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.

Understanding public response to a congestion charge : a random-effects ordered logit approach

Public acceptance is consistently listed as having an enormous impact on the implementation and success of a congestion charge scheme. This paper investigates public acceptance of such a scheme in Australia. Surveys were conducted in Brisbane and Melbourne, the two fastest growing Australian cities. Using an ordered logit modeling approach, the survey data including stated preferences were analyzed to pinpoint the important factors influencing people’s attitudes to a congestion charge and, in turn, to their transport mode choices. To accommodate the nature of, and to account for the resulting heterogeneity of the panel data, random effects were considered in the models. As expected, this study found that the amount of the congestion charge and the financial benefits of implementing it have a significant influence on respondents’ support for the charge and on the likelihood of their taking a bus to city areas. However, respondents’ current primary transport mode for travelling to the city areas has a more pronounced impact. Meanwhile, respondents’ perceptions of the congestion charge’s role in protecting the environment by reducing vehicle emissions, and of the extent to which the charge would mean that they travelled less frequently to the city for shopping or entertainment, also have a significant impact on their level of support for its implementation. We also found and explained notable differences across two cities. Finally, findings from this study have been fully discussed in relation to the literature.

Factors influencing robustness and effectiveness of conditional random fields in active learning frameworks

Active learning approaches reduce the annotation cost required by traditional supervised approaches to reach the same effectiveness by actively selecting informative instances during the learning phase. However, effectiveness and robustness of the learnt models are influenced by a number of factors. In this paper we investigate the factors that affect the effectiveness, more specifically in terms of stability and robustness, of active learning models built using conditional random fields (CRFs) for information extraction applications. Stability, defined as a small variation of performance when small variation of the training data or a small variation of the parameters occur, is a major issue for machine learning models, but even more so in the active learning framework which aims to minimise the amount of training data required. The factors we investigate are a) the choice of incremental vs. standard active learning, b) the feature set used as a representation of the text (i.e., morphological features, syntactic features, or semantic features) and c) Gaussian prior variance as one of the important CRFs parameters. Our empirical findings show that incremental learning and the Gaussian prior variance lead to more stable and robust models across iterations. Our study also demonstrates that orthographical, morphological and contextual features as a group of basic features play an important role in learning effective models across all iterations.

Uncertainty quantification applied to the performance analysis of a conical diffuser

This paper offers an uncertainty quantification (UQ) study applied to the performance analysis of the ERCOFTAC conical diffuser. A deterministic CFD solver is coupled with a non-statistical generalised Polynomial Chaos(gPC)representation based on a pseudo-spectral projection method. Such approach has the advantage to not require any modification of the CFD code for the propagation of random disturbances in the aerodynamic field. The stochactic results highlihgt the importance of the inlet velocity uncertainties on the pressure recovery both alone and when coupled with a second uncertain variable. From a theoretical point of view, we investigate the possibility to build our gPC representation on arbitray grid, thus increasing the flexibility of the stochastic framework.

Using extended random set to find specific patterns

With the overwhelming increase in the amount of data on the web and data bases, many text mining techniques have been proposed for mining useful patterns in text documents. Extracting closed sequential patterns using the Pattern Taxonomy Model (PTM) is one of the pruning methods to remove noisy, inconsistent, and redundant patterns. However, PTM model treats each extracted pattern as whole without considering included terms, which could affect the quality of extracted patterns. This paper propose an innovative and effective method that extends the random set to accurately weigh patterns based on their distribution in the documents and their terms distribution in patterns. Then, the proposed approach will find the specific closed sequential patterns (SCSP) based on the new calculated weight. The experimental results on Reuters Corpus Volume 1 (RCV1) data collection and TREC topics show that the proposed method significantly outperforms other state-of-the-art methods in different popular measures.

Decision making in social neurobiological systems modeled as transitions in dynamic pattern formation

Extant models of decision making in social neurobiological systems have typically explained task dynamics as characterized by transitions between two attractors. In this paper, we model a three-attractor task exemplified in a team sport context. The model showed that an attacker–defender dyadic system can be described by the angle x between a vector connecting the participants and the try line. This variable was proposed as an order parameter of the system and could be dynamically expressed by integrating a potential function. Empirical evidence has revealed that this kind of system has three stable attractors, with a potential function of the form V(x)=−k1x+k2ax2/2−bx4/4+x6/6, where k1 and k2 are two control parameters. Random fluctuations were also observed in system behavior, modeled as white noise εt, leading to the motion equation dx/dt = −dV/dx+Q0.5εt, where Q is the noise variance. The model successfully mirrored the behavioral dynamics of agents in a social neurobiological system, exemplified by interactions of players in a team sport.

Catching drink drivers in Queensland through Random Breath Testing : what does the last decade of data tell us

Background Random Breath Testing (RBT) has proven to be a cornerstone of enforcement attempts to deter (as well as apprehend) motorists from drink driving in Queensland (Australia) for decades. However, scant published research has examined the relationship between the frequency of implementing RBT activities and subsequent drink driving apprehension rates across time. Aim This study aimed to examine the prevalence of apprehending drink drivers in Queensland over a 12 year period. It was hypothesised that an increase in breath testing rates would result in a corresponding decrease in the frequency of drink driving apprehension rates over time, which would reflect general deterrent effects. Method The Queensland Police Service provided RBT data that was analysed. Results Between the 1st of January 2000 and 31st of December 2011, 35,082,386 random breath tests (both mobile and stationary) were conducted in Queensland, resulting in 248,173 individuals being apprehended for drink driving offences. A total of 342,801 offences were recorded during this period, representing an intercept rate of .96. Of these offences, 276,711 (80.72%) were recorded against males and 66,024 (19.28%) offences committed by females. The most common drink driving offence was between 0.05 and 0.08 BAC limit. The largest proportion of offences was detected on the weekends, with Saturdays (27.60%) proving to be the most common drink driving night followed by Sundays (21.41%). The prevalence of drink driving detection rates rose steadily across time, peaking in 2008 and 2009, before slightly declining. This decline was observed across all Queensland regions and any increase in annual figures was due to new offence types being developed. Discussion This paper will further outline the major findings of the study in regards to tailoring RBT operations to increase detection rates as well as improve the general deterrent effect of the initiative.

A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2)O(n2) and computational cost of O(n3)O(n3) down to n and O(nlogn)O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.

Variable phenotype in 16p duplication within a family

Background More individuals are now being identified with very rare genetic syndromes. We present a family with an inherited duplication of 16p11.2 to 16q12.1 in ring formation. Three of the four children, (aged 15 months to 10 years), mother, uncle, and grandmother are affected. Our aim was to provide preliminary evidence of possible phenotypic patterns of learning and behaviour associated with this chromosome anomaly. Method Psychometric assessments were undertaken with all four children. The mother and uncle also agreed to participate in the study. Measures of development (Bayley or Mullen), intellectual ability (WISC-IV or WAIS-III), academic achievement (WIAT-II), adaptive behaviour (Vinelands), and other relevant aspects of functioning (e.g., Children’s Memory Scale) were administered. Results. The first-born child is the only one who is unaffected. Her intellectual ability was assessed as being within the superior range. The second child experienced early difficulties with speech and motor skills. Although his intelligence is average, he has learning difficulties and significant auditory memory problems. The third child’s speech and motor milestones were markedly delayed. He has a complex medical history that includes a vitamin B12 deficiency. On the Mullen Scales at age 4 his scores ranged from average to very low. The development of the youngest child (aged 15 months), who also had a B12 deficiency but was treated early, was assessed as being within typical limits. Conclusions There is considerable developmental variability among the three children with this inherited 16p duplication. We discuss the intriguing similarities and differences, considering common features that may reflect phenotypic patterns and speculating about possible explanations for the variable presentations.

Regional versus urban differences in teenage alcohol use: Does parental disapproval account for these differences?

- Objective To investigate if parental disapproval of alcohol use accounts for differences in adolescent alcohol use across regional and urban communities. - Design Secondary data analysis of grade-level stratified data from a random sample of schools. - Setting High schools in Victoria, Australia. - Participants A random sample of 10273 adolescents from Grade 7 (mean age=12.51 years), 9 (14.46 years) and 11 (16.42 years). - Main outcome measures The key independent variables were parental disapproval of adolescent alcohol use and regionality (regional/ urban), and the dependent variable was past 30 days alcohol use. - Results After adjusting for potential confounders, adolescents in regional areas were more likely to use alcohol in the past 30 days (OR=1.83, 1.44 and 1.37 for Grades 7, 9 and 11, respectively, P<0.05), and their parents have a lower level of disapproval of their alcohol use (b=-0.12, -0.15 and -0.19 for Grades 7, 9 and 11, respectively, P<0.001). Bootstrapping analyses suggested that 8.37%, 23.30% and 39.22% of the effect of regionality on adolescent alcohol use was mediated by parental disapproval of alcohol use for Grades 7, 9 and 11 participants respectively (P<0.05). - Conclusions Adolescents in urban areas had a lower risk of alcohol use compared with their regional counterparts, and differences in parental disapproval of alcohol use contributed to this difference.

Numerical treatment of a two-dimensional variable-order fractional nonlinear reaction-diffusion model

A two-dimensional variable-order fractional nonlinear reaction-diffusion model is considered. A second-order spatial accurate semi-implicit alternating direction method for a two-dimensional variable-order fractional nonlinear reaction-diffusion model is proposed. Stability and convergence of the semi-implicit alternating direct method are established. Finally, some numerical examples are given to support our theoretical analysis. These numerical techniques can be used to simulate a two-dimensional variable order fractional FitzHugh-Nagumo model in a rectangular domain. This type of model can be used to describe how electrical currents flow through the heart, controlling its contractions, and are used to ascertain the effects of certain drugs designed to treat arrhythmia.