A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Estimation of the time of a linear trend in monitoring survival time

Change point estimation is recognized as an essential tool of root cause analyses within quality control programs as it enables clinical experts to search for potential causes of change in hospital outcomes more effectively. In this paper, we consider estimation of the time when a linear trend disturbance has occurred in survival time following an in-control clinical intervention in the presence of variable patient mix. To model the process and change point, a linear trend in the survival time of patients who underwent cardiac surgery is formulated using hierarchical models in a Bayesian framework. The data are right censored since the monitoring is conducted over a limited follow-up period. We capture the effect of risk factors prior to the surgery using a Weibull accelerated failure time regression model. We use Markov Chain Monte Carlo to obtain posterior distributions of the change point parameters including the location and the slope size of the trend and also corresponding probabilistic intervals and inferences. The performance of the Bayesian estimator is investigated through simulations and the result shows that precise estimates can be obtained when they are used in conjunction with the risk-adjusted survival time cumulative sum control chart (CUSUM) control charts for different trend scenarios. In comparison with the alternatives, step change point model and built-in CUSUM estimator, more accurate and precise estimates are obtained by the proposed Bayesian estimator over linear trends. These superiorities are enhanced when probability quantification, flexibility and generalizability of the Bayesian change point detection model are also considered.

Exact solutions of coupled multispecies linear reaction–diffusion equations on a uniformly growing domain

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

Exact solutions of linear reaction-diffusion on a uniformly growing domain: criteria for successful colonization

Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction—diffusion process on 0

Eliciting and encoding expert knowledge on variable selection into classical or Bayesian species distribution models

The quality of species distribution models (SDMs) relies to a large degree on the quality of the input data, from bioclimatic indices to environmental and habitat descriptors (Austin, 2002). Recent reviews of SDM techniques, have sought to optimize predictive performance e.g. Elith et al., 2006. In general SDMs employ one of three approaches to variable selection. The simplest approach relies on the expert to select the variables, as in environmental niche models Nix, 1986 or a generalized linear model without variable selection (Miller and Franklin, 2002). A second approach explicitly incorporates variable selection into model fitting, which allows examination of particular combinations of variables. Examples include generalized linear or additive models with variable selection (Hastie et al. 2002); or classification trees with complexity or model based pruning (Breiman et al., 1984, Zeileis, 2008). A third approach uses model averaging, to summarize the overall contribution of a variable, without considering particular combinations. Examples include neural networks, boosted or bagged regression trees and Maximum Entropy as compared in Elith et al. 2006. Typically, users of SDMs will either consider a small number of variable sets, via the first approach, or else supply all of the candidate variables (often numbering more than a hundred) to the second or third approaches. Bayesian SDMs exist, with several methods for eliciting and encoding priors on model parameters (see review in Low Choy et al. 2010). However few methods have been published for informative variable selection; one example is Bayesian trees (O’Leary 2008). Here we report an elicitation protocol that helps makes explicit a priori expert judgements on the quality of candidate variables. This protocol can be flexibly applied to any of the three approaches to variable selection, described above, Bayesian or otherwise. We demonstrate how this information can be obtained then used to guide variable selection in classical or machine learning SDMs, or to define priors within Bayesian SDMs.

Paraxial schematic eye models for 7- and 14-year-old Chinese children

Purpose.: To develop three-surface paraxial schematic eyes with different ages and sexes based on data for 7- and 14-year-old Chinese children from the Anyang Childhood Eye Study. Methods.: Six sets of paraxial schematic eyes, including 7-year-old eyes, 7-year-old male eyes, 7-year-old female eyes, 14-year-old eyes, 14-year-old male eyes, and 14-year-old female eyes, were developed. Both refraction-dependent and emmetropic eye models were developed, with the former using linear dependence of ocular parameters on refraction. Results.: A total of 2059 grade 1 children (boys 58%) and 1536 grade 8 children (boys 49%) were included, with mean age of 7.1 ± 0.4 and 13.7 ± 0.5 years, respectively. Changes in these schematic eyes with aging are increased anterior chamber depth, decreased lens thickness, increased vitreous chamber depth, increased axial length, and decreased lens equivalent power. Male schematic eyes have deeper anterior chamber depth, longer vitreous chamber depth, longer axial length, and lower lens equivalent power than female schematic eyes. Changes in the schematic eyes with positive increase in refraction are decreased anterior chamber depth, increased lens thickness, decreased vitreous chamber depth, decreased axial length, increased corneal radius of curvature, and increased lens power. In general, the emmetropic schematic eyes have biometric parameters similar to those arising from regression fits for the refraction-dependent schematic eyes. Conclusions.: The paraxial schematic eyes of Chinese children may be useful for myopia research and for facilitating comparison with other children with the same or different racial backgrounds and living in different places.

Multi-GNSS precise point positioning with raw single-frequency and dual-frequency measurement models

The emergence of multiple satellite navigation systems, including BDS, Galileo, modernized GPS, and GLONASS, brings great opportunities and challenges for precise point positioning (PPP). We study the contributions of various GNSS combinations to PPP performance based on undifferenced or raw observations, in which the signal delays and ionospheric delays must be considered. A priori ionospheric knowledge, such as regional or global corrections, strengthens the estimation of ionospheric delay parameters. The undifferenced models are generally more suitable for single-, dual-, or multi-frequency data processing for single or combined GNSS constellations. Another advantage over ionospheric-free PPP models is that undifferenced models avoid noise amplification by linear combinations. Extensive performance evaluations are conducted with multi-GNSS data sets collected from 105 MGEX stations in July 2014. Dual-frequency PPP results from each single constellation show that the convergence time of undifferenced PPP solution is usually shorter than that of ionospheric-free PPP solutions, while the positioning accuracy of undifferenced PPP shows more improvement for the GLONASS system. In addition, the GLONASS undifferenced PPP results demonstrate performance advantages in high latitude areas, while this impact is less obvious in the GPS/GLONASS combined configuration. The results have also indicated that the BDS GEO satellites have negative impacts on the undifferenced PPP performance given the current “poor” orbit and clock knowledge of GEO satellites. More generally, the multi-GNSS undifferenced PPP results have shown improvements in the convergence time by more than 60 % in both the single- and dual-frequency PPP results, while the positioning accuracy after convergence indicates no significant improvements for the dual-frequency PPP solutions, but an improvement of about 25 % on average for the single-frequency PPP solutions.