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

Bayesian mixtures for modelling complex medical data : a case study in Parkinson’s disease

Mixture models are a flexible tool for unsupervised clustering that have found popularity in a vast array of research areas. In studies of medicine, the use of mixtures holds the potential to greatly enhance our understanding of patient responses through the identification of clinically meaningful clusters that, given the complexity of many data sources, may otherwise by intangible. Furthermore, when developed in the Bayesian framework, mixture models provide a natural means for capturing and propagating uncertainty in different aspects of a clustering solution, arguably resulting in richer analyses of the population under study. This thesis aims to investigate the use of Bayesian mixture models in analysing varied and detailed sources of patient information collected in the study of complex disease. The first aim of this thesis is to showcase the flexibility of mixture models in modelling markedly different types of data. In particular, we examine three common variants on the mixture model, namely, finite mixtures, Dirichlet Process mixtures and hidden Markov models. Beyond the development and application of these models to different sources of data, this thesis also focuses on modelling different aspects relating to uncertainty in clustering. Examples of clustering uncertainty considered are uncertainty in a patient’s true cluster membership and accounting for uncertainty in the true number of clusters present. Finally, this thesis aims to address and propose solutions to the task of comparing clustering solutions, whether this be comparing patients or observations assigned to different subgroups or comparing clustering solutions over multiple datasets. To address these aims, we consider a case study in Parkinson’s disease (PD), a complex and commonly diagnosed neurodegenerative disorder. In particular, two commonly collected sources of patient information are considered. The first source of data are on symptoms associated with PD, recorded using the Unified Parkinson’s Disease Rating Scale (UPDRS) and constitutes the first half of this thesis. The second half of this thesis is dedicated to the analysis of microelectrode recordings collected during Deep Brain Stimulation (DBS), a popular palliative treatment for advanced PD. Analysis of this second source of data centers on the problems of unsupervised detection and sorting of action potentials or "spikes" in recordings of multiple cell activity, providing valuable information on real time neural activity in the brain.

A Bayesian approach for estimating detection times in horses : exploring the pharmacokinetics of a urinary acepromazine metabolite

We describe the population pharmacokinetics of an acepromazine (ACP) metabolite (2-(1-hydroxyethyl)promazine) (HEPS) in horses for the estimation of likely detection times in plasma and urine. Acepromazine (30 mg) was administered to 12 horses, and blood and urine samples were taken at frequent intervals for chemical analysis. A Bayesian hierarchical model was fitted to describe concentration-time data and cumulative urine amounts for HEPS. The metabolite HEPS was modelled separately from the parent ACP as the half-life of the parent was considerably less than that of the metabolite. The clearance ($Cl/F_{PM}$) and volume of distribution ($V/F_{PM}$), scaled by the fraction of parent converted to metabolite, were estimated as 769 L/h and 6874 L, respectively. For a typical horse in the study, after receiving 30 mg of ACP, the upper limit of the detection time was 35 hours in plasma and 100 hours in urine, assuming an arbitrary limit of detection of 1 $\mu$g/L, and a small ($\approx 0.01$) probability of detection. The model derived allowed the probability of detection to be estimated at the population level. This analysis was conducted on data collected from only 12 horses, but we assume that this is representative of the wider population.

A Bayesian analysis of an agricultural field trial with three spatial dimensions

Modern technology now has the ability to generate large datasets over space and time. Such data typically exhibit high autocorrelations over all dimensions. The field trial data motivating the methods of this paper were collected to examine the behaviour of traditional cropping and to determine a cropping system which could maximise water use for grain production while minimising leakage below the crop root zone. They consist of moisture measurements made at 15 depths across 3 rows and 18 columns, in the lattice framework of an agricultural field. Bayesian conditional autoregressive (CAR) models are used to account for local site correlations. Conditional autoregressive models have not been widely used in analyses of agricultural data. This paper serves to illustrate the usefulness of these models in this field, along with the ease of implementation in WinBUGS, a freely available software package. The innovation is the fitting of separate conditional autoregressive models for each depth layer, the ‘layered CAR model’, while simultaneously estimating depth profile functions for each site treatment. Modelling interest also lay in how best to model the treatment effect depth profiles, and in the choice of neighbourhood structure for the spatial autocorrelation model. The favoured model fitted the treatment effects as splines over depth, and treated depth, the basis for the regression model, as measured with error, while fitting CAR neighbourhood models by depth layer. It is hierarchical, with separate onditional autoregressive spatial variance components at each depth, and the fixed terms which involve an errors-in-measurement model treat depth errors as interval-censored measurement error. The Bayesian framework permits transparent specification and easy comparison of the various complex models compared.

Variational Bayes and the reduced dependence approximation for the autologistic model on an irregular grid with applications

Discrete Markov random field models provide a natural framework for representing images or spatial datasets. They model the spatial association present while providing a convenient Markovian dependency structure and strong edge-preservation properties. However, parameter estimation for discrete Markov random field models is difficult due to the complex form of the associated normalizing constant for the likelihood function. For large lattices, the reduced dependence approximation to the normalizing constant is based on the concept of performing computationally efficient and feasible forward recursions on smaller sublattices which are then suitably combined to estimate the constant for the whole lattice. We present an efficient computational extension of the forward recursion approach for the autologistic model to lattices that have an irregularly shaped boundary and which may contain regions with no data; these lattices are typical in applications. Consequently, we also extend the reduced dependence approximation to these scenarios enabling us to implement a practical and efficient non-simulation based approach for spatial data analysis within the variational Bayesian framework. The methodology is illustrated through application to simulated data and example images. The supplemental materials include our C++ source code for computing the approximate normalizing constant and simulation studies.

Condition deterioration prediction of bridge elements using Dynamic Bayesian Networks (DBNs)

The ability of bridge deterioration models to predict future condition provides significant advantages in improving the effectiveness of maintenance decisions. This paper proposes a novel model using Dynamic Bayesian Networks (DBNs) for predicting the condition of bridge elements. The proposed model improves prediction results by being able to handle, deterioration dependencies among different bridge elements, the lack of full inspection histories, and joint considerations of both maintenance actions and environmental effects. With Bayesian updating capability, different types of data and information can be utilised as inputs. Expert knowledge can be used to deal with insufficient data as a starting point. The proposed model established a flexible basis for bridge systems deterioration modelling so that other models and Bayesian approaches can be further developed in one platform. A steel bridge main girder was chosen to validate the proposed model.

Severity of driver injury and vehicle damage in traffic crashes at intersections: A Bayesian hierarchical analysis

Most crash severity studies ignored severity correlations between driver-vehicle units involved in the same crashes. Models without accounting for these within-crash correlations will result in biased estimates in the factor effects. This study developed a Bayesian hierarchical binomial logistic model to identify the significant factors affecting the severity level of driver injury and vehicle damage in traffic crashes at signalized intersections. Crash data in Singapore were employed to calibrate the model. Model fitness assessment and comparison using Intra-class Correlation Coefficient (ICC) and Deviance Information Criterion (DIC) ensured the suitability of introducing the crash-level random effects. Crashes occurring in peak time, in good street lighting condition, involving pedestrian injuries are associated with a lower severity, while those in night time, at T/Y type intersections, on right-most lane, and installed with red light camera have larger odds of being severe. Moreover, heavy vehicles have a better resistance on severe crash, while crashes involving two-wheel vehicles, young or aged drivers, and the involvement of offending party are more likely to result in severe injuries.

Applying Bayesian hierarchical models to examine motorcycle crashes at signalized intersections

Motorcycles are overrepresented in road traffic crashes and particularly vulnerable at signalized intersections. The objective of this study is to identify causal factors affecting the motorcycle crashes at both four-legged and T signalized intersections. Treating the data in time-series cross-section panels, this study explores different Hierarchical Poisson models and found that the model allowing autoregressive lag 1 dependent specification in the error term is the most suitable. Results show that the number of lanes at the four-legged signalized intersections significantly increases motorcycle crashes largely because of the higher exposure resulting from higher motorcycle accumulation at the stop line. Furthermore, the presence of a wide median and an uncontrolled left-turn lane at major roadways of four-legged intersections exacerbate this potential hazard. For T signalized intersections, the presence of exclusive right-turn lane at both major and minor roadways and an uncontrolled left-turn lane at major roadways of T intersections increases motorcycle crashes. Motorcycle crashes increase on high-speed roadways because they are more vulnerable and less likely to react in time during conflicts. The presence of red light cameras reduces motorcycle crashes significantly for both four-legged and T intersections. With the red-light camera, motorcycles are less exposed to conflicts because it is observed that they are more disciplined in queuing at the stop line and less likely to jump start at the start of green.

Bayesian hierarchical analysis on crash prediction models

Traditional crash prediction models, such as generalized linear regression models, are incapable of taking into account the multilevel data structure, which extensively exists in crash data. Disregarding the possible within-group correlations can lead to the production of models giving unreliable and biased estimates of unknowns. This study innovatively proposes a -level hierarchy, viz. (Geographic region level – Traffic site level – Traffic crash level – Driver-vehicle unit level – Vehicle-occupant level) Time level, to establish a general form of multilevel data structure in traffic safety analysis. To properly model the potential cross-group heterogeneity due to the multilevel data structure, a framework of Bayesian hierarchical models that explicitly specify multilevel structure and correctly yield parameter estimates is introduced and recommended. The proposed method is illustrated in an individual-severity analysis of intersection crashes using the Singapore crash records. This study proved the importance of accounting for the within-group correlations and demonstrated the flexibilities and effectiveness of the Bayesian hierarchical method in modeling multilevel structure of traffic crash data.

Hotspot Identification: A Full Bayesian Hierarchical Modeling Approach

This study proposes a full Bayes (FB) hierarchical modeling approach in traffic crash hotspot identification. The FB approach is able to account for all uncertainties associated with crash risk and various risk factors by estimating a posterior distribution of the site safety on which various ranking criteria could be based. Moreover, by use of hierarchical model specification, FB approach is able to flexibly take into account various heterogeneities of crash occurrence due to spatiotemporal effects on traffic safety. Using Singapore intersection crash data(1997-2006), an empirical evaluate was conducted to compare the proposed FB approach to the state-of-the-art approaches. Results show that the Bayesian hierarchical models with accommodation for site specific effect and serial correlation have better goodness-of-fit than non hierarchical models. Furthermore, all model-based approaches perform significantly better in safety ranking than the naive approach using raw crash count. The FB hierarchical models were found to significantly outperform the standard EB approach in correctly identifying hotspots.

A proposed validation framework for expert elicited Bayesian Networks

The popularity of Bayesian Network modelling of complex domains using expert elicitation has raised questions of how one might validate such a model given that no objective dataset exists for the model. Past attempts at delineating a set of tests for establishing confidence in an entirely expert-elicited model have focused on single types of validity stemming from individual sources of uncertainty within the model. This paper seeks to extend the frameworks proposed by earlier researchers by drawing upon other disciplines where measuring latent variables is also an issue. We demonstrate that even in cases where no data exist at all there is a broad range of validity tests that can be used to establish confidence in the validity of a Bayesian Belief Network.

Modelling passenger flow at airport terminals : individual agent decision model for stochastic passenger behaviour

Airport system is complex. Passenger dynamics within it appear to be complicate as well. Passenger behaviours outside standard processes are regarded more significant in terms of public hazard and service rate issues. In this paper, we devised an individual agent decision model to simulate stochastic passenger behaviour in airport departure terminal. Bayesian networks are implemented into the decision making model to infer the probabilities that passengers choose to use any in-airport facilities. We aim to understand dynamics of the discretionary activities of passengers.

Integrated health prediction of bridge systems using dynamic object oriented Bayesian networks (DOOBNS)

The serviceability and safety of bridges are crucial to people’s daily lives and to the national economy. Every effort should be taken to make sure that bridges function safely and properly as any damage or fault during the service life can lead to transport paralysis, catastrophic loss of property or even casualties. Nonetheless, aggressive environmental conditions, ever-increasing and changing traffic loads and aging can all contribute to bridge deterioration. With often constrained budget, it is of significance to identify bridges and bridge elements that should be given higher priority for maintenance, rehabilitation or replacement, and to select optimal strategy. Bridge health prediction is an essential underpinning science to bridge maintenance optimization, since the effectiveness of optimal maintenance decision is largely dependent on the forecasting accuracy of bridge health performance. The current approaches for bridge health prediction can be categorised into two groups: condition ratings based and structural reliability based. A comprehensive literature review has revealed the following limitations of the current modelling approaches: (1) it is not evident in literature to date that any integrated approaches exist for modelling both serviceability and safety aspects so that both performance criteria can be evaluated coherently; (2) complex system modelling approaches have not been successfully applied to bridge deterioration modelling though a bridge is a complex system composed of many inter-related bridge elements; (3) multiple bridge deterioration factors, such as deterioration dependencies among different bridge elements, observed information, maintenance actions and environmental effects have not been considered jointly; (4) the existing approaches are lacking in Bayesian updating ability to incorporate a variety of event information; (5) the assumption of series and/or parallel relationship for bridge level reliability is always held in all structural reliability estimation of bridge systems. To address the deficiencies listed above, this research proposes three novel models based on the Dynamic Object Oriented Bayesian Networks (DOOBNs) approach. Model I aims to address bridge deterioration in serviceability using condition ratings as the health index. The bridge deterioration is represented in a hierarchical relationship, in accordance with the physical structure, so that the contribution of each bridge element to bridge deterioration can be tracked. A discrete-time Markov process is employed to model deterioration of bridge elements over time. In Model II, bridge deterioration in terms of safety is addressed. The structural reliability of bridge systems is estimated from bridge elements to the entire bridge. By means of conditional probability tables (CPTs), not only series-parallel relationship but also complex probabilistic relationship in bridge systems can be effectively modelled. The structural reliability of each bridge element is evaluated from its limit state functions, considering the probability distributions of resistance and applied load. Both Models I and II are designed in three steps: modelling consideration, DOOBN development and parameters estimation. Model III integrates Models I and II to address bridge health performance in both serviceability and safety aspects jointly. The modelling of bridge ratings is modified so that every basic modelling unit denotes one physical bridge element. According to the specific materials used, the integration of condition ratings and structural reliability is implemented through critical failure modes. Three case studies have been conducted to validate the proposed models, respectively. Carefully selected data and knowledge from bridge experts, the National Bridge Inventory (NBI) and existing literature were utilised for model validation. In addition, event information was generated using simulation to demonstrate the Bayesian updating ability of the proposed models. The prediction results of condition ratings and structural reliability were presented and interpreted for basic bridge elements and the whole bridge system. The results obtained from Model II were compared with the ones obtained from traditional structural reliability methods. Overall, the prediction results demonstrate the feasibility of the proposed modelling approach for bridge health prediction and underpin the assertion that the three models can be used separately or integrated and are more effective than the current bridge deterioration modelling approaches. The primary contribution of this work is to enhance the knowledge in the field of bridge health prediction, where more comprehensive health performance in both serviceability and safety aspects are addressed jointly. The proposed models, characterised by probabilistic representation of bridge deterioration in hierarchical ways, demonstrated the effectiveness and pledge of DOOBNs approach to bridge health management. Additionally, the proposed models have significant potential for bridge maintenance optimization. Working together with advanced monitoring and inspection techniques, and a comprehensive bridge inventory, the proposed models can be used by bridge practitioners to achieve increased serviceability and safety as well as maintenance cost effectiveness.