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.

An old problem revisited - and solved: Upton and Dalton's linear production response: A note

This note presents a robust method for estimating response surfaces that consist of linear response regimes and a linear plateau. The linear response-and-plateau model has fascinated production scientists since von Liebig (1855) and, as Upton and Dalton indicated, some years ago in this Journal, the response-and-plateau model seems to fit the data in many empirical studies. The estimation algorithm evolves from Bayesian implementation of a switching-regression (finite mixtures) model and demonstrates routine application of Gibbs sampling and data augmentation-techniques that are now in widespread application in other disciplines.

Effective elements of cognitive behaviour therapy for psychosis: results of a novel type of subgroup analysis based on principal stratification

Background. Meta-analyses show that cognitive behaviour therapy for psychosis (CBT-P) improves distressing positive symptoms. However, it is a complex intervention involving a range of techniques. No previous study has assessed the delivery of the different elements of treatment and their effect on outcome. Our aim was to assess the differential effect of type of treatment delivered on the effectiveness of CBT-P, using novel statistical methodology. Method. The Psychological Prevention of Relapse in Psychosis (PRP) trial was a multi-centre randomized controlled trial (RCT) that compared CBT-P with treatment as usual (TAU). Therapy was manualized, and detailed evaluations of therapy delivery and client engagement were made. Follow-up assessments were made at 12 and 24 months. In a planned analysis, we applied principal stratification (involving structural equation modelling with finite mixtures) to estimate intention-to-treat (ITT) effects for subgroups of participants, defined by qualitative and quantitative differences in receipt of therapy, while maintaining the constraints of randomization. Results. Consistent delivery of full therapy, including specific cognitive and behavioural techniques, was associated with clinically and statistically significant increases in months in remission, and decreases in psychotic and affective symptoms. Delivery of partial therapy involving engagement and assessment was not effective. Conclusions. Our analyses suggest that CBT-P is of significant benefit on multiple outcomes to patients able to engage in the full range of therapy procedures. The novel statistical methods illustrated in this report have general application to the evaluation of heterogeneity in the effects of treatment.

Estimating state-contingent production frontiers

Chambers and Quiggin (2000) use state-contingent representations of risky production technologies to establish important theoretical results concerning producer behavior under uncertainty. Unfortunately, perceived problems in the estimation of state-contingent models have limited the usefulness of the approach in policy formulation. We show that fixed and random effects state-contingent production frontiers can be conveniently estimated in a finite mixtures framework. An empirical example is provided. Compared to conventional estimation approaches, we find that estimating production frontiers in a state-contingent framework produces significantly different estimates of elasticities, firm technical efficiencies, and other quantities of economic interest.

Estimating State-contingent Production Frontiers

Chambers and Quiggin (2000) use state-contingent representations of risky production technologies to establish important theoretical results concerning producer behavior under uncertainty. Unfortunately, perceived problems in the estimation of state-contingent models have limited the usefulness of the approach in policy formulation. We show that fixed and random effects state-contingent production frontiers can be conveniently estimated in a finite mixtures framework. An empirical example is provided. Compared to conventional estimation approaches, we find that estimating production frontiers in a statecontingent framework produces significantly different estimates of elasticities, firm technical efficiencies and other quantities of economic interest.

Weak form equation–based finite-element modeling of viscoelastic asphalt mixtures

The objective of this study is to demonstrate using weak form partial differential equation (PDE) method for a finite-element (FE) modeling of a new constitutive relation without the need of user subroutine programming. The viscoelastic asphalt mixtures were modeled by the weak form PDE-based FE method as the examples in the paper. A solid-like generalized Maxwell model was used to represent the deforming mechanism of a viscoelastic material, the constitutive relations of which were derived and implemented in the weak form PDE module of Comsol Multiphysics, a commercial FE program. The weak form PDE modeling of viscoelasticity was verified by comparing Comsol and Abaqus simulations, which employed the same loading configurations and material property inputs in virtual laboratory test simulations. Both produced identical results in terms of axial and radial strain responses. The weak form PDE modeling of viscoelasticity was further validated by comparing the weak form PDE predictions with real laboratory test results of six types of asphalt mixtures with two air void contents and three aging periods. The viscoelastic material properties such as the coefficients of a Prony series model for the relaxation modulus were obtained by converting from the master curves of dynamic modulus and phase angle. Strain responses of compressive creep tests at three temperatures and cyclic load tests were predicted using the weak form PDE modeling and found to be comparable with the measurements of the real laboratory tests. It was demonstrated that the weak form PDE-based FE modeling can serve as an efficient method to implement new constitutive models and can free engineers from user subroutine programming.

A natural extension of the conventional finite volume method into polygonal unstructured meshes for CFD application.

A new general cell-centered solution procedure based upon the conventional control or finite volume (CV or FV) approach has been developed for numerical heat transfer and fluid flow which encompasses both structured and unstructured meshes for any kind of mixed polygon cell. Unlike conventional FV methods for structured and block structured meshes and both FV and FE methods for unstructured meshes, the irregular control volume (ICV) method does not require the shape of the element or cell to be predefined because it simply exploits the concept of fluxes across cell faces. That is, the ICV method enables meshes employing mixtures of triangular, quadrilateral, and any other higher order polygonal cells to be exploited using a single solution procedure. The ICV approach otherwise preserves all the desirable features of conventional FV procedures for a structured mesh; in the current implementation, collocation of variables at cell centers is used with a Rhie and Chow interpolation (to suppress pressure oscillation in the flow field) in the context of the SIMPLE pressure correction solution procedure. In fact all other FV structured mesh-based methods may be perceived as a subset of the ICV formulation. The new ICV formulation is benchmarked using two standard computational fluid dynamics (CFD) problems i.e., the moving lid cavity and the natural convection driven cavity. Both cases were solved with a variety of structured and unstructured meshes, the latter exploiting mixed polygonal cell meshes. The polygonal mesh experiments show a higher degree of accuracy for equivalent meshes (in nodal density terms) using triangular or quadrilateral cells; these results may be interpreted in a manner similar to the CUPID scheme used in structured meshes for reducing numerical diffusion for flows with changing direction.

On Convergence Properties of the EM Algorithm for Gaussian Mixtures

"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.

Mixtures of colloidal rods and spheres in bulk and in confinement

When non-adsorbing polymers are added to an isotropic suspension of rod-like colloids, the colloids effectively attract each other via depletion forces. Monte Carlo simulations were performed to study the phase diagram of such rod-polymer mixtures. The colloidal rods were modelled as hard spherocylinders; the polymers were described as spheres of the same diameter as the rods. The polymers may overlap with no energy cost, while overlap of polymers and rods is forbidden. In this thesis the emphasis was on the depletion effects caused by the addition of spheres on the isotropic phase of rod-like particles. Although most of the present experimental studies consider systems close to or beyond the isotropic-nematic transition, the isotropic phase with depletion interactions turns out to be a not less interesting topic. First, the percolation problem was studied in canonical simulations of a system of hard rods and soft spheres, where the amount of depletant was kept low to prevent phase separation of the mixture. The lowering of the percolation threshold seen in experiment is confirmed to be due to the depletion interactions. The local changes in the structure of the fluid of rods, which were measured in the simulations, indicated that the depletion forces enhance local alignment and aggregation of the rods. Then, the phase diagram of isotropic-isotropic demixing of short spherocylinders was calculated using grand canonical ensemble simulations with successive umbrella sampling. Finite size scaling analysis allowed to estimate the location of the critical point. Also, estimates for the interfacial tension between the coexisting isotropic phases and analyses of its power-law behaviour on approach of the critical point are presented. The obtained phase diagram was compared to the predictions of the free volume theory. After an analysis of the bulk, the phase behaviour in confinement was studied. The critical point of gas-liquid demixing is shifted to higher concentrations of rods and smaller concentrations of spheres due to the formation of an orientationally ordered surface film. If the separation between the walls becomes very small, the critical point is shifted back to smaller concentrations of rods because the surface film breaks up. A method to calculate the contact angle of the liquid-gas interface with the wall is introduced and the wetting behaviour on the approach to the critical point is analysed.

Dynamics, rheology and critical properties of colloidal fluid mixtures

Liquids under the influence of external fields exhibit a wide range of intriguing phenomena that can be markedly different from the behaviour of a quiescent system. This work considers two different systems — a glassforming Yukawa system and a colloid-polymer mixture — by Molecular Dynamics (MD) computer simulations coupled to dissipative particle dynamics. The former consists of a 50-50 binary mixture of differently-sized, like-charged colloids interacting via a screened Coulomb (Yukawa) potential. Near the glass transition the influence of an external shear field is studied. In particular, the transition from elastic response to plastic flow is of interest. At first, this model is characterised in equilibrium. Upon decreasing temperature it exhibits the typical dynamics of glassforming liquids, i.e. the structural relaxation time τα grows strongly in a rather small temperature range. This is discussed with respect to the mode-coupling theory of the glass transition (MCT). For the simulation of bulk systems under shear, Lees-Edwards boundary conditions are applied. At constant shear rates γ˙ ≫ 1/τα the relevant time scale is given by 1/γ˙ and the system shows shear thinning behaviour. In order to understand the pronounced differences between a quiescent system and a system under shear, the response to a suddenly commencing or terminating shear flow is studied. After the switch-on of the shear field the shear stress shows an overshoot, marking the transition from elastic to plastic deformation, which is connected to a super-diffusive increase of the mean squared displacement. Since the average static structure only depends on the value of the shear stress, it does not discriminate between those two regimes. The distribution of local stresses, in contrast, becomes broader as soon as the system starts flowing. After a switch-off of the shear field, these additional fluctuations are responsible for the fast decay of stresses, which occurs on a time scale 1/γ˙ . The stress decay after a switch-off in the elastic regime, on the other hand, happens on the much larger time scale of structural relaxation τα. While stresses decrease to zero after a switch-off for temperatures above the glass transition, they decay to a finite value for lower temperatures. The obtained results are important for advancing new theoretical approaches in the framework of mode-coupling theory. Furthermore, they suggest new experimental investigations on colloidal systems. The colloid-polymer mixture is studied in the context of the behaviour near the critical point of phase separation. For the MD simulations a new effective model with soft interaction potentials is introduced and its phase diagram is presented. Here, mainly the equilibrium properties of this model are characterised. While the self-diffusion constants of colloids and polymers do not change strongly when the critical point is approached, critical slowing down of interdiffusion is observed. The order parameter fluctuations can be determined through the long-wavelength limit of static structure factors. For this strongly asymmetric mixture it is shown how the relevant structure factor can be extracted by a diagonalisation of a matrix that contains the partial static structure factors. By presenting first results of this model under shear it is demonstrated that it is suitable for non-equilibrium simulations as well.

A new creep test method for asphalt mixtures

A new creep test, Partial Triaxial Test (PTT), was developed to study the permanent deformation properties of asphalt mixtures. The PTT used two duplicate platens whose diameters were smaller than the diameter of the cylindrical asphalt mixtures specimen. One base platen was centrally placed under the specimen and another loading platen was centrally placed on the top surface of the specimen. Then the compressive repeated load was applied on the loading platen and the vertical deformation of the asphalt mixture was recorded in the PTTs. Triaxial repeated load permanent deformation tests (TRT) and PTTs were respectively conducted on AC20 and SMA13 asphalt mixtures at 40°C and 60°C so as to provide the parameters of the creep constitutive relations in the ABAQUS finite element models (FEMs) which were built to simulate the laboratory wheel tracking tests. The real laboratory wheel tracking tests were also conducted on AC20 and SMA13 asphalt mixtures at 40°C and 60°C. Then the calculated rutting depth from the FEMs were compared with the measured rutting depth of the laboratory wheeling tracking tests. Results indicated that PTT was able to characterize the permanent deformation of the asphalt mixtures in laboratory. The rutting depth calculated using the parameters estimated from PTTs' results was closer to and showed better matches with the measured rutting than the rutting depth calculated using the parameters estimated from TRTs' results. Main reason was that PTT could better simulate the changing confinement conditions of asphalt mixtures in the laboratory wheeling tracking tests than the TRT.

Evaporation maps for ternary non-ideal liquid mixtures

This thesis deals with the evaporation of non-ideal liquid mixtures using a multicomponent mass transfer approach. It develops the concept of evaporation maps as a convenient way of representing the dynamic composition changes of ternary mixtures during an evaporation process. Evaporation maps represent the residual composition of evaporating ternary non-ideal mixtures over the full range of composition, and are analogous to the commonly-used residue curve maps of simple distillation processes. The evaporation process initially considered in this work involves gas-phase limited evaporation from a liquid or wetted-solid surface, over which a gas flows at known conditions. Evaporation may occur into a pure inert gas, or into one pre-loaded with a known fraction of one of the ternary components. To explore multicomponent masstransfer effects, a model is developed that uses an exact solution to the Maxwell-Stefan equations for mass transfer in the gas film, with a lumped approach applied to the liquid phase. Solutions to the evaporation model take the form of trajectories in temperaturecomposition space, which are then projected onto a ternary diagram to form the map. Novel algorithms are developed for computation of pseudo-azeotropes in the evaporating mixture, and for calculation of the multicomponent wet-bulb temperature at a given liquid composition. A numerical continuation method is used to track the bifurcations which occur in the evaporation maps, where the composition of one component of the pre-loaded gas is the bifurcation parameter. The bifurcation diagrams can in principle be used to determine the required gas composition to produce a specific terminal composition in the liquid. A simple homotopy method is developed to track the locations of the various possible pseudo-azeotropes in the mixture. The stability of pseudo-azeotropes in the gas-phase limited case is examined using a linearized analysis of the governing equations. Algorithms for the calculation of separation boundaries in the evaporation maps are developed using an optimization-based method, as well as a method employing eigenvectors derived from the linearized analysis. The flexure of the wet-bulb temperature surface is explored, and it is shown how evaporation trajectories cross ridges and valleys, so that ridges and valleys of the surface do not coincide with separation boundaries. Finally, the assumption of gas-phase limited mass transfer is relaxed, by employing a model that includes diffusion in the liquid phase. A finite-volume method is used to solve the system of partial differential equations that results. The evaporation trajectories for the distributed model reduce to those of the lumped (gas-phase limited) model as the diffusivity in the liquid increases; under the same gas-phase conditions the permissible terminal compositions of the distributed and lumped models are the same.