Simulation study of joint transition and Weibull survival model with shared parameters

This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation. ^

A simulation study of the standard design, the rolling six design, the CRM, and the modified CRM in Phase I clinical trials

The Phase I clinical trial is considered the "first in human" study in medical research to examine the toxicity of a new agent. It determines the maximum tolerable dose (MTD) of a new agent, i.e., the highest dose in which toxicity is still acceptable. Several phase I clinical trial designs have been proposed in the past 30 years. The well known standard method, so called the 3+3 design, is widely accepted by clinicians since it is the easiest to implement and it does not need a statistical calculation. Continual reassessment method (CRM), a design uses Bayesian method, has been rising in popularity in the last two decades. Several variants of the CRM design have also been suggested in numerous statistical literatures. Rolling six is a new method introduced in pediatric oncology in 2008, which claims to shorten the trial duration as compared to the 3+3 design. The goal of the present research was to simulate clinical trials and compare these phase I clinical trial designs. Patient population was created by discrete event simulation (DES) method. The characteristics of the patients were generated by several distributions with the parameters derived from a historical phase I clinical trial data review. Patients were then selected and enrolled in clinical trials, each of which uses the 3+3 design, the rolling six, or the CRM design. Five scenarios of dose-toxicity relationship were used to compare the performance of the phase I clinical trial designs. One thousand trials were simulated per phase I clinical trial design per dose-toxicity scenario. The results showed the rolling six design was not superior to the 3+3 design in terms of trial duration. The time to trial completion was comparable between the rolling six and the 3+3 design. However, they both shorten the duration as compared to the two CRM designs. Both CRMs were superior to the 3+3 design and the rolling six in accuracy of MTD estimation. The 3+3 design and rolling six tended to assign more patients to undesired lower dose levels. The toxicities were slightly greater in the CRMs.^

Estimação do índice de memória em processos estocásticos com memória longa: uma abordagem via ABC

Neste trabalho propomos o uso de um método Bayesiano para estimar o parâmetro de memória de um processo estocástico com memória longa quando sua função de verossimilhança é intratável ou não está disponível. Esta abordagem fornece uma aproximação para a distribuição a posteriori sobre a memória e outros parâmetros e é baseada numa aplicação simples do método conhecido como computação Bayesiana aproximada (ABC). Alguns estimadores populares para o parâmetro de memória serão revisados e comparados com esta abordagem. O emprego de nossa proposta viabiliza a solução de problemas complexos sob o ponto de vista Bayesiano e, embora aproximativa, possui um desempenho muito satisfatório quando comparada com métodos clássicos.

Genetic analysis of complex demographic scenarios: Spatially expanding populations of the cane toad, Bufo marinus

Inferring the spatial expansion dynamics of invading species from molecular data is notoriously difficult due to the complexity of the processes involved. For these demographic scenarios, genetic data obtained from highly variable markers may be profitably combined with specific sampling schemes and information from other sources using a Bayesian approach. The geographic range of the introduced toad Bufo marinus is still expanding in eastern and northern Australia, in each case from isolates established around 1960. A large amount of demographic and historical information is available on both expansion areas. In each area, samples were collected along a transect representing populations of different ages and genotyped at 10 microsatellite loci. Five demographic models of expansion, differing in the dispersal pattern for migrants and founders and in the number of founders, were considered. Because the demographic history is complex, we used an approximate Bayesian method, based on a rejection-regression algorithm. to formally test the relative likelihoods of the five models of expansion and to infer demographic parameters. A stepwise migration-foundation model with founder events was statistically better supported than other four models in both expansion areas. Posterior distributions supported different dynamics of expansion in the studied areas. Populations in the eastern expansion area have a lower stable effective population size and have been founded by a smaller number of individuals than those in the northern expansion area. Once demographically stabilized, populations exchange a substantial number of effective migrants per generation in both expansion areas, and such exchanges are larger in northern than in eastern Australia. The effective number of migrants appears to be considerably lower than that of founders in both expansion areas. We found our inferences to be relatively robust to various assumptions on marker. demographic, and historical features. The method presented here is the only robust, model-based method available so far, which allows inferring complex population dynamics over a short time scale. It also provides the basis for investigating the interplay between population dynamics, drift, and selection in invasive species.

Single patient (n-of-1) trials with binary treatment preference

The use of a fully parametric Bayesian method for analysing single patient trials based on the notion of treatment 'preference' is described. This Bayesian hierarchical modelling approach allows for full parameter uncertainty, use of prior information and the modelling of individual and patient sub-group structures. It provides updated probabilistic results for individual patients, and groups of patients with the same medical condition, as they are sequentially enrolled into individualized trials using the same medication alternatives. Two clinically interpretable criteria for determining a patient's response are detailed and illustrated using data from a previously published paper under two different prior information scenarios. Copyright (C) 2005 John Wiley & Sons, Ltd.

The relationship between self-awareness of attentional status, behavioral performance and oscillatory brain rhythms

High-level cognitive factors, including self-awareness, are believed to play an important role in human visual perception. The principal aim of this study was to determine whether oscillatory brain rhythms play a role in the neural processes involved in self-monitoring attentional status. To do so we measured cortical activity using magnetoencephalography (MEG) and functional magnetic resonance imaging (fMRI) while participants were asked to self-monitor their internal status, only initiating the presentation of a stimulus when they perceived their attentional focus to be maximal. We employed a hierarchical Bayesian method that uses fMRI results as soft-constrained spatial information to solve the MEG inverse problem, allowing us to estimate cortical currents in the order of millimeters and milliseconds. Our results show that, during self-monitoring of internal status, there was a sustained decrease in power within the 7-13 Hz (alpha) range in the rostral cingulate motor area (rCMA) on the human medial wall, beginning approximately 430 msec after the trial start (p < 0.05, FDR corrected). We also show that gamma-band power (41-47 Hz) within this area was positively correlated with task performance from 40-640 msec after the trial start (r = 0.71, p < 0.05). We conclude: (1) the rCMA is involved in processes governing self-monitoring of internal status; and (2) the qualitative differences between alpha and gamma activity are reflective of their different roles in self-monitoring internal states. We suggest that alpha suppression may reflect a strengthening of top-down interareal connections, while a positive correlation between gamma activity and task performance indicates that gamma may play an important role in guiding visuomotor behavior. © 2013 Yamagishi et al.

Perfil sociodemográfico dos idosos nas capitais do Nordeste e a mortalidade por doenças crônico-degenerativas desse segmento populacional em Natal (RN)

Population aging is a global demographic trend. This process is a reality that merits attention and importance in recent years, and cause considerable impact in terms of greater demands on the health sector, social security and special care and attention from families and society as a whole. Thus, in the context of addressing the consequences of demographic transition, population aging is characterized as a major challenge for Brazilian society. Therefore, this study was conducted in two main objectives. In the first article, variables of socioeconomic and demographic contexts were employed to identify multidimensional profiles of elderly residents in the Northeast capitals, from specific indicators from the 2010 Census information Therefore, we used the Grade of Membership Method (GoM), whose design profiles admits that an individual belongs to different degrees of relevance to multiple profiles in order to identify socioeconomic and demographic factors associated with living conditions of the elderly in the Northeastern capitals. The second article examined the possible relationship between mortality from chronic diseases and socio-economic indicators in the elderly population, of the 137 districts in Natal, broken down by ten-year age groups (60 to 69 years, 70-79 years and 80 and over. The microdata from the Mortality Information System (SIM), was used, provided by the Health Secretariat of Christmas, and population information came from the Population Census 2010. The method refers to the Global and Local Index neighborhood logic (LISA) Moran, whose spatial distribution from the choropleth maps allowed us to analyze the mortality of the elderly by neighborhoods, according to socioeconomic and demographic indicators, according to the presence of special significance. In the first article, the results show the identification of three extreme profiles. The Profile 1 which is characterized by median socioeconomic status and contributes 35.5% of elderly residents in the area considered. The profile 2 which brings together seniors with low socioeconomic status characteristics, with a percentage of 24.8% of cases. And the Profile 3 composing elderly with features that reveal better socioeconomic conditions, about 29.7% of the elderly. Overall, the results point to poor living conditions represented by the definition of these profiles, mainly expressed by the results observed in more than half of the northeastern elderly experience a situation of social vulnerability given the large percentage that makes up the Profile 1 and Profile 2, adding 60% of the elderly. In the second article, the results show a higher proportion of elderly concentrated in the neighborhoods of higher socioeconomic status, such as Petrópolis and LagoaSeca. Mortality rates, according to the causes of death and standardized by the empirical Bayesian method were distributed locally as follows: Neoplasms (Reis Santos, New Discovery, New Town, Grass Soft and Ponta Negra); Hypertensive diseases (Blue Lagoon, Potengi, Redinha, Reis Santos, Riverside, Lagoa Nova, Grass Soft, Neópolis and Ponta Negra); Acute Myocardial Infarction (Northeast, Guarapes and grass Soft); Cerebrovascular diseases (Petrópolis and Mother Luiza); Pneumonia (Ribeira, Praia do Meio, New Discovery, Grass Soft and Ponta Negra); Chronic Diseases of the Lower Way Airlines (Igapó, Northeast and Thursdays). The present findings at work may contribute to other studies on the subject and development of specific policies for the elderly.

Perfil sociodemográfico dos idosos nas capitais do Nordeste e a mortalidade por doenças crônico-degenerativas desse segmento populacional em Natal (RN)

Population aging is a global demographic trend. This process is a reality that merits attention and importance in recent years, and cause considerable impact in terms of greater demands on the health sector, social security and special care and attention from families and society as a whole. Thus, in the context of addressing the consequences of demographic transition, population aging is characterized as a major challenge for Brazilian society. Therefore, this study was conducted in two main objectives. In the first article, variables of socioeconomic and demographic contexts were employed to identify multidimensional profiles of elderly residents in the Northeast capitals, from specific indicators from the 2010 Census information Therefore, we used the Grade of Membership Method (GoM), whose design profiles admits that an individual belongs to different degrees of relevance to multiple profiles in order to identify socioeconomic and demographic factors associated with living conditions of the elderly in the Northeastern capitals. The second article examined the possible relationship between mortality from chronic diseases and socio-economic indicators in the elderly population, of the 137 districts in Natal, broken down by ten-year age groups (60 to 69 years, 70-79 years and 80 and over. The microdata from the Mortality Information System (SIM), was used, provided by the Health Secretariat of Christmas, and population information came from the Population Census 2010. The method refers to the Global and Local Index neighborhood logic (LISA) Moran, whose spatial distribution from the choropleth maps allowed us to analyze the mortality of the elderly by neighborhoods, according to socioeconomic and demographic indicators, according to the presence of special significance. In the first article, the results show the identification of three extreme profiles. The Profile 1 which is characterized by median socioeconomic status and contributes 35.5% of elderly residents in the area considered. The profile 2 which brings together seniors with low socioeconomic status characteristics, with a percentage of 24.8% of cases. And the Profile 3 composing elderly with features that reveal better socioeconomic conditions, about 29.7% of the elderly. Overall, the results point to poor living conditions represented by the definition of these profiles, mainly expressed by the results observed in more than half of the northeastern elderly experience a situation of social vulnerability given the large percentage that makes up the Profile 1 and Profile 2, adding 60% of the elderly. In the second article, the results show a higher proportion of elderly concentrated in the neighborhoods of higher socioeconomic status, such as Petrópolis and LagoaSeca. Mortality rates, according to the causes of death and standardized by the empirical Bayesian method were distributed locally as follows: Neoplasms (Reis Santos, New Discovery, New Town, Grass Soft and Ponta Negra); Hypertensive diseases (Blue Lagoon, Potengi, Redinha, Reis Santos, Riverside, Lagoa Nova, Grass Soft, Neópolis and Ponta Negra); Acute Myocardial Infarction (Northeast, Guarapes and grass Soft); Cerebrovascular diseases (Petrópolis and Mother Luiza); Pneumonia (Ribeira, Praia do Meio, New Discovery, Grass Soft and Ponta Negra); Chronic Diseases of the Lower Way Airlines (Igapó, Northeast and Thursdays). The present findings at work may contribute to other studies on the subject and development of specific policies for the elderly.

Modélisation incrémentale par méthode bayésienne

Les modèles incrémentaux sont des modèles statistiques qui ont été développés initialement dans le domaine du marketing. Ils sont composés de deux groupes, un groupe contrôle et un groupe traitement, tous deux comparés par rapport à une variable réponse binaire (le choix de réponses est « oui » ou « non »). Ces modèles ont pour but de détecter l’effet du traitement sur les individus à l’étude. Ces individus n’étant pas tous des clients, nous les appellerons : « prospects ». Cet effet peut être négatif, nul ou positif selon les caractéristiques des individus composants les différents groupes. Ce mémoire a pour objectif de comparer des modèles incrémentaux d’un point de vue bayésien et d’un point de vue fréquentiste. Les modèles incrémentaux utilisés en pratique sont ceux de Lo (2002) et de Lai (2004). Ils sont initialement réalisés d’un point de vue fréquentiste. Ainsi, dans ce mémoire, l’approche bayésienne est utilisée et comparée à l’approche fréquentiste. Les simulations sont e ectuées sur des données générées avec des régressions logistiques. Puis, les paramètres de ces régressions sont estimés avec des simulations Monte-Carlo dans l’approche bayésienne et comparés à ceux obtenus dans l’approche fréquentiste. L’estimation des paramètres a une influence directe sur la capacité du modèle à bien prédire l’effet du traitement sur les individus. Nous considérons l’utilisation de trois lois a priori pour l’estimation des paramètres de façon bayésienne. Elles sont choisies de manière à ce que les lois a priori soient non informatives. Les trois lois utilisées sont les suivantes : la loi bêta transformée, la loi Cauchy et la loi normale. Au cours de l’étude, nous remarquerons que les méthodes bayésiennes ont un réel impact positif sur le ciblage des individus composant les échantillons de petite taille.

Modélisation incrémentale par méthode bayésienne

Les modèles incrémentaux sont des modèles statistiques qui ont été développés initialement dans le domaine du marketing. Ils sont composés de deux groupes, un groupe contrôle et un groupe traitement, tous deux comparés par rapport à une variable réponse binaire (le choix de réponses est « oui » ou « non »). Ces modèles ont pour but de détecter l’effet du traitement sur les individus à l’étude. Ces individus n’étant pas tous des clients, nous les appellerons : « prospects ». Cet effet peut être négatif, nul ou positif selon les caractéristiques des individus composants les différents groupes. Ce mémoire a pour objectif de comparer des modèles incrémentaux d’un point de vue bayésien et d’un point de vue fréquentiste. Les modèles incrémentaux utilisés en pratique sont ceux de Lo (2002) et de Lai (2004). Ils sont initialement réalisés d’un point de vue fréquentiste. Ainsi, dans ce mémoire, l’approche bayésienne est utilisée et comparée à l’approche fréquentiste. Les simulations sont e ectuées sur des données générées avec des régressions logistiques. Puis, les paramètres de ces régressions sont estimés avec des simulations Monte-Carlo dans l’approche bayésienne et comparés à ceux obtenus dans l’approche fréquentiste. L’estimation des paramètres a une influence directe sur la capacité du modèle à bien prédire l’effet du traitement sur les individus. Nous considérons l’utilisation de trois lois a priori pour l’estimation des paramètres de façon bayésienne. Elles sont choisies de manière à ce que les lois a priori soient non informatives. Les trois lois utilisées sont les suivantes : la loi bêta transformée, la loi Cauchy et la loi normale. Au cours de l’étude, nous remarquerons que les méthodes bayésiennes ont un réel impact positif sur le ciblage des individus composant les échantillons de petite taille.

Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.

Inference about the number of contributors to a DNA mixture: Comparative analyses of a Bayesian network approach and the maximum allele count method.

In the forensic examination of DNA mixtures, the question of how to set the total number of contributors (N) presents a topic of ongoing interest. Part of the discussion gravitates around issues of bias, in particular when assessments of the number of contributors are not made prior to considering the genotypic configuration of potential donors. Further complication may stem from the observation that, in some cases, there may be numbers of contributors that are incompatible with the set of alleles seen in the profile of a mixed crime stain, given the genotype of a potential contributor. In such situations, procedures that take a single and fixed number contributors as their output can lead to inferential impasses. Assessing the number of contributors within a probabilistic framework can help avoiding such complication. Using elements of decision theory, this paper analyses two strategies for inference on the number of contributors. One procedure is deterministic and focuses on the minimum number of contributors required to 'explain' an observed set of alleles. The other procedure is probabilistic using Bayes' theorem and provides a probability distribution for a set of numbers of contributors, based on the set of observed alleles as well as their respective rates of occurrence. The discussion concentrates on mixed stains of varying quality (i.e., different numbers of loci for which genotyping information is available). A so-called qualitative interpretation is pursued since quantitative information such as peak area and height data are not taken into account. The competing procedures are compared using a standard scoring rule that penalizes the degree of divergence between a given agreed value for N, that is the number of contributors, and the actual value taken by N. Using only modest assumptions and a discussion with reference to a casework example, this paper reports on analyses using simulation techniques and graphical models (i.e., Bayesian networks) to point out that setting the number of contributors to a mixed crime stain in probabilistic terms is, for the conditions assumed in this study, preferable to a decision policy that uses categoric assumptions about N.

A nonparametric ensemble transform method for Bayesian inference

Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. © 2013, Society for Industrial and Applied Mathematics

Application of a Bayesian/Generalised Least-Squares method to generate correlations between independent neutron fission yield data

Fission product yields are fundamental parameters for several nuclear engineering calculations and in particular for burn-up/activation problems. The impact of their uncertainties was widely studied in the past and valuations were released, although still incomplete. Recently, the nuclear community expressed the need for full fission yield covariance matrices to produce inventory calculation results that take into account the complete uncertainty data. In this work, we studied and applied a Bayesian/generalised least-squares method for covariance generation, and compared the generated uncertainties to the original data stored in the JEFF-3.1.2 library. Then, we focused on the effect of fission yield covariance information on fission pulse decay heat results for thermal fission of 235U. Calculations were carried out using different codes (ACAB and ALEPH-2) after introducing the new covariance values. Results were compared with those obtained with the uncertainty data currently provided by the library. The uncertainty quantification was performed with the Monte Carlo sampling technique. Indeed, correlations between fission yields strongly affect the statistics of decay heat. Introduction Nowadays, any engineering calculation performed in the nuclear field should be accompanied by an uncertainty analysis. In such an analysis, different sources of uncertainties are taken into account. Works such as those performed under the UAM project (Ivanov, et al., 2013) treat nuclear data as a source of uncertainty, in particular cross-section data for which uncertainties given in the form of covariance matrices are already provided in the major nuclear data libraries. Meanwhile, fission yield uncertainties were often neglected or treated shallowly, because their effects were considered of second order compared to cross-sections (Garcia-Herranz, et al., 2010). However, the Working Party on International Nuclear Data Evaluation Co-operation (WPEC)