Section: Application Domains
Biomedical Applications
ECG analysis and modelling
ECG and signals derived from them are an important source of information in the detection of various pathologies, including e.g. congestive heart failure, arrhythmia and sleep apnea. The fact that the irregularity of ECG bears some information on the condition of the heart is well documented (see e.g. the web resource http://www.physionet.org ). The regularity parameters that have been studied so far are mainly the box and regularization dimensions, the local Hölder exponent and the multifractal spectrum [61] , [63] . These have been found to correlate well with certain pathologies in some situations. From a general point of view, we participate in this research area in two ways.
First, we use refined regularity characterizations, such as the regularization dimension, 2-microlocal analysis and advanced multifractal spectra for a more precise analysis of ECG data. This requires in particular to test current estimation procedures and to develop new ones.
Second, we build stochastic processes that mimic in a faithful way some features of the dynamics of ECG. For instance, the local regularity of RR intervals, estimated in a parametric way based on a modelling by an mBm, displays correlations with the amplitude of the signal, a feature that seems to have remained unobserved so far [3] . In other words, RR intervals behave as SRP. We believe that modeling in a simplified way some aspects of the interplay between the sympathetic and parasympathetic systems might lead to an SRP, and to explain both this self-regulating property and the reasons behind the observed multifractality of records. This will open the way to understanding how these properties evolve under abnormal behaviour.
Pharmacodynamics and patient drug compliance
Poor adherence to treatment is a worldwide problem that threatens efficacy of therapy, particularly in the case of chronic diseases. Compliance to pharmacotherapy can range from to . This fact renders clinical tested therapies less effective in ambulatory settings. Increasing the effectiveness of adherence interventions has been placed by the World Health Organization at the top list of the most urgent needs for the health system. A large number of studies have appeared on this new topic in recent years [77] , [76] . In collaboration with the pharmacy faculty of Montréal university, we consider the problem of compliance within the context of multiple dosing. Analysis of multiple dosing drug concentrations, with common deterministic models, is usually based on patient full compliance assumption, i.e., drugs are administered at a fixed dosage. However, the drug concentration-time curve is often influenced by the random drug input generated by patient poor adherence behaviour, inducing erratic therapeutic outcomes. Following work already started in Montréal [70] , [71] , we consider stochastic processes induced by taking into account the random drug intake induced by various compliance patterns. Such studies have been made possible by technological progress, such as the “medication event monitoring system”, which allows to obtain data describing the behaviour of patients.
We use different approaches to study this problem: statistical methods where enough data are available, model-based ones in presence of qualitative description of the patient behaviour. In this latter case, piecewise deterministic Markov processes (PDP) seem a promising path. PDP are non-diffusion processes whose evolution follows a deterministic trajectory governed by a flow between random time instants, where it undergoes a jump according to some probability measure [56] . There is a well-developed theory for PDP, which studies stochastic properties such as extended generator, Dynkin formula, long time behaviour. It is easy to cast a simplified model of non-compliance in terms of PDP. This has allowed us already to obtain certain properties of interest of the random concentration of drug [44] . In the simplest case of a Poisson distribution, we have obtained rather precise results that also point to a surprising connection with infinite Bernouilli convolutions [44] , [11] , [10] . Statistical aspects remain to be investigated in the general case.