A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Transdimensional sequential Monte Carlo using variational Bayes — SMCVB

A new transdimensional Sequential Monte Carlo (SMC) algorithm called SM- CVB is proposed. In an SMC approach, a weighted sample of particles is generated from a sequence of probability distributions which ‘converge’ to the target distribution of interest, in this case a Bayesian posterior distri- bution. The approach is based on the use of variational Bayes to propose new particles at each iteration of the SMCVB algorithm in order to target the posterior more efficiently. The variational-Bayes-generated proposals are not limited to a fixed dimension. This means that the weighted particle sets that arise can have varying dimensions thereby allowing us the option to also estimate an appropriate dimension for the model. This novel algorithm is outlined within the context of finite mixture model estimation. This pro- vides a less computationally demanding alternative to using reversible jump Markov chain Monte Carlo kernels within an SMC approach. We illustrate these ideas in a simulated data analysis and in applications.

The origin of a large (>3km) maar volcano by coalescence of multiple shallow craters: Lake Purrumbete maar, southeastern Australia

Lake Purrumbete maar is located in the intraplate, monogenetic Newer Volcanics Province in southeastern Australia. The extremely large crater of 3000. m in diameter formed on an intersection of two fault lines and comprises at least three coalesced vents. The evolution of these vents is controlled by the interaction of the tectonic setting and the properties of both hard and soft rock aquifers. Lithics in the maar deposits originate from country rock formations less than 300. m deep, indicating that the large size of the crater cannot only be the result of the downwards migration of the explosion foci in a single vent. Vertical crater walls and primary inward dipping beds evidence that the original size of the crater has been largely preserved. Detailed mapping of the facies distributions, the direction of transport of base surges and pyroclastic flows, and the distribution of ballistic block fields, form the basis for the reconstruction of the complex eruption history,which is characterised by alternations of the eruption style between relatively dry and wet phreatomagmatic conditions, and migration of the vent location along tectonic structures. Three temporally separated eruption phases are recognised, each starting at the same crater located directly at the intersection of two local fault lines. Activity then moved quickly to different locations. A significant volcanic hiatus between two of the three phases shows that the magmatic system was reactivated. The enlargement of especially the main crater by both lateral and vertical growth led to the interception of the individual craters and the formation of the large circular crater. Lake Purrumbete maar is an excellent example of how complicated the evolution of large, seemingly simple, circular maar volcanoes can be, and raises the question if these systems are actually monogenetic.

Sequential MRI reveals individual level deformities in the growing scoliotic spine that are clinically masked by the Cobb angle

Introduction Clinically, the Cobb angle method measures the overall scoliotic curve in the coronal plane but does not measure individual vertebra and disc wedging. The contributions of the vertebrae and discs in the growing scoliotic spine were measured to investigate coronal plane deformity progression with growth. Methods A 0.49mm isotropic 3D MRI technique was developed to investigate the level-by-level changes that occur in the growing spine of a group of Adolescent Idiopathic Scoliosis (AIS) patients, who received two to four sequential scans (spaced 3-12 months apart). The coronal plane wedge angles of each vertebra and disc in the major curve were measured to capture any changes that occurred during their adolescent growth phase. Results Seventeen patients had at least two scans. Mean patient age was 12.9 years (SD 1.5 years). Sixteen were classified as right-sided major thoracic Lenke Type 1 (one left sided). Mean standing Cobb angle at initial presentation was 31° (SD 12°). Six received two scans, nine three scans and two four scans, with 65% showing a Cobb angle progression of 5° or more between scans. Overall, there was no clear pattern of deformity progression of individual vertebrae and discs, nor between patients who progressed and those who didn’t. There were measurable changes in the wedging of the vertebrae and discs in all patients. In sequential scans, change in direction of wedging was also seen. In several patients there was reverse wedging in the discs that counteracted increased wedging of the vertebrae such that no change in overall Cobb angle was seen. Conclusion Sequential MRI data showed complex patterns of deformity progression. Changes to the wedging of individual vertebrae and discs may occur in patients who have no increase in Cobb angle measure; the Cobb method alone may be insufficient to capture the complex mechanisms of deformity progression.

Sequential MRI of growing scoliotic spines reveals individual level deformities that are clinically masked by the cobb angle

INTRODUCTION. Clinically, the Cobb angle method measures the overall scoliotic curve in the coronal plane but does not measure individual vertebra and disc wedging. The contributions of the vertebrae and discs in the growing scoliotic spine were measured to investigate coronal plane deformity progression with growth. METHODS. A 0.49mm isotropic 3D MRI technique was developed to investigate the level-by-level changes that occur in the growing spine of a group of Adolescent Idiopathic Scoliosis (AIS) patients, who received two to four sequential scans (spaced 3-12 months apart). The coronal plane wedge angles of each vertebra and disc in the major curve were measured to capture any changes that occurred during their adolescent growth phase. RESULTS. Seventeen patients had at least two scans. Mean patient age was 12.9 years (SD 1.5 years). Sixteen were classified as right-sided major thoracic Lenke Type 1 (one left sided). Mean standing Cobb angle at initial presentation was 31° (SD 12°). Six received two scans, nine three scans and two four scans, with 65% showing a Cobb angle progression of 5° or more between scans. Overall, there was no clear pattern of deformity progression of individual vertebrae and discs, nor between patients who progressed and those who didn’t. There were measurable changes in the wedging of the vertebrae and discs in all patients. In sequential scans, change in direction of wedging was also seen. In several patients there was reverse wedging in the discs that counteracted increased wedging of the vertebrae such that no change in overall Cobb angle was seen. CONCLUSION. Sequential MRI data showed complex patterns of deformity progression. Changes to the wedging of individual vertebrae and discs may occur in patients who have no increase in Cobb angle measure; the Cobb method alone may be insufficient to capture the complex mechanisms of deformity progression.

Sequential MRI reveals individual level deformities in the growing scoliotic spine that are not seen clinically by the cobb angle

Clinically, the Cobb angle method measures the overall scoliotic curve in the coronal plane but does not measure individual vertebra and disc wedging. The contributions of the vertebrae and discs in the growing scoliotic spine were measured to investigate coronal plane deformity progression with growth. Sequential MRI data in this project showed complex patterns of deformity progression. Changes to the wedging of individual vertebrae and discs may occur in patients who have no increase in Cobb angle measure; the Cobb method alone may be insufficient to capture the complex mechanisms of deformity progression.

Haemodialysis work environment contributors to job satisfaction and stress: A sequential mixed methods study

Background: Haemodialysis nurses form long term relationships with patients in a technologically complex work environment. Previous studies have highlighted that haemodialysis nurses face stressors related to the nature of their work and also their work environments leading to reported high levels of burnout. Using Kanters (1997) Structural Empowerment Theory as a guiding framework, the aim of this study was to explore the factors contributing to satisfaction with the work environment, job satisfaction, job stress and burnout in haemodialysis nurses. Methods: Using a sequential mixed-methods design, the first phase involved an on-line survey comprising demographic and work characteristics, Brisbane Practice Environment Measure (B-PEM), Index of Work Satisfaction(IWS), Nursing Stress Scale (NSS) and the Maslach Burnout Inventory (MBI). The second phase involved conducting eight semi-structured interviews with data thematically analyzed. Results: From the 417 nurses surveyed the majority were female (90.9 %), aged over 41 years of age (74.3 %), and 47.4 % had worked in haemodialysis for more than 10 years. Overall the work environment was perceived positively and there was a moderate level of job satisfaction. However levels of stress and emotional exhaustion (burnout) were high. Two themes, ability to care and feeling successful as a nurse, provided clarity to the level of job satisfaction found in phase 1. While two further themes, patients as quasi-family and intense working teams, explained why working as a haemodialysis nurse was both satisfying and stressful. Conclusions: Nurse managers can use these results to identify issues being experienced by haemodialysis nurses working in the unit they are supervising.

Early stopping by using stochastic curtailment in a three-arm sequential trial

Summary. Interim analysis is important in a large clinical trial for ethical and cost considerations. Sometimes, an interim analysis needs to be performed at an earlier than planned time point. In that case, methods using stochastic curtailment are useful in examining the data for early stopping while controlling the inflation of type I and type II errors. We consider a three-arm randomized study of treatments to reduce perioperative blood loss following major surgery. Owing to slow accrual, an unplanned interim analysis was required by the study team to determine whether the study should be continued. We distinguish two different cases: when all treatments are under direct comparison and when one of the treatments is a control. We used simulations to study the operating characteristics of five different stochastic curtailment methods. We also considered the influence of timing of the interim analyses on the type I error and power of the test. We found that the type I error and power between the different methods can be quite different. The analysis for the perioperative blood loss trial was carried out at approximately a quarter of the planned sample size. We found that there is little evidence that the active treatments are better than a placebo and recommended closure of the trial.

Sequential allocation in clinical trials

Suppose two treatments with binary responses are available for patients with some disease and that each patient will receive one of the two treatments. In this paper we consider the interests of patients both within and outside a trial using a Bayesian bandit approach and conclude that equal allocation is not appropriate for either group of patients. It is suggested that Gittins indices should be used (using an approach called dynamic discounting by choosing the discount rate based on the number of future patients in the trial) if the disease is rare, and the least failures rule if the disease is common. Some analytical and simulation results are provided.

A Fuzzy Approximation Scheme for Sequential Learning in Pattern Recognition

An adaptive learning scheme, based on a fuzzy approximation to the gradient descent method for training a pattern classifier using unlabeled samples, is described. The objective function defined for the fuzzy ISODATA clustering procedure is used as the loss function for computing the gradient. Learning is based on simultaneous fuzzy decisionmaking and estimation. It uses conditional fuzzy measures on unlabeled samples. An exponential membership function is assumed for each class, and the parameters constituting these membership functions are estimated, using the gradient, in a recursive fashion. The induced possibility of occurrence of each class is useful for estimation and is computed using 1) the membership of the new sample in that class and 2) the previously computed average possibility of occurrence of the same class. An inductive entropy measure is defined in terms of induced possibility distribution to measure the extent of learning. The method is illustrated with relevant examples.

A sequential analysis of "nú" and "núna" in Icelandic conversation

This thesis is an empirical study of how two words in Icelandic, "nú" and "núna", are used in contemporary Icelandic conversation. My aims in this study are, first, to explain the differences between the temporal functions of "nú" and "núna", and, second, to describe the non-temporal functions of "nú". In the analysis, a focus is placed on comparing the sequential placement of the two words, on their syntactical distribution, and on their prosodic realization. The empirical data comprise 14 hours and 11 minutes of naturally occurring conversation recorded between 1996 and 2003. The selected conversations represent a wide range of interactional contexts including informal dinner parties, institutional and non-institutional telephone conversations, radio programs for teenagers, phone-in programs, and, finally, a political debate on television. The theoretical and methodological framework is interactional linguistics, which can be described as linguistically oriented conversation analysis (CA). A comparison of "nú" and "núna" shows that the two words have different syntactic distributions. "Nú" has a clear tendency to occur in the front field, before the finite verb, while "núna" typically occurs in the end field, after the object. It is argued that this syntactic difference reflects a functional difference between "nú" and "núna". A sequential analysis of "núna" shows that the word refers to an unspecified period of time which includes the utterance time as well as some time in the past and in the future. This temporal relation is referred to as reference time. "Nú", by contrast, is mainly used in three different environments: a) in temporal comparisons, 2) in transitions, and 3) when the speaker is taking an affective stance. The non-temporal functions of "nú" are divided into three categories: a) "nú" as a tone particle, 2) "nú" as an utterance particle, and 3) "nú" as a dialogue particle. "Nú" as a tone particle is syntactically integrated and can occur in two syntactic positions: pre-verbally and post-verbally. I argue that these instances are employed in utterances in which a speaker is foregrounding information or marking it as particularly important. The study shows that, although these instances are typically prosodically non-prominent and unstressed, they are in some cases delivered with stress and with a higher pitch than the surrounding talk. "Nú" as an utterance particle occurs turn-initially and is syntactically non-integrated. By using "nú", speakers show continuity between turns and link new turns to prior ones. These instances initiate either continuations by the same speaker or new turns after speaker shifts. "Nú" as a dialogue particle occurs as a turn of its own. The study shows that these instances register informings in prior turns as unexpected or as a departure from the normal state of affairs. "Nú" as a dialogue particle is often delivered with a prolonged vowel and a recognizable intonation contour. A comparative sequential and prosodic analysis shows that in these cases there is a correlation between the function of "nú" and the intonation contour by which it is delivered. Finally, I argue that despite the many functions of "nú", all the instances can be said to have a common denominator, which is to display attention towards the present moment and the utterances which are produced prior or after the production of "nú". Instead of anchoring the utterances in external time or reference time, these instances position the utterance in discourse internal time, or discourse time.

Coalescence of drops in stirred dispersion. A white noise model for coalescence

Coalescence between two droplets in a turbulent liquid-liquid dispersion is generally viewed as a consequence of forces exerted on the drop-pair squeezing out the intervening continuous phase to a critical thickness. A new synthesis is proposed herein which models the film drainage as a stochastic process driven by a suitably idealized random process for the fluctuating force. While the true test of the model lies in detailed parameter estimations with measurement of drop-size distributions in coalescing dispersions, experimental measurements on average coalescence frequencies lend preliminary support to the model.

Coalescence of rigid droplets in a stirred dispersion-II. Band-limited force fluctuations

The coalescence of nearly rigid liquid droplets in a turbulent flow field is viewed as the drainage of a thin film of liquid under the action of a stochastic force representing the effect of turbulence. The force squeezing the drop pair is modelled as a correlated random function of time. The drops are assumed to coalesce once the film thickness becomes smaller than a critical thickness while they are regarded as separated if their distance of separation is larger than a prescribed distance. A semi-analytical solution is derived to determine the coalescence efficiency. The veracity of the solution procedure is established via a Monte-Carlo solution scheme. The model predicts a reversing trend of the dependence of the coalescence efficiency on the drop radii, the film liquid viscosity and the turbulence energy dissipation per unit mass, as the relative fluctuation increases. However, the dependence on physical parameters is weak (especially at high relative fluctuation) so that for the smallest droplets (which are nearly rigid) the coalescence efficiency may be treated as an empirical constant. The predictions of this model are compared with those of a white-noise force model. The results of this paper and those in Muralidhar and Ramkrishna (1986, Ind. Engng Chem. Fundam. 25, 554-56) suggest that dynamic drop deformation is the key factor that influences the coalescence efficiency.