Stochastic simulation of rare events

Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

Diagnostic value of immunoassays for heparin-induced thrombocytopenia: a systematic review and meta-analysis.

Immunoassays are essential in the workup of patients with suspected heparin-induced thrombocytopenia. However, the diagnostic accuracy is uncertain with regard to different classes of assays, antibody specificities, thresholds, test variations, and manufacturers. We aimed to assess diagnostic accuracy measures of available immunoassays and to explore sources of heterogeneity. We performed comprehensive literature searches and applied strict inclusion criteria. Finally, 49 publications comprising 128 test evaluations in 15 199 patients were included in the analysis. Methodological quality according to the revised tool for quality assessment of diagnostic accuracy studies was moderate. Diagnostic accuracy measures were calculated with the unified model (comprising a bivariate random-effects model and a hierarchical summary receiver operating characteristics model). Important differences were observed between classes of immunoassays, type of antibody specificity, thresholds, application of confirmation step, and manufacturers. Combination of high sensitivity (>95%) and high specificity (>90%) was found in 5 tests only: polyspecific enzyme-linked immunosorbent assay (ELISA) with intermediate threshold (Genetic Testing Institute, Asserachrom), particle gel immunoassay, lateral flow immunoassay, polyspecific chemiluminescent immunoassay (CLIA) with a high threshold, and immunoglobulin G (IgG)-specific CLIA with low threshold. Borderline results (sensitivity, 99.6%; specificity, 89.9%) were observed for IgG-specific Genetic Testing Institute-ELISA with low threshold. Diagnostic accuracy appears to be inadequate in tests with high thresholds (ELISA; IgG-specific CLIA), combination of IgG specificity and intermediate thresholds (ELISA, CLIA), high-dose heparin confirmation step (ELISA), and particle immunofiltration assay. When making treatment decisions, clinicians should be a aware of diagnostic characteristics of the tests used and it is recommended they estimate posttest probabilities according to likelihood ratios as well as pretest probabilities using clinical scoring tools.

Long-term outcome of patients with newly diagnosed chronic myeloid leukemia: a randomized comparison of stem cell transplantation with drug treatment.

Tyrosine kinase inhibitors represent today's treatment of choice in chronic myeloid leukemia (CML). Allogeneic hematopoietic stem cell transplantation (HSCT) is regarded as salvage therapy. This prospective randomized CML-study IIIA recruited 669 patients with newly diagnosed CML between July 1997 and January 2004 from 143 centers. Of these, 427 patients were considered eligible for HSCT and were randomized by availability of a matched family donor between primary HSCT (group A; N=166 patients) and best available drug treatment (group B; N=261). Primary end point was long-term survival. Survival probabilities were not different between groups A and B (10-year survival: 0.76 (95% confidence interval (CI): 0.69-0.82) vs 0.69 (95% CI: 0.61-0.76)), but influenced by disease and transplant risk. Patients with a low transplant risk showed superior survival compared with patients with high- (P<0.001) and non-high-risk disease (P=0.047) in group B; after entering blast crisis, survival was not different with or without HSCT. Significantly more patients in group A were in molecular remission (56% vs 39%; P=0.005) and free of drug treatment (56% vs 6%; P<0.001). Differences in symptoms and Karnofsky score were not significant. In the era of tyrosine kinase inhibitors, HSCT remains a valid option when both disease and transplant risk are considered.Leukemia advance online publication, 20 November 2015; doi:10.1038/leu.2015.281.

Impact of comorbidities on overall survival in patients with chronic myeloid leukemia: results of the randomized CML study IV.

We studied the influence of comorbidities on remission rate and overall survival (OS) in patients with chronic myeloid leukemia (CML). Participants of the CML Study IV, a randomized 5-arm trial designed to optimize imatinib therapy, were analyzed for comorbidities at diagnosis using the Charlson Comorbidity Index (CCI); 511 indexed comorbidities were reported in 1519 CML patients. Age was an additional risk factor in 863 patients. Resulting CCI scores were as follows: CCI 2, n = 589; CCI 3 or 4, n = 599; CCI 5 or 6, n = 229; and CCI ≥ 7, n = 102. No differences in cumulative incidences of accelerated phase, blast crisis, or remission rates were observed between patients in the different CCI groups. Higher CCI was significantly associated with lower OS probabilities. The 8-year OS probabilities were 93.6%, 89.4%, 77.6%, and 46.4% for patients with CCI 2, 3 to 4, 5 to 6, and ≥7, respectively. In multivariate analysis, CCI was the most powerful predictor of OS, which was still valid after removal of its age-related components. Comorbidities have no impact on treatment success but do have a negative effect on OS, indicating that survival of patients with CML is determined more by comorbidities than by CML itself. OS may therefore be inappropriate as an outcome measure for specific CML treatments. The trial was registered at www.clinicaltrials.gov as #NCT00055874.

Tuberculosis-related mortality in people living with HIV in Europe and Latin America: an international cohort study

BACKGROUND Management of tuberculosis in patients with HIV in eastern Europe is complicated by the high prevalence of multidrug-resistant tuberculosis, low rates of drug susceptibility testing, and poor access to antiretroviral therapy (ART). We report 1 year mortality estimates from a multiregional (eastern Europe, western Europe, and Latin America) prospective cohort study: the TB:HIV study. METHODS Consecutive HIV-positive patients aged 16 years or older with a diagnosis of tuberculosis between Jan 1, 2011, and Dec 31, 2013, were enrolled from 62 HIV and tuberculosis clinics in 19 countries in eastern Europe, western Europe, and Latin America. The primary endpoint was death within 12 months after starting tuberculosis treatment; all deaths were classified according to whether or not they were tuberculosis related. Follow-up was either until death, the final visit, or 12 months after baseline, whichever occurred first. Risk factors for all-cause and tuberculosis-related deaths were assessed using Kaplan-Meier estimates and Cox models. FINDINGS Of 1406 patients (834 in eastern Europe, 317 in western Europe, and 255 in Latin America), 264 (19%) died within 12 months. 188 (71%) of these deaths were tuberculosis related. The probability of all-cause death was 29% (95% CI 26-32) in eastern Europe, 4% (3-7) in western Europe, and 11% (8-16) in Latin America (p<0·0001) and the corresponding probabilities of tuberculosis-related death were 23% (20-26), 1% (0-3), and 4% (2-8), respectively (p<0·0001). Patients receiving care outside eastern Europe had a 77% decreased risk of death: adjusted hazard ratio (aHR) 0·23 (95% CI 0·16-0·31). In eastern Europe, compared with patients who started a regimen with at least three active antituberculosis drugs, those who started fewer than three active antituberculosis drugs were at a higher risk of tuberculosis-related death (aHR 3·17; 95% CI 1·83-5·49) as were those who did not have baseline drug-susceptibility tests (2·24; 1·31-3·83). Other prognostic factors for increased tuberculosis-related mortality were disseminated tuberculosis and a low CD4 cell count. 18% of patients were receiving ART at tuberculosis diagnosis in eastern Europe compared with 44% in western Europe and 39% in Latin America (p<0·0001); 12 months later the proportions were 67% in eastern Europe, 92% in western Europe, and 85% in Latin America (p<0·0001). INTERPRETATION Patients with HIV and tuberculosis in eastern Europe have a risk of death nearly four-times higher than that in patients from western Europe and Latin America. This increased mortality rate is associated with modifiable risk factors such as lack of drug susceptibility testing and suboptimal initial antituberculosis treatment in settings with a high prevalence of drug resistance. Urgent action is needed to improve tuberculosis care for patients living with HIV in eastern Europe. FUNDING EU Seventh Framework Programme.

Retention in care during the first 3 years of antiretroviral therapy for women in Malawi's option B+ programme: an observational cohort study

Background Studies of Malawi's option B+ programme for HIV-positive pregnant and breastfeeding women have reported high loss to follow-up during pregnancy and at the start of antiretroviral therapy (ART), but few data exist about retention during breastfeeding and after weaning. We examined loss to follow-up and retention in care in patients in the option B+ programme during their first 3 years on ART. Methods We analysed two data sources: aggregated facility-level data about patients in option B+ who started ART between Oct 1, 2011, and June 30, 2012, at 546 health facilities; and patient-level data from 20 large facilities with electronic medical record system for HIV-positive women who started ART between Sept 1, 2011, and Dec 31, 2013, under option B+ or because they had WHO clinical stages 3 or 4 disease or had CD4 counts of less than 350 cells per μL. We used facility-level data to calculate representative estimates of retention and loss to follow-up. We used patient-level data to study temporal trends in retention, timing of loss to follow-up, and predictors of no follow-up and loss to follow-up. We defined patients who were more than 60 days late for their first follow-up visit as having no follow-up and patients who were more than 60 days late for a subsequent visit as being lost to follow-up. We calculated proportions and cumulative probabilities of patients who had died, stopped ART, had no follow-up, were lost to follow-up, or were retained alive on ART for 36 months. We calculated odds ratios and hazard ratios to examine predictors of no follow-up and loss to follow-up. Findings Analysis of facility-level data about patients in option B+ who had not transferred to a different facility showed retention in care to be 76·8% (20 475 of 26 658 patients) after 12 months, 70·8% (18 306 of 25 849 patients) after 24 months, and 69·7% (17 787 of 25 535 patients) after 36 months. Patient-level data included 29 145 patients. 14 630 (50·2%) began treatment under option B+. Patients in option B+ had a higher risk of having no follow-up and, for the first 2 years of ART, higher risk of loss to follow-up than did patients who started ART because they had CD4 counts less than 350 cells per μL or WHO clinical stage 3 or 4 disease. Risk of loss to follow-up during the third year was low and similar for patients retained for 2 years. Retention rates did not change as the option B+ programme matured. Interpretation Our data suggest that pregnant and breastfeeding women who start ART immediately after they are diagnosed with HIV can be retained on ART through the option B+ programme, even after many have stopped breastfeeding. Interventions might be needed to improve retention in the first year on ART in option B+. Funding Bill & Melinda Gates Foundation, Partnerships for Enhanced Engagement in Research Health, and National Institute of Allergy and Infectious Diseases.

Zonal playfield attributes – A stochastic approach to subjective passing affordances in football

Introduction: According to the ecological view, coordination establishes byvirtueof social context. Affordances thought of as situational opportunities to interact are assumed to represent the guiding principles underlying decisions involved in interpersonal coordination. It’s generally agreed that affordances are not an objective part of the (social) environment but that they depend on the constructive perception of involved subjects. Theory and empirical data hold that cognitive operations enabling domain-specific efficacy beliefs are involved in the perception of affordances. The aim of the present study was to test the effects of these cognitive concepts in the subjective construction of local affordances and their influence on decision making in football. Methods: 71 football players (M = 24.3 years, SD = 3.3, 21 % women) from different divisions participated in the study. Participants were presented scenarios of offensive game situations. They were asked to take the perspective of the person on the ball and to indicate where they would pass the ball from within each situation. The participants stated their decisions in two conditions with different game score (1:0 vs. 0:1). The playing fields of all scenarios were then divided into ten zones. For each zone, participants were asked to rate their confidence in being able to pass the ball there (self-efficacy), the likelihood of the group staying in ball possession if the ball were passed into the zone (group-efficacy I), the likelihood of the ball being covered safely by a team member (pass control / group-efficacy II), and whether a pass would establish a better initial position to attack the opponents’ goal (offensive convenience). Answers were reported on visual analog scales ranging from 1 to 10. Data were analyzed specifying general linear models for binomially distributed data (Mplus). Maximum likelihood with non-normality robust standard errors was chosen to estimate parameters. Results: Analyses showed that zone- and domain-specific efficacy beliefs significantly affected passing decisions. Because of collinearity with self-efficacy and group-efficacy I, group-efficacy II was excluded from the models to ease interpretation of the results. Generally, zones with high values in the subjective ratings had a higher probability to be chosen as passing destination (βself-efficacy = 0.133, p < .001, OR = 1.142; βgroup-efficacy I = 0.128, p < .001, OR = 1.137; βoffensive convenience = 0.057, p < .01, OR = 1.059). There were, however, characteristic differences in the two score conditions. While group-efficacy I was the only significant predictor in condition 1 (βgroup-efficacy I = 0.379, p < .001), only self-efficacy and offensive convenience contributed to passing decisions in condition 2 (βself-efficacy = 0.135, p < .01; βoffensive convenience = 0.120, p < .001). Discussion: The results indicate that subjectively distinct attributes projected to playfield zones affect passing decisions. The study proposes a probabilistic alternative to Lewin’s (1951) hodological and deterministic field theory and enables insight into how dimensions of the psychological landscape afford passing behavior. Being part of a team, this psychological landscape is not only constituted by probabilities that refer to the potential and consequences of individual behavior, but also to that of the group system of which individuals are part of. Hence, in regulating action decisions in group settings, informers are extended to aspects referring to the group-level. References: Lewin, K. (1951). In D. Cartwright (Ed.), Field theory in social sciences: Selected theoretical papers by Kurt Lewin. New York: Harper & Brothers.