Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

(Figure 1 and 2) Phosphorus pools in the investigated sediments quantified by SEDEX sequential extraction and distribution of recovered 33P spike between sedimentary P pools after incubation

Phosphorus is an essential nutrient for life. In the ocean, phosphorus burial regulates marine primary production**1, 2. Phosphorus is removed from the ocean by sedimentation of organic matter, and the subsequent conversion of organic phosphorus to phosphate minerals such as apatite, and ultimately phosphorite deposits**3, 4. Bacteria are thought to mediate these processes**5, but the mechanism of sequestration has remained unclear. Here, we present results from laboratory incubations in which we labelled organic-rich sediments from the Benguela upwelling system, Namibia, with a 33P-radiotracer, and tracked the fate of the phosphorus. We show that under both anoxic and oxic conditions, large sulphide-oxidizing bacteria accumulate 33P in their cells, and catalyse the nearly instantaneous conversion of phosphate to apatite. Apatite formation was greatest under anoxic conditions. Nutrient analyses of Namibian upwelling waters and sediments suggest that the rate of phosphate-to-apatite conversion beneath anoxic bottom waters exceeds the rate of phosphorus release during organic matter mineralization in the upper sediment layers. We suggest that bacterial apatite formation is a significant phosphorus sink under anoxic bottom-water conditions. Expanding oxygen minimum zones are projected in simulations of future climate change**6, potentially increasing sequestration of marine phosphate, and restricting marine productivity.

Maintaining legacy data: saving Belfast Harbour (UK) tide-gauge data (1902-2010)

Tide gauge data are identified as legacy data given the radical transition between observation method and required output format associated with tide gauges over the 20th-century. Observed water level variation through tide-gauge records is regarded as the only significant basis for determining recent historical variation (decade to century) in mean sea-level and storm surge. There are limited tide gauge records that cover the 20th century, such that the Belfast (UK) Harbour tide gauge would be a strategic long-term (110 years) record, if the full paper-based records (marigrams) were digitally restructured to allow for consistent data analysis. This paper presents the methodology of extracting a consistent time series of observed water levels from the 5 different Belfast Harbour tide gauges’ positions/machine types, starting late 1901. Tide-gauge data was digitally retrieved from the original analogue (daily) records by scanning the marigrams and then extracting the sequential tidal elevations with graph-line seeking software (Ungraph™). This automation of signal extraction allowed the full Belfast series to be retrieved quickly, relative to any manual x–y digitisation of the signal. Restructuring variably lengthed tidal data sets to a consistent daily, monthly and annual file format was undertaken by project-developed software: Merge&Convert and MergeHYD allow consistent water level sampling both at 60 min (past standard) and 10 min intervals, the latter enhancing surge measurement. Belfast tide-gauge data have been rectified, validated and quality controlled (IOC 2006 standards). The result is a consistent annual-based legacy data series for Belfast Harbour that includes over 2 million tidal-level data observations.

No discrimination shock avoidance with sequential presentation of stimuli but shore crabs still reduce shock exposure

Insights into the potential for pain may be obtained from examination of behavioural responses to noxious stimuli. In particular, prolonged responses coupled with long-term motivational change and avoidance learning cannot be explained by nociceptive reflex but are consistent with the idea of pain. Here, we placed shore crabs alternately in two halves of a test area divided by an opaque partition. Each area had a dark shelter and in one repeated small electric shocks were delivered in an experimental but not in a control group. Crabs showed no specific avoidance of the shock shelter either during these trials or in a subsequent test in which both were offered simultaneously; however they often emerged from the shock shelter during a trial and thus avoided further shock. More crabs emerged in later trials and took less time to emerge than in early trials. Thus, despite the lack of discrimination learning between the two shelters they used other tactics to markedly reduce the amount of shock received. We note that a previous experiment using simultaneous presentation of two shelters demonstrated rapid discrimination and avoidance learning but the paradigm of sequential presentation appears to prevent this. Nevertheless, the data show clearly that the shock is aversive and tactics, other than discrimination learning, are used to avoid it. Thus, the behaviour is only partially consistent with the idea of pain.

Using interaction data for improving the offline and online evaluation of search engines

This thesis investigates how web search evaluation can be improved using historical interaction data. Modern search engines combine offline and online evaluation approaches in a sequence of steps that a tested change needs to pass through to be accepted as an improvement and subsequently deployed. We refer to such a sequence of steps as an evaluation pipeline. In this thesis, we consider the evaluation pipeline to contain three sequential steps: an offline evaluation step, an online evaluation scheduling step, and an online evaluation step. In this thesis we show that historical user interaction data can aid in improving the accuracy or efficiency of each of the steps of the web search evaluation pipeline. As a result of these improvements, the overall efficiency of the entire evaluation pipeline is increased. Firstly, we investigate how user interaction data can be used to build accurate offline evaluation methods for query auto-completion mechanisms. We propose a family of offline evaluation metrics for query auto-completion that represents the effort the user has to spend in order to submit their query. The parameters of our proposed metrics are trained against a set of user interactions recorded in the search engine’s query logs. From our experimental study, we observe that our proposed metrics are significantly more correlated with an online user satisfaction indicator than the metrics proposed in the existing literature. Hence, fewer changes will pass the offline evaluation step to be rejected after the online evaluation step. As a result, this would allow us to achieve a higher efficiency of the entire evaluation pipeline. Secondly, we state the problem of the optimised scheduling of online experiments. We tackle this problem by considering a greedy scheduler that prioritises the evaluation queue according to the predicted likelihood of success of a particular experiment. This predictor is trained on a set of online experiments, and uses a diverse set of features to represent an online experiment. Our study demonstrates that a higher number of successful experiments per unit of time can be achieved by deploying such a scheduler on the second step of the evaluation pipeline. Consequently, we argue that the efficiency of the evaluation pipeline can be increased. Next, to improve the efficiency of the online evaluation step, we propose the Generalised Team Draft interleaving framework. Generalised Team Draft considers both the interleaving policy (how often a particular combination of results is shown) and click scoring (how important each click is) as parameters in a data-driven optimisation of the interleaving sensitivity. Further, Generalised Team Draft is applicable beyond domains with a list-based representation of results, i.e. in domains with a grid-based representation, such as image search. Our study using datasets of interleaving experiments performed both in document and image search domains demonstrates that Generalised Team Draft achieves the highest sensitivity. A higher sensitivity indicates that the interleaving experiments can be deployed for a shorter period of time or use a smaller sample of users. Importantly, Generalised Team Draft optimises the interleaving parameters w.r.t. historical interaction data recorded in the interleaving experiments. Finally, we propose to apply the sequential testing methods to reduce the mean deployment time for the interleaving experiments. We adapt two sequential tests for the interleaving experimentation. We demonstrate that one can achieve a significant decrease in experiment duration by using such sequential testing methods. The highest efficiency is achieved by the sequential tests that adjust their stopping thresholds using historical interaction data recorded in diagnostic experiments. Our further experimental study demonstrates that cumulative gains in the online experimentation efficiency can be achieved by combining the interleaving sensitivity optimisation approaches, including Generalised Team Draft, and the sequential testing approaches. Overall, the central contributions of this thesis are the proposed approaches to improve the accuracy or efficiency of the steps of the evaluation pipeline: the offline evaluation frameworks for the query auto-completion, an approach for the optimised scheduling of online experiments, a general framework for the efficient online interleaving evaluation, and a sequential testing approach for the online search evaluation. The experiments in this thesis are based on massive real-life datasets obtained from Yandex, a leading commercial search engine. These experiments demonstrate the potential of the proposed approaches to improve the efficiency of the evaluation pipeline.

Using multivariate sequential patterns to improve survival prediction in intensive care burn unit

Resuscitation and stabilization are key issues in Intensive Care Burn Units and early survival predictions help to decide the best clinical action during these phases. Current survival scores of burns focus on clinical variables such as age or the body surface area. However, the evolution of other parameters (e.g. diuresis or fluid balance) during the first days is also valuable knowledge. In this work we suggest a methodology and we propose a Temporal Data Mining algorithm to estimate the survival condition from the patient’s evolution. Experiments conducted on 480 patients show the improvement of survival prediction.

Iis--integrated Interactome System: A Web-based Platform For The Annotation, Analysis And Visualization Of Protein-metabolite-gene-drug Interactions By Integrating A Variety Of Data Sources And Tools.

High-throughput screening of physical, genetic and chemical-genetic interactions brings important perspectives in the Systems Biology field, as the analysis of these interactions provides new insights into protein/gene function, cellular metabolic variations and the validation of therapeutic targets and drug design. However, such analysis depends on a pipeline connecting different tools that can automatically integrate data from diverse sources and result in a more comprehensive dataset that can be properly interpreted. We describe here the Integrated Interactome System (IIS), an integrative platform with a web-based interface for the annotation, analysis and visualization of the interaction profiles of proteins/genes, metabolites and drugs of interest. IIS works in four connected modules: (i) Submission module, which receives raw data derived from Sanger sequencing (e.g. two-hybrid system); (ii) Search module, which enables the user to search for the processed reads to be assembled into contigs/singlets, or for lists of proteins/genes, metabolites and drugs of interest, and add them to the project; (iii) Annotation module, which assigns annotations from several databases for the contigs/singlets or lists of proteins/genes, generating tables with automatic annotation that can be manually curated; and (iv) Interactome module, which maps the contigs/singlets or the uploaded lists to entries in our integrated database, building networks that gather novel identified interactions, protein and metabolite expression/concentration levels, subcellular localization and computed topological metrics, GO biological processes and KEGG pathways enrichment. This module generates a XGMML file that can be imported into Cytoscape or be visualized directly on the web. We have developed IIS by the integration of diverse databases following the need of appropriate tools for a systematic analysis of physical, genetic and chemical-genetic interactions. IIS was validated with yeast two-hybrid, proteomics and metabolomics datasets, but it is also extendable to other datasets. IIS is freely available online at: http://www.lge.ibi.unicamp.br/lnbio/IIS/.

[gait Speed, Grip Strength And Self-rated Health Among The Elderly: Data From The Fibra Campinas Network, São Paulo, Brazil].

The article seeks to investigate patterns of performance and relationships between grip strength, gait speed and self-rated health, and investigate the relationships between them, considering the variables of gender, age and family income. This was conducted in a probabilistic sample of community-dwelling elderly aged 65 and over, members of a population study on frailty. A total of 689 elderly people without cognitive deficit suggestive of dementia underwent tests of gait speed and grip strength. Comparisons between groups were based on low, medium and high speed and strength. Self-related health was assessed using a 5-point scale. The males and the younger elderly individuals scored significantly higher on grip strength and gait speed than the female and oldest did; the richest scored higher than the poorest on grip strength and gait speed; females and men aged over 80 had weaker grip strength and lower gait speed; slow gait speed and low income arose as risk factors for a worse health evaluation. Lower muscular strength affects the self-rated assessment of health because it results in a reduction in functional capacity, especially in the presence of poverty and a lack of compensatory factors.

Correlation Between Cephalometric Data And Severity Of Sleep Apnea.

Obstructive sleep apnea syndrome has a high prevalence among adults. Cephalometric variables can be a valuable method for evaluating patients with this syndrome. To correlate cephalometric data with the apnea-hypopnea sleep index. We performed a retrospective and cross-sectional study that analyzed the cephalometric data of patients followed in the Sleep Disorders Outpatient Clinic of the Discipline of Otorhinolaryngology of a university hospital, from June 2007 to May 2012. Ninety-six patients were included, 45 men, and 51 women, with a mean age of 50.3 years. A total of 11 patients had snoring, 20 had mild apnea, 26 had moderate apnea, and 39 had severe apnea. The distance from the hyoid bone to the mandibular plane was the only variable that showed a statistically significant correlation with the apnea-hypopnea index. Cephalometric variables are useful tools for the understanding of obstructive sleep apnea syndrome. The distance from the hyoid bone to the mandibular plane showed a statistically significant correlation with the apnea-hypopnea index.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

[evaluation Of Data On Live Birth Certificates From The Information System On Live Births (sinasc) In Campinas, São Paulo, 2009].

To assess the completeness and reliability of the Information System on Live Births (Sinasc) data. A cross-sectional analysis of the reliability and completeness of Sinasc's data was performed using a sample of Live Birth Certificate (LBC) from 2009, related to births from Campinas, Southeast Brazil. For data analysis, hospitals were grouped according to category of service (Unified National Health System, private or both), 600 LBCs were randomly selected and the data were collected in LBC-copies through mothers and newborns' hospital records and by telephone interviews. The completeness of LBCs was evaluated, calculating the percentage of blank fields, and the LBCs agreement comparing the originals with the copies was evaluated by Kappa and intraclass correlation coefficients. The percentage of completeness of LBCs ranged from 99.8%-100%. For the most items, the agreement was excellent. However, the agreement was acceptable for marital status, maternal education and newborn infants' race/color, low for prenatal visits and presence of birth defects, and very low for the number of deceased children. The results showed that the municipality Sinasc is reliable for most of the studied variables. Investments in training of the professionals are suggested in an attempt to improve system capacity to support planning and implementation of health activities for the benefit of maternal and child population.

Augmented Mixed Models For Clustered Proportion Data.

Often in biomedical research, we deal with continuous (clustered) proportion responses ranging between zero and one quantifying the disease status of the cluster units. Interestingly, the study population might also consist of relatively disease-free as well as highly diseased subjects, contributing to proportion values in the interval [0, 1]. Regression on a variety of parametric densities with support lying in (0, 1), such as beta regression, can assess important covariate effects. However, they are deemed inappropriate due to the presence of zeros and/or ones. To evade this, we introduce a class of general proportion density, and further augment the probabilities of zero and one to this general proportion density, controlling for the clustering. Our approach is Bayesian and presents a computationally convenient framework amenable to available freeware. Bayesian case-deletion influence diagnostics based on q-divergence measures are automatic from the Markov chain Monte Carlo output. The methodology is illustrated using both simulation studies and application to a real dataset from a clinical periodontology study.

Cephalometric And Anthropometric Data Of Obstructive Apnea In Different Age Groups.

Patients with obstructive sleep apnea syndrome usually present with changes in upper airway morphology and/or body fat distribution, which may occur throughout life and increase the severity of obstructive sleep apnea syndrome with age. To correlate cephalometric and anthropometric measures with obstructive sleep apnea syndrome severity in different age groups. A retrospective study of cephalometric and anthropometric measures of 102 patients with obstructive sleep apnea syndrome was analyzed. Patients were divided into three age groups (≥20 and <40 years, ≥40 and <60 years, and ≥60 years). Pearson's correlation was performed for these measures with the apnea-hypopnea index in the full sample, and subsequently by age group. The cephalometric measures MP-H (distance between the mandibular plane and the hyoid bone) and PNS-P (distance between the posterior nasal spine and the tip of the soft palate) and the neck and waist circumferences showed a statistically significant correlation with apnea-hypopnea index in both the full sample and in the ≥40 and <60 years age group. These variables did not show any significant correlation with the other two age groups (<40 and ≥60 years). Cephalometric measurements MP-H and PNS-P and cervical and waist circumferences correlated with obstructive sleep apnea syndrome severity in patients in the ≥40 and <60 age group.