewise smooth diffusion term, which can capture many nonlinear features and volatility clustering often observed in financial time series data. We solve the problem of option pricing with a TD asset pricing process by deriving the minimum entropy martingale measure, which is the risk-neutral measure closest to the underlying TD probability measure in terms of Kullback-Leibler divergence, given the historical regime-switching pattern. The proposed valuation model is illustrated with a numerical example.
- Published
- 2015
36. Quasi-likelihood estimation of a threshold diffusion process
- Author
-
Fei Su and Kung-Sik Chan
- Subjects
Piecewise linear function ,Economics and Econometrics ,Mathematical optimization ,Stochastic differential equation ,Diffusion process ,Applied Mathematics ,Piecewise ,Estimator ,Applied mathematics ,Diffusion (business) ,Threshold model ,Mathematics ,Term (time) - Abstract
The threshold diffusion process, first introduced by Tong (1990), is a continuous-time process satisfying a stochastic differential equation with a piecewise linear drift term and a piecewise smooth diffusion term, e.g., a piecewise constant function or a piecewise power function. We consider the problem of estimating the (drift) parameters indexing the drift term of a threshold diffusion process with continuous-time observations. Maximum likelihood estimation of the drift parameters requires prior knowledge of the functional form of the diffusion term, which is, however, often unavailable. We propose a quasi-likelihood approach for estimating the drift parameters of a two-regime threshold diffusion process that does not require prior knowledge about the functional form of the diffusion term. We show that, under mild regularity conditions, the quasi-likelihood estimators of the drift parameters are consistent. Moreover, the estimator of the threshold parameter is super consistent and weakly converges to some non-Gaussian continuous distribution. Also, the estimators of the autoregressive parameters in the drift term are jointly asymptotically normal with distribution the same as that when the threshold parameter is known. The empirical properties of the quasi-likelihood estimator are studied by simulation. We apply the threshold model to estimate the term structure of a long time series of US interest rates. The proposed approach and asymptotic results can be readily lifted to the case of a multi-regime threshold diffusion process.
- Published
- 2015
37. Valley polarized transport in graphene cross-junctions
- Author
-
Zijing Lin, Ruigang Li, and Kung-Sik Chan
- Subjects
010302 applied physics ,Materials science ,Condensed matter physics ,Graphene ,Fano resonance ,02 engineering and technology ,Electron ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,Polarization (waves) ,01 natural sciences ,law.invention ,Zigzag ,law ,Electric field ,0103 physical sciences ,Valleytronics ,General Materials Science ,Electrical and Electronic Engineering ,0210 nano-technology ,Bilayer graphene ,Physics::Atmospheric and Oceanic Physics - Abstract
Valley polarized transport was studied in graphene cross junctions consisting of a bilayer graphene device region connected to 4 monolayer graphene leads. Electrons injected from the armchair leads to the zigzag leads can be valley polarized in a range of Fermi energies. The valley polarization is produced by quantum interference and the Fano resonance effect in the device region. We also studied the dependence of the valley polarization on the dimensions of the junction and a vertical electric field applied to the device region. The valley polarization depends sensitively on the electric field, which enables us to control the valley polarization electrically.
- Published
- 2020
38. Large positive and negative magnetoresistance in armchair phosphorene nanoribbons
- Author
-
Qingtian Zhang, Junsong Jiang, Kung-Sik Chan, and Zhongfei Mu
- Subjects
Physics ,Magnetoresistance ,Condensed matter physics ,Spintronics ,General Physics and Astronomy ,Slight change ,Gate voltage ,01 natural sciences ,010305 fluids & plasmas ,Tunnel magnetoresistance ,Phosphorene ,chemistry.chemical_compound ,chemistry ,Ferromagnetism ,Electric field ,0103 physical sciences ,010306 general physics - Abstract
We investigate the tunnel magnetoresistance (TMR) in an armchair phosphorene nanoribbon modulated by two ferromagnetic stripes. It is shown that large TMR can be achieved by applying a perpendicularly electric field to the phosphorene plane. We find that the TMR can be adjusted by an external gate voltage, and the TMR oscillates periodically from positive to negative by a slight change of the gate voltage. This characteristic can be observed in a wide region of exchange splitting values. Our findings open the way to design phosphorene-based spintronics nanodevices, and it may contribute to the future low power spintronic applications.
- Published
- 2020
39. Spin transport in proximity-induced ferromagnetic phosphorene nanoribbons
- Author
-
Zhongfei Mu, Kung-Sik Chan, Qingtian Zhang, and Junsong Jiang
- Subjects
010302 applied physics ,Materials science ,Field (physics) ,Spintronics ,Spin polarization ,Condensed matter physics ,02 engineering and technology ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,021001 nanoscience & nanotechnology ,Condensed Matter Physics ,01 natural sciences ,Condensed Matter::Materials Science ,Phosphorene ,chemistry.chemical_compound ,chemistry ,Ferromagnetism ,0103 physical sciences ,Electrode ,Proximity effect (superconductivity) ,Condensed Matter::Strongly Correlated Electrons ,General Materials Science ,Electrical and Electronic Engineering ,0210 nano-technology ,Spin (physics) - Abstract
We investigate the spin-dependent transport properties in normal/ferromagnetic/normal phosphorene nanoribbon (PNR) junctions where an external gate electrode is attached to the ferromagnetic region. The exchange splitting in ferromagnetic phosphorene is induced by ferromagnetic proximity effect. We found that the current through this junction is spin polarized due to the exchange field induced in phosphorene. The spin polarization oscillates with the external gate voltage, and the spin polarization can be reversed from 100% to −100% by a slight change of the gate voltage. The controllable spin transport in phosphorene nanoribbons can have useful applications in the development of spintronic devices.
- Published
- 2019
40. Spin-transfer torque generated in graphene based topological insulator heterostructures
- Author
-
Kung-Sik Chan, Qingtian Zhang, and Jingbo Li
- Subjects
Materials science ,lcsh:Medicine ,Insulator (electricity) ,02 engineering and technology ,01 natural sciences ,Article ,law.invention ,Condensed Matter::Materials Science ,Magnetization ,law ,0103 physical sciences ,lcsh:Science ,010306 general physics ,Multidisciplinary ,Spintronics ,Condensed matter physics ,Graphene ,lcsh:R ,Spin-transfer torque ,Heterojunction ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,021001 nanoscience & nanotechnology ,Ferromagnetism ,Topological insulator ,lcsh:Q ,Condensed Matter::Strongly Correlated Electrons ,0210 nano-technology - Abstract
We studied the spin-transfer torque (STT) in graphene based normal-metal/topological-insulator/ferromagnet heterostructures (N/TI/F), which is induced by the helical spin-polarized current in the quantum spin Hall insulator. We found that the STT is comparable in magnitude to the STT in ferromagnetic-normal- ferromagnetic graphene junction, while not requiring additional ferromagnetic layer with fixed magnetization, which makes it advantageous for the manipulation of magnetic devices in spintronics. More interestingly, the STT is very robust in our proposed nanostructure, as it is immune to changes in the geometry due to an asymmetrically notch or the presence of random nanopores in the quantum spin Hall insulator. Our theoretical prediction suggests that graphene based quantum spin Hall insulator could be used for very efficient magnetization manipulation for magnetic materials.
- Published
- 2018
41. Inference of Bivariate Long-memory Aggregate Time Series
- Author
-
Henghsiu Tsai, Kung-Sik Chan, and Heiko Rachinger
- Subjects
Statistics and Probability ,Series (mathematics) ,Gaussian ,05 social sciences ,Autocorrelation ,Aggregate (data warehouse) ,Bivariate analysis ,01 natural sciences ,010104 statistics & probability ,symbols.namesake ,Likelihood-ratio test ,0502 economics and business ,Statistics ,Test statistic ,symbols ,Applied mathematics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Brownian motion ,050205 econometrics ,Mathematics - Abstract
We study the autocorrelation structure of aggregates from a bivariate continuous-time process. The underlying model is assumed to be a stationary bivariate Continuous-time Auto-Regressive Fractionally Integrated MovingAverage (CARFIMA) process driven by two independent standard fractional Brownian motions with two Hurst parameters. The limiting model of the aggregates, as the extent of aggregation increases to infinity, is shown to be an instantaneous linear transformation of two independent fractional Gaussian noises with the same Hurst parameters of the continuous-time process from which the aggregates arederived. We derive the likelihood ratio test for testing the equality of the two Hurst parameters, within the framework of Whittle likelihood. The limiting properties of the proposed test statistic and Whittle likelihood estimation are derived, and their finite sample properties are studied by simulation. The efficacy of the proposed approach is demonstrated with a data analysis.
- Published
- 2018
42. Assessing the Relative Importance of Nitrogen-Retention Processes in a Large Reservoir Using Time-Series Modeling
- Author
-
Keith E. Schilling, Kung-Sik Chan, Christopher S. Jones, and Elizabeth Hansen
- Subjects
Statistics and Probability ,Suspended solids ,Denitrification ,010504 meteorology & atmospheric sciences ,Ecology ,Applied Mathematics ,Alkalinity ,chemistry.chemical_element ,Soil science ,Assimilation (biology) ,010501 environmental sciences ,Sedimentation ,01 natural sciences ,Agricultural and Biological Sciences (miscellaneous) ,Nitrogen ,Time series modeling ,chemistry ,Environmental science ,Water quality ,Statistics, Probability and Uncertainty ,General Agricultural and Biological Sciences ,0105 earth and related environmental sciences ,General Environmental Science - Abstract
Nitrogen (N) removal within reservoirs can be substantial, but few studies have reported the relative importance of various N-retention pathways. Assessing N-removal processes in reservoirs is important for quantifying the impacts of reservoirs on downstream water quality. In this study, we used a time-series approach to quantify the relative importance of various N-removal processes in the Saylorville Reservoir in Iowa. Dynamic regression modeling of upstream–downstream changes in key water-quality surrogates (pH, hardness, alkalinity, and suspended solids) and their relation to N concentration changes were used to estimate the relative importances of denitrification, N assimilation by algal uptake, and sedimentation of N on N retention in the reservoir. Assuming that decreasing N concentrations in the reservoir are the sum of these three processes, we estimate that denitrification is the dominant N removal process (60.9 %) followed by algal assimilation (37.9 %) and sedimentation (1.2 %). Our approach represents a new method of establishing the relative importance of N-removal processes in reservoirs and quantifying the impacts of reservoirs on downstream water quality.
- Published
- 2015
43. First-Principles Prediction of the Charge Mobility in Black Phosphorus Semiconductor Nanoribbons
- Author
-
Hui Xu, Kung-Sik Chan, Dan Zhang, Mengqiu Long, Jin Xiao, and Xiaojiao Zhang
- Subjects
Electron mobility ,Materials science ,Condensed matter physics ,Band gap ,business.industry ,Induced high electron mobility transistor ,Electronic structure ,Semiconductor ,Zigzag ,General Materials Science ,Density functional theory ,Physical and Theoretical Chemistry ,business ,Order of magnitude - Abstract
We have investigated the electronic structure and carrier mobility of monolayer black phosphorus nanoribbons (BPNRs) using density functional theory combined with Boltzmann transport method with relaxation time approximation. It is shown that the calculated ultrahigh electron mobility can even reach the order of 10(3) to 10(7) cm(2) V(-1) s(-1) at room temperature. Owing to the electron mobility being higher than the hole mobility, armchair and diagonal BPNRs behave like n-type semiconductors. Comparing with the bare BPNRs, the difference between the hole and electronic mobilities can be enhanced in ribbons with the edges terminated by H atoms. Moreover, because the hole mobility is about two orders of magnitude larger than the electron mobility, zigzag BPNRs with H termination behave like p-type semiconductors. Our results indicate that BPNRs can be considered as a new kind of nanomaterial for applications in optoelectronics, nanoelectronic devices owing to the intrinsic band gap and ultrahigh charge mobility.
- Published
- 2015
44. Very Low-Dose (0.15 mGy) Chest CT Protocols Using the COPDGene 2 Test Object and a Third-Generation Dual-Source CT Scanner With Corresponding Third-Generation Iterative Reconstruction Software
- Author
-
Junfeng Guo, Thomas Allmendinger, Kung-Sik Chan, Jered Sieren, John D. Newell, Eric A. Hoffman, and Matthew K. Fuld
- Subjects
medicine.medical_specialty ,Image quality ,Radiography ,Population ,Iterative reconstruction ,Radiation Dosage ,Article ,Pulmonary Disease, Chronic Obstructive ,Multidetector Computed Tomography ,Image Processing, Computer-Assisted ,medicine ,Medical imaging ,Image noise ,Humans ,Radiology, Nuclear Medicine and imaging ,education ,Lung ,education.field_of_study ,medicine.diagnostic_test ,Phantoms, Imaging ,business.industry ,Magnetic resonance imaging ,General Medicine ,Radiographic Image Enhancement ,Radiographic Image Interpretation, Computer-Assisted ,Radiology ,Nuclear medicine ,business ,Software ,Lung cancer screening - Abstract
The new third-generation dual-source computed tomographic (CT) scanners and third-generation iterative reconstruction software enable substantial reductions in radiation dose to the patient.1 This is of great importance to the medical imaging community because the recent increase in the use of x-ray CT has greatly increased the amount of ionizing radiation received by populations in the United States and other countries around the world.2,3 The recently published National Lung Cancer Screening Trial study showed a 20% decrease in mortality from lung cancer with the use of screening CT scans of the thorax in patients at high risk for lung cancer.4–7 The use of CT for lung cancer screening will further increase the number of x-ray CT studies performed on the thorax. Reducing the CT radiation dose to the thorax would be of great benefit to patients enrolled in lung cancer screening programs. Computed tomography is also increasingly being used to establish quantitative phenotypes to subtype lung diseases such as COPD and asthma,8–15 and reducing the CT dose in these CT studies would also be beneficial. The medical imaging community has been trying to reduce the amount of ionizing radiation to the general population using a number of approaches. These include using medical imaging studies only when they are known to be beneficial to the patient, substituting nonionizing radiation studies such as ultrasound and magnetic resonance imaging for x-ray CT studies whenever possible, lowering the radiation dose of both radiographic and x-ray CT studies as much as possible while still maintaining adequate image quality and image noise levels, and, finally, encouraging CT manufacturers to pursue advanced technological solutions for reducing the radiation exposures necessary to provide diagnostic images of the thorax and other body parts. It is very important for quantitative CT scanning of the lung to maintain the accuracy of the CT attenuation values with acceptable levels of image noise. This is accomplished using carefully designed CT protocols.16 It is also important to monitor the performance of CT scanners that are used for obtaining quantitative measurements over time. This is typically achieved using CT test objects (CT phantoms) that are made up of nonbiologic materials that simulate different in vivo tissue CT densities such as soft tissue, water, lung tissue, and air. The COPDGene 1 test object in the COPDGene phase 1 multicenter National Institutes of Health study is one of the commonly used CT test objects that is used for CT quality control.17 This CT test object has been used in a number of National Institutes of Health and privately sponsored multicenter lung research studies that use quantitative CT to phenotype lung disease including COPDGene, multi-ethnic study of atherosclerosis, severe asthma research program, and subpopulations and intermediate outcome measures in COPD study. We have recently described18 the effects of reducing dose on CT attenuation values in the COPDGene 2 test object using a second-generation dual-source CT scanner, SOMATOM Definition FLASH, and second-generation iterative reconstruction software, SAFIRE.19 In that study, we showed that the COPDGene 2 test object can be used to assess the effects of decreasing dose on the mean attenuation values of the 8 materials in the COPDGene 2 test object using weighted filtered back projection (WFBP) and using the SAFIRE iterative reconstruction method. In this study, we have sought to evaluate the quantitative stability of measures derived from the COPDGene 2 test object while lowering imaging to ultralow doses, taking advantage of advances in third-generation dual-source CT technologies including third-generation iterative reconstruction methods.
- Published
- 2015
45. A valley beam splitter of massive Dirac electrons
- Author
-
Qingtian Zhang and Kung-Sik Chan
- Subjects
Physics ,Graphene ,General Chemical Engineering ,General Chemistry ,Substrate (electronics) ,Electron ,Monolayer graphene ,law.invention ,Wavelength ,Ferromagnetism ,Dirac electron ,law ,Atomic physics ,Beam splitter - Abstract
We propose an electrically controllable valley beam splitter of massive Dirac electrons through the valley dependent Goos–Hanchen effect. The device consists of a monolayer graphene grown on a substrate and two ferromagnetic stripes with magnetizations directed along the current direction (the x axis). We found that the transmitted K and K′ valley electron beams exit at different longitudinal positions, and they can be separated spatially. The lateral displacements for the K and K′ valley electron beams, as well as their separations, can be enhanced by the transmission resonances formed between the two ferromagnetic stripes. The spatial separation between the K and K′ valley electron beams can reach values up to several thousands of wavelengths, which indicates that we can collect the two beams at different positions in the experiment. Our results can stimulate further experimental investigation of valley beam splitter in gapped graphene.
- Published
- 2015
46. Guest Editors’ Introduction:Regime Switching and Threshold Models
- Author
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Kung-Sik Chan, Bruce E. Hansen, and Allan Timmermann
- Subjects
Statistics and Probability ,0209 industrial biotechnology ,Economics and Econometrics ,Economic statistics ,02 engineering and technology ,Regime switching ,01 natural sciences ,010104 statistics & probability ,020901 industrial engineering & automation ,Econometrics ,Economics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Threshold model ,Empirical evidence ,Social Sciences (miscellaneous) - Abstract
This special issue of the Journal of Business & Economic Statistics on “Regime Switching and Threshold Models” is motivated by the mounting empirical evidence of important nonlinearities in regress...
- Published
- 2017
47. Climate variation drives dengue dynamics
- Author
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Nils Christian Stenseth, Liang Lu, Jie Zhou, Kung-Sik Chan, Ming Wang, Shaowei Sang, Yujuan Yue, Zhicong Yang, Lei Xu, Jun Yang, Leif Christian Stige, Tong Jiang, Ziqiang Yan, Jianguo Xu, Xiaobo Liu, Hualiang Lin, and Qiyong Liu
- Subjects
China ,Climate ,Climate Change ,Rain ,030231 tropical medicine ,Population ,Viral infection ,Dengue fever ,Disease Outbreaks ,Dengue ,03 medical and health sciences ,0302 clinical medicine ,Aedes ,Dengue transmission ,medicine ,Animals ,Humans ,Climate variation ,030212 general & internal medicine ,education ,education.field_of_study ,Multidisciplinary ,Ecology ,Temperature ,Outbreak ,Dengue Virus ,Models, Theoretical ,Biological Sciences ,medicine.disease ,Insect Vectors ,Geography ,Southern china - Abstract
Dengue, a viral infection transmitted between people by mosquitoes, is today one of the most rapidly spreading diseases in the world. Here, we report the analyses covering 11 years (2005–2015) from the city of Guangzhou in southern China. Using the first eight years of data to develop an ecological-based model for the dengue system, we reliably predict the following three years of dengue dynamics – years with exceptionally extensive dengue outbreaks. We demonstrate that climate conditions, through the effects of rainfall and temperature on mosquito abundance and dengue transmission rate, play key roles in explaining the temporal dynamics of dengue incidence in the human population. Our study thus contributes to a better understanding of dengue dynamics and provides a predictive tool for preventive dengue-reduction strategies.
- Published
- 2017
48. Detection of smoothly distributed spatial outliers, with applications to identifying the distribution of parenchymal hyperinflation following an airway challenge in asthmatics
- Author
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Kung-Sik Chan, Chang Hyun Lee, Eric A. Hoffman, Andrew L. Thurman, Jiwoong Choi, Sanghun Choi, and Ching-Long Lin
- Subjects
Statistics and Probability ,medicine.medical_specialty ,Smoothness (probability theory) ,Epidemiology ,business.industry ,Mixture model ,medicine.disease ,030218 nuclear medicine & medical imaging ,Pulmonary function testing ,03 medical and health sciences ,0302 clinical medicine ,030228 respiratory system ,Internal medicine ,Outlier ,Cardiology ,Medicine ,Methacholine ,Airway ,business ,Extreme value theory ,Simulation ,medicine.drug ,Asthma - Abstract
Methacholine challenge tests are used to measure changes in pulmonary function that indicate symptoms of asthma. In addition to pulmonary function tests, which measure global changes in pulmonary function, computed tomography images taken at full inspiration before and after administration of methacholine provide local air volume changes (hyper-inflation post methacholine) at individual acinar units, indicating local airway hyperresponsiveness. Some of the acini may have extreme air volume changes relative to the global average, indicating hyperresponsiveness, and those extreme values may occur in clusters. We propose a Gaussian mixture model with a spatial smoothness penalty to improve prediction of hyperresponsive locations that occur in spatial clusters. A simulation study provides evidence that the spatial smoothness penalty improves prediction under different data-generating mechanisms. We apply this method to computed tomography data from Seoul National University Hospital on five healthy and ten asthmatic subjects. Copyright © 2017 John Wiley & Sons, Ltd.
- Published
- 2017
49. An approach for modeling cross-immunity of two strains, with application to variants of Bartonella in terms of genetic similarity
- Author
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Kwang Woo Ahn, Kung-Sik Chan, and Michael Kosoy
- Subjects
Bartonella ,Epidemiology ,Population ,Cross immunity ,Disease Vectors ,Biology ,Microbiology ,Divergence ,Rodent Diseases ,03 medical and health sciences ,Conditional least squares ,Genetic similarity ,Bartonella Infections ,Virology ,Confidence Intervals ,Animals ,Sigmodontinae ,Least-Squares Analysis ,education ,030304 developmental biology ,0303 health sciences ,education.field_of_study ,Coinfection ,Cross-immunity ,030306 microbiology ,Ecology ,Host (biology) ,Immunity ,Public Health, Environmental and Occupational Health ,Sigmodon hispidus ,biology.organism_classification ,Rats ,Disease Models, Animal ,Infectious Diseases ,Evolutionary biology ,Parasitology ,SIR model - Abstract
We developed a two-strain susceptible-infected-recovered (SIR) model that provides a framework for inferring the cross-immunity between two strains of a bacterial species in the host population with discretely sampled co-infection time-series data. Moreover, the model accounts for seasonality in host reproduction. We illustrate an approach using a dataset describing co-infections by several strains of bacteria circulating within a population of cotton rats (Sigmodon hispidus). Bartonella strains were clustered into three genetically close groups, between which the divergence is correspondent to the accepted level of separate bacterial species. The proposed approach revealed no cross-immunity between genetic clusters while limited cross-immunity might exist between subgroups within the clusters.
- Published
- 2014
- Full Text
- View/download PDF
50. Effect of off-center positively charged Coulomb impurity on Dirac states in graphene magnetic dot
- Author
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Kung-Sik Chan and C.M. Lee
- Subjects
Physics ,Coulomb's constant ,Condensed matter physics ,Magnetic confinement fusion ,Zero-point energy ,General Chemistry ,Landau quantization ,Condensed Matter::Mesoscopic Systems and Quantum Hall Effect ,Condensed Matter Physics ,Magnetic field ,Materials Chemistry ,Coulomb ,Electric potential ,Magnetic impurity - Abstract
Using numerical diagonalization, we study the effect of the position of an off-center positively charged Coulomb impurity in a graphene magnetic dot, whose magnetic field profile is chosen as a Gaussian type. Numerical results show that the electron–hole symmetry is broken by the Coulomb potential and the originally zero energy states become nondegenerate and split into hole-like states. For the higher Landau levels shown, owing to the competition between the repulsive Coulomb potential and the magnetic confinement, the level orderings are reversed in the hole states at critical magnetic fields. Similar results are also obtained in the dot-size dependence of the low-lying spectra.
- Published
- 2014
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