Strategies for sequential prediction of stationary time series

We present simple procedures for the prediction of a real valued sequence. The algorithms are based on a combinationof several simple predictors. We show that if the sequence is a realization of a bounded stationary and ergodic random process then the average of squared errors converges, almost surely, to that of the optimum, given by the Bayes predictor. We offer an analog result for the prediction of stationary gaussian processes.

A simple randomized algorithm for consistent sequential prediction of ergodic time series

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if thesequence is a realization of a stationary and ergodic random process then the average number of mistakes converges, almost surely, to that of the optimum, given by the Bayes predictor.

A zero-delay sequential scheme for lossy coding of individual sequences

We consider adaptive sequential lossy coding of bounded individual sequences when the performance is measured by the sequentially accumulated mean squared distortion. Theencoder and the decoder are connected via a noiseless channel of capacity $R$ and both are assumed to have zero delay. No probabilistic assumptions are made on how the sequence to be encoded is generated. For any bounded sequence of length $n$, the distortion redundancy is defined as the normalized cumulative distortion of the sequential scheme minus the normalized cumulative distortion of the best scalarquantizer of rate $R$ which is matched to this particular sequence. We demonstrate the existence of a zero-delay sequential scheme which uses common randomization in the encoder and the decoder such that the normalized maximum distortion redundancy converges to zero at a rate $n^{-1/5}\log n$ as the length of the encoded sequence $n$ increases without bound.

SEQUENTIAL DECISIONS AND PREDICTIONS IN NATURAL LANGUAGE PROCESSING

Natural language processing has achieved great success in a wide range of ap- plications, producing both commercial language services and open-source language tools. However, most methods take a static or batch approach, assuming that the model has all information it needs and makes a one-time prediction. In this disser- tation, we study dynamic problems where the input comes in a sequence instead of all at once, and the output must be produced while the input is arriving. In these problems, predictions are often made based only on partial information. We see this dynamic setting in many real-time, interactive applications. These problems usually involve a trade-off between the amount of input received (cost) and the quality of the output prediction (accuracy). Therefore, the evaluation considers both objectives (e.g., plotting a Pareto curve). Our goal is to develop a formal understanding of sequential prediction and decision-making problems in natural language processing and to propose efficient solutions. Toward this end, we present meta-algorithms that take an existent batch model and produce a dynamic model to handle sequential inputs and outputs. Webuild our framework upon theories of Markov Decision Process (MDP), which allows learning to trade off competing objectives in a principled way. The main machine learning techniques we use are from imitation learning and reinforcement learning, and we advance current techniques to tackle problems arising in our settings. We evaluate our algorithm on a variety of applications, including dependency parsing, machine translation, and question answering. We show that our approach achieves a better cost-accuracy trade-off than the batch approach and heuristic-based decision- making approaches. We first propose a general framework for cost-sensitive prediction, where dif- ferent parts of the input come at different costs. We formulate a decision-making process that selects pieces of the input sequentially, and the selection is adaptive to each instance. Our approach is evaluated on both standard classification tasks and a structured prediction task (dependency parsing). We show that it achieves similar prediction quality to methods that use all input, while inducing a much smaller cost. Next, we extend the framework to problems where the input is revealed incremen- tally in a fixed order. We study two applications: simultaneous machine translation and quiz bowl (incremental text classification). We discuss challenges in this set- ting and show that adding domain knowledge eases the decision-making problem. A central theme throughout the chapters is an MDP formulation of a challenging problem with sequential input/output and trade-off decisions, accompanied by a learning algorithm that solves the MDP.

Using multivariate sequential patterns to improve survival prediction in intensive care burn unit

Resuscitation and stabilization are key issues in Intensive Care Burn Units and early survival predictions help to decide the best clinical action during these phases. Current survival scores of burns focus on clinical variables such as age or the body surface area. However, the evolution of other parameters (e.g. diuresis or fluid balance) during the first days is also valuable knowledge. In this work we suggest a methodology and we propose a Temporal Data Mining algorithm to estimate the survival condition from the patient’s evolution. Experiments conducted on 480 patients show the improvement of survival prediction.

Electronic properties of liquid ammonia: A sequential molecular dynamics/quantum mechanics approach

The electronic properties of liquid ammonia are investigated by a sequential molecular dynamics/quantum mechanics approach. Quantum mechanics calculations for the liquid phase are based on a reparametrized hybrid exchange-correlation functional that reproduces the electronic properties of ammonia clusters [(NH(3))(n); n=1-5]. For these small clusters, electron binding energies based on Green's function or electron propagator theory, coupled cluster with single, double, and perturbative triple excitations, and density functional theory (DFT) are compared. Reparametrized DFT results for the dipole moment, electron binding energies, and electronic density of states of liquid ammonia are reported. The calculated average dipole moment of liquid ammonia (2.05 +/- 0.09 D) corresponds to an increase of 27% compared to the gas phase value and it is 0.23 D above a prediction based on a polarizable model of liquid ammonia [Deng , J. Chem. Phys. 100, 7590 (1994)]. Our estimate for the ionization potential of liquid ammonia is 9.74 +/- 0.73 eV, which is approximately 1.0 eV below the gas phase value for the isolated molecule. The theoretical vertical electron affinity of liquid ammonia is predicted as 0.16 +/- 0.22 eV, in good agreement with the experimental result for the location of the bottom of the conduction band (-V(0)=0.2 eV). Vertical ionization potentials and electron affinities correlate with the total dipole moment of ammonia aggregates. (c) 2008 American Institute of Physics.

Prediction of mortality using dobutamine echocardiography

OBJECTIVES We sought to find out whether dobutamine echocardiography (DbE) could provide independent prediction of total and cardiac mortality, incremental to clinical and angiographic variables. BACKGROUND Existing outcome studies with DbE have examined composite end points, rather than death, over a relatively short follow-up. METHODS Clinical and stress data were collected in 3,156 patients (age 63 +/- 12 years, 1,801 men) undergoing DbE. Significant stenoses (>50% diameter) were identified in 70% of 1,073 patients undergoing coronary angiography. Total and cardiac mortality were identified over nine years of follow-up (mean 3.8 +/- 1.9). Cox models were used to analyze the effect of ischemia and other variables, independent of other determinants of mortality. RESULTS The dobutamine echocardiogram was abnormal in 1,575 patients (50%). Death occurred in 716 patients (23%), 259 of whom (8%) were thought to have died from cardiac causes. Patients with normal DbE had a total mortality of 8% per year and a cardiac mortality of 1% per year over the first four years of follow-up. Ischemia and the extent of abnormal wall motion were independent predictors of cardiac death, together with age and heart failure. In sequential Cox models, the predictive power of clinical data alone (model chi-square 115) was strengthened by adding the resting left ventricular function (model chi-square 138) and the results of DbE (model chi-square 181). In the subgroup undergoing coronary angiography, the power of the model was increased to a minor degree by the addition of coronary anatomy data. CONCLUSIONS Dobutamine echocardiography is an independent predictor of death, incremental to other data. While a normal dobutamine echocardiogram predicts low risk of cardiac death ton the order of 1% per year), this risk increases with the extent of abnormal wall motion at rest and stress, (J Am Coil Cardiol 2001;37:754-60) (C) 2001 by the American College of Cardiology.

Sepsis Mortality Prediction Based on Predisposition, Infection and Response

OBJECTIVE: To empirically test, based on a large multicenter, multinational database, whether a modified PIRO (predisposition, insult, response, and organ dysfunction) concept could be applied to predict mortality in patients with infection and sepsis. DESIGN: Substudy of a multicenter multinational cohort study (SAPS 3). PATIENTS: A total of 2,628 patients with signs of infection or sepsis who stayed in the ICU for >48 h. Three boxes of variables were defined, according to the PIRO concept. Box 1 (Predisposition) contained information about the patient's condition before ICU admission. Box 2 (Injury) contained information about the infection at ICU admission. Box 3 (Response) was defined as the response to the infection, expressed as a Sequential Organ Failure Assessment score after 48 h. INTERVENTIONS: None. MAIN MEASUREMENTS AND RESULTS: Most of the infections were community acquired (59.6%); 32.5% were hospital acquired. The median age of the patients was 65 (50-75) years, and 41.1% were female. About 22% (n=576) of the patients presented with infection only, 36.3% (n=953) with signs of sepsis, 23.6% (n=619) with severe sepsis, and 18.3% (n=480) with septic shock. Hospital mortality was 40.6% overall, greater in those with septic shock (52.5%) than in those with infection (34.7%). Several factors related to predisposition, infection and response were associated with hospital mortality. CONCLUSION: The proposed three-level system, by using objectively defined criteria for risk of mortality in sepsis, could be used by physicians to stratify patients at ICU admission or shortly thereafter, contributing to a better selection of management according to the risk of death.

Bilateral sequential nonarteritic anterior ischemic optic neuropathy: a comparison of visual outcomes in fellow eyes using quantitative analysis of goldmann visual fields.

OBJECTIVE To better define the concordance of visual loss in patients with nonarteritic anterior ischemic optic neuropathy (NAION). METHODS The medical records of 86 patients with bilateral sequential NAION were reviewed retrospectively, and visual function was assessed using visual acuity, Goldmann visual fields, color vision, and relative afferent papillary defect. A quantitative total visual field score and score per quadrant were analyzed for each eye using the numerical Goldmann visual field scoring method. RESULTS Outcome measures were visual acuity, visual field, color vision, and relative afferent papillary defect. A statistically significant correlation was found between fellow eyes for multiple parameters, including logMAR visual acuity (P = .01), global visual field (P < .001), superior visual field (P < .001), and inferior visual field (P < .001). The mean deviation of total (P < .001) and pattern (P < .001) deviation analyses was significantly less between fellow eyes than between first and second eyes of different patients. CONCLUSIONS Visual function between fellow eyes showed a fair to moderate correlation that was statistically significant. The pattern of vision loss was also more similar in fellow eyes than between eyes of different patients. These results may help allow better prediction of visual outcome for the second eye in patients with NAION.

Prediction and discrimination of osteoporotic hip fracture in postmenopausal women.

Osteoporotic hip fractures increase dramatically with age and are responsible for considerable morbidity and mortality. Several treatments to prevent the occurrence of hip fracture have been validated in large randomized trials and the current challenge is to improve the identification of individuals at high risk of fracture who would benefit from therapeutic or preventive intervention. We have performed an exhaustive literature review on hip fracture predictors, focusing primarily on clinical risk factors, dual X-ray absorptiometry (DXA), quantitative ultrasound, and bone markers. This review is based on original articles and meta-analyses. We have selected studies that aim both to predict the risk of hip fracture and to discriminate individuals with or without fracture. We have included only postmenopausal women in our review. For studies involving both men and women, only results concerning women have been considered. Regarding clinical factors, only prospective studies have been taken into account. Predictive factors have been used as stand-alone tools to predict hip fracture or sequentially through successive selection processes or by combination into risk scores. There is still much debate as to whether or not the combination of these various parameters, as risk scores or as sequential or concurrent combinations, could help to better predict hip fracture. There are conflicting results on whether or not such combinations provide improvement over each method alone. Sequential combination of bone mineral density and ultrasound parameters might be cost-effective compared with DXA alone, because of fewer bone mineral density measurements. However, use of multiple techniques may increase costs. One problem that precludes comparison of most published studies is that they use either relative risk, or absolute risk, or sensitivity and specificity. The absolute risk of individuals given their risk factors and bone assessment results would be a more appropriate model for decision-making than relative risk. Currently, a group appointed by the World Health Organization and lead by Professor John Kanis is working on such a model. It will therefore be possible to further assess the best choice of threshold to optimize the number of women needed to screen for each country and each treatment.

On prediction of individual sequences

Sequential randomized prediction of an arbitrary binary sequence isinvestigated. No assumption is made on the mechanism of generating the bit sequence. The goal of the predictor is to minimize its relative loss, i.e., to make (almost) as few mistakes as the best ``expert'' in a fixed, possibly infinite, set of experts. We point out a surprising connection between this prediction problem and empirical process theory. First, in the special case of static (memoryless) experts, we completely characterize the minimax relative loss in terms of the maximum of an associated Rademacher process. Then we show general upper and lower bounds on the minimaxrelative loss in terms of the geometry of the class of experts. As main examples, we determine the exact order of magnitude of the minimax relative loss for the class of autoregressive linear predictors and for the class of Markov experts.

The Sequential Organ Failure Assessment score and copeptin for predicting survival in ventilator-associated pneumonia.

INTRODUCTION: Ventilator-associated pneumonia remains the most common nosocomial infection in the critically ill and contributes to significant morbidity. Eventual decisions regarding withdrawal or maximal therapy are demanding and rely on physicians' experience. Additional objective tools for risk assessment may improve medical judgement. Copeptin, reflecting vasopressin release, as well as the Sequential Organ Failure Assessment (SOFA) score, reflecting the individual degree of organ dysfunction, might qualify for survival prediction in ventilator-associated pneumonia. We investigated the predictive value of the SOFA score and copeptin in ventilator-associated pneumonia. METHODS: One hundred one patients with ventilator-associated pneumonia were prospectively assessed. Death within 28 days after ventilator-associated pneumonia onset was the primary end point. RESULTS: The SOFA score and the copeptin levels at ventilator-associated pneumonia onset were significantly elevated in nonsurvivors (P = .002 and P = .017, respectively). Both markers had different time courses in survivors and nonsurvivors (P < .001 and P = .006). Mean SOFA (average SOFA of 10 days after VAP onset) was superior in predicting 28-day survival as compared with SOFA and copeptin at ventilator-associated pneumonia onset (area under the curve, 0.90 vs 0.73 and 0.67, respectively). CONCLUSIONS: The predictive value of serial-measured SOFA significantly exceeds those of single SOFA and copeptin measurements. Serial SOFA scores accurately predict outcome in ventilator-associated pneumonia.

Uncertainties in the prediction of spatial variability of soil CO2 emissions and related properties

The soil CO2 emission has high spatial variability because it depends strongly on soil properties. The purpose of this study was to (i) characterize the spatial variability of soil respiration and related properties, (ii) evaluate the accuracy of results of the ordinary kriging method and sequential Gaussian simulation, and (iii) evaluate the uncertainty in predicting the spatial variability of soil CO2 emission and other properties using sequential Gaussian simulations. The study was conducted in a sugarcane area, using a regular sampling grid with 141 points, where soil CO2 emission, soil temperature, air-filled pore space, soil organic matter and soil bulk density were evaluated. All variables showed spatial dependence structure. The soil CO2 emission was positively correlated with organic matter (r = 0.25, p < 0.05) and air-filled pore space (r = 0.27, p < 0.01) and negatively with soil bulk density (r = -0.41, p < 0.01). However, when the estimated spatial values were considered, the air-filled pore space was the variable mainly responsible for the spatial characteristics of soil respiration, with a correlation of 0.26 (p < 0.01). For all variables, individual simulations represented the cumulative distribution functions and variograms better than ordinary kriging and E-type estimates. The greatest uncertainties in predicting soil CO2 emission were associated with areas with the highest estimated values, which produced estimates from 0.18 to 1.85 t CO2 ha-1, according to the different scenarios considered. The knowledge of the uncertainties generated by the different scenarios can be used in inventories of greenhouse gases, to provide conservative estimates of the potential emission of these gases.

Bilateral Sequential NAION: A Comparison of Visual Outcomes in Fellow Eyes Using Quantitative Analysis of Goldmann Visual Fields

Purpose: Previous studies of the visual outcome in bilateral non-arteritic anterior ischemic optic neuropathy (NAION) have yielded conflicting results, specifically regarding congruity between fellow eyes. Prior studies have used measures of acuity and computerized perimetry but none has compared Goldmann visual field outcomes between fellow eyes. In order to better define the concordance of visual loss in this condition, we reviewed our cases of bilateral sequential NAION, including measures of visual acuity, pupillary function and both pattern and severity of visual field loss.Methods: We performed a retrospective chart review of 102 patients with a diagnosis of bilateral sequential NAION. Of the 102 patients, 86 were included in the study for analysis of final visual outcome between the affected eyes. Visual function was assessed using visual acuity, Goldmann visual fields, color vision and RAPD. A quantitative total visual field score and score per quadrant was analyzed for each eye using the numerical Goldmann visual field scoring method previously described by Esterman and colleagues. Based upon these scores, we calculated the total deviation and pattern deviation between fellow eyes and between eyes of different patients. Statistical significance was determined using nonparametric tests.Results: A statistically significant correlation was found between fellow eyes for multiple parameters, including logMAR visual acuity (P = 0.0101), global visual field (P = 0.0001), superior visual field (P = 0.0001), and inferior visual field (P = 0.0001). In addition, the mean deviation of both total (P = 0.0000000007) and pattern (P = 0.000000004) deviation analyses was significantly less between fellow eyes ("intra"-eyes) than between eyes of different patients ("inter"-eyes).Conclusions: Visual function between fellow eyes showed a fair to moderate correlation that was statistically significant. The pattern of vision loss was also more similar in fellow eyes than between eyes of different patients. These results may help allow better prediction of visual outcome for the second eye in patients with NAION. These findings may also be useful for evaluating efficacy of therapeutic interventions.

Midregional pro-atrial natriuretic peptide and procalcitonin improve survival prediction in VAP.

Ventilator-associated pneumonia (VAP) affects mortality, morbidity and cost of critical care. Reliable risk estimation might improve end-of-life decisions, resource allocation and outcome. Several scoring systems for survival prediction have been established and optimised over the last decades. Recently, new biomarkers have gained interest in the prognostic field. We assessed whether midregional pro-atrial natriuretic peptide (MR-proANP) and procalcitonin (PCT) improve the predictive value of the Simplified Acute Physiologic Score (SAPS) II and Sequential Related Organ Failure Assessment (SOFA) in VAP. Specified end-points of a prospective multinational trial including 101 patients with VAP were analysed. Death &lt;28 days after VAP onset was the primary end-point. MR-proANP and PCT were elevated at the onset of VAP in nonsurvivors compared with survivors (p = 0.003 and p = 0.017, respectively) and their slope of decline differed significantly (p = 0.018 and p = 0.039, respectively). Patients with the highest MR-proANP quartile at VAP onset were at increased risk for death (log rank p = 0.013). In a logistic regression model, MR-proANP was identified as the best predictor of survival. Adding MR-proANP and PCT to SAPS II and SOFA improved their predictive properties (area under the curve 0.895 and 0.880). We conclude that the combination of two biomarkers, MR-proANP and PCT, improve survival prediction of clinical severity scores in VAP.