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.

Score-level multibiometric fusion based on Dempster-Shafer theory incorporating uncertainty factors

While existing multi-biometic Dempster-Shafer the- ory fusion approaches have demonstrated promising perfor- mance, they do not model the uncertainty appropriately, sug- gesting that further improvement can be achieved. This research seeks to develop a unified framework for multimodal biometric fusion to take advantage of the uncertainty concept of Dempster- Shafer theory, improving the performance of multi-biometric authentication systems. Modeling uncertainty as a function of uncertainty factors affecting the recognition performance of the biometric systems helps to address the uncertainty of the data and the confidence of the fusion outcome. A weighted combination of quality measures and classifiers performance (Equal Error Rate) are proposed to encode the uncertainty concept to improve the fusion. We also found that quality measures contribute unequally to the recognition performance, thus selecting only significant factors and fusing them with a Dempster-Shafer approach to generate an overall quality score play an important role in the success of uncertainty modeling. The proposed approach achieved a competitive performance (approximate 1% EER) in comparison with other Dempster-Shafer based approaches and other conventional fusion approaches.

Exact parametric confidence intervals for Bland-Altman limits of agreement

Purpose The previous literature on Bland-Altman analysis only describes approximate methods for calculating confidence intervals for 95% Limits of Agreement (LoAs). This paper describes exact methods for calculating such confidence intervals, based on the assumption that differences in measurement pairs are normally distributed. Methods Two basic situations are considered for calculating LoA confidence intervals: the first where LoAs are considered individually (i.e. using one-sided tolerance factors for a normal distribution); and the second, where LoAs are considered as a pair (i.e. using two-sided tolerance factors for a normal distribution). Equations underlying the calculation of exact confidence limits are briefly outlined. Results To assist in determining confidence intervals for LoAs (considered individually and as a pair) tables of coefficients have been included for degrees of freedom between 1 and 1000. Numerical examples, showing the use of the tables for calculating confidence limits for Bland-Altman LoAs, have been provided. Conclusions Exact confidence intervals for LoAs can differ considerably from Bland and Altman’s approximate method, especially for sample sizes that are not large. There are better, more precise methods for calculating confidence intervals for LoAs than Bland and Altman’s approximate method, although even an approximate calculation of confidence intervals for LoAs is likely to be better than none at all. Reporting confidence limits for LoAs considered as a pair is appropriate for most situations, however there may be circumstances where it is appropriate to report confidence limits for LoAs considered individually.

Approximation of Bayesian predictive p-values with regression ABC

In the Bayesian framework a standard approach to model criticism is to compare some function of the observed data to a reference predictive distribution. The result of the comparison can be summarized in the form of a p-value, and it's well known that computation of some kinds of Bayesian predictive p-values can be challenging. The use of regression adjustment approximate Bayesian computation (ABC) methods is explored for this task. Two problems are considered. The first is the calibration of posterior predictive p-values so that they are uniformly distributed under some reference distribution for the data. Computation is difficult because the calibration process requires repeated approximation of the posterior for different data sets under the reference distribution. The second problem considered is approximation of distributions of prior predictive p-values for the purpose of choosing weakly informative priors in the case where the model checking statistic is expensive to compute. Here the computation is difficult because of the need to repeatedly sample from a prior predictive distribution for different values of a prior hyperparameter. In both these problems we argue that high accuracy in the computations is not required, which makes fast approximations such as regression adjustment ABC very useful. We illustrate our methods with several samples.

Contributions to Bayesian experimental design

This thesis progresses Bayesian experimental design by developing novel methodologies and extensions to existing algorithms. Through these advancements, this thesis provides solutions to several important and complex experimental design problems, many of which have applications in biology and medicine. This thesis consists of a series of published and submitted papers. In the first paper, we provide a comprehensive literature review on Bayesian design. In the second paper, we discuss methods which may be used to solve design problems in which one is interested in finding a large number of (near) optimal design points. The third paper presents methods for finding fully Bayesian experimental designs for nonlinear mixed effects models, and the fourth paper investigates methods to rapidly approximate the posterior distribution for use in Bayesian utility functions.

Tubule detection in testis images using boundary weighting and circular shortest path

In studies of germ cell transplantation, measureing tubule diameters and counting cells from different populations using antibodies as markers are very important. Manual measurement of tubule sizes and cell counts is a tedious and sanity grinding work. In this paper, we propose a new boundary weighting based tubule detection method. We first enhance the linear features of the input image and detect the approximate centers of tubules. Next, a boundary weighting transform is applied to the polar transformed image of each tubule region and a circular shortest path is used for the boundary detection. Then, ellipse fitting is carried out for tubule selection and measurement. The algorithm has been tested on a dataset consisting of 20 images, each having about 20 tubules. Experiments show that the detection results of our algorithm are very close to the results obtained manually. © 2013 IEEE.

Automated sensory data alignment for environmental and epidermal change monitoring

In this paper we present research adapting a state of the art condition-invariant robotic place recognition algorithm to the role of automated inter- and intra-image alignment of sensor observations of environmental and skin change over time. The approach involves inverting the typical criteria placed upon navigation algorithms in robotics; we exploit rather than attempt to fix the limited camera viewpoint invariance of such algorithms, showing that approximate viewpoint repetition is realistic in a wide range of environments and medical applications. We demonstrate the algorithms automatically aligning challenging visual data from a range of real-world applications: ecological monitoring of environmental change, aerial observation of natural disasters including flooding, tsunamis and bushfires and tracking wound recovery and sun damage over time and present a prototype active guidance system for enforcing viewpoint repetition. We hope to provide an interesting case study for how traditional research criteria in robotics can be inverted to provide useful outcomes in applied situations.

Inter-cycle variability of ignition delay in an ethanol fumigated common rail diesel engine

An experimental study has been performed to investigate the ignition delay of a modern heavy-duty common-rail diesel engine run with fumigated ethanol substitutions up to 40% on an energy basis. The ignition delay was determined through the use of statistical modelling in a Bayesian framework this framework allows for the accurate determination of the start of combustion from single consecutive cycles and does not require any differentiation of the in-cylinder pressure signal. At full load the ignition delay has been shown to decrease with increasing ethanol substitutions and evidence of combustion with high ethanol substitutions prior to diesel injection have also been shown experimentally and by modelling. Whereas, at half load increasing ethanol substitutions have increased the ignition delay. A threshold absolute air to fuel ratio (mole basis) of above ~110 for consistent operation has been determined from the inter-cycle variability of the ignition delay, a result that agrees well with previous research of other in-cylinder parameters and further highlights the correlation between the air to fuel ratio and inter-cycle variability. Numerical modelling to investigate the sensitivity of ethanol combustion has also been performed. It has been shown that ethanol combustion is sensitive to the initial air temperature around the feasible operating conditions of the engine. Moreover, a negative temperature coefficient region of approximately 900{1050 K (the approximate temperature at fuel injection) has been shown with for n-heptane and n-heptane/ethanol blends in the numerical modelling. A consequence of this is that the dominate effect influencing the ignition delay under increasing ethanol substitutions may rather be from an increase in chemical reactions and not from in-cylinder temperature. Further investigation revealed that the chemical reactions at low ethanol substitutions are different compared to the high (> 20%) ethanol substitutions.

Inferring phylogenies of evolving sequences without multiple sequence alignment

Alignment-free methods, in which shared properties of sub-sequences (e.g. identity or match length) are extracted and used to compute a distance matrix, have recently been explored for phylogenetic inference. However, the scalability and robustness of these methods to key evolutionary processes remain to be investigated. Here, using simulated sequence sets of various sizes in both nucleotides and amino acids, we systematically assess the accuracy of phylogenetic inference using an alignment-free approach, based on D2 statistics, under different evolutionary scenarios. We find that compared to a multiple sequence alignment approach, D2 methods are more robust against among-site rate heterogeneity, compositional biases, genetic rearrangements and insertions/deletions, but are more sensitive to recent sequence divergence and sequence truncation. Across diverse empirical datasets, the alignment-free methods perform well for sequences sharing low divergence, at greater computation speed. Our findings provide strong evidence for the scalability and the potential use of alignment-free methods in large-scale phylogenomics.

Generalized element load method for first- and second-order element solutions with element load effect

The finite element method in principle adaptively divides the continuous domain with complex geometry into discrete simple subdomain by using an approximate element function, and the continuous element loads are also converted into the nodal load by means of the traditional lumping and consistent load methods, which can standardise a plethora of element loads into a typical numerical procedure, but element load effect is restricted to the nodal solution. It in turn means the accurate continuous element solutions with the element load effects are merely restricted to element nodes discretely, and further limited to either displacement or force field depending on which type of approximate function is derived. On the other hand, the analytical stability functions can give the accurate continuous element solutions due to element loads. Unfortunately, the expressions of stability functions are very diverse and distinct when subjected to different element loads that deter the numerical routine for practical applications. To this end, this paper presents a displacement-based finite element function (generalised element load method) with a plethora of element load effects in the similar fashion that never be achieved by the stability function, as well as it can generate the continuous first- and second-order elastic displacement and force solutions along an element without loss of accuracy considerably as the analytical approach that never be achieved by neither the lumping nor consistent load methods. Hence, the salient and unique features of this paper (generalised element load method) embody its robustness, versatility and accuracy in continuous element solutions when subjected to the great diversity of transverse element loads.

Deriving word association networks from text corpora

This article presents and evaluates a model to automatically derive word association networks from text corpora. Two aspects were evaluated: To what degree can corpus-based word association networks (CANs) approximate human word association networks with respect to (1) their ability to quantitatively predict word associations and (2) their structural network characteristics. Word association networks are the basis of the human mental lexicon. However, extracting such networks from human subjects is laborious, time consuming and thus necessarily limited in relation to the breadth of human vocabulary. Automatic derivation of word associations from text corpora would address these limitations. In both evaluations corpus-based processing provided vector representations for words. These representations were then employed to derive CANs using two measures: (1) the well known cosine metric, which is a symmetric measure, and (2) a new asymmetric measure computed from orthogonal vector projections. For both evaluations, the full set of 4068 free association networks (FANs) from the University of South Florida word association norms were used as baseline human data. Two corpus based models were benchmarked for comparison: a latent topic model and latent semantic analysis (LSA). We observed that CANs constructed using the asymmetric measure were slightly less effective than the topic model in quantitatively predicting free associates, and slightly better than LSA. The structural networks analysis revealed that CANs do approximate the FANs to an encouraging degree.

Raman and infrared spectroscopic studies of phurcalite from Red Canyon, Utah, USA – Implications for the molecular structure

Raman and infrared spectra of the uranyl mineral phurcalite, Ca2(UO2)3O2(PO4)2⋅7H2O, from Red Canyon, Utah, USA, were studied and tentatively interpreted. Observed bands were assigned to the stretching and bending vibrations of (UO2)2+ and (PO4)3− units and to the stretching and bending vibrations and libration modes of water molecules. Approximate lengths of U–O in (UO2)2+ and O–H⋯O hydrogen bond lengths were inferred from observed stretching vibrations. The presence of structurally nonequivalent U6+ and P5+ was inferred from the number of corresponding stretching bands of (UO2)2+ and (PO4)3− units observed in the Raman and infrared spectra..

A Raman spectroscopic study of a hydrated molybdate mineral ferrimolybdite, Fe2(MoO4)3·7–8H2O

Raman spectra of two well-defined ferrimolybdite samples, Fe23+(Mo6+O4)3·7–8H2O, from the Krupka deposit (northern Bohemia, Czech Republic) and Hůrky near Rakovník occurrence (central Bohemia, Czech Republic) were studied and tentatively interpreted. Observed bands were assigned to the stretching and bending vibrations of molybdate anions, Fe–O units and water molecules. Number of Raman and infrared bands assigned to (MoO4)2− units and water molecules proved that symmetrically (structurally) nonequivalent (MoO4)2− and H2O are present in the crystal structure of ferrimolybdite. Approximate O–H⋯O hydrogen bond lengths (2.80–2.73 Å) were inferred from the published infrared spectra.

BPMN Miner: Automated Discovery of BPMN Process Models with Hierarchical Structure

Existing techniques for automated discovery of process models from event logs gen- erally produce flat process models. Thus, they fail to exploit the notion of subprocess as well as error handling and repetition constructs provided by contemporary process modeling notations, such as the Business Process Model and Notation (BPMN). This paper presents a technique for automated discovery of hierarchical BPMN models con- taining interrupting and non-interrupting boundary events and activity markers. The technique employs functional and inclusion dependency discovery techniques in order to elicit a process-subprocess hierarchy from the event log. Given this hierarchy and the projected logs associated to each node in the hierarchy, parent process and subprocess models are then discovered using existing techniques for flat process model discovery. Finally, the resulting models and logs are heuristically analyzed in order to identify boundary events and markers. By employing approximate dependency discovery tech- niques, it is possible to filter out noise in the event log arising for example from data entry errors or missing events. A validation with one synthetic and two real-life logs shows that process models derived by the proposed technique are more accurate and less complex than those derived with flat process discovery techniques. Meanwhile, a validation on a family of synthetically generated logs shows that the technique is resilient to varying levels of noise.

Alive SMC^2: Bayesian model selection for low-count time series models with intractable likelihoods

In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.