TY - JOUR A1 - Kahmann, Stephanie L. A1 - Rausch, Valentin A1 - Plümer, Jonathan A1 - Müller, Lars P. A1 - Pieper, Martin A1 - Wegmann, Kilian T1 - The automized fracture edge detection and generation of three-dimensional fracture probability heat maps JF - Medical Engineering & Physics N2 - With proven impact of statistical fracture analysis on fracture classifications, it is desirable to minimize the manual work and to maximize repeatability of this approach. We address this with an algorithm that reduces the manual effort to segmentation, fragment identification and reduction. The fracture edge detection and heat map generation are performed automatically. With the same input, the algorithm always delivers the same output. The tool transforms one intact template consecutively onto each fractured specimen by linear least square optimization, detects the fragment edges in the template and then superimposes them to generate a fracture probability heat map. We hypothesized that the algorithm runs faster than the manual evaluation and with low (< 5 mm) deviation. We tested the hypothesis in 10 fractured proximal humeri and found that it performs with good accuracy (2.5 mm ± 2.4 mm averaged Euclidean distance) and speed (23 times faster). When applied to a distal humerus, a tibia plateau, and a scaphoid fracture, the run times were low (1–2 min), and the detected edges correct by visual judgement. In the geometrically complex acetabulum, at a run time of 78 min some outliers were considered acceptable. An automatically generated fracture probability heat map based on 50 proximal humerus fractures matches the areas of high risk of fracture reported in medical literature. Such automation of the fracture analysis method is advantageous and could be extended to reduce the manual effort even further. KW - Fracture classification KW - Shoulder KW - Probability distribution mapping KW - Morphing KW - Imaging Y1 - 2022 SN - 1350-4533 VL - 2022 IS - 110 PB - Elsevier CY - Amsterdam ER - TY - BOOK A1 - Kurz, Melanie A1 - Schwer, Thilo T1 - Raster, Regeln, Ratio : Systematiken und Normungen im Design des 20. Jahrhunderts / herausgegeben von Melanie Kurz und Thilo Schwer T3 - Schriften / Gesellschaft für Designgeschichte Y1 - 2022 SN - 978-3-89986-380-2 N1 - Band 5 PB - avedition CY - Stuttgart ER - TY - JOUR A1 - Vahidpour, Farnoosh A1 - Alghazali, Yousef A1 - Akca, Sevilay A1 - Hommes, Gregor A1 - Schöning, Michael Josef T1 - An Enzyme-Based Interdigitated Electrode-Type Biosensor for Detecting Low Concentrations of H₂O₂ Vapor/Aerosol JF - Chemosensors N2 - This work introduces a novel method for the detection of H₂O₂ vapor/aerosol of low concentrations, which is mainly applied in the sterilization of equipment in medical industry. Interdigitated electrode (IDE) structures have been fabricated by means of microfabrication techniques. A differential setup of IDEs was prepared, containing an active sensor element (active IDE) and a passive sensor element (passive IDE), where the former was immobilized with an enzymatic membrane of horseradish peroxidase that is selective towards H₂O₂. Changes in the IDEs’ capacitance values (active sensor element versus passive sensor element) under H₂O₂ vapor/aerosol atmosphere proved the detection in the concentration range up to 630 ppm with a fast response time (<60 s). The influence of relative humidity was also tested with regard to the sensor signal, showing no cross-sensitivity. The repeatability assessment of the IDE biosensors confirmed their stable capacitive signal in eight subsequent cycles of exposure to H₂O₂ vapor/aerosol. Room-temperature detection of H₂O₂ vapor/aerosol with such miniaturized biosensors will allow a future three-dimensional, flexible mapping of aseptic chambers and help to evaluate sterilization assurance in medical industry. Y1 - 2022 U6 - https://doi.org/10.3390/chemosensors10060202 SN - 2227-9040 N1 - This article belongs to the Special Issue "Bioinspired Chemical Sensors and Micro-Nano Devices" VL - 10 IS - 6 PB - MDPI CY - Basel ER - TY - CHAP A1 - Gaigall, Daniel T1 - On Consistent Hypothesis Testing In General Hilbert Spaces T2 - Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA’22) N2 - Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data. Y1 - 2022 U6 - https://doi.org/10.11159/icsta22.157 N1 - 4th International Conference on Statistics: Theory and Applications (ICSTA’22), Prague, Czech Republic – July 28- 30 SP - Paper No. 157 PB - Avestia Publishing CY - Orléans, Kanada ER -