A sequential Monte Carlo approach to design for population pharmacokinetics studies

Here we present a sequential Monte Carlo approach that can be used to find optimal designs. Our focus is on the design of phase III clinical trials where the derivation of sampling windows is required, along with the optimal sampling schedule. The search is conducted via a particle filter which traverses a sequence of target distributions artificially constructed via an annealed utility. The algorithm derives a catalogue of highly efficient designs which, not only contain the optimal, but can also be used to derive sampling windows. We demonstrate our approach by designing a hypothetical phase III clinical trial.

Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

In this paper we present a sequential Monte Carlo algorithm for Bayesian sequential experimental design applied to generalised non-linear models for discrete data. The approach is computationally convenient in that the information of newly observed data can be incorporated through a simple re-weighting step. We also consider a flexible parametric model for the stimulus-response relationship together with a newly developed hybrid design utility that can produce more robust estimates of the target stimulus in the presence of substantial model and parameter uncertainty. The algorithm is applied to hypothetical clinical trial or bioassay scenarios. In the discussion, potential generalisations of the algorithm are suggested to possibly extend its applicability to a wide variety of scenarios

A sequential Monte Carlo algorithm to incorporate model uncertainty in Bayesian sequential design

Here we present a sequential Monte Carlo (SMC) algorithm that can be used for any one-at-a-time Bayesian sequential design problem in the presence of model uncertainty where discrete data are encountered. Our focus is on adaptive design for model discrimination but the methodology is applicable if one has a different design objective such as parameter estimation or prediction. An SMC algorithm is run in parallel for each model and the algorithm relies on a convenient estimator of the evidence of each model which is essentially a function of importance sampling weights. Other methods for this task such as quadrature, often used in design, suffer from the curse of dimensionality. Approximating posterior model probabilities in this way allows us to use model discrimination utility functions derived from information theory that were previously difficult to compute except for conjugate models. A major benefit of the algorithm is that it requires very little problem specific tuning. We demonstrate the methodology on three applications, including discriminating between models for decline in motor neuron numbers in patients suffering from neurological diseases such as Motor Neuron disease.

Monte Carlo modeling of a 4 mm conical collimator for a Novalis Tx Linear Accelerator

The work presented in this poster outlines the steps taken to model a 4 mm conical collimator (BrainLab, Germany) on a Novalis Tx linear accelerator (Varian, Palo Alto, USA) capable of producing a 6MV photon beam for treatment of Stereotactic Radiosurgery (SRS) patients. The verification of this model was performed by measurements in liquid water and in virtual water. The measurements involved scanning depth dose and profiles in a water tank plus measurement of output factors in virtual water using Gafchromic® EBT3 film.

Monte Carlo-based diode design for correction-less small field dosimetry

Due to their small collecting volume diodes are commonly used in small field dosimetry. However the relative sensitivity of a diode increases with decreasing small field size. Conversely, small air gaps have been shown to cause a significant decrease in the sensitivity of a detector as the field size is decreased. Therefore this study uses Monte Carlo simulations to look at introducing air upstream to diodes such that they measure with a constant sensitivity across all field sizes in small field dosimetry. Varying thicknesses of air were introduced onto the upstream end of two commercial diodes (PTW 60016 photon diode and PTW 60017 electron diode), as well as a theoretical unenclosed silicon chip using field sizes as small as 5 mm × 5 mm . The metric D_(w,Q)/D_(Det,Q) used in this study represents the ratio of the dose to a point of water to the dose to the diode active volume, for a particular field size and location. The optimal thickness of air required to provide a constant sensitivity across all small field sizes was found by plotting D_(w,Q)/D_(Det,Q) as a function of introduced air gap size for various field sizes, and finding the intersection point of these plots. That is, the point at which D_(w,Q)/D_(Det,Q) was constant for all field sizes was found. The optimal thickness of air was calculated to be 3.3 mm, 1.15 mm and 0.10 mm for the photon diode, electron diode and unenclosed silicon chip respectively. The variation in these results was due to the different design of each detector. When calculated with the new diode design incorporating the upstream air gap, k_(Q_clin 〖,Q〗_msr)^(f_clin 〖,f〗_msr ) was equal to unity to within statistical uncertainty (0.5 %) for all three diodes. Cross-axis profile measurements were also improved with the new detector design. The upstream air gap could be implanted on the commercial diodes via a cap consisting of the air cavity surrounded by water equivalent material. The results for the unclosed silicon chip show that an ideal small field dosimetry diode could be created by using a silicon chip with a small amount of air above it.

Development of empirical equations for irradiance profile of a standard parabolic trough collector using Monte Carlo ray tracing technique

Irradiance profile around the receiver tube (RT) of a parabolic trough collector (PTC) is a key effect of optical performance that affects the overall energy performance of the collector. Thermal performance evaluation of the RT relies on the appropriate determination of the irradiance profile. This article explains a technique in which empirical equations were developed to calculate the local irradiance as a function of angular location of the RT of a standard PTC using a vigorously verified Monte Carlo ray tracing model. A large range of test conditions including daily normal insolation, spectral selective coatings and glass envelop conditions were selected from the published data by Dudley et al. [1] for the job. The R2 values of the equations are excellent that vary in between 0.9857 and 0.9999. Therefore, these equations can be used confidently to produce realistic non-uniform boundary heat flux profile around the RT at normal incidence for conjugate heat transfer analyses of the collector. Required values in the equations are daily normal insolation, and the spectral selective properties of the collector components. Since the equations are polynomial functions, data processing software can be employed to calculate the flux profile very easily and quickly. The ultimate goal of this research is to make the concentrating solar power technology cost competitive with conventional energy technology facilitating its ongoing research.

A sequential Monte Carlo framework for adaptive Bayesian model discrimination designs using mutual information

In this paper we present a unified sequential Monte Carlo (SMC) framework for performing sequential experimental design for discriminating between a set of models. The model discrimination utility that we advocate is fully Bayesian and based upon the mutual information. SMC provides a convenient way to estimate the mutual information. Our experience suggests that the approach works well on either a set of discrete or continuous models and outperforms other model discrimination approaches.

A comparison of surface doses for very small field size x-ray beams : Monte Carlo calculations and radiochromic film measurements

Stereotactic radiosurgery treatments involve the delivery of very high doses for a small number of fractions. To date, there is limited data in terms of the skin dose for the very small field sizes used in these treatments. In this work, we determine relative surface doses for small size circular collimators as used in stereotactic radiosurgery treatments. Monte Carlo calculations were performed using the BEAMnrc code with a model of the Novalis 15 Trilogy linear accelerator and the BrainLab circular collimators. The surface doses were calculated at the ICRU skin dose depth of 70 m all using the 6 MV SRS x-ray beam. The calculated surface doses varied between 15 – 12% with decreasing values as the field size increased from 4 to 30 mm. In comparison, surface doses were measured using Gafchromic EBT3 film positioned at the surface of a Virtual Water phantom. The absolute agreement between calculated and measured surface doses was better than 2.5% which is well within the 20 uncertainties of the Monte Carlo calculations and the film measurements. Based on these results, we have shown that the Gafchromic EBT3 film is suitable for surface dose estimates in very small size fields as used in SRS.

Using narrow beam profiles to quantify focal spot size, for accurate Monte Carlo simulations of SRS/SRT systems

This study investigates the variation of photon field penumbra shape with initial electron beam diameter, for very narrow beams. A Varian Millenium MLC (Varian Medical Systems, Palo Alto, USA) and a Brainlab m3 microMLC (Brainlab AB. Feldkirchen, Germany) were used, with one Varian iX linear accelerator, to produce fields that were (nominally) 0.20 cm across. Dose profiles for these fields were measured using radiochromic film and compared with the results of simulations completed using BEAMnrc and DOSXYZnrc, where the initial electron beam was set to FWHM = 0.02, 0.10, 0.12, 0.15, 0.20 and 0.50 cm. Increasing the electron-beam FWHM produced increasing occlusion of the photon source by the closely spaced collimator leaves and resulted in blurring of the simulated profile widths from 0.26 to 0.64 cm, for the MLC, from 0.12 to 0.43 cm, for the microMLC. Comparison with measurement data suggested that the electron spot size in the clinical linear accelerator was between FWHM = 0.10 and 0.15 cm, encompassing the result of our previous output-factor based work, which identified a FWHM of 0.12. Investigation of narrow-beam penumbra variation has been found to be a useful procedure, with results varying noticeably with linear accelerator spot size and allowing FWHM estimates obtained using other methods to be verified.

Technique for evaluating photo sharing interfaces with the early prototypes - group simulation

User evaluations using paper prototypes commonly lack social context. The Group simulation technique described in this paper offers a solution to this problem. The study introduces an early-phase participatory design technique targeted for small groups. The proposed technique is used for evaluating an interface, which enables group work in photo collection creation. Three groups of four users, 12 in total, took part in a simulation session where they tested a low-fidelity design concept that included their own personal photo content from an event that their group attended together. The users’ own content was used to evoke natural experiences. Our results indicate that the technique helped users to naturally engage with the prototype in the session. The technique is suggested to be suitable for evaluating other early-phase concepts and to guide design solutions, especially with the concepts that include users’ personal content and enable content sharing.

High penetration of rooftop photovoltaic cells in low voltage distribution networks : voltage imbalance and improvement

Installation of domestic rooftop photovoltaic cells (PVs) is increasing due to feed–in tariff and motivation driven by environmental concerns. Even though the increase in the PV installation is gradual, their locations and ratings are often random. Therefore, such single–phase bi–directional power flow caused by the residential customers can have adverse effect on the voltage imbalance of a three–phase distribution network. In this chapter, a voltage imbalance sensitivity analysis and stochastic evaluation are carried out based on the ratings and locations of single–phase grid–connected rooftop PVs in a residential low voltage distribution network. The stochastic evaluation, based on Monte Carlo method, predicts a failure index of non–standard voltage imbalance in the network in presence of PVs. Later, the application of series and parallel custom power devices are investigated to improve voltage imbalance problem in these feeders. In this regard, first, the effectiveness of these two custom power devices is demonstrated vis–à–vis the voltage imbalance reduction in feeders containing rooftop PVs. Their effectiveness is investigated from the installation location and rating points of view. Later, a Monte Carlo based stochastic analysis is utilized to investigate their efficacy for different uncertainties of load and PV rating and location in the network. This is followed by demonstrating the dynamic feasibility and stability issues of applying these devices in the network.

Monte Carlo simulations of small field output factors in solid phantoms

Introduction Total scatter factor (or output factor) in megavoltage photon dosimetry is a measure of relative dose relating a certain field size to a reference field size. The use of solid phantoms has been well established for output factor measurements, however to date these phantoms have not been tested with small fields. In this work, we evaluate the water equivalency of a number of solid phantoms for small field output factor measurements using the EGSnrc Monte Carlo code. Methods The following small square field sizes were simulated using BEAMnrc: 5, 6, 7, 8, 10 and 30 mm. Each simulated phantom geometry was created in DOSXYZnrc and consisted of a silicon diode (of length and width 1.5 mm and depth 0.5 mm) submersed in the phantom at a depth of 5 g/cm2. The source-to-detector distance was 100 cm for all simulations. The dose was scored in a single voxel at the location of the diode. Interaction probabilities and radiation transport parameters for each material were created using custom PEGS4 files. Results A comparison of the resultant output factors in the solid phantoms, compared to the same factors in a water phantom are shown in Fig. 1. The statistical uncertainty in each point was less than or equal to 0.4 %. The results in Fig. 1 show that the density of the phantoms affected the output factor results, with higher density materials (such as PMMA) resulting in higher output factors. Additionally, it was also calculated that scaling the depth for equivalent path length had negligible effect on the output factor results at these field sizes. Discussion and conclusions Electron stopping power and photon mass energy absorption change minimally with small field size [1]. Also, it can be seen from Fig. 1 that the difference from water decreases with increasing field size. Therefore, the most likely cause for the observed discrepancies in output factors is differing electron disequilibrium as a function of phantom density. When measuring small field output factors in a solid phantom, it is important that the density is very close to that of water.

Monte Carlo dosimetry for stereotactic radiosurgery

Stereotactic radiosurgery (SRS) treatments for brain cancers require small and precisely shaped photon beams. These beams can be generated by fitting a linear accelerator with a micro-multileaf collimator (mMLC) such as the BrainLAB m3, which offers greater flexibility for field shaping than standard SRS cone collimators

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.

Transdimensional sequential Monte Carlo using variational Bayes — SMCVB

A new transdimensional Sequential Monte Carlo (SMC) algorithm called SM- CVB is proposed. In an SMC approach, a weighted sample of particles is generated from a sequence of probability distributions which ‘converge’ to the target distribution of interest, in this case a Bayesian posterior distri- bution. The approach is based on the use of variational Bayes to propose new particles at each iteration of the SMCVB algorithm in order to target the posterior more efficiently. The variational-Bayes-generated proposals are not limited to a fixed dimension. This means that the weighted particle sets that arise can have varying dimensions thereby allowing us the option to also estimate an appropriate dimension for the model. This novel algorithm is outlined within the context of finite mixture model estimation. This pro- vides a less computationally demanding alternative to using reversible jump Markov chain Monte Carlo kernels within an SMC approach. We illustrate these ideas in a simulated data analysis and in applications.