Bayesian sample size for exploratory clinical trials incorporating historical data

This paper presents a simple Bayesian approach to sample size determination in clinical trials. It is required that the trial should be large enough to ensure that the data collected will provide convincing evidence either that an experimental treatment is better than a control or that it fails to improve upon control by some clinically relevant difference. The method resembles standard frequentist formulations of the problem, and indeed in certain circumstances involving 'non-informative' prior information it leads to identical answers. In particular, unlike many Bayesian approaches to sample size determination, use is made of an alternative hypothesis that an experimental treatment is better than a control treatment by some specified magnitude. The approach is introduced in the context of testing whether a single stream of binary observations are consistent with a given success rate p(0). Next the case of comparing two independent streams of normally distributed responses is considered, first under the assumption that their common variance is known and then for unknown variance. Finally, the more general situation in which a large sample is to be collected and analysed according to the asymptotic properties of the score statistic is explored. Copyright (C) 2007 John Wiley & Sons, Ltd.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

Observation impact in data assimilation: the effect of non-Gaussian observation error.

Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

Viewing the body modulates tactile receptive fields

Tactile discrimination performance depends on the receptive field (RF) size of somatosensory cortical (SI) neurons. Psychophysical masking effects can reveal the RF of an idealized "virtual" somatosensory neuron. Previous studies show that top-down factors strongly affect tactile discrimination performance. Here, we show that non-informative vision of the touched body part influences tactile discrimination by modulating tactile RFs. Ten subjects performed spatial discrimination between touch locations on the forearm. Performance was improved when subjects saw their forearm compared to viewing a neutral object in the same location. The extent of visual information was relevant, since restricted view of the forearm did not have this enhancing effect. Vibrotactile maskers were placed symmetrically on either side of the tactile target locations, at two different distances. Overall, masking significantly impaired discrimination performance, but the spatial gradient of masking depended on what subjects viewed. Viewing the body reduced the effect of distant maskers, but enhanced the effect of close maskers, as compared to viewing a neutral object. We propose that viewing the body improves functional touch by sharpening tactile RFs in an early somatosensory map. Top-down modulation of lateral inhibition could underlie these effects.

The sequential analysis of repeated binary responses: a score test for the case of three time points

In this paper a robust method is developed for the analysis of data consisting of repeated binary observations taken at up to three fixed time points on each subject. The primary objective is to compare outcomes at the last time point, using earlier observations to predict this for subjects with incomplete records. A score test is derived. The method is developed for application to sequential clinical trials, as at interim analyses there will be many incomplete records occurring in non-informative patterns. Motivation for the methodology comes from experience with clinical trials in stroke and head injury, and data from one such trial is used to illustrate the approach. Extensions to more than three time points and to allow for stratification are discussed. Copyright © 2005 John Wiley & Sons, Ltd.

Vision of the body and the differentiation of perceived body side in touch

Although tactile representations of the two body sides are initially segregated into opposite hemispheres of the brain, behavioural interactions between body sides exist and can be revealed under conditions of tactile double simultaneous stimulation (DSS) at the hands. Here we examined to what extent vision can affect body side segregation in touch. To this aim, we changed hand-related visual input while participants performed a go/no-go task to detect a tactile stimulus delivered to one target finger (e.g., right index), stimulated alone or with a concurrent non-target finger either on the same hand (e.g., right middle finger) or on the other hand (e.g., left index finger = homologous; left middle finger = non-homologous). Across experiments, the two hands were visible or occluded from view (Experiment 1), images of the two hands were either merged using a morphing technique (Experiment 2), or were shown in a compatible vs incompatible position with respect to the actual posture (Experiment 3). Overall, the results showed reliable interference effects of DSS, as compared to target-only stimulation. This interference varied as a function of which non-target finger was stimulated, and emerged both within and between hands. These results imply that the competition between tactile events is not clearly segregated across body sides. Crucially, non-informative vision of the hand affected overall tactile performance only when a visual/proprioceptive conflict was present, while neither congruent nor morphed hand vision affected tactile DSS interference. This suggests that DSS operates at a tactile processing stage in which interactions between body sides can occur regardless of the available visual input from the body.

Experimental separation of the coherent component of X-ray scattering prior to RDF analysis of non-crystalline polymers

An experimental method is described which enables the inelastically scattered X-ray component to be removed from diffractometer data prior to radial density function analysis. At each scattering angle an energy spectrum is generated from a Si(Li) detector combined with a multi-channel analyser from which the coherently scattered component is separated. The data obtained from organic polymers has an improved signal/noise ratio at high values of scattering angle, and a commensurate enhancement of resolution of the RDF at low r is demonstrated for the case of PMMA (ICI `Perspex'). The method obviates the need for the complicated correction for multiple scattering.

Statistical inference of OH concentrations and air mass dilution rates from successive observations of non-methane hydrocarbons in single air masses

Bayesian inference has been used to determine rigorous estimates of hydroxyl radical concentrations () and air mass dilution rates (K) averaged following air masses between linked observations of nonmethane hydrocarbons (NMHCs) spanning the North Atlantic during the Intercontinental Transport and Chemical Transformation (ITCT)-Lagrangian-2K4 experiment. The Bayesian technique obtains a refined (posterior) distribution of a parameter given data related to the parameter through a model and prior beliefs about the parameter distribution. Here, the model describes hydrocarbon loss through OH reaction and mixing with a background concentration at rate K. The Lagrangian experiment provides direct observations of hydrocarbons at two time points, removing assumptions regarding composition or sources upstream of a single observation. The estimates are sharpened by using many hydrocarbons with different reactivities and accounting for their variability and measurement uncertainty. A novel technique is used to construct prior background distributions of many species, described by variation of a single parameter . This exploits the high correlation of species, related by the first principal component of many NMHC samples. The Bayesian method obtains posterior estimates of , K and following each air mass. Median values are typically between 0.5 and 2.0 × 106 molecules cm−3, but are elevated to between 2.5 and 3.5 × 106 molecules cm−3, in low-level pollution. A comparison of estimates from absolute NMHC concentrations and NMHC ratios assuming zero background (the “photochemical clock” method) shows similar distributions but reveals systematic high bias in the estimates from ratios. Estimates of K are ∼0.1 day−1 but show more sensitivity to the prior distribution assumed.

Three-level main-effects designs exploiting prior information about model uncertainty

To explore the projection efficiency of a design, Tsai, et al [2000. Projective three-level main effects designs robust to model uncertainty. Biometrika 87, 467-475] introduced the Q criterion to compare three-level main-effects designs for quantitative factors that allow the consideration of interactions in addition to main effects. In this paper, we extend their method and focus on the case in which experimenters have some prior knowledge, in advance of running the experiment, about the probabilities of effects being non-negligible. A criterion which incorporates experimenters' prior beliefs about the importance of each effect is introduced to compare orthogonal, or nearly orthogonal, main effects designs with robustness to interactions as a secondary consideration. We show that this criterion, exploiting prior information about model uncertainty, can lead to more appropriate designs reflecting experimenters' prior beliefs. (c) 2006 Elsevier B.V. All rights reserved.

Technologies for biological containment of GM and Non-GM crops

International Perspective The development of GM technology continues to expand into increasing numbers of crops and conferred traits. Inevitably, the focus remains on the major field crops of soybean, maize, cotton, oilseed rape and potato with introduced genes conferring herbicide tolerance and/or pest resistance. Although there are comparatively few GM crops that have been commercialised to date, GM versions of 172 plant species have been grown in field trials in 31 countries. European Crops with Containment Issues Of the 20 main crops in the EU there are four for which GM varieties are commercially available (cotton, maize for animal feed and forage, and oilseed rape). Fourteen have GM varieties in field trials (bread wheat, barley, durum wheat, sunflower, oats, potatoes, sugar beet, grapes, alfalfa, olives, field peas, clover, apples, rice) and two have GM varieties still in development (rye, triticale). Many of these crops have hybridisation potential with wild and weedy relatives in the European flora (bread wheat, barley, oilseed rape, durum wheat, oats, sugar beet and grapes), with escapes (sunflower); and all have potential to cross-pollinate fields non-GM crops. Several fodder crops, forestry trees, grasses and ornamentals have varieties in field trials and these too may hybridise with wild relatives in the European flora (alfalfa, clover, lupin, silver birch, sweet chestnut, Norway spruce, Scots pine, poplar, elm, Agrostis canina, A. stolonifera, Festuca arundinacea, Lolium perenne, L. multiflorum, statice and rose). All these crops will require containment strategies to be in place if it is deemed necessary to prevent transgene movement to wild relatives and non-GM crops. Current Containment Strategies A wide variety of GM containment strategies are currently under development, with a particular focus on crops expressing pharmaceutical products. Physical containment in greenhouses and growth rooms is suitable for some crops (tomatoes, lettuce) and for research purposes. Aquatic bioreactors of some non-crop species (algae, moss, and duckweed) expressing pharmaceutical products have been adopted by some biotechnology companies. There are obvious limitations of the scale of physical containment strategies, addressed in part by the development of large underground facilities in the US and Canada. The additional resources required to grow plants underground incurs high costs that in the long term may negate any advantage of GM for commercial productioNatural genetic containment has been adopted by some companies through the selection of either non-food/feed crops (algae, moss, duckweed) as bio-pharming platforms or organisms with no wild relatives present in the local flora (safflower in the Americas). The expression of pharmaceutical products in leafy crops (tobacco, alfalfa, lettuce, spinach) enables growth and harvesting prior to and in the absence of flowering. Transgenically controlled containment strategies range in their approach and degree of development. Plastid transformation is relatively well developed but is not suited to all traits or crops and does not offer complete containment. Male sterility is well developed across a range of plants but has limitations in its application for fruit/seed bearing crops. It has been adopted in some commercial lines of oilseed rape despite not preventing escape via seed. Conditional lethality can be used to prevent flowering or seed development following the application of a chemical inducer, but requires 100% induction of the trait and sufficient application of the inducer to all plants. Equally, inducible expression of the GM trait requires equally stringent application conditions. Such a method will contain the trait but will allow the escape of a non-functioning transgene. Seed lethality (‘terminator’ technology) is the only strategy at present that prevents transgene movement via seed, but due to public opinion against the concept it has never been trialled in the field and is no longer under commercial development. Methods to control flowering and fruit development such as apomixis and cleistogamy will prevent crop-to-wild and wild-to-crop pollination, but in nature both of these strategies are complex and leaky. None of the genes controlling these traits have as yet been identified or characterised and therefore have not been transgenically introduced into crop species. Neither of these strategies will prevent transgene escape via seed and any feral apomicts that form are arguably more likely to become invasives. Transgene mitigation reduces the fitness of initial hybrids and so prevents stable introgression of transgenes into wild populations. However, it does not prevent initial formation of hybrids or spread to non-GM crops. Such strategies could be detrimental to wild populations and have not yet been demonstrated in the field. Similarly, auxotrophy prevents persistence of escapes and hybrids containing the transgene in an uncontrolled environment, but does not prevent transgene movement from the crop. Recoverable block of function, intein trans-splicing and transgene excision all use recombinases to modify the transgene in planta either to induce expression or to prevent it. All require optimal conditions and 100% accuracy to function and none have been tested under field conditions as yet. All will contain the GM trait but all will allow some non-native DNA to escape to wild populations or to non-GM crops. There are particular issues with GM trees and grasses as both are largely undomesticated, wind pollinated and perennial, thus providing many opportunities for hybridisation. Some species of both trees and grass are also capable of vegetative propagation without sexual reproduction. There are additional concerns regarding the weedy nature of many grass species and the long-term stability of GM traits across the life span of trees. Transgene stability and conferred sterility are difficult to trial in trees as most field trials are only conducted during the juvenile phase of tree growth. Bio-pharming of pharmaceutical and industrial compounds in plants Bio-pharming of pharmaceutical and industrial compounds in plants offers an attractive alternative to mammalian-based pharmaceutical and vaccine production. Several plantbased products are already on the market (Prodigene’s avidin, β-glucuronidase, trypsin generated in GM maize; Ventria’s lactoferrin generated in GM rice). Numerous products are in clinical trials (collagen, antibodies against tooth decay and non-Hodgkin’s lymphoma from tobacco; human gastric lipase, therapeutic enzymes, dietary supplements from maize; Hepatitis B and Norwalk virus vaccines from potato; rabies vaccines from spinach; dietary supplements from Arabidopsis). The initial production platforms for plant-based pharmaceuticals were selected from conventional crops, largely because an established knowledge base already existed. Tobacco and other leafy crops such as alfalfa, lettuce and spinach are widely used as leaves can be harvested and no flowering is required. Many of these crops can be grown in contained greenhouses. Potato is also widely used and can also be grown in contained conditions. The introduction of morphological markers may aid in the recognition and traceability of crops expressing pharmaceutical products. Plant cells or plant parts may be transformed and maintained in culture to produce recombinant products in a contained environment. Plant cells in suspension or in vitro, roots, root cells and guttation fluid from leaves may be engineered to secrete proteins that may be harvested in a continuous, non-destructive manner. Most strategies in this category remain developmental and have not been commercially adopted at present. Transient expression produces GM compounds from non-GM plants via the utilisation of bacterial or viral vectors. These vectors introduce the trait into specific tissues of whole plants or plant parts, but do not insert them into the heritable genome. There are some limitations of scale and the field release of such crops will require the regulation of the vector. However, several companies have several transiently expressed products in clinical and pre-clinical trials from crops raised in physical containment.

Non-D9-tetrahydrocannabinol phytocannabinoids stimulate feeding in rats

Cannabinoid type 1 receptor-mediated appetite stimulation by D9tetrahydrocannabinol (D9THC) is well understood. Recently, it has become apparent that non-D9THC phytocannabinoids could also alter feeding patterns. Here, we show definitively that non-D9THC phytocannabinoids stimulate feeding. Twelve male, Lister-Hooded rats were prefed to satiety prior to administration of a standardized cannabis extract or to either of two mixtures of pure phytocannabinoids (extract analogues) comprising the phytocannabinoids present in the same proportions as the standardized extract (one with and one without D9THC). Hourly intake and meal pattern data were recorded and analysed using two-way analysis of variance followed by one-way analysis of variance and Bonferroni post-hoc tests. Administration of both extract analogues significantly increased feeding behaviours over the period of the test. All three agents increased hour-one intake and meal-one size and decreased the latency to feed, although the zero-D9THC extract analogue did so to a lesser degree than the high-D9THC analogue. Furthermore, only the analogue containing D9THC significantly increased meal duration. The data confirm that at least one non-D9THC phytocannabinoid induces feeding pattern changes in rats, although further trials using individual phytocannabinoids are required to fully understand the observed effects.

Dynamical control of the mesosphere by orographic and non-orographic gravity wave drag during the extended northern winters of 2006 and 2009

A version of the Canadian Middle Atmosphere Model (CMAM) that is nudged toward reanalysis data up to 1 hPa is used to examine the impacts of parameterized orographic and non-orographic gravity wave drag (OGWD and NGWD) on the zonal-mean circulation of the mesosphere during the extended northern winters of 2006 and 2009 when there were two large stratospheric sudden warmings. The simulations are compared to Aura Microwave Limb Sounder (MLS) observations of mesospheric temperature, carbon monoxide (CO) and derived zonal winds. The control simulation, which uses both OGWD and NGWD, is shown to be in good agreement with MLS. The impacts of OGWD and NGWD are assessed using simulations in which those sources of wave drag are removed. In the absence of OGWD the mesospheric zonal winds in the months preceding the warmings are too strong, causing increased mesospheric NGWD, which drives excessive downwelling, resulting in overly large lower mesospheric values of CO prior to the warming. NGWD is found to be most important following the warmings when the underlying westerlies are too weak to allow much vertical propagation of the orographic gravity waves to the mesosphere. NGWD is primarily responsible for driving the circulation that results in the descent of CO from the thermosphere following the warmings. Zonal mean mesospheric winds and temperatures in all simulations are shown to be strongly constrained by (i.e. slaved to) the stratosphere. Finally, it is demonstrated that the responses to OGWD and NGWD are non-additive due to their dependence and influence on the background winds and temperatures.

Cortical thickness changes in the non-lesioned hemisphere associated with non-paretic arm immobilization in modified CI therapy

Recent evidence suggests that immobilization of the upper limb for 2–3 weeks induces changes in cortical thickness as well as motor performance. In constraint induced (CI) therapy, one of the most effective interventions for hemiplegia, the non-paretic arm is constrained to enforce the use of the paretic arm in the home setting. With the present study we aimed to explore whether non-paretic arm immobilization in CI therapy induces structural changes in the non-lesioned hemisphere, and how these changes are related to treatment benefit. 31 patients with chronic hemiparesis participated in CI therapy with (N = 14) and without (N = 17) constraint. Motor ability scores were acquired before and after treatment. Diffusion tensor imaging (DTI) data was obtained prior to treatment. Cortical thickness was measured with the Freesurfer software. In both groups cortical thickness in the contralesional primary somatosensory cortex increased and motor function improved with the intervention. However the cortical thickness change was not associated with the magnitude of motor function improvement. Moreover, the treatment effect and the cortical thickness change were not significantly different between the constraint and the non-constraint groups. There was no correlation between fractional anisotropy changes in the non-lesioned hemisphere and treatment outcome. CI therapy induced cortical thickness changes in contralesional sensorimotor regions, but this effect does not appear to be driven by the immobilization of the non-paretic arm, as indicated by the absence of differences between the constraint and the non-constraint groups. Our data does not suggest that the arm immobilization used in CI therapy is associated with noticeable cortical thinning.

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.