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This paper is concerned with the filtering problem in continuous time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter, which provides an exact solution for the linear Gaussian problem; (ii) the ensemble Kalman-Bucy filter (EnKBF), which is an approximate filter and represents an extension of the Kalman-Bucy filter to nonlinear problems; and (iii) the feedback particle filter (FPF), which represents an extension of the EnKBF and furthermore provides for a consistent solution in the general nonlinear, non-Gaussian case. The common feature of the three algorithms is the gain times error formula to implement the update step (to account for conditioning due to the observations) in the filter. In contrast to the commonly used sequential Monte Carlo methods, the EnKBF and FPF avoid the resampling of the particles in the importance sampling update step. Moreover, the feedback control structure provides for error correction potentially leading to smaller simulation variance and improved stability properties. The paper also discusses the issue of nonuniqueness of the filter update formula and formulates a novel approximation algorithm based on ideas from optimal transport and coupling of measures. Performance of this and other algorithms is illustrated for a numerical example.
Broad-spectrum antibiotic combination therapy is frequently applied due to increasing resistance development of infective pathogens. The objective of the present study was to evaluate two common empiric broad-spectrum combination therapies consisting of either linezolid (LZD) or vancomycin (VAN) combined with meropenem (MER) against Staphylococcus aureus (S. aureus) as the most frequent causative pathogen of severe infections. A semimechanistic pharmacokinetic-pharmacodynamic (PK-PD) model mimicking a simplified bacterial life-cycle of S. aureus was developed upon time-kill curve data to describe the effects of LZD, VAN, and MER alone and in dual combinations. The PK-PD model was successfully (i) evaluated with external data from two clinical S. aureus isolates and further drug combinations and (ii) challenged to predict common clinical PK-PD indices and breakpoints. Finally, clinical trial simulations were performed that revealed that the combination of VAN-MER might be favorable over LZD-MER due to an unfavorable antagonistic interaction between LZD and MER.
The knowledge of the largest expected earthquake magnitude in a region is one of the key issues in probabilistic seismic hazard calculations and the estimation of worst-case scenarios. Earthquake catalogues are the most informative source of information for the inference of earthquake magnitudes. We analysed the earthquake catalogue for Central Asia with respect to the largest expected magnitudes m(T) in a pre-defined time horizon T-f using a recently developed statistical methodology, extended by the explicit probabilistic consideration of magnitude errors. For this aim, we assumed broad error distributions for historical events, whereas the magnitudes of recently recorded instrumental earthquakes had smaller errors. The results indicate high probabilities for the occurrence of large events (M >= 8), even in short time intervals of a few decades. The expected magnitudes relative to the assumed maximum possible magnitude are generally higher for intermediate-depth earthquakes (51-300 km) than for shallow events (0-50 km). For long future time horizons, for example, a few hundred years, earthquakes with M >= 8.5 have to be taken into account, although, apart from the 1889 Chilik earthquake, it is probable that no such event occurred during the observation period of the catalogue.