Bayesian computational methods for spatial analysis of images

This thesis introduces a new way of using prior information in a spatial model and develops scalable algorithms for fitting this model to large imaging datasets. These methods are employed for image-guided radiation therapy and satellite based classification of land use and water quality. This study has utilized a pre-computation step to achieve a hundredfold improvement in the elapsed runtime for model fitting. This makes it much more feasible to apply these models to real-world problems, and enables full Bayesian inference for images with a million or more pixels.

Low voltage EPMA: Experiments on a new frontier in microanalysis—analytical spatial resolution

Field emission (FE) electron gun sources provide new capabilities for high lateral resolution EPMA. The determination of analytical lateral resolution is not as straightforward as that for electron microscopy imaging. Results from two sets of experiments to determine the actual lateral resolution for accurate EPMA are presented for Kα X-ray lines of Si and Al and Lα of Fe at 5 and 7 keV in a silicate glass. These results are compared to theoretical predictions and Monte Carlo simulations of analytical lateral resolution. The experiments suggest little is gained in lateral resolution by dropping from 7 to 5 keV in EPMA of this silicate glass.

Anatomical modelling of the pregnant radiotherapy patient

This study aimed to take existing anatomical models of pregnant women, currently used for radiation pro-tection and nuclear medicine dose calculations, and adapt them for use in the calculation of fetal dose from external beam radiotherapy (EBRT). The models investigated were ‘KATJA’, which was provided as an MCNPX geometry file, and ‘RPI-P6’, which was provided in a simple, voxelized bina-ry format. In-house code was developed, to convert both mod-els into an `egsphant’ format, suitable for use with DOSXYZnrc. The geometries and densities of the resulting phantoms were evaluated and found to accurately represent the source data. As an example of the use of the phantoms, the delivery of a cranial EBRT treatment was simulated using the BEAMnrc and DOSXYZnrc Monte Carlo codes and the likely out-of-field doses to the fetus in each model was calculated. The results of these calculations showed good agreement (with-in one standard deviation) between the doses calculated in KATJA and PRI-P6, despite substantial anatomical differ-ences between the two models. For a 36 Gy prescription dose to a 233.2 cm3 target in the right brain, the mean doses calcu-lated in a region of interest covering the entire uterus were 1.0 +/- 0.6 mSv for KATJA and 1.3 +/- 0.9 mSv for RPI-P6. This work is expected to lead to more comprehensive studies of EBRT treatment plan design and its effects on fetal dose in the future.

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

This study compares Value-at-Risk (VaR) measures for Australian banks over a period that includes the Global Financial Crisis (GFC) to determine whether the methodology and parameter selection are important for capital adequacy holdings that will ultimately support a bank in a crisis period. VaR methodology promoted under Basel II was largely criticised during the GFC for its failure to capture downside risk. However, results from this study indicate that 1-year parametric and historical models produce better measures of VaR than models with longer time frames. VaR estimates produced using Monte Carlo simulations show a high percentage of violations but with lower average magnitude of a violation when they occur. VaR estimates produced by the ARMA GARCH model also show a relatively high percentage of violations, however, the average magnitude of a violation is quite low. Our findings support the design of the revised Basel II VaR methodology which has also been adopted under Basel III.

Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design

The total entropy utility function is considered for the dual purpose of Bayesian design for model discrimination and parameter estimation. A sequential design setting is proposed where it is shown how to efficiently estimate the total entropy utility for a wide variety of data types. Utility estimation relies on forming particle approximations to a number of intractable integrals which is afforded by the use of the sequential Monte Carlo algorithm for Bayesian inference. A number of motivating examples are considered for demonstrating the performance of total entropy in comparison to utilities for model discrimination and parameter estimation. The results suggest that the total entropy utility selects designs which are efficient under both experimental goals with little compromise in achieving either goal. As such, the total entropy utility is advocated as a general utility for Bayesian design in the presence of model uncertainty.

Bayesian parametric bootstrap for models with intractable likelihoods

In this paper it is demonstrated how the Bayesian parametric bootstrap can be adapted to models with intractable likelihoods. The approach is most appealing when the semi-automatic approximate Bayesian computation (ABC) summary statistics are selected. After a pilot run of ABC, the likelihood-free parametric bootstrap approach requires very few model simulations to produce an approximate posterior, which can be a useful approximation in its own right. An alternative is to use this approximation as a proposal distribution in ABC algorithms to make them more efficient. In this paper, the parametric bootstrap approximation is used to form the initial importance distribution for the sequential Monte Carlo and the ABC importance and rejection sampling algorithms. The new approach is illustrated through a simulation study of the univariate g-and- k quantile distribution, and is used to infer parameter values of a stochastic model describing expanding melanoma cell colonies.

Scalable Bayesian Computation for intractable likelihoods in image analysis

The inverse temperature hyperparameter of the hidden Potts model governs the strength of spatial cohesion and therefore has a substantial influence over the resulting model fit. The difficulty arises from the dependence of an intractable normalising constant on the value of the inverse temperature, thus there is no closed form solution for sampling from the distribution directly. We review three computational approaches for addressing this issue, namely pseudolikelihood, path sampling, and the approximate exchange algorithm. We compare the accuracy and scalability of these methods using a simulation study.

Estimation of the time of a linear trend in monitoring survival time

Change point estimation is recognized as an essential tool of root cause analyses within quality control programs as it enables clinical experts to search for potential causes of change in hospital outcomes more effectively. In this paper, we consider estimation of the time when a linear trend disturbance has occurred in survival time following an in-control clinical intervention in the presence of variable patient mix. To model the process and change point, a linear trend in the survival time of patients who underwent cardiac surgery is formulated using hierarchical models in a Bayesian framework. The data are right censored since the monitoring is conducted over a limited follow-up period. We capture the effect of risk factors prior to the surgery using a Weibull accelerated failure time regression model. We use Markov Chain Monte Carlo to obtain posterior distributions of the change point parameters including the location and the slope size of the trend and also corresponding probabilistic intervals and inferences. The performance of the Bayesian estimator is investigated through simulations and the result shows that precise estimates can be obtained when they are used in conjunction with the risk-adjusted survival time cumulative sum control chart (CUSUM) control charts for different trend scenarios. In comparison with the alternatives, step change point model and built-in CUSUM estimator, more accurate and precise estimates are obtained by the proposed Bayesian estimator over linear trends. These superiorities are enhanced when probability quantification, flexibility and generalizability of the Bayesian change point detection model are also considered.

Angular dependence of the response of the nanoDot OSLD system for measurements at depth in clinical megavoltage beams

Purpose The purpose of this investigation was to assess the angular dependence of a commercial optically stimulated luminescence dosimeter (OSLD) dosimetry system in MV x-ray beams at depths beyondd max and to find ways to mitigate this dependence for measurements in phantoms. Methods Two special holders were designed which allow a dosimeter to be rotated around the center of its sensitive volume. The dosimeter's sensitive volume is a disk, 5 mm in diameter and 0.2 mm thick. The first holder rotates the disk in the traditional way. It positions the disk perpendicular to the beam (gantry pointing to the floor) in the initial position (0°). When the holder is rotated the angle of the disk towards the beam increases until the disk is parallel with the beam (“edge on,” 90°). This is referred to as Setup 1. The second holder offers a new, alternative measurement position. It positions the disk parallel to the beam for all angles while rotating around its center (Setup 2). Measurements with five to ten dosimeters per point were carried out for 6 MV at 3 and 10 cm depth. Monte Carlo simulations using GEANT4 were performed to simulate the response of the active detector material for several angles. Detector and housing were simulated in detail based on microCT data and communications with the manufacturer. Various material compositions and an all-water geometry were considered. Results For the traditional Setup 1 the response of the OSLD dropped on average by 1.4% ± 0.7% (measurement) and 2.1% ± 0.3% (Monte Carlo simulation) for the 90° orientation compared to 0°. Monte Carlo simulations also showed a strong dependence of the effect on the composition of the sensitive layer. Assuming the layer to completely consist of the active material (Al2O3) results in a 7% drop in response for 90° compared to 0°. Assuming the layer to be completely water, results in a flat response within the simulation uncertainty of about 1%. For the new Setup 2, measurements and Monte Carlo simulations found the angular dependence of the dosimeter to be below 1% and within the measurement uncertainty. Conclusions The dosimeter system exhibits a small angular dependence of approximately 2% which needs to be considered for measurements involving other than normal incident beams angles. This applies in particular to clinicalin vivo measurements where the orientation of the dosimeter is dictated by clinical circumstances and cannot be optimized as otherwise suggested here. When measuring in a phantom, the proposed new setup should be considered. It changes the orientation of the dosimeter so that a coplanar beam arrangement always hits the disk shaped detector material from the thin side and thereby reduces the angular dependence of the response to within the measurement uncertainty of about 1%. This improvement makes the dosimeter more attractive for clinical measurements with multiple coplanar beams in phantoms, as the overall measurement uncertainty is reduced. Similarly, phantom based postal audits can transition from the traditional TLD to the more accurate and convenient OSLD.

Analysis of parameter uncertainty and sensitivity in PCPF-1 modeling for predicting concentrations of rice herbicides

This paper demonstrates the procedures for probabilistic assessment of a pesticide fate and transport model, PCPF-1, to elucidate the modeling uncertainty using the Monte Carlo technique. Sensitivity analyses are performed to investigate the influence of herbicide characteristics and related soil properties on model outputs using four popular rice herbicides: mefenacet, pretilachlor, bensulfuron-methyl and imazosulfuron. Uncertainty quantification showed that the simulated concentrations in paddy water varied more than those of paddy soil. This tendency decreased as the simulation proceeded to a later period but remained important for herbicides having either high solubility or a high 1st-order dissolution rate. The sensitivity analysis indicated that PCPF-1 parameters requiring careful determination are primarily those involve with herbicide adsorption (the organic carbon content, the bulk density and the volumetric saturated water content), secondary parameters related with herbicide mass distribution between paddy water and soil (1st-order desorption and dissolution rates) and lastly, those involving herbicide degradations. © Pesticide Science Society of Japan.

Probabilistic assessment of herbicide runoff from Japanese rice paddies: The effects of local meteorological conditions and site-specific water management

Uncertainty assessments of herbicide losses from rice paddies in Japan associated with local meteorological conditions and water management practices were performed using a pesticide fate and transport model, PCPF-1, under the Monte Carlo (MC) simulation scheme. First, MC simulations were conducted for five different cities with a prescribed water management scenario and a 10-year meteorological dataset of each city. The effectiveness of water management was observed regarding the reduction of pesticide runoff. However, a greater potential of pesticide runoff remained in Western Japan. Secondly, an extended analysis was attempted to evaluate the effects of local water management and meteorological conditions between the Chikugo River basin and the Sakura River basin using uncertainty inputs processed from observed water management data. The results showed that because of more severe rainfall events, significant pesticide runoff occurred in the Chikugo River basin even when appropriate irrigation practices were implemented. © Pesticide Science Society of Japan.

Exposure risk assessment and evaluation of the best management practice for controlling pesticide runoff from paddy fields. Part 2: Model simulation for the herbicide pretilachlor

BACKGROUND: Monitoring studies revealed high concentrations of pesticides in the drainage canal of paddy fields. It is important to have a way to predict these concentrations in different management scenarios as an assessment tool. A simulation model for predicting the pesticide concentration in a paddy block (PCPF-B) was evaluated and then used to assess the effect of water management practices for controlling pesticide runoff from paddy fields. RESULTS: The PCPF-B model achieved an acceptable performance. The model was applied to a constrained probabilistic approach using the Monte Carlo technique to evaluate the best management practices for reducing runoff of pretilachlor into the canal. The probabilistic model predictions using actual data of pesticide use and hydrological data in the canal showed that the water holding period (WHP) and the excess water storage depth (EWSD) effectively reduced the loss and concentration of pretilachlor from paddy fields to the drainage canal. The WHP also reduced the timespan of pesticide exposure in the drainage canal. CONCLUSIONS: It is recommended that: (1) the WHP be applied for as long as possible, but for at least 7 days, depending on the pesticide and field conditions; (2) an EWSD greater than 2 cm be maintained to store substantial rainfall in order to prevent paddy runoff, especially during the WHP.

Structural correlations in GexSe1-x glasses - a neutron diffraction study

Neutron diffraction measurement is carried out on GexSe1-x glasses, where 0.1 less than or equal to x less than or equal to 0.4, in a Q interval of 0.55-13.8 Angstrom(-1). The first sharp diffraction peak (FSDP) in the structure factor, S(Q), shows a systematic increase in the intensity and shifts to a lower Q with increasing Ge concentration. The coherence length of FSDP increases with x and becomes maximum for 0.33 less than or equal to x less than or equal to 0.4. The Monte-Carlo method, due to Soper, is used to generate S(Q) and also the pair correlation function, g(r). The generated S(Q) is in agreement with the experimental data for all x. Analysis of the first four peaks in the total correlation function, T(r), shows that the short range order in GeSe2 glass is due to Ge(Se-1/2)(4) tetrahedra, in agreement with earlier reports. Se-rich glasses contain Se-chains which are cross-linked with Ge(Se-1/2)(4) tetrahedra. Ge-2(Se-1/2)(6) molecular units are the basic structural units in Ge-rich, x = 0.4, glass. For x = 0.2, 0.33 and 0.4 there is evidence for some of the tetrahedra being in an edge-shared configuration. The number of edge-shared tetrahedra in these glasses increase with increasing Ge content.

Evolutionary games with two timescales

We consider a two timescale model of learning by economic agents wherein active or 'ontogenetic' learning by individuals takes place on a fast scale and passive or 'phylogenetic' learning by society as a whole on a slow scale, each affecting the evolution of the other. The former is modelled by the Monte Carlo dynamics of physics, while the latter is modelled by the replicator dynamics of evolutionary biology. Various qualitative aspects of the dynamics are studied in some simple cases, both analytically and numerically, and its role as a useful modelling device is emphasized.

Free energy landscape of a dense hard-sphere system

The topography of the free energy landscape in phase space of a dense hard-sphere system characterized by a discretized free energy functional of the Ramakishnan-Yussouff form is investigated numerically using a specially devised Monte Carlo procedure. We locate a considerable number of glassy local minima of the free energy and analyze the distributions of the free energy at a minimum and an appropriately defined phase-space "distance" between different minima. We find evidence for the existence of pairs of closely related glassy minima("two-level systems"). We also investigate the way the system makes transitions as it moves from the basin of attraction of a minimum to that of another one after a start under nonequilibrium conditions. This allows us to determine the effective height of free energy barriers that separate a glassy minimum from the others. The dependence of the height of free energy barriers on the density is investigated in detail. The general appearance of the free energy landscape resembles that of a putting green: relatively deep minima separated by a fairly flat structure. We discuss the connection of our results with the Vogel-Fulcher law and relate our observations to other work on the glass transition.