808 resultados para multivariate hidden Markov model


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Background: Mass migration to Asian cities is a defining phenomenon of the present age, as hundreds of millions of people move from rural areas or between cities in search of economic prosperity. Although many do prosper, large numbers of people experience significant social disadvantage. This is especially the case among poorly educated, migrant unskilled unregistered male laborers who do much of the manual work throughout the cities. These men are at significant risk for many health problems, including HIV infection. However, to date there has been little research in developing countries to explain the determinants of this risk, and thereby to suggest feasible preventive strategies. Objectives and Methodology: Using combined qualitative and quantitative methods, the aim of this study was to explore the social contexts that affect health vulnerabilities and to develop conceptual models to predict risk behaviors for HIV [illicit drug use, unsafe sex, and non-testing for HIV] among male street laborers in Hanoi, Vietnam. Qualitative Research: Sixteen qualitative interviews revealed a complex variety of life experiences, beliefs and knowledge deficits that render these mostly poor and minimally educated men vulnerable to health problems including HIV infection. This study formed a conceptual model of numerous stressors related to migrants’ life experiences in urban space, including physical, financial and social factors. A wide range of coping strategies were adopted to deal with stressors – including problem-focused coping (PFC) and emotion-focused coping (EFC), pro-social and anti-social, active and passive. These men reported difficulty in coping with stressors because they had weak social networks and lacked support from formal systems. A second conceptual model emerged that highlighted equivalent influences of individual psychological factors, social integration, social barriers, and accessibility regarding drug use and sexual risk behavior. Psychological dimensions such as tedium, distress, fatalism and revenge, were important. There were strong effects of collective decision-making and fear of social isolation on shaping risk behaviors. These exploratory qualitative interviews helped to develop a culturally appropriate instrument for the quantitative survey and informed theoretical models of the factors that affect risk behaviors for HIV infection. Quantitative Research: The Information-Motivation-Behavioral Skills (IMB) model was adopted as the theoretical framework for a large-scale survey. It was modified to suit the contexts of these Vietnamese men. By doing a social mapping technique, 450 male street laborers were interviewed in Hanoi, Vietnam. The survey revealed that the risk of acquiring and transmitting HIV was high among these men. One in every 12 men reported homosexual or bisexual behavior. These men on average had 3 partners within the preceding year, and condom use was inconsistent. One third had had sex with commercial sex workers (CSW) and only 30% of them reported condom use; 17% used illicit drugs sometimes, with 66.7% of them frequently sharing injecting equipment with peers. Despite the risks, only 19.8% of men had been tested for HIV during the previous 12 months. These men have limited HIV knowledge and only moderate motivation and perceived behavioral skills for protective behavior. Although rural-to-urban migration was not associated with sexual risk behavior, three elements of the IMB model and depression associated with the process of mobility were significant determinants of sexual behavior. A modified model that incorporated IMB elements and psychosocial stress was found to be a better fit than the original IMB model alone in predicting protected sex behavior among the men. Men who were less psychologically and socially stressed, better informed and motivated for HIV prevention were more likely to demonstrate behavioral skills, and in turn were more likely to engage in safer sexual behavior. With regard to drug use, although the conventional model accounted for slightly less variance than the modified IMB model, data were of better fit for the conventional model. Multivariate analyses revealed that men who originated from urban areas, those who were homo- or bi-sexually identified and had better knowledge and skills for HIV prevention were more likely to access HIV testing, while men who had more sexual partners and those who did not use a condom for sex with CSW were least likely to take a test. The modified IMB model provided a better fit than the conventional model, as it explained a greater variance in HIV testing. Conclusions and Implications: This research helps to highlight a potential hidden HIV epidemic among street male, unskilled, unregistered laborers. This group has multiple vulnerabilities to HIV infection through both their partners and peers. However, most do not know their HIV status and have limited knowledge about preventing infection. This is the first application of a modified IMB model of risk behaviors for HIV such as drug use, condom use, and uptake of HIV testing to research with male street laborers in urban settings. The study demonstrated that while the extended IMB model had better fit than the conventional version in explaining the behaviors of safe sex and HIV testing, it was not so for drug use. The results provide interesting directions for future research and suggest ways to effectively design intervention strategies. The findings should shed light on culturally appropriate HIV preventive education and support programs for these men. As Vietnam has much in common with other developing countries in Southeast Asia, this research provides evidence for policy and practice that may be useful for public health systems in similar countries.

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In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables.

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The performance of techniques for evaluating multivariate volatility forecasts are not yet as well understood as their univariate counterparts. This paper aims to evaluate the efficacy of a range of traditional statistical-based methods for multivariate forecast evaluation together with methods based on underlying considerations of economic theory. It is found that a statistical-based method based on likelihood theory and an economic loss function based on portfolio variance are the most effective means of identifying optimal forecasts of conditional covariance matrices.

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Motor unit number estimation (MUNE) is a method which aims to provide a quantitative indicator of progression of diseases that lead to loss of motor units, such as motor neurone disease. However the development of a reliable, repeatable and fast real-time MUNE method has proved elusive hitherto. Ridall et al. (2007) implement a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm to produce a posterior distribution for the number of motor units using a Bayesian hierarchical model that takes into account biological information about motor unit activation. However we find that the approach can be unreliable for some datasets since it can suffer from poor cross-dimensional mixing. Here we focus on improved inference by marginalising over latent variables to create the likelihood. In particular we explore how this can improve the RJMCMC mixing and investigate alternative approaches that utilise the likelihood (e.g. DIC (Spiegelhalter et al., 2002)). For this model the marginalisation is over latent variables which, for a larger number of motor units, is an intractable summation over all combinations of a set of latent binary variables whose joint sample space increases exponentially with the number of motor units. We provide a tractable and accurate approximation for this quantity and also investigate simulation approaches incorporated into RJMCMC using results of Andrieu and Roberts (2009).

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The Clarence-Moreton Basin (CMB) covers approximately 26000 km2 and is the only sub-basin of the Great Artesian Basin (GAB) in which there is flow to both the south-west and the east, although flow to the south-west is predominant. In many parts of the basin, including catchments of the Bremer, Logan and upper Condamine Rivers in southeast Queensland, the Walloon Coal Measures are under exploration for Coal Seam Gas (CSG). In order to assess spatial variations in groundwater flow and hydrochemistry at a basin-wide scale, a 3D hydrogeological model of the Queensland section of the CMB has been developed using GoCAD modelling software. Prior to any large-scale CSG extraction, it is essential to understand the existing hydrochemical character of the different aquifers and to establish any potential linkage. To effectively use the large amount of water chemistry data existing for assessment of hydrochemical evolution within the different lithostratigraphic units, multivariate statistical techniques were employed.

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utomatic pain monitoring has the potential to greatly improve patient diagnosis and outcomes by providing a continuous objective measure. One of the most promising methods is to do this via automatically detecting facial expressions. However, current approaches have failed due to their inability to: 1) integrate the rigid and non-rigid head motion into a single feature representation, and 2) incorporate the salient temporal patterns into the classification stage. In this paper, we tackle the first problem by developing a “histogram of facial action units” representation using Active Appearance Model (AAM) face features, and then utilize a Hidden Conditional Random Field (HCRF) to overcome the second issue. We show that both of these methods improve the performance on the task of pain detection in sequence level compared to current state-of-the-art-methods on the UNBC-McMaster Shoulder Pain Archive.

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Soil-based emissions of nitrous oxide (N2O), a well-known greenhouse gas, have been associated with changes in soil water-filled pore space (WFPS) and soil temperature in many previous studies. However, it is acknowledged that the environment-N2O relationship is complex and still relatively poorly unknown. In this article, we employed a Bayesian model selection approach (Reversible jump Markov chain Monte Carlo) to develop a data-informed model of the relationship between daily N2O emissions and daily WFPS and soil temperature measurements between March 2007 and February 2009 from a soil under pasture in Queensland, Australia, taking seasonal factors and time-lagged effects into account. The model indicates a very strong relationship between a hybrid seasonal structure and daily N2O emission, with the latter substantially increased in summer. Given the other variables in the model, daily soil WFPS, lagged by a week, had a negative influence on daily N2O; there was evidence of a nonlinear positive relationship between daily soil WFPS and daily N2O emission; and daily soil temperature tended to have a linear positive relationship with daily N2O emission when daily soil temperature was above a threshold of approximately 19°C. We suggest that this flexible Bayesian modeling approach could facilitate greater understanding of the shape of the covariate-N2O flux relation and detection of effect thresholds in the natural temporal variation of environmental variables on N2O emission.

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Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such an approach has been well explored in the classical literature but has received substantially less attention in the Bayesian paradigm. The purpose of this paper is to compare and contrast a collection of what we call parametric Bayesian indirect inference (pBII) methods. One class of pBII methods uses approximate Bayesian computation (referred to here as ABC II) where the summary statistic is formed on the basis of the auxiliary model, using ideas from II. Another approach proposed in the literature, referred to here as parametric Bayesian indirect likelihood (pBIL), we show to be a fundamentally different approach to ABC II. We devise new theoretical results for pBIL to give extra insights into its behaviour and also its differences with ABC II. Furthermore, we examine in more detail the assumptions required to use each pBII method. The results, insights and comparisons developed in this paper are illustrated on simple examples and two other substantive applications. The first of the substantive examples involves performing inference for complex quantile distributions based on simulated data while the second is for estimating the parameters of a trivariate stochastic process describing the evolution of macroparasites within a host based on real data. We create a novel framework called Bayesian indirect likelihood (BIL) which encompasses pBII as well as general ABC methods so that the connections between the methods can be established.

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Background Currently the best prognostic index for operable non-small cell lung cancer (NSCLC) is the TNM staging system. Molecular biology holds the promise of predicting outcome for the individual patient and identifying novel therapeutic targets. Angiogenesis, matrix metalloproteinases (MMP)-2 and -9, and the erb/HER type I tyrosine kinase receptors are all implicated in the pathogenesis of NSCLC. Methods A retrospective analysis of 167 patients with resected stage I-IIIa NSCLC and >60 days postoperative survival with a minimum follow up of 2 years was undertaken. Immunohistochemical analysis was performed on paraffin embedded sections for the microvessel marker CD34, MMP-2 and MMP-9, EGFR, and c-erbB-2 to evaluate the relationships between and impact on survival of these molecular markers. Results Tumour cell MMP-9 (HR 1.91 (1.23-2.97)), a high microvessel count (HR 1.97 (1.28-3.03)), and stage (stage II HR 1.44 (0.87-2.40), stage IIIa HR 2.21 (1.31-3.74)) were independent prognostic factors. Patients with a high microvessel count and tumour cell MMP-9 expression had a worse outcome than cases with only one (HR 1.68 (1.04-2.73)) or neither (HR 4.43 (2.29-8.57)) of these markers. EGFR expression correlated with tumour cell MMP-9 expression (p<0.001). Immunoreactivity for both of these factors within the same tumour was associated with a poor prognosis (HR 2.22 (1.45-3.41)). Conclusion Angiogenesis, EGFR, and MMP-9 expression provide prognostic information independent of TNM stage, allowing a more accurate outcome prediction for the individual patient. The development of novel anti-angiogenic agents, EGFR targeted therapies, and MMP inhibitors suggests that target specific adjuvant treatments may become a therapeutic option in patients with resected NSCLC.

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Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matern correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.

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This study considered the problem of predicting survival, based on three alternative models: a single Weibull, a mixture of Weibulls and a cure model. Instead of the common procedure of choosing a single “best” model, where “best” is defined in terms of goodness of fit to the data, a Bayesian model averaging (BMA) approach was adopted to account for model uncertainty. This was illustrated using a case study in which the aim was the description of lymphoma cancer survival with covariates given by phenotypes and gene expression. The results of this study indicate that if the sample size is sufficiently large, one of the three models emerge as having highest probability given the data, as indicated by the goodness of fit measure; the Bayesian information criterion (BIC). However, when the sample size was reduced, no single model was revealed as “best”, suggesting that a BMA approach would be appropriate. Although a BMA approach can compromise on goodness of fit to the data (when compared to the true model), it can provide robust predictions and facilitate more detailed investigation of the relationships between gene expression and patient survival. Keywords: Bayesian modelling; Bayesian model averaging; Cure model; Markov Chain Monte Carlo; Mixture model; Survival analysis; Weibull distribution

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We present a novel approach for developing summary statistics for use in approximate Bayesian computation (ABC) algorithms using indirect infer- ence. We embed this approach within a sequential Monte Carlo algorithm that is completely adaptive. This methodological development was motivated by an application involving data on macroparasite population evolution modelled with a trivariate Markov process. The main objective of the analysis is to compare inferences on the Markov process when considering two di®erent indirect mod- els. The two indirect models are based on a Beta-Binomial model and a three component mixture of Binomials, with the former providing a better ¯t to the observed data.

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We revisit the venerable question of access credentials management, which concerns the techniques that we, humans with limited memory, must employ to safeguard our various access keys and tokens in a connected world. Although many existing solutions can be employed to protect a long secret using a short password, those solutions typically require certain assumptions on the distribution of the secret and/or the password, and are helpful against only a subset of the possible attackers. After briefly reviewing a variety of approaches, we propose a user-centric comprehensive model to capture the possible threats posed by online and offline attackers, from the outside and the inside, against the security of both the plaintext and the password. We then propose a few very simple protocols, adapted from the Ford-Kaliski server-assisted password generator and the Boldyreva unique blind signature in particular, that provide the best protection against all kinds of threats, for all distributions of secrets. We also quantify the concrete security of our approach in terms of online and offline password guesses made by outsiders and insiders, in the random-oracle model. The main contribution of this paper lies not in the technical novelty of the proposed solution, but in the identification of the problem and its model. Our results have an immediate and practical application for the real world: they show how to implement single-sign-on stateless roaming authentication for the internet, in a ad-hoc user-driven fashion that requires no change to protocols or infrastructure.

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Process models define allowed process execution scenarios. The models are usually depicted as directed graphs, with gateway nodes regulating the control flow routing logic and with edges specifying the execution order constraints between tasks. While arbitrarily structured control flow patterns in process models complicate model analysis, they also permit creativity and full expressiveness when capturing non-trivial process scenarios. This paper gives a classification of arbitrarily structured process models based on the hierarchical process model decomposition technique. We identify a structural class of models consisting of block structured patterns which, when combined, define complex execution scenarios spanning across the individual patterns. We show that complex behavior can be localized by examining structural relations of loops in hidden unstructured regions of control flow. The correctness of the behavior of process models within these regions can be validated in linear time. These observations allow us to suggest techniques for transforming hidden unstructured regions into block-structured ones.

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In order to execute, study, or improve operating procedures, companies document them as business process models. Often, business process analysts capture every single exception handling or alternative task handling scenario within a model. Such a tendency results in large process specifications. The core process logic becomes hidden in numerous modeling constructs. To fulfill different tasks, companies develop several model variants of the same business process at different abstraction levels. Afterwards, maintenance of such model groups involves a lot of synchronization effort and is erroneous. We propose an abstraction technique that allows generalization of process models. Business process model abstraction assumes a detailed model of a process to be available and derives coarse-grained models from it. The task of abstraction is to tell significant model elements from insignificant ones and to reduce the latter. We propose to learn insignificant process elements from supplementary model information, e.g., task execution time or frequency of task occurrence. Finally, we discuss a mechanism for user control of the model abstraction level – an abstraction slider.