Cost-Effectiveness Analysis of Adaptive Monitoring Strategies for Depression Treatment

Thesis (Master's)--University of Washington, 2016-06

Kineto-elastodynamic analysis of high-speed four-bar mechanism

This thesis addresses the kineto-elastodynamic analysis of a four-bar mechanism running at high-speed where all links are assumed to be flexible. First, the mechanism, at static configurations, is considered as structure. Two methods are used to model the system, namely the finite element method (FEM) and the dynamic stiffness method. The natural frequencies and mode shapes at different positions from both methods are calculated and compared. The FEM is used to model the mechanism running at high-speed. The governing equations of motion are derived using Hamilton's principle. The equations obtained are a set of stiff ordinary differential equations with periodic coefficients. A model is developed whereby the FEM and the dynamic stiffness method are used conjointly to provide high-precision results with only one element per link. The principal concern of the mechanism designer is the behaviour of the mechanism at steady-state. Few algorithms have been developed to deliver the steady-state solution without resorting to costly time marching simulation. In this study two algorithms are developed to overcome the limitations of the existing algorithms. The superiority of the new algorithms is demonstrated. The notion of critical speeds is clarified and a distinction is drawn between "critical speeds", where stresses are at a local maximum, and "unstable bands" where the mechanism deflections will grow boundlessly. Floquet theory is used to assess the stability of the system. A simple method to locate the critical speeds is derived. It is shown that the critical speeds of the mechanism coincide with the local maxima of the eigenvalues of the transition matrix with respect to the rotational speed of the mechanism.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Paths to peace: conflict management trajectories in militarized interstate disputes

When multiple third-parties (states, coalitions, and international organizations) intervene in the same conflict, do their efforts inform one another? Anecdotal evidence suggests such a possibility, but research to date has not attempted to model this interdependence directly. The current project breaks with that tradition. In particular, it proposes three competing explanations of how previous intervention efforts affect current intervention decisions: a cost model (and a variant on it, a limited commitments model), a learning model, and a random model. After using a series of Markov transition (regime-switching) models to evaluate conflict management behavior within militarized interstate disputes in the 1946-2001 period, this study concludes that third-party intervention efforts inform one another. More specifically, third-parties examine previous efforts and balance their desire to manage conflict with their need to minimize intervention costs (the cost and limited commitments models). As a result, third-parties intervene regularly using verbal pleas and mediation, but rely significantly less frequently on legal, administrative, or peace operations strategies. This empirical threshold to the intervention costs that third-parties are willing to bear has strong theoretical foundations and holds across different time periods and third-party actors. Furthermore, the analysis indicates that the first third-party to intervene in a conflict is most likely to use a strategy designed to help the disputants work toward a resolution of their dispute. After this initial intervention, the level of third-party involvement declines and often devolves into a series of verbal pleas for peace. Such findings cumulatively suggest that disputants hold the key to effective conflict management. If the disputants adopt and maintain an extreme bargaining position or fail to encourage third-parties to accept greater intervention costs, their dispute will receive little more than verbal pleas for negotiations and peace.

Random walk with restart over dynamic graphs

Random Walk with Restart (RWR) is an appealing measure of proximity between nodes based on graph structures. Since real graphs are often large and subject to minor changes, it is prohibitively expensive to recompute proximities from scratch. Previous methods use LU decomposition and degree reordering heuristics, entailing O(|V|^3) time and O(|V|^2) memory to compute all (|V|^2) pairs of node proximities in a static graph. In this paper, a dynamic scheme to assess RWR proximities is proposed: (1) For unit update, we characterize the changes to all-pairs proximities as the outer product of two vectors. We notice that the multiplication of an RWR matrix and its transition matrix, unlike traditional matrix multiplications, is commutative. This can greatly reduce the computation of all-pairs proximities from O(|V|^3) to O(|delta|) time for each update without loss of accuracy, where |delta| (<<|V|^2) is the number of affected proximities. (2) To avoid O(|V|^2) memory for all pairs of outputs, we also devise efficient partitioning techniques for our dynamic model, which can compute all pairs of proximities segment-wisely within O(l|V|) memory and O(|V|/l) I/O costs, where 1<=l<=|V| is a user-controlled trade-off between memory and I/O costs. (3) For bulk updates, we also devise aggregation and hashing methods, which can discard many unnecessary updates further and handle chunks of unit updates simultaneously. Our experimental results on various datasets demonstrate that our methods can be 1–2 orders of magnitude faster than other competitors while securing scalability and exactness.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Key Participants Of The Tumor Microenvironment Of The Prostate: An Approach Of The Structural Dynamic Of Cellular Elements And Extracellular Matrix Components During Epithelial-stromal Transition.

Cancer is a multistep process that begins with the transformation of normal epithelial cells and continues with tumor growth, stromal invasion and metastasis. The remodeling of the peritumoral environment is decisive for the onset of tumor invasiveness. This event is dependent on epithelial-stromal interactions, degradation of extracellular matrix components and reorganization of fibrillar components. Our research group has studied in a new proposed rodent model the participation of cellular and molecular components in the prostate microenvironment that contributes to cancer progression. Our group adopted the gerbil Meriones unguiculatus as an alternative experimental model for prostate cancer study. This model has presented significant responses to hormonal treatments and to development of spontaneous and induced neoplasias. The data obtained indicate reorganization of type I collagen fibers and reticular fibers, synthesis of new components such as tenascin and proteoglycans, degradation of basement membrane components and elastic fibers and increased expression of metalloproteinases. Fibroblasts that border the region, apparently participate in the stromal reaction. The roles of each of these events, as well as some signaling molecules, participants of neoplastic progression and factors that promote genetic reprogramming during epithelial-stromal transition are also discussed.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Improving Transition Outcomes: Resource Mapping Workshop: Service Matrix

Resource Mapping tool from the Improving Transition Outcomes Resource Mapping Workshops

Revealing ensemble state transition patterns in multi-electrode neuronal recordings using hidden Markov models

In order to harness the computational capacity of dissociated cultured neuronal networks, it is necessary to understand neuronal dynamics and connectivity on a mesoscopic scale. To this end, this paper uncovers dynamic spatiotemporal patterns emerging from electrically stimulated neuronal cultures using hidden Markov models (HMMs) to characterize multi-channel spike trains as a progression of patterns of underlying states of neuronal activity. However, experimentation aimed at optimal choice of parameters for such models is essential and results are reported in detail. Results derived from ensemble neuronal data revealed highly repeatable patterns of state transitions in the order of milliseconds in response to probing stimuli.

Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

Monte Carlo algorithms often aim to draw from a distribution π by simulating a Markov chain with transition kernel P such that π is invariant under P. However, there are many situations for which it is impractical or impossible to draw from the transition kernel P. For instance, this is the case with massive datasets, where is it prohibitively expensive to calculate the likelihood and is also the case for intractable likelihood models arising from, for example, Gibbs random fields, such as those found in spatial statistics and network analysis. A natural approach in these cases is to replace P by an approximation Pˆ. Using theory from the stability of Markov chains we explore a variety of situations where it is possible to quantify how ’close’ the chain given by the transition kernel Pˆ is to the chain given by P . We apply these results to several examples from spatial statistics and network analysis.

Key participants of the tumor microenvironment of the prostate: An approach of the structural dynamic of cellular elements and extracellular matrix components during epithelial-stromal transition

Cancer is a multistep process that begins with the transformation of normal epithelial cells and continues with tumor growth, stromal invasion and metastasis. The remodeling of the peritumoral environment is decisive for the onset of tumor invasiveness. This event is dependent on epithelial–stromal interactions, degradation of extracellular matrix components and reorganization of fibrillar components. Our research group has studied in a new proposed rodent model the participation of cellular and molecular components in the prostate microenvironment that contributes to cancer progression. Our group adopted the gerbil Meriones unguiculatus as an alternative experimental model for prostate cancer study. This model has presented significant responses to hormonal treatments and to development of spontaneous and induced neoplasias. The data obtained indicate reorganization of type I collagen fibers and reticular fibers, synthesis of new components such as tenascin and proteoglycans, degradation of basement membrane components and elastic fibers and increased expression of metalloproteinases. Fibroblasts that border the region, apparently participate in the stromal reaction. The roles of each of these events, as well as some signaling molecules, participants of neoplastic progression and factors that promote genetic reprogramming during epithelial–stromal transition are also discussed.