Dynamic regime marginal structural mean models for estimation of optimal dynamic treatment regimes, Part I: main content

Dynamic treatment regimes are set rules for sequential decision making based on patient covariate history. Observational studies are well suited for the investigation of the effects of dynamic treatment regimes because of the variability in treatment decisions found in them. This variability exists because different physicians make different decisions in the face of similar patient histories. In this article we describe an approach to estimate the optimal dynamic treatment regime among a set of enforceable regimes. This set is comprised by regimes defined by simple rules based on a subset of past information. The regimes in the set are indexed by a Euclidean vector. The optimal regime is the one that maximizes the expected counterfactual utility over all regimes in the set. We discuss assumptions under which it is possible to identify the optimal regime from observational longitudinal data. Murphy et al. (2001) developed efficient augmented inverse probability weighted estimators of the expected utility of one fixed regime. Our methods are based on an extension of the marginal structural mean model of Robins (1998, 1999) which incorporate the estimation ideas of Murphy et al. (2001). Our models, which we call dynamic regime marginal structural mean models, are specially suitable for estimating the optimal treatment regime in a moderately small class of enforceable regimes of interest. We consider both parametric and semiparametric dynamic regime marginal structural models. We discuss locally efficient, double-robust estimation of the model parameters and of the index of the optimal treatment regime in the set. In a companion paper in this issue of the journal we provide proofs of the main results.

Dynamic regime marginal structural mean models for estimation of optimal dynamic treatment regimes, Part II: proofs of results

In this companion article to "Dynamic Regime Marginal Structural Mean Models for Estimation of Optimal Dynamic Treatment Regimes, Part I: Main Content" [Orellana, Rotnitzky and Robins (2010), IJB, Vol. 6, Iss. 2, Art. 7] we present (i) proofs of the claims in that paper, (ii) a proposal for the computation of a confidence set for the optimal index when this lies in a finite set, and (iii) an example to aid the interpretation of the positivity assumption.

An optimized mean variance estimation method for uncertainty quantification of wind power forecasts

A statistical optimized technique for rapid development of reliable prediction intervals (PIs) is presented in this study. The mean-variance estimation (MVE) technique is employed here for quantification of uncertainties related with wind power predictions. In this method, two separate neural network models are used for estimation of wind power generation and its variance. A novel PI-based training algorithm is also presented to enhance the performance of the MVE method and improve the quality of PIs. For an in-depth analysis, comprehensive experiments are conducted with seasonal datasets taken from three geographically dispersed wind farms in Australia. Five confidence levels of PIs are between 50% and 90%. Obtained results show while both traditional and optimized PIs are hypothetically valid, the optimized PIs are much more informative than the traditional MVE PIs. The informativeness of these PIs paves the way for their application in trouble-free operation and smooth integration of wind farms into energy systems. © 2014 Elsevier Ltd. All rights reserved.

New variable step-sizes minimizing mean-square deviation for the lms-type algorithms

The least-mean-square-type (LMS-type) algorithms are known as simple and effective adaptation algorithms. However, the LMS-type algorithms have a trade-off between the convergence rate and steady-state performance. In this paper, we investigate a new variable step-size approach to achieve fast convergence rate and low steady-state misadjustment. By approximating the optimal step-size that minimizes the mean-square deviation, we derive variable step-sizes for both the time-domain normalized LMS (NLMS) algorithm and the transform-domain LMS (TDLMS) algorithm. The proposed variable step-sizes are simple quotient forms of the filtered versions of the quadratic error and very effective for the NLMS and TDLMS algorithms. The computer simulations are demonstrated in the framework of adaptive system modeling. Superior performance is obtained compared to the existing popular variable step-size approaches of the NLMS and TDLMS algorithms. © 2014 Springer Science+Business Media New York.

Classification of neural action potentials using mean shift clustering

 Understanding neural functions requires the observation of the activities of single neurons that are represented via electrophysiological data. Processing and understanding these data are challenging problems in biomedical engineering. A microelectrode commonly records the activity of multiple neurons. Spike sorting is a process of classifying every single action potential (spike) to a particular neuron. This paper proposes a combination between diffusion maps (DM) and mean shift clustering method for spike sorting. DM is utilized to extract spike features, which are highly capable of discriminating different spike shapes. Mean shift clustering provides an automatic unsupervised clustering, which takes extracted features from DM as inputs. Experimental results show a noticeable dominance of the features extracted by DM compared to those selected by wavelet transformation (WT). Accordingly, the proposed integrated method is significantly superior to the popular existing combination of WT and superparamagnetic clustering regarding spike sorting accuracy.

The effect of low cycle fatigue, ratcheting and mean stress relaxation on stress-strain response and microstructural development in a dual phase steel

This study examines the cyclic plastic deformation behavior and microstructural development of a dual phase steel in both symmetric and asymmetric cycling in strain and stress control modes. The low-cycle fatigue (LCF) and mean stress relaxation (MSR) tests show very similar fatigue lifetimes. However, fatigue lifetimes reduce and prominent accumulation of directional strain was observed in ratcheting. A microstructural analysis has revealed that the type of cyclic test carried out has a noticeable impact on the substructural development, and this has been correlated with differences in accumulated tensile strain. Electron backscatter diffraction investigation has shown larger in-grain misorientation for ratcheting specimen in comparison with LCF and MSR specimens. The orientation of ferrite grains was found to have very little effect on their substructural development, and strain localization commonly occurred in the ferrite at the ferrite/martensite interface.

Fuzzy portfolio allocation models through a new risk measure and fuzzy sharpe ratio

A new portfolio risk measure that is the uncertainty of portfolio fuzzy return is introduced in this paper. Beyond the well-known Sharpe ratio (i.e., the reward-to-variability ratio) in modern portfolio theory, we initiate the so-called fuzzy Sharpe ratio in the fuzzy modeling context. In addition to the introduction of the new risk measure, we also put forward the reward-to-uncertainty ratio to assess the portfolio performance in fuzzy modeling. Corresponding to two approaches based on TM and TW fuzzy arithmetic, two portfolio optimization models are formulated in which the uncertainty of portfolio fuzzy returns is minimized, while the fuzzy Sharpe ratio is maximized. These models are solved by the fuzzy approach or by the genetic algorithm (GA). Solutions of the two proposed models are shown to be dominant in terms of portfolio return uncertainty compared with those of the conventional mean-variance optimization (MVO) model used prevalently in the financial literature. In terms of portfolio performance evaluated by the fuzzy Sharpe ratio and the reward-to-uncertainty ratio, the model using TW fuzzy arithmetic results in higher performance portfolios than those obtained by both the MVO and the fuzzy model, which employs TM fuzzy arithmetic. We also find that using the fuzzy approach for solving multiobjective problems appears to achieve more optimal solutions than using GA, although GA can offer a series of well-diversified portfolio solutions diagrammed in a Pareto frontier.

Effect of mean stress on multiaxial ratcheting life: a simplified life prediction model based on average equivalent stress amplitude

This article proposes a model to predict uniaxial and multiaxial ratcheting life by addressing the three primary parameters that influence failure life: fatigue damage, ratcheting damage and the multiaxial loading path. These three factors are addressed in the present model by (a) the stress amplitude for fatigue damage, (b) mean stress-dependent Goodman equation for ratcheting damage and (c) an inherent weight factor based on average equivalent stress to account for the multiaxial loading. The proposed model requires only two material constants which can be easily determined from uniaxial symmetric stress-controlled fatigue tests. Experimental ratcheting life data collected from the literature for 1025 and 42CrMo steel under multiaxial proportional and nonproportional constant amplitude loading ratcheting with triangular sinusoidal and trapezoidal waveform (i.e. linear, rhombic, circular, elliptical and square stress paths) have shown good agreement with the proposed model.

Hierarchical analysis of avian re-nesting behavior: mean, across-individual, and intra-individual responses

© 2015, Springer-Verlag Berlin Heidelberg. Anti-predator behavior is a key aspect of life history evolution, usually studied at the population (mean), or across-individual levels. However individuals can also differ in their intra-individual (residual) variation, but to our knowledge, this has only been studied once before in free-living animals. Here we studied the distances moved and changes in nest height and concealment between successive nesting attempts of marked pairs of grey fantails (Rhipidura albiscapa) in relation to nest fate, across the breeding season. We predicted that females (gender that decides where the nest is placed) should on average show adaptive behavioral responses to the experience of prior predation risk such that after an unsuccessful nesting attempt, replacement nests should be further away, higher from the ground, and more concealed compared with replacement nests after successful nesting attempts. We found that, on average, females moved greater distances to re-nest after unsuccessful nesting attempts (abandoned or depredated) in contrast to after a successful attempt, suggesting that re-nesting decisions are sensitive to risk. We found no consistent across-individual differences in distances moved, heights, or concealment. However, females differed by 53-fold (or more) in their intra-individual variability (i.e., predictability) with respect to distances moved and changes in nest height between nesting attempts, indicating that either some systematic variation went unexplained and/or females have inherently different predictability. Ignoring these individual differences in residual variance in our models obscured the effect of nest fate on re-nesting decisions that were evident at the mean level.