Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

Pseudo memory effects, majorization and entropy in quantum random walks

A quantum random walk on the integers exhibits pseudo memory effects, in that its probability distribution after N steps is determined by reshuffling the first N distributions that arise in a classical random walk with the same initial distribution. In a classical walk, entropy increase can be regarded as a consequence of the majorization ordering of successive distributions. The Lorenz curves of successive distributions for a symmetric quantum walk reveal no majorization ordering in general. Nevertheless, entropy can increase, and computer experiments show that it does so on average. Varying the stages at which the quantum coin system is traced out leads to new quantum walks, including a symmetric walk for which majorization ordering is valid but the spreading rate exceeds that of the usual symmetric quantum walk.

Teleonomic entropy: measuring the phase-space of end-directed systems

We introduce a novel way of measuring the entropy of a set of values undergoing changes. Such a measure becomes useful when analyzing the temporal development of an algorithm designed to numerically update a collection of values such as artificial neural network weights undergoing adjustments during learning. We measure the entropy as a function of the phase-space of the values, i.e. their magnitude and velocity of change, using a method based on the abstract measure of entropy introduced by the philosopher Rudolf Carnap. By constructing a time-dynamic two-dimensional Voronoi diagram using Voronoi cell generators with coordinates of value- and value-velocity (change of magnitude), the entropy becomes a function of the cell areas. We term this measure teleonomic entropy since it can be used to describe changes in any end-directed (teleonomic) system. The usefulness of the method is illustrated when comparing the different approaches of two search algorithms, a learning artificial neural network and a population of discovering agents. (C) 2004 Elsevier Inc. All rights reserved.

Gene duplication and hierarchical modularity in intracellular interaction networks

Networks of interactions evolve in many different domains. They tend to have topological characteristics in common, possibly due to common factors in the way the networks grow and develop. It has been recently suggested that one such common characteristic is the presence of a hierarchically modular organization. In this paper, we describe a new algorithm for the detection and quantification of hierarchical modularity, and demonstrate that the yeast protein-protein interaction network does have a hierarchically modular organization. We further show that such organization is evident in artificial networks produced by computational evolution using a gene duplication operator, but not in those developing via preferential attachment of new nodes to highly connected existing nodes. (C) 2004 Elsevier Ireland Ltd. All rights reserved.

A tutorial on the cross-entropy method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning. combinatorial optimization

The cross-entropy method for network reliability estimation

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.

Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Hierarchical organisation of neuro-anatomical constraints in interlimb coordination

Based on the observation that bimanual finger tapping movements tend toward mirror symmetry with respect to the body midline, despite the synchronous activation of non-homologous muscles, F. Mechsner, D. Kerzel, G. Knoblich, and W. Prinz (2001) [Perceptual basis of bimanual coordination. Nature, 414, 69-73] suggested that the basis of rhythmic coordination is purely spatial/perceptual in nature, and independent of the neuro-anatomical constraints of the motor system. To investigate this issue further, we employed a four finger tapping task similar to that used by F. Mechsner and G. Knoblich (2004) [Do muscle matter in bimanual coordination? Journal of Experimental Psychology: Human Perception and Performance, 30, 490-503] in which six male participants were required to alternately tap combinations of adjacent pairs of index (1), middle (M) and ring (R) fingers of each hand in time with an auditory metronome. The metronome pace increased continuously from 1 Hz to 3 Hz over the course of a 30-s trial. Each participant performed three blocks of trials in which finger combination for each hand (IM or MR) and mode of coordination (mirror or parallel) were presented in random order. Within each block, the right hand was placed in one of three orientations; prone, neutral and supine. The order of blocks was counterbalanced across the six participants. The left hand maintained a prone position throughout the experiment. On the basis of discrete relative phase analyses between synchronised taps, the time at which the initial mode of coordination was lost was determined for each trial. When the right hand was prone, transitions occurred only from parallel symmetry to mirror symmetry, regardless of finger combination. In contrast, when the right hand was supine, transitions occurred only from mirror symmetry to parallel but no transitions were observed in the opposite direction. In the right hand neutral condition, mirror and parallel symmetry are insufficient to describe the modes of coordination since the hands are oriented orthogonally. When defined anatomically, however, the results in each of the three right hand orientations are consistent. That is, synchronisation of finger tapping is deter-mined by a hierarchy of control of individual fingers based on their intrinsic neuro-mechanical properties rather than on the basis of their spatial orientation. (c) 2005 Elsevier B.V. All rights reserved.

Hierarchical indexing structure for efficient similarity search in video retrieval

With the rapid increase in both centralized video archives and distributed WWW video resources, content-based video retrieval is gaining its importance. To support such applications efficiently, content-based video indexing must be addressed. Typically, each video is represented by a sequence of frames. Due to the high dimensionality of frame representation and the large number of frames, video indexing introduces an additional degree of complexity. In this paper, we address the problem of content-based video indexing and propose an efficient solution, called the Ordered VA-File (OVA-File) based on the VA-file. OVA-File is a hierarchical structure and has two novel features: 1) partitioning the whole file into slices such that only a small number of slices are accessed and checked during k Nearest Neighbor (kNN) search and 2) efficient handling of insertions of new vectors into the OVA-File, such that the average distance between the new vectors and those approximations near that position is minimized. To facilitate a search, we present an efficient approximate kNN algorithm named Ordered VA-LOW (OVA-LOW) based on the proposed OVA-File. OVA-LOW first chooses possible OVA-Slices by ranking the distances between their corresponding centers and the query vector, and then visits all approximations in the selected OVA-Slices to work out approximate kNN. The number of possible OVA-Slices is controlled by a user-defined parameter delta. By adjusting delta, OVA-LOW provides a trade-off between the query cost and the result quality. Query by video clip consisting of multiple frames is also discussed. Extensive experimental studies using real video data sets were conducted and the results showed that our methods can yield a significant speed-up over an existing VA-file-based method and iDistance with high query result quality. Furthermore, by incorporating temporal correlation of video content, our methods achieved much more efficient performance.

The cross-entropy method for continuous multi-extremal optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.

A Bayesian hierarchical model for categorical longitudinal data from a social survey of immigrants

The paper investigates a Bayesian hierarchical model for the analysis of categorical longitudinal data from a large social survey of immigrants to Australia. Data for each subject are observed on three separate occasions, or waves, of the survey. One of the features of the data set is that observations for some variables are missing for at least one wave. A model for the employment status of immigrants is developed by introducing, at the first stage of a hierarchical model, a multinomial model for the response and then subsequent terms are introduced to explain wave and subject effects. To estimate the model, we use the Gibbs sampler, which allows missing data for both the response and the explanatory variables to be imputed at each iteration of the algorithm, given some appropriate prior distributions. After accounting for significant covariate effects in the model, results show that the relative probability of remaining unemployed diminished with time following arrival in Australia.