A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

A method for optimal fit of patient-specific fracture fixation plates

Anatomically pre-contoured fracture fixation plates are a treatment option for bone fractures. A well-fitting plate can be used as a tool for anatomical reduction of the fractured bone. However, recent studies showed that some plates fit poorly for many patients due to considerable shape variations between bones of the same anatomical site. Therefore, the plates have to be manually fitted and deformed by surgeons to fit each patient optimally. The process is time-intensive and labor-intensive, and could lead to adverse clinical implications such as wound infection or plate failure. This paper proposes a new iterative method to simulate the patient-specific deformation of an optimally fitting plate for pre-operative planning purposes. We further demonstrate the validation of the method through a case study. The proposed method involves the integration of four commercially available software tools, Matlab, Rapidform2006, SolidWorks, and ANSYS, each performing specific tasks to obtain a plate shape that fits optimally for an individual tibia and is mechanically safe. A typical challenge when crossing multiple platforms is to ensure correct data transfer. We present an example of the implementation of the proposed method to demonstrate successful data transfer between the four platforms and the feasibility of the method.

Is comfort important for optimal use of child restraints?

Suboptimal restraint use, particularly the incorrect use of restraints, is a significant and widespread problem among child vehicle occupants, and increases the risk of injury. Previous research has identified comfort as a potential factor influencing suboptimal restraint use. Both the real comfort experienced by the child and the parent’s perception of the child’s comfort are reported to influence the optimal use of restraints. Problems with real comfort may lead the child to misuse the restraint in their attempt to achieve better comfort whilst parent-perceived discomfort has been reported as a driver for premature graduation and inappropriate restraint choice. However, this work has largely been qualitative. There has been no research that objectively studies either the association between real and parental perceived comfort, or any association between comfort and suboptimal restraint use. One barrier to such studies is the absence of validated tools for quantifying real comfort in children. We aimed to develop methods to examine both real and parent-perceived comfort and examine their effects on suboptimal restraint use. We conducted online parent surveys (n=470) to explore what drives parental perceptions of their child’s comfort in restraint systems (study 1) and used data from field observation studies (n=497) to examine parent-perceived comfort and its relationship with observed restraint use (study 2). We developed methods to measure comfort in children in a laboratory setting (n=14) using video analysis to estimate a Discomfort Avoidance Behaviour (DAB) score, pressure mapping and adapted survey tools to differentiate between comfortable and induced discomfort conditions (study 3). Preliminary analysis of our recent online survey of Australian parents (study 1) indicates that 23% of parents report comfort as a consideration when making a decision to change restraints. Logistic regression modelling of data collected during the field observation study (study 2) revealed that parent-perceived discomfort was not significantly associated with premature graduation. Contrary to expectation, children of parents who reported that their child was comfortable were almost twice as likely to have been incorrectly restrained (p<0.01, 95% CI 1.24 - 2.77). In the laboratory study (study 3) we found our adapted survey tools did not provide a reliable measurement of real comfort among children. However our DAB score was able to differentiate between comfortable and induced discomfort conditions and correlated well with pressure mapping. Our results suggest that while some parents report concern about their child’s comfort, parent-reported comfort levels were not associated with restraint choice. If comfort is important for optimal restraint use, it is likely to be the real comfort of the child rather than that reported by the parent. The method we have developed for studying real comfort can be used in naturalistic studies involving child occupants to further understand this relationship. This work will be of interest to vehicle and child restraint manufacturers interested in improving restraint design for young occupants as well as researchers and other stakeholders interested in reducing the incidence of restraint misuse among children.

Optimal sizing of hospitals : Lessons for Westmead

This paper has been commissioned by NSW HI to focus attention on the medium and long term managerial issues that will arise from the development of health services at Westmead and the wider urban locale.

Integrating LED lighting design strategies with side daylighting systems to improve interior lighting design of office buildings

A high contrast ratio between windows and surrounding walls may lead to office workers visual discomfort that could negatively affect their satisfaction and productivity. Consequently, occupants may try to adapt their working environment by closing blinds and/ or turning on the lights to enhance indoor visual comfort, which can reduce predicted energy savings. The hypothesis of this study is that reducing luminance contrast ratio on the window wall will improve window appearance which potentially will reduce visual discomfort and decrease workers interventions. Thus, this PhD research proposes a simple strategy to diminish the luminance contrast on the window wall by increasing the luminance of the areas surrounding the windows using supplementary light emitting diode (LED) systems. To test the hypothesis, this investigation will involve three experiments in different office layouts with various window types and orientations in Brisbane, Australia. It will assess user preferences for different luminance patterns in windowed offices featuring flexible, lowpower LED lighting installations that allows multiple lighting design options on the window wall. Detailed luminance and illuminance measures will be used to match quantitative lighting design assessment to user preferences.

Synthesis of macrocyclic diacyl/dialkyl glycerols containing disulfide tether and studies of their effects upon incorporation in DPPC membranes. Implications in the design of phospholipase A(2) modulators

A general method for the preparation of novel disulfide-tethered macrocyclic diacylglycerols (DAGs) has been described. Overall synthesis involved stepwise protection, acylation, and deprotection to yield the bis(omega-bromoacyl) glycerols. In the crucial macrocyclization step, a unique reagent, benzyltriethylammonium tetrathiomolybdate (BTAT), has been used to convert individual bis(omega-bromoacyl) glycerols to their respective macrocyclic disulfides. DAG 6, which had ether linkages between hydrocarbon chains and the glycerol backbone, was also synthesized from an appropriate precursor using a similar protocol. One of the DAGs (DAG 5) had a carbon-carbon tether instead of a disulfide one and was synthesized using modified Glaser coupling. Preparation of alpha-disulfide-tethered DAG (DAG 4) required an alternative method, as treatment of the bisbromo precursor with BTAT gave a mixture of several compounds from which separation of the target molecule was cumbersome. To avoid this problem, the bisbromide was converted to its corresponding dithiocyanate, which on further treatment with BTAT yielded the desired DAG (DAG 4) in good yield. Upon treatment with the reducing agent dithiothreitol (DTT), the DAGs that contain a disulfide tether could be quantitatively converted to their "open-chain" thiol analogues. These macrocyclic DAGs and their reduced "open-chain" analogues have been incorporated in DPPC vesicles to study their effect on model membranes. Upon incorporation of DAG 1 in DPPC vesicles, formation of new isotropic phases was observed by P-31 NMR, These isotropic phases disappeared completely on opening the macrocyclic ring by a reducing agent. The thermotropic properties of DPPC bilayers having DAGs (1-6) incorporated at various concentrations were studied by differential scanning calorimetry. Incorporation of DAGs in general reduced the cooperativity unit (CU) of the vesicles. Similar experiments with reduced "open-chain" DAGs incorporated in a DPPC bilayer indicated a recovery of CU with respect to their macrocyclic "disulfide" counterparts. The effect of inclusion of these DAGs on the activity of phospholipase A(2) (PLA(2)) was studied in vitro. Incorporation of DAC 1 in DPPC membranes potentiated both bee venom and cobra venom PLA(2) activities.

An optimal design for screening trials

Yao, Begg, and Livingston (1996, Biometrics 52, 992-1001) considered the optimal group size for testing a series of potentially therapeutic agents to identify a promising one as soon as possible for given error rates. The number of patients to be tested with each agent was fixed as the group size. We consider a sequential design that allows early acceptance and rejection, and we provide an optimal strategy to minimize the sample sizes (patients) required using Markov decision processes. The minimization is under the constraints of the two types (false positive and false negative) of error probabilities, with the Lagrangian multipliers corresponding to the cost parameters for the two types of errors. Numerical studies indicate that there can be a substantial reduction in the number of patients required.

Design of a TDD Multisector TDM MAC for the WiFiRe Proposal for Rural Broadband Access

The WiFiRe (WiFi Rural Extension) proposal for rural broadband access is being developed under the aegis of CEWIT. The system leverages the widely available, and highly cost-reduced, WiFi chipsets. However, only the physical layer from these chipsets is retained. A single base station carries several WiFi transceivers, each serving one sector of the cell, and all operating on the same WiFi channel in a time division duplex (TDD) manner. We replace the contention based WiFi MAC with a single-channel TDD multisector TDM MAC similar to the WiMax MAC. In this paper we discuss in detail the issues in designing such a MAC for the purpose of carrying packet voice telephony and for Internet access. The problem of determining the optimal spatial reuse is formulated and the optimal spatial reuse and the corresponding cell size is derived. Then the voice and data scheduler is designed. It is shown how throughput fairness can be implemented in the data scheduler. A capacity assessment of the system is also provided.

Design of Multiloop Controllers for an Ammonia Reactor

The specific objective of this paper is to develop multiloop controllers that would achieve asymptotic regulation in the presence of parameter variations and disturbance inputs for a tubular reactor used in ammonia synthesis. The dynamic model considered here has nine state variables, two control inputs, and two outputs. A systematic procedure for pairing the two inputs with the corresponding two outputs is presented. The two multiloop proportional controllers so configured are designed via the parameter plane method. This economic configuration of controllers maintains the temperature profile almost at the optimal value whereas the point controllers fail to do so.

Design of multimedia surveillance systems

This article addresses the problem of how to select the optimal combination of sensors and how to determine their optimal placement in a surveillance region in order to meet the given performance requirements at a minimal cost for a multimedia surveillance system. We propose to solve this problem by obtaining a performance vector, with its elements representing the performances of subtasks, for a given input combination of sensors and their placement. Then we show that the optimal sensor selection problem can be converted into the form of Integer Linear Programming problem (ILP) by using a linear model for computing the optimal performance vector corresponding to a sensor combination. Optimal performance vector corresponding to a sensor combination refers to the performance vector corresponding to the optimal placement of a sensor combination. To demonstrate the utility of our technique, we design and build a surveillance system consisting of PTZ (Pan-Tilt-Zoom) cameras and active motion sensors for capturing faces. Finally, we show experimentally that optimal placement of sensors based on the design maximizes the system performance.

Design of multiunit electronic exchanges through decomposition

In this paper, we exploit the idea of decomposition to match buyers and sellers in an electronic exchange for trading large volumes of homogeneous goods, where the buyers and sellers specify marginal-decreasing piecewise constant price curves to capture volume discounts. Such exchanges are relevant for automated trading in many e-business applications. The problem of determining winners and Vickrey prices in such exchanges is known to have a worst-case complexity equal to that of as many as (1 + m + n) NP-hard problems, where m is the number of buyers and n is the number of sellers. Our method proposes the overall exchange problem to be solved as two separate and simpler problems: 1) forward auction and 2) reverse auction, which turns out to be generalized knapsack problems. In the proposed approach, we first determine the quantity of units to be traded between the sellers and the buyers using fast heuristics developed by us. Next, we solve a forward auction and a reverse auction using fully polynomial time approximation schemes available in the literature. The proposed approach has worst-case polynomial time complexity. and our experimentation shows that the approach produces good quality solutions to the problem. Note to Practitioners- In recent times, electronic marketplaces have provided an efficient way for businesses and consumers to trade goods and services. The use of innovative mechanisms and algorithms has made it possible to improve the efficiency of electronic marketplaces by enabling optimization of revenues for the marketplace and of utilities for the buyers and sellers. In this paper, we look at single-item, multiunit electronic exchanges. These are electronic marketplaces where buyers submit bids and sellers ask for multiple units of a single item. We allow buyers and sellers to specify volume discounts using suitable functions. Such exchanges are relevant for high-volume business-to-business trading of standard products, such as silicon wafers, very large-scale integrated chips, desktops, telecommunications equipment, commoditized goods, etc. The problem of determining winners and prices in such exchanges is known to involve solving many NP-hard problems. Our paper exploits the familiar idea of decomposition, uses certain algorithms from the literature, and develops two fast heuristics to solve the problem in a near optimal way in worst-case polynomial time.

Simultaneous material selection and geometry design of statically determinate trusses using continuous optimization

In this work, we explore simultaneous geometry design and material selection for statically determinate trusses by posing it as a continuous optimization problem. The underlying principles of our approach are structural optimization and Ashby’s procedure for material selection from a database. For simplicity and ease of initial implementation, only static loads are considered in this work with the intent of maximum stiffness, minimum weight/cost, and safety against failure. Safety of tensile and compression members in the truss is treated differently to prevent yield and buckling failures, respectively. Geometry variables such as lengths and orientations of members are taken to be the design variables in an assumed layout. Areas of cross-section of the members are determined to satisfy the failure constraints in each member. Along the lines of Ashby’s material indices, a new design index is derived for trusses. The design index helps in choosing the most suitable material for any geometry of the truss. Using the design index, both the design space and the material database are searched simultaneously using gradient-based optimization algorithms. The important feature of our approach is that the formulated optimization problem is continuous, although the material selection from a database is an inherently discrete problem. A few illustrative examples are included. It is observed that the method is capable of determining the optimal topology in addition to optimal geometry when the assumed layout contains more links than are necessary for optimality.

Strength design of composite beam using gradient and particle swarm optimization

This work addresses the optimum design of a composite box-beam structure subject to strength constraints. Such box-beams are used as the main load carrying members of helicopter rotor blades. A computationally efficient analytical model for box-beam is used. Optimal ply orientation angles are sought which maximize the failure margins with respect to the applied loading. The Tsai-Wu-Hahn failure criterion is used to calculate the reserve factor for each wall and ply and the minimum reserve factor is maximized. Ply angles are used as design variables and various cases of initial starting design and loadings are investigated. Both gradient-based and particle swarm optimization (PSO) methods are used. It is found that the optimization approach leads to the design of a box-beam with greatly improved reserve factors which can be useful for helicopter rotor structures. While the PSO yields globally best designs, the gradient-based method can also be used with appropriate starting designs to obtain useful designs efficiently. (C) 2006 Elsevier Ltd. All rights reserved.

Design of a FIR filter for image restoration using principal component neural networks

The neural network finds its application in many image denoising applications because of its inherent characteristics such as nonlinear mapping and self-adaptiveness. The design of filters largely depends on the a-priori knowledge about the type of noise. Due to this, standard filters are application and image specific. Widely used filtering algorithms reduce noisy artifacts by smoothing. However, this operation normally results in smoothing of the edges as well. On the other hand, sharpening filters enhance the high frequency details making the image non-smooth. An integrated general approach to design a finite impulse response filter based on principal component neural network (PCNN) is proposed in this study for image filtering, optimized in the sense of visual inspection and error metric. This algorithm exploits the inter-pixel correlation by iteratively updating the filter coefficients using PCNN. This algorithm performs optimal smoothing of the noisy image by preserving high and low frequency features. Evaluation results show that the proposed filter is robust under various noise distributions. Further, the number of unknown parameters is very few and most of these parameters are adaptively obtained from the processed image.