Computational learning of the conditional phase-type (C-Ph) distribution: Learning C-Ph distributions

This paper presents a new algorithm for learning the structure of a special type of Bayesian network. The conditional phase-type (C-Ph) distribution is a Bayesian network that models the probabilistic causal relationships between a skewed continuous variable, modelled by the Coxian phase-type distribution, a special type of Markov model, and a set of interacting discrete variables. The algorithm takes a dataset as input and produces the structure, parameters and graphical representations of the fit of the C-Ph distribution as output.The algorithm, which uses a greedy-search technique and has been implemented in MATLAB, is evaluated using a simulated data set consisting of 20,000 cases. The results show that the original C-Ph distribution is recaptured and the fit of the network to the data is discussed.

Discrete Conditional Phase-type model (DC_Ph) for patient waiting time with a logistic regression component to predict patient admission to hospital

Discrete Conditional Phase-type (DC-Ph) models are a family of models which represent skewed survival data conditioned on specific inter-related discrete variables. The survival data is modeled using a Coxian phase-type distribution which is associated with the inter-related variables using a range of possible data mining approaches such as Bayesian networks (BNs), the Naïve Bayes Classification method and classification regression trees. This paper utilizes the Discrete Conditional Phase-type model (DC-Ph) to explore the modeling of patient waiting times in an Accident and Emergency Department of a UK hospital. The resulting DC-Ph model takes on the form of the Coxian phase-type distribution conditioned on the outcome of a logistic regression model.

The Conditional Phase-type distribution: Graphical Models for Continuous Non-Normal Data:The Conditional Phase-type (C-Ph) distribution:

Conditional Gaussian (CG) distributions allow the inclusion of both discrete and continuous variables in a model assuming that the continuous variable is normally distributed. However, the CG distributions have proved to be unsuitable for survival data which tends to be highly skewed. A new method of analysis is required to take into account continuous variables which are not normally distributed. The aim of this paper is to introduce the more appropriate conditional phase-type (C-Ph) distribution for representing a continuous non-normal variable while also incorporating the causal information in the form of a Bayesian network.

Computational techniques for a simple theory of conditional preferences

A simple logic of conditional preferences is defined, with a language that allows the compact representation of certain kinds of conditional preference statements, a semantics and a proof theory. CP-nets and TCP-nets can be mapped into this logic, and the semantics and proof theory generalise those of CP-nets and TCP-nets. The system can also express preferences of a lexicographic kind. The paper derives various sufficient conditions for a set of conditional preferences to be consistent, along with algorithmic techniques for checking such conditions and hence confirming consistency. These techniques can also be used for totally ordering outcomes in a way that is consistent with the set of preferences, and they are further developed to give an approach to the problem of constrained optimisation for conditional preferences.

Optimizing the balance between false positive and false negative error probabilities of confirmatory methods for the detection of veterinary drug residues

GC-MS data on veterinary drug residues in bovine urine are used for controlling the illegal practice of fattening cattle. According to current detection criteria, peak patterns of preferably four ions should agree within 10 or 20% from a corresponding standard pattern. These criteria are rigid, rather arbitrary and do not match daily practice. A new model, based on multivariate modeling of log peak abundance ratios, provides a theoretical basis for the identification of analytes and optimizes the balance between the avoidance of false positives and false negatives. The performance of the model is demonstrated on data provided by five laboratories, each supplying GC-MS measurements on the detection of clenbuterol, dienestrol and 19 beta-nortestosterone in urine. The proposed model shows a better performance than confirmation by using the current criteria and provides a statistical basis for inspection criteria in terms of error probabilities.

A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework

This paper proposes a new non-parametric method for estimating model-free, time-varying liquidity betas which builds on realized covariance and volatility theory. Working under a liquidity-adjusted CAPM framework we provide evidence that liquidity risk is a factor priced in the Greek stock market, mainly arising from the covariation of individual liquidity with local market liquidity, however, the level of liquidity seems to be an irrelevant variable in asset pricing. Our findings provide support to the notion that liquidity shocks transmitted across securities can cause market-wide effects and can have important implications for portfolio diversification strategies. ©2012 Elsevier B.V. All rights reserved.

Estimating the costs of medicalization

Medicalization is the process by which non-medical problems become defined and treated as medical problems, usually as illnesses or disorders. There has been growing concern with the possibility that medicalization is driving increased health care costs. In this paper we estimate the medical spending in the U.S. of identified medicalized conditions at approximately 77 billion in 2005, 3.9% of total domestic expenditures on health care. This estimate is based on the direct costs associated with twelve medicalized conditions. Although due to data limitations this estimate does not include all medicalized conditions, it can inform future debates about health care spending and medicalization.

EXPERT-SYSTEM SUPPORT USING BAYESIAN BELIEF NETWORKS IN THE DIAGNOSIS OF FINE-NEEDLE ASPIRATION BIOPSY SPECIMENS OF THE BREAST

Aim-To develop an expert system model for the diagnosis of fine needle aspiration cytology (FNAC) of the breast.

Methods-Knowledge and uncertainty were represented in the form of a Bayesian belief network which permitted the combination of diagnostic evidence in a cumulative manner and provided a final probability for the possible diagnostic outcomes. The network comprised 10 cytological features (evidence nodes), each independently linked to the diagnosis (decision node) by a conditional probability matrix. The system was designed to be interactive in that the cytopathologist entered evidence into the network in the form of likelihood ratios for the outcomes at each evidence node.

Results-The efficiency of the network was tested on a series of 40 breast FNAC specimens. The highest diagnostic probability provided by the network agreed with the cytopathologists' diagnosis in 100% of cases for the assessment of discrete, benign, and malignant aspirates. A typical probably benign cases were given probabilities in favour of a benign diagnosis. Suspicious cases tended to have similar probabilities for both diagnostic outcomes and so, correctly, could not be assigned as benign or malignant. A closer examination of cumulative belief graphs for the diagnostic sequence of each case provided insight into the diagnostic process, and quantitative data which improved the identification of suspicious cases.

Conclusion-The further development of such a system will have three important roles in breast cytodiagnosis: (1) to aid the cytologist in making a more consistent and objective diagnosis; (2) to provide a teaching tool on breast cytological diagnosis for the non-expert; and (3) it is the first stage in the development of a system capable of automated diagnosis through the use of expert system machine vision.

Changing attitudes to gender roles: A longitudinal analysis of ordinal response data from the British household panel study

This article examines changes in attitudes to gender roles in contemporary Britain by using a first-order Markov process in which cumulative transition probabilities are logistic functions of a set of personal and socioeconomic characteristics of respondents. The data are taken from the British Household Panel Study (BHPS). The attitudinal responses examined take the form of ordinal responses concerning gender roles in 1991 and 2003. The likelihood function is partitioned to make possible the use of existing software for estimating model parameters. For the BHPS data, it was found that, depending on the value of the response in 1991, a variety of factors were important determinants of attitudes to gender roles by 2003.