Reduced Bayesian Hierarchical Models: Estimating Health Effects of Simultaneous Exposure to Multiple Pollutants

Quantifying the health effects associated with simultaneous exposure to many air pollutants is now a research priority of the US EPA. Bayesian hierarchical models (BHM) have been extensively used in multisite time series studies of air pollution and health to estimate health effects of a single pollutant adjusted for potential confounding of other pollutants and other time-varying factors. However, when the scientific goal is to estimate the impacts of many pollutants jointly, a straightforward application of BHM is challenged by the need to specify a random-effect distribution on a high-dimensional vector of nuisance parameters, which often do not have an easy interpretation. In this paper we introduce a new BHM formulation, which we call "reduced BHM", aimed at analyzing clustered data sets in the presence of a large number of random effects that are not of primary scientific interest. At the first stage of the reduced BHM, we calculate the integrated likelihood of the parameter of interest (e.g. excess number of deaths attributed to simultaneous exposure to high levels of many pollutants). At the second stage, we specify a flexible random-effect distribution directly on the parameter of interest. The reduced BHM overcomes many of the challenges in the specification and implementation of full BHM in the context of a large number of nuisance parameters. In simulation studies we show that the reduced BHM performs comparably to the full BHM in many scenarios, and even performs better in some cases. Methods are applied to estimate location-specific and overall relative risks of cardiovascular hospital admissions associated with simultaneous exposure to elevated levels of particulate matter and ozone in 51 US counties during the period 1999-2005.

Seasonal Analyses of Air Pollution and Mortality in 100 U.S. Cities

Time series models relating short-term changes in air pollution levels to daily mortality counts typically assume that the effects of air pollution on the log relative rate of mortality do not vary with time. However, these short-term effects might plausibly vary by season. Changes in the sources of air pollution and meteorology can result in changes in characteristics of the air pollution mixture across seasons. The authors develop Bayesian semi-parametric hierarchical models for estimating time-varying effects of pollution on mortality in multi-site time series studies. The methods are applied to the updated National Morbidity and Mortality Air Pollution Study database for the period 1987--2000, which includes data for 100 U.S. cities. At the national level, a 10 micro-gram/m3 increase in PM(10) at lag 1 is associated with a 0.15 (95% posterior interval: -0.08, 0.39),0.14 (-0.14, 0.42), 0.36 (0.11, 0.61), and 0.14 (-0.06, 0.34) percent increase in mortality for winter, spring, summer, and fall, respectively. An analysis by geographical regions finds a strong seasonal pattern in the northeast (with a peak in summer) and little seasonal variation in the southern regions of the country. These results provide useful information for understanding particle toxicity and guiding future analyses of particle constituent data.

CA15-3 and alkaline phosphatase as predictors for breast cancer recurrence: a combined analysis of seven International Breast Cancer Study Group trials

BACKGROUND: We evaluated the ability of CA15-3 and alkaline phosphatase (ALP) to predict breast cancer recurrence. PATIENTS AND METHODS: Data from seven International Breast Cancer Study Group trials were combined. The primary end point was relapse-free survival (RFS) (time from randomization to first breast cancer recurrence), and analyses included 3953 patients with one or more CA15-3 and ALP measurement during their RFS period. CA15-3 was considered abnormal if >30 U/ml or >50% higher than the first value recorded; ALP was recorded as normal, abnormal, or equivocal. Cox proportional hazards models with a time-varying indicator for abnormal CA15-3 and/or ALP were utilized. RESULTS: Overall, 784 patients (20%) had a recurrence, before which 274 (35%) had one or more abnormal CA15-3 and 35 (4%) had one or more abnormal ALP. Risk of recurrence increased by 30% for patients with abnormal CA15-3 [hazard ratio (HR) = 1.30; P = 0.0005], and by 4% for those with abnormal ALP (HR = 1.04; P = 0.82). Recurrence risk was greatest for patients with either (HR = 2.40; P < 0.0001) and with both (HR = 4.69; P < 0.0001) biomarkers abnormal. ALP better predicted liver recurrence. CONCLUSIONS: CA15-3 was better able to predict breast cancer recurrence than ALP, but use of both biomarkers together provided a better early indicator of recurrence. Whether routine use of these biomarkers improves overall survival remains an open question.

Experimental results on gravity driven fully condensing flows in vertical tubes, their agreement with theory, and their differences with shear driven flows' boundary-condition sensitivities

This doctoral thesis presents the experimental results along with a suitable synthesis with computational/theoretical results towards development of a reliable heat transfer correlation for a specific annular condensation flow regime inside a vertical tube. For fully condensing flows of pure vapor (FC-72) inside a vertical cylindrical tube of 6.6 mm diameter and 0.7 m length, the experimental measurements are shown to yield values of average heat transfer co-efficient, and approximate length of full condensation. The experimental conditions cover: mass flux G over a range of 2.9 kg/m2-s ≤ G ≤ 87.7 kg/m2-s, temperature difference ∆T (saturation temperature at the inlet pressure minus the mean condensing surface temperature) of 5 ºC to 45 ºC, and cases for which the length of full condensation xFC is in the range of 0 < xFC < 0.7 m. The range of flow conditions over which there is good agreement (within 15%) with the theory and its modeling assumptions has been identified. Additionally, the ranges of flow conditions for which there are significant discrepancies (between 15 -30% and greater than 30%) with theory have also been identified. The paper also refers to a brief set of key experimental results with regard to sensitivity of the flow to time-varying or quasi-steady (i.e. steady in the mean) impositions of pressure at both the inlet and the outlet. The experimental results support the updated theoretical/computational results that gravity dominated condensing flows do not allow such elliptic impositions.

Synthesis of computations and experiments for obtaining pulsatile gas flow rates from dynamic pressure difference measurements across an orifice-plate meter

The use of conventional orifice-plate meter is typically restricted to measurements of steady flows. This study proposes a new and effective computational-experimental approach for measuring the time-varying (but steady-in-the-mean) nature of turbulent pulsatile gas flows. Low Mach number (effectively constant density) steady-in-the-mean gas flows with large amplitude fluctuations (whose highest significant frequency is characterized by the value fF) are termed pulsatile if the fluctuations have a direct correlation with the time-varying signature of the imposed dynamic pressure difference and, furthermore, they have fluctuation amplitudes that are significantly larger than those associated with turbulence or random acoustic wave signatures. The experimental aspect of the proposed calibration approach is based on use of Coriolis-meters (whose oscillating arm frequency fcoriolis >> fF) which are capable of effectively measuring the mean flow rate of the pulsatile flows. Together with the experimental measurements of the mean mass flow rate of these pulsatile flows, the computational approach presented here is shown to be effective in converting the dynamic pressure difference signal into the desired dynamic flow rate signal. The proposed approach is reliable because the time-varying flow rate predictions obtained for two different orifice-plate meters exhibit the approximately same qualitative, dominant features of the pulsatile flow.

Adaptive control of sinusoidal brushless DC motor actuators

Electrical Power Assisted Steering system (EPAS) will likely be used on future automotive power steering systems. The sinusoidal brushless DC (BLDC) motor has been identified as one of the most suitable actuators for the EPAS application. Motor characteristic variations, which can be indicated by variations of the motor parameters such as the coil resistance and the torque constant, directly impart inaccuracies in the control scheme based on the nominal values of parameters and thus the whole system performance suffers. The motor controller must address the time-varying motor characteristics problem and maintain the performance in its long service life. In this dissertation, four adaptive control algorithms for brushless DC (BLDC) motors are explored. The first algorithm engages a simplified inverse dq-coordinate dynamics controller and solves for the parameter errors with the q-axis current (iq) feedback from several past sampling steps. The controller parameter values are updated by slow integration of the parameter errors. Improvement such as dynamic approximation, speed approximation and Gram-Schmidt orthonormalization are discussed for better estimation performance. The second algorithm is proposed to use both the d-axis current (id) and the q-axis current (iq) feedback for parameter estimation since id always accompanies iq. Stochastic conditions for unbiased estimation are shown through Monte Carlo simulations. Study of the first two adaptive algorithms indicates that the parameter estimation performance can be achieved by using more history data. The Extended Kalman Filter (EKF), a representative recursive estimation algorithm, is then investigated for the BLDC motor application. Simulation results validated the superior estimation performance with the EKF. However, the computation complexity and stability may be barriers for practical implementation of the EKF. The fourth algorithm is a model reference adaptive control (MRAC) that utilizes the desired motor characteristics as a reference model. Its stability is guaranteed by Lyapunov’s direct method. Simulation shows superior performance in terms of the convergence speed and current tracking. These algorithms are compared in closed loop simulation with an EPAS model and a motor speed control application. The MRAC is identified as the most promising candidate controller because of its combination of superior performance and low computational complexity. A BLDC motor controller developed with the dq-coordinate model cannot be implemented without several supplemental functions such as the coordinate transformation and a DC-to-AC current encoding scheme. A quasi-physical BLDC motor model is developed to study the practical implementation issues of the dq-coordinate control strategy, such as the initialization and rotor angle transducer resolution. This model can also be beneficial during first stage development in automotive BLDC motor applications.

Computational simulations of latent heat thermal energy storage systems - with innovative and first-principles based simulation for the underlying unsteady melting (and solidification) processes

This thesis develops an effective modeling and simulation procedure for a specific thermal energy storage system commonly used and recommended for various applications (such as an auxiliary energy storage system for solar heating based Rankine cycle power plant). This thermal energy storage system transfers heat from a hot fluid (termed as heat transfer fluid - HTF) flowing in a tube to the surrounding phase change material (PCM). Through unsteady melting or freezing process, the PCM absorbs or releases thermal energy in the form of latent heat. Both scientific and engineering information is obtained by the proposed first-principle based modeling and simulation procedure. On the scientific side, the approach accurately tracks the moving melt-front (modeled as a sharp liquid-solid interface) and provides all necessary information about the time-varying heat-flow rates, temperature profiles, stored thermal energy, etc. On the engineering side, the proposed approach is unique in its ability to accurately solve – both individually and collectively – all the conjugate unsteady heat transfer problems for each of the components of the thermal storage system. This yields critical system level information on the various time-varying effectiveness and efficiency parameters for the thermal storage system.

SPACECRAFT ATTITUDE CONTROL USING MAGNETIC ACTUATORS

This report presents a study on the problem of spacecraft attitude control using magnetic actuators. Several existing approaches are reviewed and one control strategy is implemented and simulated. A time-varying feedback control law achieving inertial pointing for magnetically actuated spacecraft is implemented. The report explains the modeling of the spacecraft rigid body dynamics, kinematics and attitude control in detail. Besides the fact that control laws have been established for stabilization around local equilibrium, this report presents the results of a control law that yields a generic, global solution for attitude stabilization of a magnetically actuated spacecraft. The report also involves the use MATLAB as a tool for both modeling and simulation of the spacecraft and controller. In conclusion, the simulation outlines the performance of the controller in independently stabilizing the spacecraft in three mutually perpendicular directions.

Overview of analytical approaches

The general model The aim of this chapter is to introduce a structured overview of the different possibilities available to display and analyze brain electric scalp potentials. First, a general formal model of time-varying distributed EEG potentials is introduced. Based on this model, the most common analysis strategies used in EEG research are introduced and discussed as specific cases of this general model. Both the general model and particular methods are also expressed in mathematical terms. It is however not necessary to understand these terms to understand the chapter. The general model that we propose here is based on the statement made in Chapter 3, stating that the electric field produced by active neurons in the brain propagates in brain tissue without delay in time. Contrary to other imaging methods that are based on hemodynamic or metabolic processes, the EEG scalp potentials are thus “real-time,” not delayed and not a-priori frequency-filtered measurements. If only a single dipolar source in the brain were active, the temporal dynamics of the activity of that source would be exactly reproduced by the temporal dynamics observed in the scalp potentials produced by that source. This is illustrated in Figure 5.1, where the expected EEG signal of a single source with spindle-like dynamics in time has been computed. The dynamics of the scalp potentials exactly reproduce the dynamics of the source. The amplitude of the measured potentials depends on the relation between the location and orientation of the active source, its strength and the electrode position.

Bitmap Movement Detection: HDR for Dynamic Scenes

Exposure Fusion and other HDR techniques generate well-exposed images from a bracketed image sequence while reproducing a large dynamic range that far exceeds the dynamic range of a single exposure. Common to all these techniques is the problem that the smallest movements in the captured images generate artefacts (ghosting) that dramatically affect the quality of the final images. This limits the use of HDR and Exposure Fusion techniques because common scenes of interest are usually dynamic. We present a method that adapts Exposure Fusion, as well as standard HDR techniques, to allow for dynamic scene without introducing artefacts. Our method detects clusters of moving pixels within a bracketed exposure sequence with simple binary operations. We show that the proposed technique is able to deal with a large amount of movement in the scene and different movement configurations. The result is a ghost-free and highly detailed exposure fused image at a low computational cost.

A tutorial on data-driven methods for statistically assessing ERP topographies

Dynamic changes in ERP topographies can be conveniently analyzed by means of microstates, the so-called "atoms of thoughts", that represent brief periods of quasi-stable synchronized network activation. Comparing temporal microstate features such as on- and offset or duration between groups and conditions therefore allows a precise assessment of the timing of cognitive processes. So far, this has been achieved by assigning the individual time-varying ERP maps to spatially defined microstate templates obtained from clustering the grand mean data into predetermined numbers of topographies (microstate prototypes). Features obtained from these individual assignments were then statistically compared. This has the problem that the individual noise dilutes the match between individual topographies and templates leading to lower statistical power. We therefore propose a randomization-based procedure that works without assigning grand-mean microstate prototypes to individual data. In addition, we propose a new criterion to select the optimal number of microstate prototypes based on cross-validation across subjects. After a formal introduction, the method is applied to a sample data set of an N400 experiment and to simulated data with varying signal-to-noise ratios, and the results are compared to existing methods. In a first comparison with previously employed statistical procedures, the new method showed an increased robustness to noise, and a higher sensitivity for more subtle effects of microstate timing. We conclude that the proposed method is well-suited for the assessment of timing differences in cognitive processes. The increased statistical power allows identifying more subtle effects, which is particularly important in small and scarce patient populations.

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the Great Recession of 2007–09 via a time-varying parameter structural VAR model. We identify a “pure” spread shock defined as a shock that leaves the policy rate unchanged, which allows us to characterize the macroeconomic consequences of a decline in the yield spread induced by central banks’ asset purchases within an environment in which the policy rate is constrained by the effective zero lower bound. Two key findings stand out. First, compressions in the long-term yield spread exert a powerful effect on both output growth and inflation. Second, conditional on available estimates of the impact of the Federal Reserve’s and the Bank of England’s asset purchase programs on long-term yield spreads, our counterfactual simulations suggest that U.S. and U.K. unconventional monetary policy actions have averted significant risks both of deflation and of output collapses comparable to those that took place during the Great Depression.

Health-related quality of life and survival in liver transplant candidates.

Health-related quality of life (HRQOL) is an important measure of the effects of chronic liver disease in affected patients that helps guide interventions to improve well-being. However, the relationship between HRQOL and survival in liver transplant candidates remains unclear. We examined whether the Physical Component Summary (PCS) and Mental Component Summary (MCS) scores from the Short Form 36 (SF-36) Health Survey were associated with survival in liver transplant candidates. We administered the SF-36 questionnaire (version 2.0) to patients in the Pulmonary Vascular Complications of Liver Disease study, a multicenter prospective cohort of patients evaluated for liver transplantation in 7 academic centers in the United States between 2003 and 2006. Cox proportional hazards models were used with death as the primary outcome and adjustment for liver transplantation as a time-varying covariate. The mean age of the 252 participants was 54 +/- 10 years, 64% were male, and 94% were white. During the 422 person years of follow-up, 147 patients (58%) were listed, 75 patients (30%) underwent transplantation, 49 patients (19%) died, and 3 patients were lost to follow-up. Lower baseline PCS scores were associated with an increased mortality rate despite adjustments for age, gender, Model for End-Stage Liver Disease score, and liver transplantation (P for the trend = 0.0001). The MCS score was not associated with mortality (P for the trend = 0.53). In conclusion, PCS significantly predicts survival in liver transplant candidates, and interventions directed toward improving the physical status may be helpful in improving outcomes in liver transplant candidates.

Evaluation of deformable image registration for improved 4D CT-derived ventilation for image guided radiotherapy

Recent treatment planning studies have demonstrated the use of physiologic images in radiation therapy treatment planning to identify regions for functional avoidance. This image-guided radiotherapy (IGRT) strategy may reduce the injury and/or functional loss following thoracic radiotherapy. 4D computed tomography (CT), developed for radiotherapy treatment planning, is a relatively new imaging technique that allows the acquisition of a time-varying sequence of 3D CT images of the patient's lungs through the respiratory cycle. Guerrero et al. developed a method to calculate ventilation imaging from 4D CT, which is potentially better suited and more broadly available for IGRT than the current standard imaging methods. The key to extracting function information from 4D CT is the construction of a volumetric deformation field that accurately tracks the motion of the patient's lungs during the respiratory cycle. The spatial accuracy of the displacement field directly impacts the ventilation images; higher spatial registration accuracy will result in less ventilation image artifacts and physiologic inaccuracies. Presently, a consistent methodology for spatial accuracy evaluation of the DIR transformation is lacking. Evaluation of the 4D CT-derived ventilation images will be performed to assess correlation with global measurements of lung ventilation, as well as regional correlation of the distribution of ventilation with the current clinical standard SPECT. This requires a novel framework for both the detailed assessment of an image registration algorithm's performance characteristics as well as quality assurance for spatial accuracy assessment in routine application. Finally, we hypothesize that hypo-ventilated regions, identified on 4D CT ventilation images, will correlate with hypo-perfused regions in lung cancer patients who have obstructive lesions. A prospective imaging trial of patients with locally advanced non-small-cell lung cancer will allow this hypothesis to be tested. These advances are intended to contribute to the validation and clinical implementation of CT-based ventilation imaging in prospective clinical trials, in which the impact of this imaging method on patient outcomes may be tested.

Adaptive Algorithms for Personalized Diabetes Treatment

Dynamic systems, especially in real-life applications, are often determined by inter-/intra-variability, uncertainties and time-varying components. Physiological systems are probably the most representative example in which population variability, vital signal measurement noise and uncertain dynamics render their explicit representation and optimization a rather difficult task. Systems characterized by such challenges often require the use of adaptive algorithmic solutions able to perform an iterative structural and/or parametrical update process towards optimized behavior. Adaptive optimization presents the advantages of (i) individualization through learning of basic system characteristics, (ii) ability to follow time-varying dynamics and (iii) low computational cost. In this chapter, the use of online adaptive algorithms is investigated in two basic research areas related to diabetes management: (i) real-time glucose regulation and (ii) real-time prediction of hypo-/hyperglycemia. The applicability of these methods is illustrated through the design and development of an adaptive glucose control algorithm based on reinforcement learning and optimal control and an adaptive, personalized early-warning system for the recognition and alarm generation against hypo- and hyperglycemic events.