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.

A Monte-Carlo tree search in argumentation

Monte-Carlo Tree Search (MCTS) is a heuristic to search in large trees. We apply it to argumentative puzzles where MCTS pursues the best argumentation with respect to a set of arguments to be argued. To make our ideas as widely applicable as possible, we integrate MCTS to an abstract setting for argumentation where the content of arguments is left unspecified. Experimental results show the pertinence of this integration for learning argumentations by comparing it with a basic reinforcement learning.

Monte Carlo analysis of a puzzle game

When a puzzle game is created, its design parameters must be chosen to allow solvable and interesting challenges to be created for the player. We investigate the use of random sampling as a computationally inexpensive means of automated game analysis, to evaluate the BoxOff family of puzzle games. This analysis reveals useful insights into the game, such as the surprising fact that almost 100% of randomly generated challenges have a solution, but less than 10% will be solved using strictly random play, validating the inventor’s design choices. We show the 1D game to be trivial and the 3D game to be viable.

Global, regional, and national disability-adjusted life years (DALYs) for 306 diseases and injuries and healthy life expectancy (HALE) for 188 countries, 1990–2013: Quantifying the epidemiological transition

Background The Global Burden of Disease Study 2013 (GBD 2013) aims to bring together all available epidemiological data using a coherent measurement framework, standardised estimation methods, and transparent data sources to enable comparisons of health loss over time and across causes, age–sex groups, and countries. The GBD can be used to generate summary measures such as disability-adjusted life-years (DALYs) and healthy life expectancy (HALE) that make possible comparative assessments of broad epidemiological patterns across countries and time. These summary measures can also be used to quantify the component of variation in epidemiology that is related to sociodemographic development. Methods We used the published GBD 2013 data for age-specific mortality, years of life lost due to premature mortality (YLLs), and years lived with disability (YLDs) to calculate DALYs and HALE for 1990, 1995, 2000, 2005, 2010, and 2013 for 188 countries. We calculated HALE using the Sullivan method; 95% uncertainty intervals (UIs) represent uncertainty in age-specific death rates and YLDs per person for each country, age, sex, and year. We estimated DALYs for 306 causes for each country as the sum of YLLs and YLDs; 95% UIs represent uncertainty in YLL and YLD rates. We quantified patterns of the epidemiological transition with a composite indicator of sociodemographic status, which we constructed from income per person, average years of schooling after age 15 years, and the total fertility rate and mean age of the population. We applied hierarchical regression to DALY rates by cause across countries to decompose variance related to the sociodemographic status variable, country, and time. Findings Worldwide, from 1990 to 2013, life expectancy at birth rose by 6·2 years (95% UI 5·6–6·6), from 65·3 years (65·0–65·6) in 1990 to 71·5 years (71·0–71·9) in 2013, HALE at birth rose by 5·4 years (4·9–5·8), from 56·9 years (54·5–59·1) to 62·3 years (59·7–64·8), total DALYs fell by 3·6% (0·3–7·4), and age-standardised DALY rates per 100 000 people fell by 26·7% (24·6–29·1). For communicable, maternal, neonatal, and nutritional disorders, global DALY numbers, crude rates, and age-standardised rates have all declined between 1990 and 2013, whereas for non–communicable diseases, global DALYs have been increasing, DALY rates have remained nearly constant, and age-standardised DALY rates declined during the same period. From 2005 to 2013, the number of DALYs increased for most specific non-communicable diseases, including cardiovascular diseases and neoplasms, in addition to dengue, food-borne trematodes, and leishmaniasis; DALYs decreased for nearly all other causes. By 2013, the five leading causes of DALYs were ischaemic heart disease, lower respiratory infections, cerebrovascular disease, low back and neck pain, and road injuries. Sociodemographic status explained more than 50% of the variance between countries and over time for diarrhoea, lower respiratory infections, and other common infectious diseases; maternal disorders; neonatal disorders; nutritional deficiencies; other communicable, maternal, neonatal, and nutritional diseases; musculoskeletal disorders; and other non-communicable diseases. However, sociodemographic status explained less than 10% of the variance in DALY rates for cardiovascular diseases; chronic respiratory diseases; cirrhosis; diabetes, urogenital, blood, and endocrine diseases; unintentional injuries; and self-harm and interpersonal violence. Predictably, increased sociodemographic status was associated with a shift in burden from YLLs to YLDs, driven by declines in YLLs and increases in YLDs from musculoskeletal disorders, neurological disorders, and mental and substance use disorders. In most country-specific estimates, the increase in life expectancy was greater than that in HALE. Leading causes of DALYs are highly variable across countries. Interpretation Global health is improving. Population growth and ageing have driven up numbers of DALYs, but crude rates have remained relatively constant, showing that progress in health does not mean fewer demands on health systems. The notion of an epidemiological transition—in which increasing sociodemographic status brings structured change in disease burden—is useful, but there is tremendous variation in burden of disease that is not associated with sociodemographic status. This further underscores the need for country-specific assessments of DALYs and HALE to appropriately inform health policy decisions and attendant actions.

Global, regional, and national comparative risk assessment of 79 behavioural, environmental and occupational, and metabolic risks or clusters of risks in 188 countries, 1990–2013: a systematic analysis for the Global Burden of Disease Study 2013

Background The Global Burden of Disease, Injuries, and Risk Factor study 2013 (GBD 2013) is the first of a series of annual updates of the GBD. Risk factor quantification, particularly of modifiable risk factors, can help to identify emerging threats to population health and opportunities for prevention. The GBD 2013 provides a timely opportunity to update the comparative risk assessment with new data for exposure, relative risks, and evidence on the appropriate counterfactual risk distribution. Methods Attributable deaths, years of life lost, years lived with disability, and disability-adjusted life-years (DALYs) have been estimated for 79 risks or clusters of risks using the GBD 2010 methods. Risk–outcome pairs meeting explicit evidence criteria were assessed for 188 countries for the period 1990–2013 by age and sex using three inputs: risk exposure, relative risks, and the theoretical minimum risk exposure level (TMREL). Risks are organised into a hierarchy with blocks of behavioural, environmental and occupational, and metabolic risks at the first level of the hierarchy. The next level in the hierarchy includes nine clusters of related risks and two individual risks, with more detail provided at levels 3 and 4 of the hierarchy. Compared with GBD 2010, six new risk factors have been added: handwashing practices, occupational exposure to trichloroethylene, childhood wasting, childhood stunting, unsafe sex, and low glomerular filtration rate. For most risks, data for exposure were synthesised with a Bayesian meta-regression method, DisMod-MR 2.0, or spatial-temporal Gaussian process regression. Relative risks were based on meta-regressions of published cohort and intervention studies. Attributable burden for clusters of risks and all risks combined took into account evidence on the mediation of some risks such as high body-mass index (BMI) through other risks such as high systolic blood pressure and high cholesterol. Findings All risks combined account for 57·2% (95% uncertainty interval [UI] 55·8–58·5) of deaths and 41·6% (40·1–43·0) of DALYs. Risks quantified account for 87·9% (86·5–89·3) of cardiovascular disease DALYs, ranging to a low of 0% for neonatal disorders and neglected tropical diseases and malaria. In terms of global DALYs in 2013, six risks or clusters of risks each caused more than 5% of DALYs: dietary risks accounting for 11·3 million deaths and 241·4 million DALYs, high systolic blood pressure for 10·4 million deaths and 208·1 million DALYs, child and maternal malnutrition for 1·7 million deaths and 176·9 million DALYs, tobacco smoke for 6·1 million deaths and 143·5 million DALYs, air pollution for 5·5 million deaths and 141·5 million DALYs, and high BMI for 4·4 million deaths and 134·0 million DALYs. Risk factor patterns vary across regions and countries and with time. In sub-Saharan Africa, the leading risk factors are child and maternal malnutrition, unsafe sex, and unsafe water, sanitation, and handwashing. In women, in nearly all countries in the Americas, north Africa, and the Middle East, and in many other high-income countries, high BMI is the leading risk factor, with high systolic blood pressure as the leading risk in most of Central and Eastern Europe and south and east Asia. For men, high systolic blood pressure or tobacco use are the leading risks in nearly all high-income countries, in north Africa and the Middle East, Europe, and Asia. For men and women, unsafe sex is the leading risk in a corridor from Kenya to South Africa. Interpretation Behavioural, environmental and occupational, and metabolic risks can explain half of global mortality and more than one-third of global DALYs providing many opportunities for prevention. Of the larger risks, the attributable burden of high BMI has increased in the past 23 years. In view of the prominence of behavioural risk factors, behavioural and social science research on interventions for these risks should be strengthened. Many prevention and primary care policy options are available now to act on key risks.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

Bayesian model comparison in cosmology with Population Monte Carlo

We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence in favour of each model using Population Monte Carlo (PMC), a new adaptive sampling technique which was recently applied in a cosmological context. The Bayesian evidence is immediately available from the PMC sample used for parameter estimation without further computational effort, and it comes with an associated error evaluation. Besides, it provides an unbiased estimator of the evidence after any fixed number of iterations and it is naturally parallelizable, in contrast with MCMC and nested sampling methods. By comparison with analytical predictions for simulated data, we show that our results obtained with PMC are reliable and robust. The variability in the evidence evaluation and the stability for various cases are estimated both from simulations and from data. For the cases we consider, the log-evidence is calculated with a precision of better than 0.08. Using a combined set of recent CMB, SNIa and BAO data, we find inconclusive evidence between flat LambdaCDM and simple dark-energy models. A curved Universe is moderately to strongly disfavoured with respect to a flat cosmology. Using physically well-motivated priors within the slow-roll approximation of inflation, we find a weak preference for a running spectral index. A Harrison-Zel'dovich spectrum is weakly disfavoured. With the current data, tensor modes are not detected; the large prior volume on the tensor-to-scalar ratio r results in moderate evidence in favour of r=0.