975 resultados para markov chains monte carlo methods


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In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

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OBJECTIVES: To assess the incremental cost-effectiveness ratio (ICER) and incremental cost-utility ratio (ICUR) of risedronate compared to no intervention in postmenopausal osteoporotic women in a Swiss perspective. METHODS: A previously validated Markov model was populated with epidemiological and cost data specific to Switzerland and published utility values, and run on a population of 1,000 women of 70 years with established osteoporosis and previous vertebral fracture, treated over 5 years with risedronate 35 mg weekly or no intervention (base case), and five cohorts (according to age at therapy start) with eight risk factor distributions and three lengths of residual effects. RESULTS: In the base case population, the ICER of averting a hip fracture and the ICUR per quality-adjusted life year gained were both dominant. In the presence of a previous vertebral fracture, the ICUR was below euro45,000 (pound30,000) in all the scenarios. For all osteoporotic women>or=70 years of age with at least one risk factor, the ICUR was below euro45,000 or the intervention may even be cost saving. Age at the start of therapy and the fracture risk profile had a significant impact on results. CONCLUSION: Assuming a 2-year residual effect, that ICUR of risedronate in women with postmenopausal osteoporosis is below accepted thresholds from the age of 65 and even cost saving above the age of 70 with at least one risk factor.

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PURPOSE: To assess how different diagnostic decision aids perform in terms of sensitivity, specificity, and harm. METHODS: Four diagnostic decision aids were compared, as applied to a simulated patient population: a findings-based algorithm following a linear or branched pathway, a serial threshold-based strategy, and a parallel threshold-based strategy. Headache in immune-compromised HIV patients in a developing country was used as an example. Diagnoses included cryptococcal meningitis, cerebral toxoplasmosis, tuberculous meningitis, bacterial meningitis, and malaria. Data were derived from literature and expert opinion. Diagnostic strategies' validity was assessed in terms of sensitivity, specificity, and harm related to mortality and morbidity. Sensitivity analyses and Monte Carlo simulation were performed. RESULTS: The parallel threshold-based approach led to a sensitivity of 92% and a specificity of 65%. Sensitivities of the serial threshold-based approach and the branched and linear algorithms were 47%, 47%, and 74%, respectively, and the specificities were 85%, 95%, and 96%. The parallel threshold-based approach resulted in the least harm, with the serial threshold-based approach, the branched algorithm, and the linear algorithm being associated with 1.56-, 1.44-, and 1.17-times higher harm, respectively. Findings were corroborated by sensitivity and Monte Carlo analyses. CONCLUSION: A threshold-based diagnostic approach is designed to find the optimal trade-off that minimizes expected harm, enhancing sensitivity and lowering specificity when appropriate, as in the given example of a symptom pointing to several life-threatening diseases. Findings-based algorithms, in contrast, solely consider clinical observations. A parallel workup, as opposed to a serial workup, additionally allows for all potential diseases to be reviewed, further reducing false negatives. The parallel threshold-based approach might, however, not be as good in other disease settings.

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Elastic scattering of relativistic electrons and positrons by atoms is considered in the framework of the static field approximation. The scattering field is expressed as a sum of Yukawa terms to allow the use of various approximations. Accurate phase shifts have been computed by combining Bühring¿s power-series method with the WKB and Born approximations. This combined procedure allows the evaluation of differential cross sections for kinetic energies up to several tens of MeV. Numerical results are used to analyze the validity of several approximate methods, namely the first- and second-order Born approximations and the screened Mott formula, which are frequently adopted as the basis of multiple scattering theories and Monte Carlo simulations of electron and positron transport.

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We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.

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BACKGROUND: Physician training in smoking cessation counseling has been shown to be effective as a means to increase quit success. We assessed the cost-effectiveness ratio of a smoking cessation counseling training programme. Its effectiveness was previously demonstrated in a cluster randomized, control trial performed in two Swiss university outpatients clinics, in which residents were randomized to receive training in smoking interventions or a control educational intervention. DESIGN AND METHODS: We used a Markov simulation model for effectiveness analysis. This model incorporates the intervention efficacy, the natural quit rate, and the lifetime probability of relapse after 1-year abstinence. We used previously published results in addition to hospital service and outpatient clinic cost data. The time horizon was 1 year, and we opted for a third-party payer perspective. RESULTS: The incremental cost of the intervention amounted to US$2.58 per consultation by a smoker, translating into a cost per life-year saved of US$25.4 for men and 35.2 for women. One-way sensitivity analyses yielded a range of US$4.0-107.1 in men and US$9.7-148.6 in women. Variations in the quit rate of the control intervention, the length of training effectiveness, and the discount rate yielded moderately large effects on the outcome. Variations in the natural cessation rate, the lifetime probability of relapse, the cost of physician training, the counseling time, the cost per hour of physician time, and the cost of the booklets had little effect on the cost-effectiveness ratio. CONCLUSIONS: Training residents in smoking cessation counseling is a very cost-effective intervention and may be more efficient than currently accepted tobacco control interventions.

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PURPOSE: In the radiopharmaceutical therapy approach to the fight against cancer, in particular when it comes to translating laboratory results to the clinical setting, modeling has served as an invaluable tool for guidance and for understanding the processes operating at the cellular level and how these relate to macroscopic observables. Tumor control probability (TCP) is the dosimetric end point quantity of choice which relates to experimental and clinical data: it requires knowledge of individual cellular absorbed doses since it depends on the assessment of the treatment's ability to kill each and every cell. Macroscopic tumors, seen in both clinical and experimental studies, contain too many cells to be modeled individually in Monte Carlo simulation; yet, in particular for low ratios of decays to cells, a cell-based model that does not smooth away statistical considerations associated with low activity is a necessity. The authors present here an adaptation of the simple sphere-based model from which cellular level dosimetry for macroscopic tumors and their end point quantities, such as TCP, may be extrapolated more reliably. METHODS: Ten homogenous spheres representing tumors of different sizes were constructed in GEANT4. The radionuclide 131I was randomly allowed to decay for each model size and for seven different ratios of number of decays to number of cells, N(r): 1000, 500, 200, 100, 50, 20, and 10 decays per cell. The deposited energy was collected in radial bins and divided by the bin mass to obtain the average bin absorbed dose. To simulate a cellular model, the number of cells present in each bin was calculated and an absorbed dose attributed to each cell equal to the bin average absorbed dose with a randomly determined adjustment based on a Gaussian probability distribution with a width equal to the statistical uncertainty consistent with the ratio of decays to cells, i.e., equal to Nr-1/2. From dose volume histograms the surviving fraction of cells, equivalent uniform dose (EUD), and TCP for the different scenarios were calculated. Comparably sized spherical models containing individual spherical cells (15 microm diameter) in hexagonal lattices were constructed, and Monte Carlo simulations were executed for all the same previous scenarios. The dosimetric quantities were calculated and compared to the adjusted simple sphere model results. The model was then applied to the Bortezomib-induced enzyme-targeted radiotherapy (BETR) strategy of targeting Epstein-Barr virus (EBV)-expressing cancers. RESULTS: The TCP values were comparable to within 2% between the adjusted simple sphere and full cellular models. Additionally, models were generated for a nonuniform distribution of activity, and results were compared between the adjusted spherical and cellular models with similar comparability. The TCP values from the experimental macroscopic tumor results were consistent with the experimental observations for BETR-treated 1 g EBV-expressing lymphoma tumors in mice. CONCLUSIONS: The adjusted spherical model presented here provides more accurate TCP values than simple spheres, on par with full cellular Monte Carlo simulations while maintaining the simplicity of the simple sphere model. This model provides a basis for complementing and understanding laboratory and clinical results pertaining to radiopharmaceutical therapy.

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BACKGROUND: Anal condylomata acuminata (ACA) are caused by human papilloma virus (HPV) infection which is transmitted by close physical and sexual contact. The result of surgical treatment of ACA has an overall success rate of 71% to 93%, with a recurrence rate between 4% and 29%. The aim of this study was to assess a possible association between HPV type and ACA recurrence after surgical treatment. METHODS: We performed a retrospective analysis of 140 consecutive patients who underwent surgery for ACA from January 1990 to December 2005 at our tertiary University Hospital. We confirmed ACA by histopathological analysis and determined the HPV typing using the polymerase chain reaction. Patients gave consent for HPV testing and completed a questionnaire. We looked at the association of ACA, HPV typing, and HIV disease. We used chi, the Monte Carlo simulation, and Wilcoxon tests for statistical analysis. RESULTS: Among the 140 patients (123 M/17 F), HPV 6 and 11 were the most frequently encountered viruses (51% and 28%, respectively). Recurrence occurred in 35 (25%) patients. HPV 11 was present in 19 (41%) of these recurrences, which is statistically significant, when compared with other HPVs. There was no significant difference between recurrence rates in the 33 (24%) HIV-positive and the HIV-negative patients. CONCLUSIONS: HPV 11 is associated with higher recurrence rate of ACA. This makes routine clinical HPV typing questionable. Follow-up is required to identify recurrence and to treat it early, especially if HPV 11 has been identified.

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The present work focuses the attention on the skew-symmetry index as a measure of social reciprocity. This index is based on the correspondence between the amount of behaviour that each individual addresses to its partners and what it receives from them in return. Although the skew-symmetry index enables researchers to describe social groups, statistical inferential tests are required. The main aim of the present study is to propose an overall statistical technique for testing symmetry in experimental conditions, calculating the skew-symmetry statistic (Φ) at group level. Sampling distributions for the skew- symmetry statistic have been estimated by means of a Monte Carlo simulation in order to allow researchers to make statistical decisions. Furthermore, this study will allow researchers to choose the optimal experimental conditions for carrying out their research, as the power of the statistical test has been estimated. This statistical test could be used in experimental social psychology studies in which researchers may control the group size and the number of interactions within dyads.

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PURPOSE: To predict the risk of an adolescent patient to miss an appointment, based on the previous appointments and on the characteristics of the patient and the appointment. METHODS: Two thousand one hundred ninety-three (1873 females) patients aged 12 to 20 years having scheduled at least four appointments were included. We assessed the rate of missed nonexcused appointments of each patient. Second, a Markovian multilevel model was used to predict the risk of defaulting. RESULTS: Forty-five percent of the patients have not missed even once, and 14% of females and 17% of males have missed >25% of their appointments. Females show two types of behaviors (an abstract concept that groups individuals based on a combination of their appointment-keeping and their recorded type of healthcare need) depending on the diagnosis. Somatic, gynecology, violence, and counseling diagnoses are mostly grouped together. In this group, having already missed and having an appointment with a paramedical provider increases the risk of missing. In the second group (eating disorders and psychiatric diagnoses) having already missed and a longer delay between appointments influence the risk of missing, although the risk is lower for this latter group. Males only show one type of behavior regarding missed appointments. Having missed a previous appointment, being older, having cancelled the next to last appointment and the type of diagnosis explain the risk of missing. CONCLUSIONS: Patients who have already defaulted have a higher risk of defaulting again. Means of control regarding missed appointments should consequently focus on defaulters, to decrease the associated workload. Reminders could be a solution for the follow-up appointments scheduled with a long delay.

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This paper develops an approach to rank testing that nests all existing rank tests andsimplifies their asymptotics. The approach is based on the fact that implicit in every ranktest there are estimators of the null spaces of the matrix in question. The approach yieldsmany new insights about the behavior of rank testing statistics under the null as well as localand global alternatives in both the standard and the cointegration setting. The approach alsosuggests many new rank tests based on alternative estimates of the null spaces as well as thenew fixed-b theory. A brief Monte Carlo study illustrates the results.

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Tumors in non-Hodgkin lymphoma (NHL) patients are often proximal to the major blood vessels in the abdomen or neck. In external-beam radiotherapy, these tumors present a challenge because imaging resolution prevents the beam from being targeted to the tumor lesion without also irradiating the artery wall. This problem has led to potentially life-threatening delayed toxicity. Because radioimmunotherapy has resulted in long-term survival of NHL patients, we investigated whether the absorbed dose (AD) to the artery wall in radioimmunotherapy of NHL is of potential concern for delayed toxicity. SPECT resolution is not sufficient to enable dosimetric analysis of anatomic features of the thickness of the aortic wall. Therefore, we present a model of aortic wall toxicity based on data from 4 patients treated with (131)I-tositumomab. METHODS: Four NHL patients with periaortic tumors were administered pretherapeutic (131)I-tositumomab. Abdominal SPECT and whole-body planar images were obtained at 48, 72, and 144 h after tracer administration. Blood-pool activity concentrations were obtained from regions of interest drawn on the heart on the planar images. Tumor and blood activity concentrations, scaled to therapeutic administered activities-both standard and myeloablative-were input into a geometry and tracking model (GEANT, version 4) of the aorta. The simulated energy deposited in the arterial walls was collected and fitted, and the AD and biologic effective dose values to the aortic wall and tumors were obtained for standard therapeutic and hypothetical myeloablative administered activities. RESULTS: Arterial wall ADs from standard therapy were lower (0.6-3.7 Gy) than those typical from external-beam therapy, as were the tumor ADs (1.4-10.5 Gy). The ratios of tumor AD to arterial wall AD were greater for radioimmunotherapy by a factor of 1.9-4.0. For myeloablative therapy, artery wall ADs were in general less than those typical for external-beam therapy (9.4-11.4 Gy for 3 of 4 patients) but comparable for 1 patient (32.6 Gy). CONCLUSION: Blood vessel radiation dose can be estimated using the software package 3D-RD combined with GEANT modeling. The dosimetry analysis suggested that arterial wall toxicity is highly unlikely in standard dose radioimmunotherapy but should be considered a potential concern and limiting factor in myeloablative therapy.

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O objetivo deste trabalho foi apresentar modelagens alternativas, uni e bivariadas, para avaliação da conversão alimentar (CA) de suínos da raça Piau, com uso de inferência bayesiana. Os efeitos de sexo e genótipo sobre a CA dos animais foram avaliados por meio de procedimentos de simulação de Monte Carlo via cadeias de Markov (MCMC) e de integração aproximada aninhada de Laplace (INLA). O modelo univariado foi avaliado com diferentes distribuições para o erro - normal (gaussiana), t de Student, gama, log-normal e skew-normal -, enquanto, para o modelo bivariado, considerou-se o erro normal. A distribuição skew-normal foi o modelo mais parcimonioso para inferir sobre a resposta direta (univariada) da CA aos efeitos de sexo e genótipo, os quais não foram significativos. O modelo bivariado foi capaz de identificar diferenças significativas no ganho de peso e no consumo de ração em níveis de significância não detectados pelo modelo univariado. Além disso, ele também foi capaz de detectar diferenças entre sexos, quando agrupados por genótipos NN (machos, 2,73±0,04; fêmeas, 2,68±0,04) e Nn (machos, 2,70±0,07; fêmeas, 2,64±0,07), e revelou maior acurácia e precisão nas inferências nutricionais. Em ambas as abordagens, o método bayesiano mostra-se flexível e eficiente para a avaliação do desempenho nutricional dos animais.

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PURPOSE: To implement and characterize an isotropic three-dimensional cardiac T2 mapping technique. METHODS: A self-navigated three-dimensional radial segmented balanced steady-state free precession pulse sequence with an isotropic 1.7-mm spatial resolution was implemented at 3T with a variable T2 preparation module. Bloch equation and Monte Carlo simulations were performed to determine the influence of the heart rate, B1 inhomogeneity and noise on the T2 fitting accuracy. In a phantom study, the accuracy of the pulse sequence was studied through comparison with a gold-standard spin-echo T2 mapping method. The robustness and homogeneity of the technique were ascertained in a study of 10 healthy adult human volunteers, while first results obtained in patients are reported. RESULTS: The numerical simulations demonstrated that the heart rate and B1 inhomogeneity cause only minor deviations in the T2 fitting, whereas the phantom study showed good agreement of the technique with the gold standard. The volunteer study demonstrated an average myocardial T2 of 40.5 ± 3.3 ms and a <15% T2 gradient in the base-apex and anterior-inferior direction. In three patients, elevated T2 values were measured in regions with expected edema. CONCLUSION: This respiratory self-navigated isotropic three-dimensional technique allows for accurate and robust in vitro and in vivo T2 quantification. Magn Reson Med 73:1549-1554, 2015. © 2014 Wiley Periodicals, Inc.

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Monte Carlo (MC) simulations have been used to study the structure of an intermediate thermal phase of poly(R-octadecyl ç,D-glutamate). This is a comblike poly(ç-peptide) able to adopt a biphasic structure that has been described as a layered arrangement of backbone helical rods immersed in a paraffinic pool of polymethylene side chains. Simulations were performed at two different temperatures (348 and 363 K), both of them above the melting point of the paraffinic phase, using the configurational bias MC algorithm. Results indicate that layers are constituted by a side-by-side packing of 17/5 helices. The organization of the interlayer paraffinic region is described in atomistic terms by examining the torsional angles and the end-to-end distances for the octadecyl side chains. Comparison with previously reported comblike poly(â-peptide)s revealed significant differences in the organization of the alkyl side chains.