Showing papers in "Physica A-statistical Mechanics and Its Applications in 2003"
TL;DR: It is found that, at variance with random graphs, scale-free networks display, both on a global and on a local scale, a high degree of error tolerance and an extreme vulnerability to attacks.
Abstract: The concept of network efficiency, recently proposed to characterize the properties of small-world networks, is here used to study the effects of errors and attacks on scale-free networks. Two different kinds of scale-free networks, i.e., networks with power law P(k), are considered: (1) scale-free networks with no local clustering produced by the Barabasi–Albert model and (2) scale-free networks with high clustering properties as in the model by Klemm and Eguiluz, and their properties are compared to the properties of random graphs (exponential graphs). By using as mathematical measures the global and the local efficiency we investigate the effects of errors and attacks both on the global and the local properties of the network. We show that the global efficiency is a better measure than the characteristic path length to describe the response of complex networks to external factors. We find that, at variance with random graphs, scale-free networks display, both on a global and on a local scale, a high degree of error tolerance and an extreme vulnerability to attacks. In fact, the global and the local efficiency are unaffected by the failure of some randomly chosen nodes, though they are extremely sensitive to the removal of the few nodes which play a crucial role in maintaining the network's connectivity.
446 citations
TL;DR: It is observed that normal spontaneous walking has the highest complexity when compared to slow and fast walking and also to walking paced by a metronome.
Abstract: We compare the complexity of human gait time series from healthy subjects under different conditions. Using the recently developed multiscale entropy algorithm, which provides a way to measure complexity over a range of scales, we observe that normal spontaneous walking has the highest complexity when compared to slow and fast walking and also to walking paced by a metronome. These findings have implications for modeling locomotor control and for quantifying gait dynamics in physiologic and pathologic states.
444 citations
TL;DR: It is found that this local-world evolving network model can maintain the robustness of scale-free networks and can improve the network reliance against intentional attacks, which is the inherent fragility of most scale- free networks.
Abstract: We propose and study a novel evolving network model with the new concept of local-world connectivity, which exists in many physical complex networks. The local-world evolving network model represents a transition between power-law and exponential scaling, while the Barabasi–Albert scale-free model is only one of its special (limiting) cases. We found that this local-world evolving network model can maintain the robustness of scale-free networks and can improve the network reliance against intentional attacks, which is the inherent fragility of most scale-free networks.
393 citations
TL;DR: It is shown how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.
Abstract: The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as measured from an appropriately chosen centre called the ‘central node’. We show how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.
300 citations
TL;DR: In this article, the scaling properties of four stock market indices are studied in terms of a generalized Hurst exponent approach and it is shown that deviations from pure Brownian motion behavior are associated with the degrees of development of the markets.
Abstract: Scaling properties of four di"erent stock market indices are studied in terms of a generalized Hurst exponent approach. We .nd that the deviations from pure Brownian motion behavior are associated with the degrees of development of the markets and we observe strong di"erentiations in the scaling properties of markets at di"erent development stage. c
294 citations
TL;DR: In this paper, the authors analyse data from the Nasdaq and investigate the statistics of incoming limit order prices, the shape of the average order book and the typical life time of a limit order as a function of the distance from the best price.
Abstract: We investigate present some new statistical properties of order books. We analyse data from the Nasdaq and investigate (a) the statistics of incoming limit order prices, (b) the shape of the average order book, and (c) the typical life time of a limit order as a function of the distance from the best price. We also determine the ‘price impact’ function using French and British stocks, and find a logarithmic, rather than a power-law, dependence of the price response on the volume. The weak time dependence of the response function shows that the impact is, surprisingly, quasi-permanent, and suggests that trading itself is interpreted by the market as new information.
276 citations
TL;DR: The authors analyzed the average size distribution of a pool of the G7 group's firms over the period 1987-2000 and found that the empirical distributions are all consistent with a power law; point estimates suggest that only in limited cases the exponent is equal to −1, i.e., the resulting size distribution generally is not Zipf.
Abstract: We analyze the average size distribution of a pool of the G7 group's firms over the period 1987–2000. In particular, firm sizes are measured employing different proxies, and after conditioning on business cycle phases. We find that: (i) the empirical distributions are all consistent with a power law; (ii) point estimates suggest that only in limited cases the exponent is equal to −1, i.e., the resulting size distribution generally is not Zipf; (iii) regardless of the variable employed to measure firm sizes, firms are distributed more equally during recessions than during expansions.
262 citations
TL;DR: In this article, a stochastic model for the generation of observed income distributions is used to provide an explanation for the Pareto law of incomes, and a tractable four-parameter distribution is derived, and shown to fit extremely well to a number of different empirical income distributions.
Abstract: A stochastic model for the generation of observed income distributions is used to provide an explanation for the Pareto law of incomes. Analysis of the model also yields a prediction of Paretian (power law) behaviour in the lower tail of the distribution and this is shown to occur in a number of empirical distributions. A tractable four-parameter distribution is derived, and shown to fit extremely well to a number of different empirical income distributions.
245 citations
TL;DR: In this article, the scale-free features of the degree distribution, as well as wealth and resource distributions on the World Trade Web (WTW) were studied and the synchronization phenomenon of economic cycles on the WTW was discussed in detail.
Abstract: The complex topology of a network determines its dynamics. The world economy is now internationally connected through a globalization process of trading. The complex dynamical behaviors of the world economy have been studied as a dynamical system, but there does not seem to be any consideration of the effect of dynamics on the world trade network. In this paper, we attempt such a study and present the scale-free features of the degree distribution, as well as wealth and resource distributions on the World Trade Web (WTW). Moreover, the synchronization phenomenon of economic cycles on the WTW due to its scale-free features is discussed in detail.
237 citations
TL;DR: In this paper, it was found that, despite their dilution beyond the Avogadro number, the emitted light was speci-c of the original salts dissolved initially.
Abstract: Ultra-high dilutions oflithium chloride and sodium chloride (10 −30 gc m −3 ) have been irradiated by X- and -rays at 77 K, then progressively rewarmed to room temperature. During that phase, their thermoluminescence has been studied and it was found that, despite their dilution beyond the Avogadro number, the emitted light was speci-c ofthe original salts dissolved initially.
235 citations
TL;DR: In this paper, a nonlinear discrete-time Cournot duopoly game with boundedly rational and naive expectations is analyzed and the dynamics of the game with players whose beliefs are heterogeneous, may become complicated.
Abstract: We analyze a nonlinear discrete-time Cournot duopoly game, where players have heterogeneous expectations. Two types of players are considered: boundedly rational and naive expectations. In this study we show that the dynamics of the duopoly game with players whose beliefs are heterogeneous, may become complicated. The model gives more complex chaotic and unpredictable trajectories as a consequence of increasing the speed of adjustment of boundedly rational player. The equilibrium points and local stability of the duopoly game are investigated. As some parameters of the model are varied, the stability of the Nash equilibrium point is lost and the complex (periodic or chaotic) behavior occurs. Numerical simulations are presented to show that players with heterogeneous beliefs make the duopoly game behave chaotically. Also, we get the fractal dimension of the chaotic attractor of our map which is equivalent to the dimension of Henon map.
TL;DR: In this paper, the authors used cellular automata for pedestrian dynamics with friction and compared their results with experimental results on competitive behavior in emergency egress from an aircraft using Monte-Carlo simulations.
Abstract: We report new results obtained using cellular automata for pedestrian dynamics with friction. Monte-Carlo simulations of evacuation processes are compared with experimental results on competitive behavior in emergency egress from an aircraft. In the model, the recently introduced
TL;DR: A cellular automata model is presented to simulate the bi-direction pedestrian movement and the phase transition phenomena in pedestrian counter flow is presented, finding the critical density increases as the probability of back stepping increases at the same system size.
Abstract: A cellular automata model is presented to simulate the bi-direction pedestrian movement The pedestrian movement is more complex than vehicular flow for the reason that people are more flexible than cars Some special technique is introduced considering simple human judgment to make the rules more reasonable Also the custom in the countries where the pedestrian prefer to walk on the right-hand side of the road are highlighted By using the model to simulate the bi-direction pedestrian movement, the phase transition phenomena in pedestrian counter flow is presented Furthermore, the introduction of back stepping breaks the deadlock at the relatively low pedestrian density By studying the critical density of changing from freely moving state to jammed state with different system sizes and different probabilities of back stepping, we find the critical density increases as the probability of back stepping increases at the same system size And with the increasing system size, the critical density decreases at the same probability of back stepping according to the scope of system size studied in this paper
TL;DR: In this article, the authors compare the results for the multifractal detrended fluctuation analysis method with the results of the wavelet-transform modulus maxima technique and obtain agreement within the error margins.
Abstract: We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins. In contrast to previous studies, we find non-universal behaviour: on long time scales, above a crossover time scale of several weeks, the runoff records are described by fluctuation exponents varying from river to river in a wide range. Similar variations are observed for the precipitation records which exhibit weaker, but still significant multifractality. For all runoff records the type of multifractality is consistent with a modified version of the binomial multifractal model, while several precipitation records seem to require different models.
TL;DR: Modifications of the OV model to overcome an unphysical sensitivity to driver reaction times are demonstrated and unphysical short-period oscillations of vehicle velocity are eliminated by introducing partial car-following into the model.
Abstract: Straightforward inclusion of a delay time due to driver reaction time in the optimal velocity (OV) model reveals an unphysical sensitivity to driver reaction times. For delay times of nearly 1 s , which are typical for most drivers, oscillations in vehicle velocity induced by encountering a slower vehicle grow until limited by non-linear effects. Simulations demonstrate that unrealistically small delay times are needed for lengthy platoons of vehicles to avoid collisions. This is a serious limitation of the OV model. Other models, such as the inertial car-following model, allow somewhat larger delay times, but also show unphysical effects. Modifications of the OV model to overcome this deficiency are demonstrated. In addition, unphysical short-period oscillations of vehicle velocity are eliminated by introducing partial car-following into the model. Traffic jams are caused primarily by the delay due to driver reaction time in the modified OV model.
TL;DR: In this article, a model of minority opinion spreading is used to explain the recent astonishing wide adhesion of French people to the rumor claiming "No plane did crash on the Pentagon on September 11" and the associated book sold at more than 200 000 copies in just a few days.
Abstract: The recent astonishing wide adhesion of French people to the rumor claiming ‘No plane did crash on the Pentagon on September 11’, is given a generic explanation in terms of a model of minority opinion spreading. Using a majority rule reaction–diffusion dynamics, a rumor is shown to invade for sure a social group provided it fulfills simultaneously two criteria. First it must initiate with a support beyond some critical threshold which however, turns out to be always very low. Then it has to be consistent with some larger collective social paradigm of the group. Otherwise it just dies out. Both conditions were satisfied in the French case with the associated book sold at more than 200 000 copies in just a few days. The rumor was stopped by the firm stand of most newspaper editors stating it is nonsense. Such an incredible social dynamics is shown to result naturally from an open and free public debate among friends and colleagues. Each one searching for the truth sincerely on a free will basis and without individual biases. The polarization process appears also to be very quick in agreement with reality. It is a very strong anti-democratic reversal of opinion although made quite democratically. The model may apply to a large range of rumors.
TL;DR: In this paper, the ground state energy and wave function of the one-dimensional Hubbard model was analyzed and it was shown that there is no Mott transition in this model. But details of the analysis have never been published, however.
Abstract: In 1968 we published the solution of the ground state energy and wave function of the one-dimensional Hubbard model, and we also showed that there is no Mott transition in this model. Details of the analysis have never been published, however. As the Hubbard model has become increasingly important in condensed matter physics, relating to topics such as the theory of high-Tc superconductivity, it is appropriate to revisit the one-dimensional model and to recall here some details of the solution.
TL;DR: The Boltzmann-Gibbs statistical mechanics (SBG) formalism as discussed by the authors is based on the entropy S BG =−k∑ i p i ln p i, and typically provides exponential laws for describing stationary states and basic time-dependent phenomena.
Abstract: Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann–Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous success in describing, among others, the particular stationary state corresponding to thermal equilibrium. There are, however, vast classes of complex systems which accommodate quite badly, or even not at all, within the BG formalism. Such dynamical systems exhibit, in one way or another, nonergodic aspects. In order to be able to theoretically study at least some of these systems, a formalism was proposed 14 years ago, which is sometimes referred to as nonextensive statistical mechanics. We briefly introduce this formalism, its foundations and applications. Furthermore, we provide some bridging to important economical phenomena, such as option pricing, return and volume distributions observed in the financial markets, and the fascinating and ubiquitous concept of risk aversion. One may summarize the whole approach by saying that BG statistical mechanics is based on the entropy S BG =−k∑ i p i ln p i , and typically provides exponential laws for describing stationary states and basic time-dependent phenomena, while nonextensive statistical mechanics is instead based on the entropic form S q =k(1−∑ i p i q )/(q−1) (with S1=SBG), and typically provides, for the same type of description, (asymptotic) power laws.
TL;DR: In this article, the scaling properties of the magnitude series and the sign series were analyzed separately using the increment time series of cardiac interbeat intervals as an example, and it was shown that the correlation exponent of magnitude series is a monotonically increasing function of the multifractal spectrum width of the original series.
Abstract: A time series can be decomposed into two sub-series: a magnitude series and a sign series. Here we analyze separately the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat intervals as an example. We 6nd that time series having identical distributions and long-range correlation properties can exhibit quite di8erent temporal organizations of the magnitude and sign sub-series. From the cases we study, it follows that the long-range correlations in the magnitude series indicate nonlinear behavior. Speci6cally, our results suggest that the correlation exponent of the magnitude series is a monotonically increasing function of the multifractal spectrum width of the original series. On the other hand, the sign series mainly relates to linear properties of the original series. We also show that the magnitude and sign series of the heart interbeat interval series can be used for diagnosis purposes. c
TL;DR: In this paper, the authors uncovered several properties in the fluctuations of individual income growth, derived from income tax data including all taxpayers, more than 80,000, with high-income iii Japan for two consecutive years, 1997 and 1998, in a relatively stable period of economics.
Abstract: Pareto’s law states that the distribution of personal income obeys a power-law in high-income range. Many researchers have proposed models over a century since its discovery. But the dynamical understanding of Hie phenomenon necessitates empirical study on growth of individual income. Here we uncovered several properties in the fluctuations of individual income growth, derived from income tax data including all taxpayers, more than 80,000, with high-income iii Japan for two consecutive years, 1997 and 1998, in a relatively stable period of economics. In this work [8], we show (i) that the dynamics has approximate time-reversal symmetry in the period, (ii) that the distribution of growth rate is independent of income-tax in the past yearm, and (iii) that the Pareto’s law breaks down in “bubble” collapse of japanese economy in 1990. It is shown in [3] how these phenomenological facts are consistent with Pareto law. These findings provide first direct observation of dynamical process of ruuirey flow in an economic network, and its relation to risky assets’ price fluctuations of lands and stocks.
TL;DR: In this paper, the authors investigated the time series of the degree of minimum spanning trees obtained by using a correlation-based clustering procedure which starts from (i) asset return and (ii) volatility time series.
Abstract: We investigate the time series of the degree of minimum spanning trees (MSTs) obtained by using a correlation-based clustering procedure which starts from (i) asset return and (ii) volatility time series. The MST is obtained at different times by computing correlation among time series over a time window of fixed length T. We find that the MST of asset return is characterized by stock degree values, which are more stable in time than the ones obtained by analyzing a MST computed starting from volatility time series. Our analysis also shows that the degree of stocks has a very slow dynamics with a time scale of several years in both cases.
TL;DR: In this article, the authors present a complete derivation of the duality relationship and use it to deduce some properties of solutions to the stochastic Fisher-Kolmogorov-Petrovsky-Piscunov equation.
Abstract: The stochastic Fisher–Kolmogorov–Petrovsky–Piscunov equation is ∂ t U(x,t)=D ∂ xx U+γU(1−U)+e U(1−U) η(x,t) for 0⩽U⩽1 where η(x,t) is a Gaussian white noise process in space and time. Here D, γ and e are parameters and the equation is interpreted as the continuum limit of a spatially discretized set of Ito equations. Solutions of this stochastic partial differential equation have an exact connection to the A⇌A+A reaction–diffusion system at appropriate values of the rate coefficients and particles’ diffusion constant. This relationship is called “duality” by the probabilists; it is not via some hydrodynamic description of the interacting particle system. In this paper we present a complete derivation of the duality relationship and use it to deduce some properties of solutions to the stochastic Fisher–Kolmogorov–Petrovsky–Piscunov equation.
TL;DR: In this paper, the authors study the traffic flow controlled by traffic lights on a single-lane roadway by using the optimal velocity model and show that the saturation of current occurs at the critical density.
Abstract: We study the traffic flow controlled by traffic lights on a single-lane roadway by using the optimal velocity model. The characteristic of traffic flow is clarified for the three different strategies of traffic light control: the simple synchronized, green wave, and random switching strategies. The current–density diagrams are calculated for the three different strategies. It is found that the saturation of current occurs at the critical density. The critical density of the dynamical transition depends on the cycle time of the traffic light and strategy. The value of the saturated current does not depend on the cycle time and the strategies. The density wave propagating backward appears when the current saturates. It is shown that the density wave is consistent with the spontaneous jam. A theoretical analysis is also presented for the dynamical transition.
TL;DR: In this paper, the temporal correlations in the sea surface temperature (SST) fluctuations around the seasonal mean values in the Atlantic and Pacific Oceans were studied and the long-term correlations decay as C(s)∼s−γ with γ∼0.4 for both oceans.
Abstract: We study the temporal correlations in the sea surface temperature (SST) fluctuations around the seasonal mean values in the Atlantic and Pacific Oceans. We apply a method that systematically overcome possible trends in the data. We find that the SST persistence, characterized by the correlation C(s) of temperature fluctuations separated by a time period s, displays two different regimes. In the short-time regime which extends up to roughly 10 months, the temperature fluctuations display a non-stationary behavior for both oceans, while in the asymptotic regime it becomes stationary. The long-term correlations decay as C(s)∼s−γ with γ∼0.4 for both oceans which is different from γ∼0.7 found for atmospheric land temperature.
TL;DR: In this article, a phenomenological theory of phase coexistence of finite systems near the coexistence curve that occurs in the thermodynamic limit is formulated for the generic case of d-dimensional ferromagnetic Ising lattices of linear dimension L with magnetization m slightly less than mcoex.
Abstract: A phenomenological theory of phase coexistence of finite systems near the coexistence curve that occurs in the thermodynamic limit is formulated for the generic case of d-dimensional ferromagnetic Ising lattices of linear dimension L with magnetization m slightly less than mcoex. It is argued that in the limit L→∞ an unconventional first-order transition occurs at a characteristic value mt
TL;DR: In this article, the authors use microarray data on 287 single gene deletion Saccharomyces cerevisiae mutant strains to elucidate generic relationships among perturbed transcriptomes, and find a combinatorial utilization of shared expression subpatterns within individual links, with increasing quantitative similarity among those that connect transcriptome states induced by the deletion of functionally related gene products.
Abstract: A central goal of postgenomic biology is the elucidation of the regulatory relationships among all cellular constituents that together comprise the ‘genetic network’ of a cell or microorganism. Experimental manipulation of gene activity coupled with the assessment of perturbed transcriptome (i.e., global mRNA expression) patterns represents one approach toward this goal, and may provide a backbone into which other measurements can be later integrated. We use microarray data on 287 single gene deletion Saccharomyces cerevisiae mutant strains to elucidate generic relationships among perturbed transcriptomes. Their comparison with a method that preferentially recognizes distinct expression subpatterns allows us to pair those transcriptomes that share localized similarities. Analyses of the resulting transcriptome similarity network identify a continuum hierarchy among the deleted genes, and in the frequency of local similarities that establishes the links among their reorganized transcriptomes. We also find a combinatorial utilization of shared expression subpatterns within individual links, with increasing quantitative similarity among those that connect transcriptome states induced by the deletion of functionally related gene products. This suggests a distinct hierarchical and combinatorial organization of the S. cerevisiae transcriptional activity, and may represent a pattern that is generic to the transcriptional organization of all eukaryotic organisms. Color versions of both the Supplementary Material and the article are available at http://angel.elte.hu/bioinf .
TL;DR: In this article, the authors use existing experimental measurements of the entropy, speci2c heat, and enthalpy outside this temperature range to construct a possible form of entropy in the "cult-to-probe" region, and estimate the excess entropy Sex of the liquid over the crystal within relatively narrow limits.
Abstract: The behavior of thermodynamic and dynamic properties of liquid water at atmospheric pressure in the temperature range between the lower limit of supercooling (TH ≈ 235 K) and the onset of the glassy state at Tg has been the focus of much research, and many questions remain about the properties of water in this region. Since direct measurements on water in this temperature range remain largely infeasible, we use existing experimental measurements of the entropy, speci2c heat, and enthalpy outside this range to construct a possible form of the entropy in the “di4cult-to-probe” region. Assuming that the entropy is well-de2ned in extreme metastable states, and that there is no intervening discontinuity at atmospheric pressure, we estimate the excess entropy Sex of the liquid over the crystal within relatively narrow limits. We 2nd that our approximate form for Sex shows atypical behavior when compared with other liquids: using a thermodynamic categorization of “strong” and “fragile” liquids, water appears to be fragile on initial cooling below the melting temperature, and strong in the temperature region near the glass transition. This thermodynamic construction can be used, with appropriate reservations, to estimate the behavior of the dynamic properties of water by means of the Adam–Gibbs equation—which relates con2gurational entropy Sconf to dynamic behavior. Although the Adam– Gibbs equation uses Sconf rather than Sex as the control variable, the relation has been used successfully in a number of experimental studies with Sconf replaced by Sex. This is likely a result of a proportionality between Sconf and Sex, which we con2rm for simulations of a model
TL;DR: In this article, an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange is presented, where the authors detect the existence of long-range correlations and compute a time-dependent Hurst exponent using 3-year moving time windows.
Abstract: We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data, we introduce a rescaled variant of the usual detrended fluctuation analysis that allows us to obtain the Hurst exponent through a one-parameter fitting. We also compute a time-dependent Hurst exponent H ( t ) using 3-year moving time windows. In particular, we find that before the launch of the Collor Plan in 1990 the curve H ( t ) remains, in general, well above 1 2 , while afterwards it stays close to 1 2 . We thus argue that the structural reforms set off by the Collor Plan has lead to a more efficient stock market in Brazil. We also suggest that the time dependence of the Ibovespa Hurst exponent could be described in terms of a multifractional Brownian motion.
TL;DR: In this article, a simple distributed protocol for wireless multi-hop ad-hoc networks is proposed, guaranteeing strong connectivity almost surely and independently of various typical uncorrelated and correlated random spatial patterns of participating ad hoc nodes.
Abstract: Wireless multi-hop ad hoc communication networks represent an infrastructure-less and self-organized generalization of todays wireless cellular networks Connectivity within such a network is an important issue Continuum percolation and technology-driven mutations thereof allow to address this issue in the static limit and to construct a simple distributed protocol, guaranteeing strong connectivity almost surely and independently of various typical uncorrelated and correlated random spatial patterns of participating ad hoc nodes
Journal Article•
TL;DR: A model-based approach to interactive segmentation of abdominal aortic aneurysms from CTA data is presented, inspired by the active shape model (ASM) segmentation scheme, and features that use the similarity of adjacent image slices outperform measures based on single-slice features in all cases.
Abstract: A model-based approach to interactive segmentation of abdominal aortic aneurysms from CTA data is presented. After manual delineation of the aneurysm sac in the first slice, the method automatically detects the contour in subsequent slices, using the result from the previous slice as a reference. If an obtained contour is not sufficiently accurate, the user can intervene and provide an additional manual reference contour. The method is inspired by the active shape model (ASM) segmentation scheme (), in which a statistical shape model, derived from corresponding landmark points in manually labeled training images, is fitted to the image in an iterative manner. In our method, a shape model of the contours in two adjacent image slices is progressively fitted to the entire volume. The contour obtained in one slice thus constrains the possible shapes in the next slice. The optimal fit is determined on the basis of multi-resolution gray level models constructed from gray value patches sampled around each landmark. We propose to use the similarity of adjacent image slices for this gray level model, and compare these to single-slice features that are more generally used with ASM. The performance of various image features is evaluated in leave-one-out experiments on 23 data sets. Features that use the similarity of adjacent image slices outperform measures based on single-slice features in all cases. The average number of slices in our datasets is 51, while on average eight manual initializations are required, which decreases operator segmentation time by a factor of 6.