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Biomechanical simulation of different prosthetic meshes for repairing uterine/vaginal vault prolapse
(2017)
The paper presents a method for the quantitative assessment of choroidal blood flow using an OCT-A system. The developed technique for processing of OCT-A scans is divided into two stages. At the first stage, the identification of the boundaries in the selected portion was performed. At the second stage, each pixel mark on the selected layer was represented as a volume unit, a voxel, which characterizes the region of moving blood. Three geometric shapes were considered to represent the voxel. On the example of one OCT-A scan, this work presents a quantitative assessment of the blood flow index. A possible modification of two-stage algorithm based on voxel scan processing is presented.
The discovery of human induced pluripotent stem cells reprogrammed from somatic cells [1] and their ability to differentiate into cardiomyocytes (hiPSC-CMs) has provided a robust platform for drug screening [2]. Drug screenings are essential in the development of new components, particularly for evaluating the potential of drugs to induce life-threatening pro-arrhythmias. Between 1988 and 2009, 14 drugs have been removed from the market for this reason [3]. The microelectrode array (MEA) technique is a robust tool for drug screening as it detects the field potentials (FPs) for the entire cell culture. Furthermore, the propagation of the field potential can be examined on an electrode basis. To analyze MEA measurements in detail, we have developed an open-source tool.
Chemische Sensoren mit Bariumstrontiumtitanat als funktionelle Schicht zur Multiparameterdetektion
(2013)
Multi-parameter detection for supporting monitoring and control of biogas processes in agriculture
(2014)
Beim Ausbau nachhaltiger, regenerativer Energieversorgung hat die Umwandlung von organischer Biomasse in Biogas ein großes Potential. Der zugrundeliegende, komplexe biologische Prozess wird noch immer unzureichend verstanden und bedarf systematischer Untersuchungen der Prozessparameter, um einen hohen Ertrag bei guter Gasqualität zu ermöglichen. Die Fragestellungen zur Entschlüsselung des Prozesses sind sowohl verfahrenstechnischer als auch mikrobiologischer Natur. Aus mikrobiologischer Sicht ist die Kenntnis der tatsächlich beteiligten prozesstragenden Mikroorganismen von erheblicher Bedeutung, aus verfahrenstechnischer Sicht die Kenntnis der physikalischen und chemischen Faktoren, welche die mikrobiologischen Prozesse und kontrollieren. Im Zusammenspiel aller dieser Parameter wird die Biogasbildung befördert oder behindert, bis zum Abbruch des Prozesses.
Eine mögliche Kontrollmethode ist die Messung der metabolischen Aktivität prozesstragender Organismen.
Diese soll, beruhend auf fundierten Prozessdaten, gewonnen durch eine Parallelanlage, mit einem lichtadressierbaren potentiometrischen Sensor-System (LAPS) realisiert werden. Dieser Sensor ist in der Lage, pH-Wert-änderungen zu detektieren, die durch den Stoffwechsel der auf dem Chip immobilisierten Organismen hervorgerufen werden, um eine Online-Überwachung von Biogasanlagen zu ermöglichen.
An increasing number of applications target their executions on specific hardware like general purpose Graphics Processing Units. Some Cloud Computing providers offer this specific hardware so that organizations can rent such resources. However, outsourcing the whole application to the Cloud causes avoidable costs if only some parts of the application benefit from the specific expensive hardware. A partial execution of applications in the Cloud is a tradeoff between costs and efficiency. This paper addresses the demand for a consistent framework that allows for a mixture of on- and off-premise calculations by migrating only specific parts to a Cloud. It uses the concept of workflows to present how individual workflow tasks can be migrated to the Cloud whereas the remaining tasks are executed on-premise.
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.