961 resultados para Markov chain Monte Carlo methods
Resumo:
We consider the problem of how to efficiently and safely design dose finding studies. Both current and novel utility functions are explored using Bayesian adaptive design methodology for the estimation of a maximum tolerated dose (MTD). In particular, we explore widely adopted approaches such as the continual reassessment method and minimizing the variance of the estimate of an MTD. New utility functions are constructed in the Bayesian framework and are evaluated against current approaches. To reduce computing time, importance sampling is implemented to re-weight posterior samples thus avoiding the need to draw samples using Markov chain Monte Carlo techniques. Further, as such studies are generally first-in-man, the safety of patients is paramount. We therefore explore methods for the incorporation of safety considerations into utility functions to ensure that only safe and well-predicted doses are administered. The amalgamation of Bayesian methodology, adaptive design and compound utility functions is termed adaptive Bayesian compound design (ABCD). The performance of this amalgamation of methodology is investigated via the simulation of dose finding studies. The paper concludes with a discussion of results and extensions that could be included into our approach.
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In this paper, we describe an analysis for data collected on a three-dimensional spatial lattice with treatments applied at the horizontal lattice points. Spatial correlation is accounted for using a conditional autoregressive model. Observations are defined as neighbours only if they are at the same depth. This allows the corresponding variance components to vary by depth. We use the Markov chain Monte Carlo method with block updating, together with Krylov subspace methods, for efficient estimation of the model. The method is applicable to both regular and irregular horizontal lattices and hence to data collected at any set of horizontal sites for a set of depths or heights, for example, water column or soil profile data. The model for the three-dimensional data is applied to agricultural trial data for five separate days taken roughly six months apart in order to determine possible relationships over time. The purpose of the trial is to determine a form of cropping that leads to less moist soils in the root zone and beyond.We estimate moisture for each date, depth and treatment accounting for spatial correlation and determine relationships of these and other parameters over time.
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Precise identification of the time when a change in a hospital outcome has occurred enables clinical experts to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for survival time of a clinical procedure in the presence of patient mix in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step change in the mean survival time of patients who underwent cardiac surgery. The data are right censored since the monitoring is conducted over a limited follow-up period. We capture the effect of risk factors prior to the surgery using a Weibull accelerated failure time regression model. Markov Chain Monte Carlo is used to obtain posterior distributions of the change point parameters including location and magnitude of changes and also corresponding probabilistic intervals and inferences. The performance of the Bayesian estimator is investigated through simulations and the result shows that precise estimates can be obtained when they are used in conjunction with the risk-adjusted survival time CUSUM control charts for different magnitude scenarios. The proposed estimator shows a better performance where a longer follow-up period, censoring time, is applied. In comparison with the alternative built-in CUSUM estimator, more accurate and precise estimates are obtained by the Bayesian estimator. These superiorities are enhanced when probability quantification, flexibility and generalizability of the Bayesian change point detection model are also considered.
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The effects of tumour motion during radiation therapy delivery have been widely investigated. Motion effects have become increasingly important with the introduction of dynamic radiotherapy delivery modalities such as enhanced dynamic wedges (EDWs) and intensity modulated radiation therapy (IMRT) where a dynamically collimated radiation beam is delivered to the moving target, resulting in dose blurring and interplay effects which are a consequence of the combined tumor and beam motion. Prior to this work, reported studies on the EDW based interplay effects have been restricted to the use of experimental methods for assessing single-field non-fractionated treatments. In this work, the interplay effects have been investigated for EDW treatments. Single and multiple field treatments have been studied using experimental and Monte Carlo (MC) methods. Initially this work experimentally studies interplay effects for single-field non-fractionated EDW treatments, using radiation dosimetry systems placed on a sinusoidaly moving platform. A number of wedge angles (60º, 45º and 15º), field sizes (20 × 20, 10 × 10 and 5 × 5 cm2), amplitudes (10-40 mm in step of 10 mm) and periods (2 s, 3 s, 4.5 s and 6 s) of tumor motion are analysed (using gamma analysis) for parallel and perpendicular motions (where the tumor and jaw motions are either parallel or perpendicular to each other). For parallel motion it was found that both the amplitude and period of tumor motion affect the interplay, this becomes more prominent where the collimator tumor speeds become identical. For perpendicular motion the amplitude of tumor motion is the dominant factor where as varying the period of tumor motion has no observable effect on the dose distribution. The wedge angle results suggest that the use of a large wedge angle generates greater dose variation for both parallel and perpendicular motions. The use of small field size with a large tumor motion results in the loss of wedged dose distribution for both parallel and perpendicular motion. From these single field measurements a motion amplitude and period have been identified which show the poorest agreement between the target motion and dynamic delivery and these are used as the „worst case motion parameters.. The experimental work is then extended to multiple-field fractionated treatments. Here a number of pre-existing, multiple–field, wedged lung plans are delivered to the radiation dosimetry systems, employing the worst case motion parameters. Moreover a four field EDW lung plan (using a 4D CT data set) is delivered to the IMRT quality control phantom with dummy tumor insert over four fractions using the worst case parameters i.e. 40 mm amplitude and 6 s period values. The analysis of the film doses using gamma analysis at 3%-3mm indicate the non averaging of the interplay effects for this particular study with a gamma pass rate of 49%. To enable Monte Carlo modelling of the problem, the DYNJAWS component module (CM) of the BEAMnrc user code is validated and automated. DYNJAWS has been recently introduced to model the dynamic wedges. DYNJAWS is therefore commissioned for 6 MV and 10 MV photon energies. It is shown that this CM can accurately model the EDWs for a number of wedge angles and field sizes. The dynamic and step and shoot modes of the CM are compared for their accuracy in modelling the EDW. It is shown that dynamic mode is more accurate. An automation of the DYNJAWS specific input file has been carried out. This file specifies the probability of selection of a subfield and the respective jaw coordinates. This automation simplifies the generation of the BEAMnrc input files for DYNJAWS. The DYNJAWS commissioned model is then used to study multiple field EDW treatments using MC methods. The 4D CT data of an IMRT phantom with the dummy tumor is used to produce a set of Monte Carlo simulation phantoms, onto which the delivery of single field and multiple field EDW treatments is simulated. A number of static and motion multiple field EDW plans have been simulated. The comparison of dose volume histograms (DVHs) and gamma volume histograms (GVHs) for four field EDW treatments (where the collimator and patient motion is in the same direction) using small (15º) and large wedge angles (60º) indicates a greater mismatch between the static and motion cases for the large wedge angle. Finally, to use gel dosimetry as a validation tool, a new technique called the „zero-scan method. is developed for reading the gel dosimeters with x-ray computed tomography (CT). It has been shown that multiple scans of a gel dosimeter (in this case 360 scans) can be used to reconstruct a zero scan image. This zero scan image has a similar precision to an image obtained by averaging the CT images, without the additional dose delivered by the CT scans. In this investigation the interplay effects have been studied for single and multiple field fractionated EDW treatments using experimental and Monte Carlo methods. For using the Monte Carlo methods the DYNJAWS component module of the BEAMnrc code has been validated and automated and further used to study the interplay for multiple field EDW treatments. Zero-scan method, a new gel dosimetry readout technique has been developed for reading the gel images using x-ray CT without losing the precision and accuracy.
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The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.
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Recent advances in the planning and delivery of radiotherapy treatments have resulted in improvements in the accuracy and precision with which therapeutic radiation can be administered. As the complexity of the treatments increases it becomes more difficult to predict the dose distribution in the patient accurately. Monte Carlo methods have the potential to improve the accuracy of the dose calculations and are increasingly being recognised as the “gold standard” for predicting dose deposition in the patient. In this study, software has been developed that enables the transfer of treatment plan information from the treatment planning system to a Monte Carlo dose calculation engine. A database of commissioned linear accelerator models (Elekta Precise and Varian 2100CD at various energies) has been developed using the EGSnrc/BEAMnrc Monte Carlo suite. Planned beam descriptions and CT images can be exported from the treatment planning system using the DICOM framework. The information in these files is combined with an appropriate linear accelerator model to allow the accurate calculation of the radiation field incident on a modelled patient geometry. The Monte Carlo dose calculation results are combined according to the monitor units specified in the exported plan. The result is a 3D dose distribution that could be used to verify treatment planning system calculations. The software, MCDTK (Monte Carlo Dicom ToolKit), has been developed in the Java programming language and produces BEAMnrc and DOSXYZnrc input files, ready for submission on a high-performance computing cluster. The code has been tested with the Eclipse (Varian Medical Systems), Oncentra MasterPlan (Nucletron B.V.) and Pinnacle3 (Philips Medical Systems) planning systems. In this study the software was validated against measurements in homogenous and heterogeneous phantoms. Monte Carlo models are commissioned through comparison with quality assurance measurements made using a large square field incident on a homogenous volume of water. This study aims to provide a valuable confirmation that Monte Carlo calculations match experimental measurements for complex fields and heterogeneous media.
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Introduction and aims: Individual smokers from disadvantaged backgrounds are less likely to quit, which contributes to widening inequalities in smoking. Residents of disadvantaged neighbourhoods are more likely to smoke, and neighbourhood inequalities in smoking may also be widening because of neighbourhood differences in rates of cessation. This study examined the association between neighbourhood disadvantage and smoking cessation and its relationship with neighbourhood inequalities in smoking. Design and methods: A multilevel longitudinal study of mid-aged (40-67 years) residents (n=6915) of Brisbane, Australia, who lived in the same neighbourhoods (n=200) in 2007 and 2009. Neighbourhood inequalities in cessation and smoking were analysed using multilevel logistic regression and Markov chain Monte Carlo simulation. Results: After adjustment for individual-level socioeconomic factors, the probability of quitting smoking between 2007 and 2009 was lower for residents of disadvantaged neighbourhoods (9.0%-12.8%) than their counterparts in more advantaged neighbourhoods (20.7%-22.5%). These inequalities in cessation manifested in widening inequalities in smoking: in 2007 the between-neighbourhood variance in rates of smoking was 0.242 (p≤0.001) and in 2009 it was 0.260 (p≤0.001). In 2007, residents of the most disadvantaged neighbourhoods were 88% (OR 1.88, 95% CrI 1.41-2.49) more likely to smoke than residents in the least disadvantaged neighbourhoods: the corresponding difference in 2009 was 98% (OR 1.98 95% CrI 1.48-2.66). Conclusion: Fundamentally, social and economic inequalities at the neighbourhood and individual-levels cause smoking and cessation inequalities. Reducing these inequalities will require comprehensive, well-funded, and targeted tobacco control efforts and equity based policies that address the social and economic determinants of smoking.
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In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.
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Dose kernels may be used to calculate dose distributions in radiotherapy (as described by Ahnesjo et al., 1999). Their calculation requires use of Monte Carlo methods, usually by forcing interactions to occur at a point. The Geant4 Monte Carlo toolkit provides a capability to force interactions to occur in a particular volume. We have modified this capability and created a Geant4 application to calculate dose kernels in cartesian, cylindrical, and spherical scoring systems. The simulation considers monoenergetic photons incident at the origin of a 3 m x 3 x 9 3 m water volume. Photons interact via compton, photo-electric, pair production, and rayleigh scattering. By default, Geant4 models photon interactions by sampling a physical interaction length (PIL) for each process. The process returning the smallest PIL is then considered to occur. In order to force the interaction to occur within a given length, L_FIL, we scale each PIL according to the formula: PIL_forced = L_FIL 9 (1 - exp(-PIL/PILo)) where PILo is a constant. This ensures that the process occurs within L_FIL, whilst correctly modelling the relative probability of each process. Dose kernels were produced for an incident photon energy of 0.1, 1.0, and 10.0 MeV. In order to benchmark the code, dose kernels were also calculated using the EGSnrc Edknrc user code. Identical scoring systems were used; namely, the collapsed cone approach of the Edknrc code. Relative dose difference images were then produced. Preliminary results demonstrate the ability of the Geant4 application to reproduce the shape of the dose kernels; median relative dose differences of 12.6, 5.75, and 12.6 % were found for an incident photon energy of 0.1, 1.0, and 10.0 MeV respectively.
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A novel in-cylinder pressure method for determining ignition delay has been proposed and demonstrated. This method proposes a new Bayesian statistical model to resolve the start of combustion, defined as being the point at which the band-pass in-cylinder pressure deviates from background noise and the combustion resonance begins. Further, it is demonstrated that this method is still accurate in situations where there is noise present. The start of combustion can be resolved for each cycle without the need for ad hoc methods such as cycle averaging. Therefore, this method allows for analysis of consecutive cycles and inter-cycle variability studies. Ignition delay obtained by this method and by the net rate of heat release have been shown to give good agreement. However, the use of combustion resonance to determine the start of combustion is preferable over the net rate of heat release method because it does not rely on knowledge of heat losses and will still function accurately in the presence of noise. Results for a six-cylinder turbo-charged common-rail diesel engine run with neat diesel fuel at full, three quarters and half load have been presented. Under these conditions the ignition delay was shown to increase as the load was decreased with a significant increase in ignition delay at half load, when compared with three quarter and full loads.
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Background To explore the impact of geographical remoteness and area-level socioeconomic disadvantage on colorectal cancer (CRC) survival. Methods Multilevel logistic regression and Markov chain Monte Carlo simulations were used to analyze geographical variations in five-year all-cause and CRC-specific survival across 478 regions in Queensland Australia for 22,727 CRC cases aged 20–84 years diagnosed from 1997–2007. Results Area-level disadvantage and geographic remoteness were independently associated with CRC survival. After full multivariate adjustment (both levels), patients from remote (odds Ratio [OR]: 1.24, 95%CrI: 1.07-1.42) and more disadvantaged quintiles (OR = 1.12, 1.15, 1.20, 1.23 for Quintiles 4, 3, 2 and 1 respectively) had lower CRC-specific survival than major cities and least disadvantaged areas. Similar associations were found for all-cause survival. Area disadvantage accounted for a substantial amount of the all-cause variation between areas. Conclusions We have demonstrated that the area-level inequalities in survival of colorectal cancer patients cannot be explained by the measured individual-level characteristics of the patients or their cancer and remain after adjusting for cancer stage. Further research is urgently needed to clarify the factors that underlie the survival differences, including the importance of geographical differences in clinical management of CRC.
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The selection of optimal camera configurations (camera locations, orientations, etc.) for multi-camera networks remains an unsolved problem. Previous approaches largely focus on proposing various objective functions to achieve different tasks. Most of them, however, do not generalize well to large scale networks. To tackle this, we propose a statistical framework of the problem as well as propose a trans-dimensional simulated annealing algorithm to effectively deal with it. We compare our approach with a state-of-the-art method based on binary integer programming (BIP) and show that our approach offers similar performance on small scale problems. However, we also demonstrate the capability of our approach in dealing with large scale problems and show that our approach produces better results than two alternative heuristics designed to deal with the scalability issue of BIP. Last, we show the versatility of our approach using a number of specific scenarios.
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The use of graphical processing unit (GPU) parallel processing is becoming a part of mainstream statistical practice. The reliance of Bayesian statistics on Markov Chain Monte Carlo (MCMC) methods makes the applicability of parallel processing not immediately obvious. It is illustrated that there are substantial gains in improved computational time for MCMC and other methods of evaluation by computing the likelihood using GPU parallel processing. Examples use data from the Global Terrorism Database to model terrorist activity in Colombia from 2000 through 2010 and a likelihood based on the explicit convolution of two negative-binomial processes. Results show decreases in computational time by a factor of over 200. Factors influencing these improvements and guidelines for programming parallel implementations of the likelihood are discussed.
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For clinical use, in electrocardiogram (ECG) signal analysis it is important to detect not only the centre of the P wave, the QRS complex and the T wave, but also the time intervals, such as the ST segment. Much research focused entirely on qrs complex detection, via methods such as wavelet transforms, spline fitting and neural networks. However, drawbacks include the false classification of a severe noise spike as a QRS complex, possibly requiring manual editing, or the omission of information contained in other regions of the ECG signal. While some attempts were made to develop algorithms to detect additional signal characteristics, such as P and T waves, the reported success rates are subject to change from person-to-person and beat-to-beat. To address this variability we propose the use of Markov-chain Monte Carlo statistical modelling to extract the key features of an ECG signal and we report on a feasibility study to investigate the utility of the approach. The modelling approach is examined with reference to a realistic computer generated ECG signal, where details such as wave morphology and noise levels are variable.