A sequential Monte Carlo algorithm to incorporate model uncertainty in Bayesian sequential design

Here we present a sequential Monte Carlo (SMC) algorithm that can be used for any one-at-a-time Bayesian sequential design problem in the presence of model uncertainty where discrete data are encountered. Our focus is on adaptive design for model discrimination but the methodology is applicable if one has a different design objective such as parameter estimation or prediction. An SMC algorithm is run in parallel for each model and the algorithm relies on a convenient estimator of the evidence of each model which is essentially a function of importance sampling weights. Other methods for this task such as quadrature, often used in design, suffer from the curse of dimensionality. Approximating posterior model probabilities in this way allows us to use model discrimination utility functions derived from information theory that were previously difficult to compute except for conjugate models. A major benefit of the algorithm is that it requires very little problem specific tuning. We demonstrate the methodology on three applications, including discriminating between models for decline in motor neuron numbers in patients suffering from neurological diseases such as Motor Neuron disease.

Hierarchical robust design optimisation of shock control bump devices for airfoil drag reduction

The paper investigates a detailed Active Shock Control Bump Design Optimisation on a Natural Laminar Flow (NLF) aerofoil; RAE 5243 to reduce cruise drag at transonic flow conditions using Evolutionary Algorithms (EAs) coupled to a robust design approach. For the uncertainty design parameters, the positions of boundary layer transition (xtr) and the coefficient of lift (Cl) are considered (250 stochastic samples in total). In this paper, two robust design methods are considered; the first approach uses a standard robust design method, which evaluates one design model at 250 stochastic conditions for uncertainty. The second approach is the combination of a standard robust design method and the concept of hierarchical (multi-population) sampling (250, 50, 15) for uncertainty. Numerical results show that the evolutionary optimization method coupled to uncertainty design techniques produces useful and reliable Pareto optimal SCB shapes which have low sensitivity and high aerodynamic performance while having significant total drag reduction. In addition,it also shows the benefit of using hierarchical robust method for detailed uncertainty design optimization.

Change Point Estimation in Monitoring Survival Time

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.

Using approximate Bayesian computation to estimate transmission rates of nosocomial pathogens

In this paper, we apply a simulation based approach for estimating transmission rates of nosocomial pathogens. In particular, the objective is to infer the transmission rate between colonised health-care practitioners and uncolonised patients (and vice versa) solely from routinely collected incidence data. The method, using approximate Bayesian computation, is substantially less computer intensive and easier to implement than likelihood-based approaches we refer to here. We find through replacing the likelihood with a comparison of an efficient summary statistic between observed and simulated data that little is lost in the precision of estimated transmission rates. Furthermore, we investigate the impact of incorporating uncertainty in previously fixed parameters on the precision of the estimated transmission rates.

Use of Bayesian MUNE to show differing rate of loss of motor units in subgroups of ALS

Objectives To evaluate differences among patients with different clinical features of ALS, we used our Bayesian method of motor unit number estimation (MUNE). Methods We performed serial MUNE studies on 42 subjects who fulfilled the diagnostic criteria for ALS during the course of their illness. Subjects were classified into three subgroups according to whether they had typical ALS (with upper and lower motor neurone signs) or had predominantly upper motor neurone weakness with only minor LMN signs, or predominantly lower motor neurone weakness with only minor UMN signs. In all subjects we calculated the half life of MUs, defined as the expected time for the number of MUs to halve, in one or more of the abductor digiti minimi (ADM), abductor pollicis brevis (APB) and extensor digitorum brevis (EDB) muscles. Results The mean half life of MUs was less in subjects who had typical ALS with both upper and lower motor neurone signs than in those with predominantly upper motor neurone weakness or predominantly lower motor neurone weakness. In 18 subjects we analysed the estimated size of the MUs and demonstrated the appearance of large MUs in subjects with upper or lower motor neurone predominant weakness. We found that the appearance of large MUs was correlated with the half life of MUs. Conclusions Patients with different clinical features of ALS have different rates of loss and different sizes of MUs. Significance: These findings could indicate differences in disease pathogenesis.

Ambient temperature and cardiorespiratory morbidity : a systematic review and meta-analysis

BACKGROUND: The effect of extreme temperature has become an increasing public health concern. Evaluating the impact of ambient temperature on morbidity has received less attention than its impact on mortality. METHODS: We performed a systematic literature review and extracted quantitative estimates of the effects of hot temperatures on cardiorespiratory morbidity. There were too few studies on effects of cold temperatures to warrant a summary. Pooled estimates of effects of heat were calculated using a Bayesian hierarchical approach that allowed multiple results to be included from the same study, particularly results at different latitudes and with varying lagged effects. RESULTS: Twenty-one studies were included in the final meta-analysis. The pooled results suggest an increase of 3.2% (95% posterior interval = -3.2% to 10.1%) in respiratory morbidity with 1°C increase on hot days. No apparent association was observed for cardiovascular morbidity (-0.5% [-3.0% to 2.1%]). The length of lags had inconsistent effects on the risk of respiratory and cardiovascular morbidity, whereas latitude had little effect on either. CONCLUSIONS: The effects of temperature on cardiorespiratory morbidity seemed to be smaller and more variable than previous findings related to mortality.

Hierarchical modeling of perceived collision risks in port fairways

Navigational collisions are one of the major safety concerns in many seaports. Despite the extent of recent works done on port navigational safety research, little is known about harbor pilot’s perception of collision risks in port fairways. This paper uses a hierarchical ordered probit model to investigate associations between perceived risks and the geometric and traffic characteristics of fairways and the pilot attributes. Perceived risk data, collected through a risk perception survey conducted among the Singapore port pilots, are used to calibrate the model. Intra-class correlation coefficient justifies use of the hierarchical model in comparison with an ordinary model. Results show higher perceived risks in fairways attached to anchorages, and in those featuring sharper bends and higher traffic operating speeds. Lesser risks are perceived in fairways attached to shoreline and confined waters, and in those with one-way traffic, traffic separation scheme, cardinal marks and isolated danger marks. Risk is also found to be perceived higher in night.

Condition deterioration prediction of bridge elements using Dynamic Bayesian Networks (DBNs)

The ability of bridge deterioration models to predict future condition provides significant advantages in improving the effectiveness of maintenance decisions. This paper proposes a novel model using Dynamic Bayesian Networks (DBNs) for predicting the condition of bridge elements. The proposed model improves prediction results by being able to handle, deterioration dependencies among different bridge elements, the lack of full inspection histories, and joint considerations of both maintenance actions and environmental effects. With Bayesian updating capability, different types of data and information can be utilised as inputs. Expert knowledge can be used to deal with insufficient data as a starting point. The proposed model established a flexible basis for bridge systems deterioration modelling so that other models and Bayesian approaches can be further developed in one platform. A steel bridge main girder was chosen to validate the proposed model.

A hierarchical evolutionary algorithmic design (HEAD) system for generating and evolving building design models

This thesis develops a detailed conceptual design method and a system software architecture defined with a parametric and generative evolutionary design system to support an integrated interdisciplinary building design approach. The research recognises the need to shift design efforts toward the earliest phases of the design process to support crucial design decisions that have a substantial cost implication on the overall project budget. The overall motivation of the research is to improve the quality of designs produced at the author's employer, the General Directorate of Major Works (GDMW) of the Saudi Arabian Armed Forces. GDMW produces many buildings that have standard requirements, across a wide range of environmental and social circumstances. A rapid means of customising designs for local circumstances would have significant benefits. The research considers the use of evolutionary genetic algorithms in the design process and the ability to generate and assess a wider range of potential design solutions than a human could manage. This wider ranging assessment, during the early stages of the design process, means that the generated solutions will be more appropriate for the defined design problem. The research work proposes a design method and system that promotes a collaborative relationship between human creativity and the computer capability. The tectonic design approach is adopted as a process oriented design that values the process of design as much as the product. The aim is to connect the evolutionary systems to performance assessment applications, which are used as prioritised fitness functions. This will produce design solutions that respond to their environmental and function requirements. This integrated, interdisciplinary approach to design will produce solutions through a design process that considers and balances the requirements of all aspects of the design. Since this thesis covers a wide area of research material, 'methodological pluralism' approach was used, incorporating both prescriptive and descriptive research methods. Multiple models of research were combined and the overall research was undertaken following three main stages, conceptualisation, developmental and evaluation. The first two stages lay the foundations for the specification of the proposed system where key aspects of the system that have not previously been proven in the literature, were implemented to test the feasibility of the system. As a result of combining the existing knowledge in the area with the newlyverified key aspects of the proposed system, this research can form the base for a future software development project. The evaluation stage, which includes building the prototype system to test and evaluate the system performance based on the criteria defined in the earlier stage, is not within the scope this thesis. The research results in a conceptual design method and a proposed system software architecture. The proposed system is called the 'Hierarchical Evolutionary Algorithmic Design (HEAD) System'. The HEAD system has shown to be feasible through the initial illustrative paper-based simulation. The HEAD system consists of the two main components - 'Design Schema' and the 'Synthesis Algorithms'. The HEAD system reflects the major research contribution in the way it is conceptualised, while secondary contributions are achieved within the system components. The design schema provides constraints on the generation of designs, thus enabling the designer to create a wide range of potential designs that can then be analysed for desirable characteristics. The design schema supports the digital representation of the human creativity of designers into a dynamic design framework that can be encoded and then executed through the use of evolutionary genetic algorithms. The design schema incorporates 2D and 3D geometry and graph theory for space layout planning and building formation using the Lowest Common Design Denominator (LCDD) of a parameterised 2D module and a 3D structural module. This provides a bridge between the standard adjacency requirements and the evolutionary system. The use of graphs as an input to the evolutionary algorithm supports the introduction of constraints in a way that is not supported by standard evolutionary techniques. The process of design synthesis is guided as a higher level description of the building that supports geometrical constraints. The Synthesis Algorithms component analyses designs at four levels, 'Room', 'Layout', 'Building' and 'Optimisation'. At each level multiple fitness functions are embedded into the genetic algorithm to target the specific requirements of the relevant decomposed part of the design problem. Decomposing the design problem to allow for the design requirements of each level to be dealt with separately and then reassembling them in a bottom up approach reduces the generation of non-viable solutions through constraining the options available at the next higher level. The iterative approach, in exploring the range of design solutions through modification of the design schema as the understanding of the design problem improves, assists in identifying conflicts in the design requirements. Additionally, the hierarchical set-up allows the embedding of multiple fitness functions into the genetic algorithm, each relevant to a specific level. This supports an integrated multi-level, multi-disciplinary approach. The HEAD system promotes a collaborative relationship between human creativity and the computer capability. The design schema component, as the input to the procedural algorithms, enables the encoding of certain aspects of the designer's subjective creativity. By focusing on finding solutions for the relevant sub-problems at the appropriate levels of detail, the hierarchical nature of the system assist in the design decision-making process.

Perceived collision risks in anchorages : a hierarchical ordered probit analysis

Navigational collisions are a major safety concern in many seaports. Despite the recent advances in port navigational safety research, little is known about harbor pilot’s perception of collision risks in anchorages. This study attempts to model such risks by employing a hierarchical ordered probit model, which is calibrated by using data collected through a risk perception survey conducted on Singapore port pilots. The hierarchical model is found to be useful to account for correlations in risks perceived by individual pilots. Results show higher perceived risks in anchorages attached to intersection, local and international fairway; becoming more critical at night. Lesser risks are perceived in anchorages featuring shoreline in boundary, higher water depth, lower density of stationary ships, cardinal marks and isolated danger marks. Pilotage experience shows a negative effect on perceived risks. This study indicates that hierarchical modeling would be useful for treating correlations in navigational safety data.

Use of hierarchical cluster analysis to assess the representativeness of a baseline groundwater quality monitoring network: comparison of New Zealand’s national and regional groundwater monitoring programs

Baseline monitoring of groundwater quality aims to characterize the ambient condition of the resource and identify spatial or temporal trends. Sites comprising any baseline monitoring network must be selected to provide a representative perspective of groundwater quality across the aquifer(s) of interest. Hierarchical cluster analysis (HCA) has been used as a means of assessing the representativeness of a groundwater quality monitoring network, using example datasets from New Zealand. HCA allows New Zealand's national and regional monitoring networks to be compared in terms of the number of water-quality categories identified in each network, the hydrochemistry at the centroids of these water-quality categories, the proportions of monitoring sites assigned to each water-quality category, and the range of concentrations for each analyte within each water-quality category. Through the HCA approach, the National Groundwater Monitoring Programme (117 sites) is shown to provide a highly representative perspective of groundwater quality across New Zealand, relative to the amalgamated regional monitoring networks operated by 15 different regional authorities (680 sites have sufficient data for inclusion in HCA). This methodology can be applied to evaluate the representativeness of any subset of monitoring sites taken from a larger network.

A proposed validation framework for expert elicited Bayesian Networks

The popularity of Bayesian Network modelling of complex domains using expert elicitation has raised questions of how one might validate such a model given that no objective dataset exists for the model. Past attempts at delineating a set of tests for establishing confidence in an entirely expert-elicited model have focused on single types of validity stemming from individual sources of uncertainty within the model. This paper seeks to extend the frameworks proposed by earlier researchers by drawing upon other disciplines where measuring latent variables is also an issue. We demonstrate that even in cases where no data exist at all there is a broad range of validity tests that can be used to establish confidence in the validity of a Bayesian Belief Network.