Adaptive model selection using empirical complexities

Given $n$ independent replicates of a jointly distributed pair $(X,Y)\in {\cal R}^d \times {\cal R}$, we wish to select from a fixed sequence of model classes ${\cal F}_1, {\cal F}_2, \ldots$ a deterministic prediction rule $f: {\cal R}^d \to {\cal R}$ whose risk is small. We investigate the possibility of empirically assessingthe {\em complexity} of each model class, that is, the actual difficulty of the estimation problem within each class. The estimated complexities are in turn used to define an adaptive model selection procedure, which is based on complexity penalized empirical risk.The available data are divided into two parts. The first is used to form an empirical cover of each model class, and the second is used to select a candidate rule from each cover based on empirical risk. The covering radii are determined empirically to optimize a tight upper bound on the estimation error. An estimate is chosen from the list of candidates in order to minimize the sum of class complexity and empirical risk. A distinguishing feature of the approach is that the complexity of each model class is assessed empirically, based on the size of its empirical cover.Finite sample performance bounds are established for the estimates, and these bounds are applied to several non-parametric estimation problems. The estimates are shown to achieve a favorable tradeoff between approximation and estimation error, and to perform as well as if the distribution-dependent complexities of the model classes were known beforehand. In addition, it is shown that the estimate can be consistent,and even possess near optimal rates of convergence, when each model class has an infinite VC or pseudo dimension.For regression estimation with squared loss we modify our estimate to achieve a faster rate of convergence.

Financing constraints and fixed-term employment contracts

This paper studies the interactions between financing constraints and theemployment decisions of firms when both fixed-term and permanent employmentcontracts are available. We first develop a dynamic model that shows theeffects of financing constraints and firing costs on employment decisions. Oncecalibrated, the model shows that financially constrained firms tend to use moreintensely fixed term workers, and to make them absorb a larger fraction of thetotal employment volatility than financially unconstrained firms do. We testand confirm the predictions of the model on a unique panel data of Italian manufacturingfirms with detailed information about the type of workers employedby the firms and about firm financing constraints.

Validation procedures in radiological diagnostic models. Neural network and logistic regression

The objective of this paper is to compare the performance of twopredictive radiological models, logistic regression (LR) and neural network (NN), with five different resampling methods. One hundred and sixty-seven patients with proven calvarial lesions as the only known disease were enrolled. Clinical and CT data were used for LR and NN models. Both models were developed with cross validation, leave-one-out and three different bootstrap algorithms. The final results of each model were compared with error rate and the area under receiver operating characteristic curves (Az). The neural network obtained statistically higher Az than LR with cross validation. The remaining resampling validation methods did not reveal statistically significant differences between LR and NN rules. The neural network classifier performs better than the one based on logistic regression. This advantage is well detected by three-fold cross-validation, but remains unnoticed when leave-one-out or bootstrap algorithms are used.

The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression

This paper shows how recently developed regression-based methods for thedecomposition of health inequality can be extended to incorporateindividual heterogeneity in the responses of health to the explanatoryvariables. We illustrate our method with an application to the CanadianNPHS of 1994. Our strategy for the estimation of heterogeneous responsesis based on the quantile regression model. The results suggest that thereis an important degree of heterogeneity in the association of health toexplanatory variables which, in turn, accounts for a substantial percentageof inequality in observed health. A particularly interesting finding isthat the marginal response of health to income is zero for healthyindividuals but positive and significant for unhealthy individuals. Theheterogeneity in the income response reduces both overall health inequalityand income related health inequality.

Random measurement error and regression dilution bias.

Summary points: - The bias introduced by random measurement error will be different depending on whether the error is in an exposure variable (risk factor) or outcome variable (disease) - Random measurement error in an exposure variable will bias the estimates of regression slope coefficients towards the null - Random measurement error in an outcome variable will instead increase the standard error of the estimates and widen the corresponding confidence intervals, making results less likely to be statistically significant - Increasing sample size will help minimise the impact of measurement error in an outcome variable but will only make estimates more precisely wrong when the error is in an exposure variable

Determination of sea surface salinity and wind speed by L-band microwave radiometry from a fixed platform

The European Space Agency Soil Moisture andOcean Salinity (SMOS) mission aims at obtaining global maps ofsoil moisture and sea surface salinity from space for large-scale andclimatic studies. It uses an L-band (1400–1427 MHz) MicrowaveInterferometric Radiometer by Aperture Synthesis to measurebrightness temperature of the earth’s surface at horizontal andvertical polarizations ( h and v). These two parameters will beused together to retrieve the geophysical parameters. The retrievalof salinity is a complex process that requires the knowledge ofother environmental information and an accurate processing ofthe radiometer measurements. Here, we present recent resultsobtained from several studies and field experiments that were partof the SMOS mission, and highlight the issues still to be solved.

Prediction of 18-month survival in patients with primary myelodysplastic syndrome. A regression model and scoring system based on the combination of chromosome findings and the Bournemouth score.

The predictive potential of six selected factors was assessed in 72 patients with primary myelodysplastic syndrome using univariate and multivariate logistic regression analysis of survival at 18 months. Factors were age (above median of 69 years), dysplastic features in the three myeloid bone marrow cell lineages, presence of chromosome defects, all metaphases abnormal, double or complex chromosome defects (C23), and a Bournemouth score of 2, 3, or 4 (B234). In the multivariate approach, B234 and C23 proved to be significantly associated with a reduction in the survival probability. The similarity of the regression coefficients associated with these two factors means that they have about the same weight. Consequently, the model was simplified by counting the number of factors (0, 1, or 2) present in each patient, thus generating a scoring system called the Lausanne-Bournemouth score (LB score). The LB score combines the well-recognized and easy-to-use Bournemouth score (B score) with the chromosome defect complexity, C23 constituting an additional indicator of patient outcome. The predicted risk of death within 18 months calculated from the model is as follows: 7.1% (confidence interval: 1.7-24.8) for patients with an LB score of 0, 60.1% (44.7-73.8) for an LB score of 1, and 96.8% (84.5-99.4) for an LB score of 2. The scoring system presented here has several interesting features. The LB score may improve the predictive value of the B score, as it is able to recognize two prognostic groups in the intermediate risk category of patients with B scores of 2 or 3. It has also the ability to identify two distinct prognostic subclasses among RAEB and possibly CMML patients. In addition to its above-described usefulness in the prognostic evaluation, the LB score may bring new insights into the understanding of evolution patterns in MDS. We used the combination of the B score and chromosome complexity to define four classes which may be considered four possible states of myelodysplasia and which describe two distinct evolutional pathways.

Symptom-triggered vs fixed-schedule doses of benzodiazepine for alcohol withdrawal: a randomized treatment trial.

BACKGROUND: In alcohol withdrawal, fixed doses of benzodiazepine are generally recommended as a first-line pharmacologic approach. This study determines the benefits of an individualized treatment regimen on the quantity of benzodiazepine administered and the duration of its use during alcohol withdrawal treatment. METHODS: We conducted a prospective, randomized, double-blind, controlled trial including 117 consecutive patients with alcohol dependence, according to the Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, entering an alcohol treatment program at both the Lausanne and Geneva university hospitals, Switzerland. Patients were randomized into 2 groups: (1) 56 were treated with oxazepam in response to the development of signs of alcohol withdrawal (symptom-triggered); and (2) 61 were treated with oxazepam every 6 hours with additional doses as needed (fixed-schedule). The administration of oxazepam in group 1 and additional oxazepam in group 2 was determined using a standardized measure of alcohol withdrawal. The main outcome measures were the total amount and duration of treatment with oxazepam, the incidence of complications, and the comfort level. RESULTS: A total of 22 patients (39%) in the symptom-triggered group were treated with oxazepam vs 100% in the fixed-schedule group (P<.001). The mean oxazepam dose administered in the symptom-triggered group was 37.5 mg compared with 231.4 mg in the fixed-schedule group (P<.001). The mean duration of oxazepam treatment was 20.0 hours in the symptom-triggered group vs 62.7 hours in the fixed-schedule group (P<.001). Withdrawal complications were limited to a single episode of seizures in the symptom-triggered group. There were no differences in the measures of comfort between the 2 groups. CONCLUSIONS: Symptom-triggered benzodiazepine treatment for alcohol withdrawal is safe, comfortable, and associated with a decrease in the quantity of medication and duration of treatment.

Genome-wide association study to identify common variants associated with brachial circumference: a meta-analysis of 14 cohorts.

Brachial circumference (BC), also known as upper arm or mid arm circumference, can be used as an indicator of muscle mass and fat tissue, which are distributed differently in men and women. Analysis of anthropometric measures of peripheral fat distribution such as BC could help in understanding the complex pathophysiology behind overweight and obesity. The purpose of this study is to identify genetic variants associated with BC through a large-scale genome-wide association scan (GWAS) meta-analysis. We used fixed-effects meta-analysis to synthesise summary results across 14 GWAS discovery and 4 replication cohorts comprising overall 22,376 individuals (12,031 women and 10,345 men) of European ancestry. Individual analyses were carried out for men, women, and combined across sexes using linear regression and an additive genetic model: adjusted for age and adjusted for age and BMI. We prioritised signals for follow-up in two-stages. We did not detect any signals reaching genome-wide significance. The FTO rs9939609 SNP showed nominal evidence for association (p<0.05) in the age-adjusted strata for men and across both sexes. In this first GWAS meta-analysis for BC to date, we have not identified any genome-wide significant signals and do not observe robust association of previously established obesity loci with BC. Large-scale collaborations will be necessary to achieve higher power to detect loci underlying BC.

Uncertainty Quantification with Support Vector Regression Prediction Models

Uncertainty quantification of petroleum reservoir models is one of the present challenges, which is usually approached with a wide range of geostatistical tools linked with statistical optimisation or/and inference algorithms. The paper considers a data driven approach in modelling uncertainty in spatial predictions. Proposed semi-supervised Support Vector Regression (SVR) model has demonstrated its capability to represent realistic features and describe stochastic variability and non-uniqueness of spatial properties. It is able to capture and preserve key spatial dependencies such as connectivity, which is often difficult to achieve with two-point geostatistical models. Semi-supervised SVR is designed to integrate various kinds of conditioning data and learn dependences from them. A stochastic semi-supervised SVR model is integrated into a Bayesian framework to quantify uncertainty with multiple models fitted to dynamic observations. The developed approach is illustrated with a reservoir case study. The resulting probabilistic production forecasts are described by uncertainty envelopes.

Fixed bearing for TKR provides better results for individuals aged 70 and above

55 patients, scheduled to undergo total knee replacement, were randomized to receive either fixed or mobile-bearings. The results from a 5 year follow-up indicated that elderly patients (>70 years of age) with fixed bearings had better improvements in gait parameters in comparison to those with mobile bearings. These results was in fact reversed for patients less than 70 years of age, as they performed best with mobile bearings.

Complete and long-lasting regression of disseminated multiple skin melanoma metastases under treatment with cyclooxygenase-2 inhibitor.

Experimental and clinical evidence indicates that non-steroidal anti-inflammatory drugs and cyclooxygenase-2 inhibitors may have anti-cancer activities. Here we report on a patient with a metastatic melanoma of the leg who experienced a complete and sustained regression of skin metastases upon continuous single treatment with the cyclooxygenase-2 inhibitor rofecoxib. Our observations indicate that the inhibition of cyclooxygenase-2 can lead to the regression of disseminated skin melanoma metastases, even after failure of chemotherapy.

Objective evaluation of shoulder function using body-fixed sensors: a new way to detect early treatment failures?

Background: Variable definitions of outcome (Constant score, Simple Shoulder Test [SST]) have been used to assess outcome after shoulder treatment, although none has been accepted as the universal standard. Physicians lack an objective method to reliably assess the activity of their patients in dynamic conditions. Our purpose was to clinically validate the shoulder kinematic scores given by a portable movement analysis device, using the activities of daily living described in the SST as a reference. The secondary objective was to determine whether this device could be used to document the effectiveness of shoulder treatments (for glenohumeral osteoarthritis and rotator cuff disease) and detect early failures.Methods: A clinical trial including 34 patients and a control group of 31 subjects over an observation period of 1 year was set up. Evaluations were made at baseline and 3, 6, and 12 months after surgery by 2 independent observers. Miniature sensors (3-dimensional gyroscopes and accelerometers) allowed kinematic scores to be computed. They were compared with the regular outcome scores: SST; Disabilities of the Arm, Shoulder and Hand; American Shoulder and Elbow Surgeons; and Constant.Results: Good to excellent correlations (0.61-0.80) were found between kinematics and clinical scores. Significant differences were found at each follow-up in comparison with the baseline status for all the kinematic scores (P < .015). The kinematic scores were able to point out abnormal patient outcomes at the first postoperative follow-up.Conclusion: Kinematic scores add information to the regular outcome tools. They offer an effective way to measure the functional performance of patients with shoulder pathology and have the potential to detect early treatment failures.Level of evidence: Level II, Development of Diagnostic Criteria, Diagnostic Study. (C) 2011 Journal of Shoulder and Elbow Surgery Board of Trustees.

What is the influence of vaccination's routes on the regression of tumors located at mucosal sites?

Tumor-regressions following tumor-associated-antigen vaccination in animal models contrast with the limited clinical outcomes in cancer patients. Most animal studies however used subcutaneous-tumor-models and questions arise as whether these are relevant for tumors growing in mucosae; whether specific mucosal-homing instructions are required; and how this may be influenced by the tumor.

Bootstrapping pairs in Distance-Based Regression

La regressió basada en distàncies és un mètode de predicció que consisteix en dos passos: a partir de les distàncies entre observacions obtenim les variables latents, les quals passen a ser els regressors en un model lineal de mínims quadrats ordinaris. Les distàncies les calculem a partir dels predictors originals fent us d'una funció de dissimilaritats adequada. Donat que, en general, els regressors estan relacionats de manera no lineal amb la resposta, la seva selecció amb el test F usual no és possible. En aquest treball proposem una solució a aquest problema de selecció de predictors definint tests estadístics generalitzats i adaptant un mètode de bootstrap no paramètric per a l'estimació dels p-valors. Incluim un exemple numèric amb dades de l'assegurança d'automòbils.