WorldWideScience

Sample records for markov cohort analysis

  1. Markov Chain Ontology Analysis (MCOA).

    Science.gov (United States)

    Frost, H Robert; McCray, Alexa T

    2012-02-03

    Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

  2. Neyman, Markov processes and survival analysis.

    Science.gov (United States)

    Yang, Grace

    2013-07-01

    J. Neyman used stochastic processes extensively in his applied work. One example is the Fix and Neyman (F-N) competing risks model (1951) that uses finite homogeneous Markov processes to analyse clinical trials with breast cancer patients. We revisit the F-N model, and compare it with the Kaplan-Meier (K-M) formulation for right censored data. The comparison offers a way to generalize the K-M formulation to include risks of recovery and relapses in the calculation of a patient's survival probability. The generalization is to extend the F-N model to a nonhomogeneous Markov process. Closed-form solutions of the survival probability are available in special cases of the nonhomogeneous processes, like the popular multiple decrement model (including the K-M model) and Chiang's staging model, but these models do not consider recovery and relapses while the F-N model does. An analysis of sero-epidemiology current status data with recurrent events is illustrated. Fix and Neyman used Neyman's RBAN (regular best asymptotic normal) estimates for the risks, and provided a numerical example showing the importance of considering both the survival probability and the length of time of a patient living a normal life in the evaluation of clinical trials. The said extension would result in a complicated model and it is unlikely to find analytical closed-form solutions for survival analysis. With ever increasing computing power, numerical methods offer a viable way of investigating the problem.

  3. Markov chains and semi-Markov models in time-to-event analysis.

    Science.gov (United States)

    Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

    2013-10-25

    A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

  4. Clinical and economic outcomes in a population-based European cohort of 948 ulcerative colitis and Crohn's disease patients by Markov analysis

    DEFF Research Database (Denmark)

    Odes, S.; Vardi, H.; Friger, M.

    2010-01-01

    .66 in CD. Both diseases had similar likelihood of persistent drug-dependency or drug-refractoriness. Surgery was more probable in CD, 0.20, than UC, 0.08. In terms of economic outcomes, surgery was costlier in UC per cycle, but the outlay over 10 years was greater in CD. Drug-refractory UC and CD cases......P>Background Forecasting clinical and economic outcomes in ulcerative colitis (UC) and Crohn's disease (CD) patients is complex, but necessary. Aims To determine: the frequency of treatment-classified clinical states; the probability of transition between states; and the economic outcomes. Methods...... engendered high costs in the cohort. Conclusions Most patients on 5-aminosalicylates, corticosteroids and immunomodulators had favourable clinical and economic outcomes over 10 years. Drug-refractory and surgical patients exhibited greater long-term expenses...

  5. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

  6. Bayesian analysis for reversible Markov chains

    NARCIS (Netherlands)

    Diaconis, P.; Rolles, S.W.W.

    2006-01-01

    We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from Pólya’s urn. We give closed form normalizing constants, a simple

  7. Analysis of a quantum Markov chain

    International Nuclear Information System (INIS)

    Marbeau, J.; Gudder, S.

    1990-01-01

    A quantum chain is analogous to a classical stationary Markov chain except that the probability measure is replaced by a complex amplitude measure and the transition probability matrix is replaced by a transition amplitude matrix. After considering the general situation, we study a particular example of a quantum chain whose transition amplitude matrix has the form of a Dirichlet matrix. Such matrices generate a discrete analog of the usual continuum Feynman amplitude. We then compute the probability distribution for these quantum chains

  8. Markov Chain Analysis of Musical Dice Games

    Science.gov (United States)

    Volchenkov, D.; Dawin, J. R.

    2012-07-01

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  9. Prediction of inspection intervals using the Markov analysis

    International Nuclear Information System (INIS)

    Rea, R.; Arellano, J.

    2005-01-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  10. An Application of Graph Theory in Markov Chains Reliability Analysis

    Directory of Open Access Journals (Sweden)

    Pavel Skalny

    2014-01-01

    Full Text Available The paper presents reliability analysis which was realized for an industrial company. The aim of the paper is to present the usage of discrete time Markov chains and the flow in network approach. Discrete Markov chains a well-known method of stochastic modelling describes the issue. The method is suitable for many systems occurring in practice where we can easily distinguish various amount of states. Markov chains are used to describe transitions between the states of the process. The industrial process is described as a graph network. The maximal flow in the network corresponds to the production. The Ford-Fulkerson algorithm is used to quantify the production for each state. The combination of both methods are utilized to quantify the expected value of the amount of manufactured products for the given time period.

  11. Markov chain analysis of single spin flip Ising simulations

    International Nuclear Information System (INIS)

    Hennecke, M.

    1997-01-01

    The Markov processes defined by random and loop-based schemes for single spin flip attempts in Monte Carlo simulations of the 2D Ising model are investigated, by explicitly constructing their transition matrices. Their analysis reveals that loops over all lattice sites using a Metropolis-type single spin flip probability often do not define ergodic Markov chains, and have distorted dynamical properties even if they are ergodic. The transition matrices also enable a comparison of the dynamics of random versus loop spin selection and Glauber versus Metropolis probabilities

  12. failure analysis of a uav flight control system using markov analysis

    African Journals Online (AJOL)

    eobe

    2016-01-01

    Jan 1, 2016 ... Tree Analysis (FTA), Dependence Diagram Analysis. (DDA) and Markov Analysis (MA) are the most widely-used methods of probabilistic safety and reliability analysis for airborne system [1]. Fault trees analysis is a backward failure searching ..... [4] Christopher Dabrowski and Fern Hunt Markov Chain.

  13. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    2012-01-01

    If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both

  14. Markov chain model for demersal fish catch analysis in Indonesia

    Science.gov (United States)

    Firdaniza; Gusriani, N.

    2018-03-01

    As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

  15. Monte Carlo methods for the reliability analysis of Markov systems

    International Nuclear Information System (INIS)

    Buslik, A.J.

    1985-01-01

    This paper presents Monte Carlo methods for the reliability analysis of Markov systems. Markov models are useful in treating dependencies between components. The present paper shows how the adjoint Monte Carlo method for the continuous time Markov process can be derived from the method for the discrete-time Markov process by a limiting process. The straightforward extensions to the treatment of mean unavailability (over a time interval) are given. System unavailabilities can also be estimated; this is done by making the system failed states absorbing, and not permitting repair from them. A forward Monte Carlo method is presented in which the weighting functions are related to the adjoint function. In particular, if the exact adjoint function is known then weighting factors can be constructed such that the exact answer can be obtained with a single Monte Carlo trial. Of course, if the exact adjoint function is known, there is no need to perform the Monte Carlo calculation. However, the formulation is useful since it gives insight into choices of the weight factors which will reduce the variance of the estimator

  16. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain

  17. Prediction of inspection intervals using the Markov analysis; Prediccion de intervalos de inspeccion utilizando analisis de Markov

    Energy Technology Data Exchange (ETDEWEB)

    Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx

    2005-07-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  18. Hidden-Markov-Model Analysis Of Telemanipulator Data

    Science.gov (United States)

    Hannaford, Blake; Lee, Paul

    1991-01-01

    Mathematical model and procedure based on hidden-Markov-model concept undergoing development for use in analysis and prediction of outputs of force and torque sensors of telerobotic manipulators. In model, overall task broken down into subgoals, and transition probabilities encode ease with which operator completes each subgoal. Process portion of model encodes task-sequence/subgoal structure, and probability-density functions for forces and torques associated with each state of manipulation encode sensor signals that one expects to observe at subgoal. Parameters of model constructed from engineering knowledge of task.

  19. The semi-Markov process. Generalizations and calculation rules for application in the analysis of systems

    International Nuclear Information System (INIS)

    Hirschmann, H.

    1983-06-01

    The consequences of the basic assumptions of the semi-Markov process as defined from a homogeneous renewal process with a stationary Markov condition are reviewed. The notion of the semi-Markov process is generalized by its redefinition from a nonstationary Markov renewal process. For both the nongeneralized and the generalized case a representation of the first order conditional state probabilities is derived in terms of the transition probabilities of the Markov renewal process. Some useful calculation rules (regeneration rules) are derived for the conditional state probabilities of the semi-Markov process. Compared to the semi-Markov process in its usual definition the generalized process allows the analysis of a larger class of systems. For instance systems with arbitrarily distributed lifetimes of their components can be described. There is also a chance to describe systems which are modified during time by forces or manipulations from outside. (Auth.)

  20. LISA data analysis using Markov chain Monte Carlo methods

    International Nuclear Information System (INIS)

    Cornish, Neil J.; Crowder, Jeff

    2005-01-01

    The Laser Interferometer Space Antenna (LISA) is expected to simultaneously detect many thousands of low-frequency gravitational wave signals. This presents a data analysis challenge that is very different to the one encountered in ground based gravitational wave astronomy. LISA data analysis requires the identification of individual signals from a data stream containing an unknown number of overlapping signals. Because of the signal overlaps, a global fit to all the signals has to be performed in order to avoid biasing the solution. However, performing such a global fit requires the exploration of an enormous parameter space with a dimension upwards of 50 000. Markov Chain Monte Carlo (MCMC) methods offer a very promising solution to the LISA data analysis problem. MCMC algorithms are able to efficiently explore large parameter spaces, simultaneously providing parameter estimates, error analysis, and even model selection. Here we present the first application of MCMC methods to simulated LISA data and demonstrate the great potential of the MCMC approach. Our implementation uses a generalized F-statistic to evaluate the likelihoods, and simulated annealing to speed convergence of the Markov chains. As a final step we supercool the chains to extract maximum likelihood estimates, and estimates of the Bayes factors for competing models. We find that the MCMC approach is able to correctly identify the number of signals present, extract the source parameters, and return error estimates consistent with Fisher information matrix predictions

  1. Markov analysis of different standby computer based systems

    International Nuclear Information System (INIS)

    Srinivas, G.; Guptan, Rajee; Mohan, Nalini; Ghadge, S.G.; Bajaj, S.S.

    2006-01-01

    As against the conventional triplicated systems of hardware and the generation of control signals for the actuator elements by means of redundant hardwired median circuits, employed in the early Indian PHWR's, a new approach of generating control signals based on software by a redundant system of computers is introduced in the advanced/current generation of Indian PHWR's. Reliability is increased by fault diagnostics and automatic switch over of all the loads to one computer in case of total failure of the other computer. Independent processing by a redundant CPU in each system enables inter-comparison to quickly identify system failure, in addition to the other self-diagnostic features provided. Combinatorial models such as reliability block diagrams and fault trees are frequently used to predict the reliability, maintainability and safety of complex systems. Unfortunately, these methods cannot accurately model dynamic system behavior; Because of its unique ability to handle dynamic cases, Markov analysis can be a powerful tool in the reliability maintainability and safety (RMS) analyses of dynamic systems. A Markov model breaks the system configuration into a number of states. Each of these states is connected to all other states by transition rates. It then utilizes transition matrices to evaluate the reliability and safety of the systems, either through matrix manipulation or other analytical solution methods, such as Laplace transforms. Thus, Markov analysis is a powerful reliability, maintainability and safety analysis tool. It allows the analyst to model complex, dynamic, highly distributed, fault tolerant systems that would otherwise be very difficult to model using classical techniques like the Fault tree method. The Dual Processor Hot Standby Process Control System (DPHS-PCS) and the Computerized Channel Temperature Monitoring System (CCTM) are typical examples of hot standby systems in the Indian PHWR's. While such systems currently in use in Indian PHWR

  2. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

    CERN Document Server

    Barbu, Vlad

    2008-01-01

    Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

  3. Logics and Models for Stochastic Analysis Beyond Markov Chains

    DEFF Research Database (Denmark)

    Zeng, Kebin

    , because of the generality of ME distributions, we have to leave the world of Markov chains. To support ME distributions with multiple exits, we introduce a multi-exits ME distribution together with a process algebra MEME to express the systems having the semantics as Markov renewal processes with ME...

  4. A Framework for Bioacoustic Vocalization Analysis Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Ebenezer Out-Nyarko

    2009-11-01

    Full Text Available Using Hidden Markov Models (HMMs as a recognition framework for automatic classification of animal vocalizations has a number of benefits, including the ability to handle duration variability through nonlinear time alignment, the ability to incorporate complex language or recognition constraints, and easy extendibility to continuous recognition and detection domains. In this work, we apply HMMs to several different species and bioacoustic tasks using generalized spectral features that can be easily adjusted across species and HMM network topologies suited to each task. This experimental work includes a simple call type classification task using one HMM per vocalization for repertoire analysis of Asian elephants, a language-constrained song recognition task using syllable models as base units for ortolan bunting vocalizations, and a stress stimulus differentiation task in poultry vocalizations using a non-sequential model via a one-state HMM with Gaussian mixtures. Results show strong performance across all tasks and illustrate the flexibility of the HMM framework for a variety of species, vocalization types, and analysis tasks.

  5. failure analysis of a uav flight control system using markov analysis

    African Journals Online (AJOL)

    Failure analysis of a flight control system proposed for Air Force Institute of Technology (AFIT) Unmanned Aerial Vehicle (UAV) was studied using Markov Analysis (MA). It was perceived that understanding of the number of failure states and the probability of being in those state are of paramount importance in order to ...

  6. Analysis and design of Markov jump systems with complex transition probabilities

    CERN Document Server

    Zhang, Lixian; Shi, Peng; Zhu, Yanzheng

    2016-01-01

    The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts. Part I studies the Markov jump systems with partially unknown TPs. Different methodologies with different conservatism for the basic stability and stabilization problems are developed and compared. Then the problems of state estimation, the control of systems with time-varying delays, the case involved with both partially unknown TPs and uncertain TPs in a composite way are also tackled. Part II deals with the Markov jump systems with piecewise homogeneous TPs. Methodologies that can effectively handle control problems in the scenario are developed, including the one coping with the asynchronous switching phenomenon between the currently activated system mode and the controller/filter to be designed. Part III focuses on the Markov jump systems with memory TPs. The concept of σ-mean square stability is propo...

  7. Multivariate longitudinal data analysis with mixed effects hidden Markov models.

    Science.gov (United States)

    Raffa, Jesse D; Dubin, Joel A

    2015-09-01

    Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

  8. Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - I: Theory

    International Nuclear Information System (INIS)

    Cacuci, D. G.; Cacuci, D. G.; Ionescu-Bujor, M.

    2008-01-01

    The development of the adjoint sensitivity analysis procedure (ASAP) for generic dynamic reliability models based on Markov chains is presented, together with applications of this procedure to the analysis of several systems of increasing complexity. The general theory is presented in Part I of this work and is accompanied by a paradigm application to the dynamic reliability analysis of a simple binary component, namely a pump functioning on an 'up/down' cycle until it fails irreparably. This paradigm example admits a closed form analytical solution, which permits a clear illustration of the main characteristics of the ASAP for Markov chains. In particular, it is shown that the ASAP for Markov chains presents outstanding computational advantages over other procedures currently in use for sensitivity and uncertainty analysis of the dynamic reliability of large-scale systems. This conclusion is further underscored by the large-scale applications presented in Part II. (authors)

  9. Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - I: Theory

    Energy Technology Data Exchange (ETDEWEB)

    Cacuci, D. G. [Commiss Energy Atom, Direct Energy Nucl, Saclay, (France); Cacuci, D. G. [Univ Karlsruhe, Inst Nucl Technol and Reactor Safety, D-76021 Karlsruhe, (Germany); Ionescu-Bujor, M. [Forschungszentrum Karlsruhe, Fus Program, D-76021 Karlsruhe, (Germany)

    2008-07-01

    The development of the adjoint sensitivity analysis procedure (ASAP) for generic dynamic reliability models based on Markov chains is presented, together with applications of this procedure to the analysis of several systems of increasing complexity. The general theory is presented in Part I of this work and is accompanied by a paradigm application to the dynamic reliability analysis of a simple binary component, namely a pump functioning on an 'up/down' cycle until it fails irreparably. This paradigm example admits a closed form analytical solution, which permits a clear illustration of the main characteristics of the ASAP for Markov chains. In particular, it is shown that the ASAP for Markov chains presents outstanding computational advantages over other procedures currently in use for sensitivity and uncertainty analysis of the dynamic reliability of large-scale systems. This conclusion is further underscored by the large-scale applications presented in Part II. (authors)

  10. Mixed Vehicle Flow At Signalized Intersection: Markov Chain Analysis

    Directory of Open Access Journals (Sweden)

    Gertsbakh Ilya B.

    2015-09-01

    Full Text Available We assume that a Poisson flow of vehicles arrives at isolated signalized intersection, and each vehicle, independently of others, represents a random number X of passenger car units (PCU’s. We analyze numerically the stationary distribution of the queue process {Zn}, where Zn is the number of PCU’s in a queue at the beginning of the n-th red phase, n → ∞. We approximate the number Yn of PCU’s arriving during one red-green cycle by a two-parameter Negative Binomial Distribution (NBD. The well-known fact is that {Zn} follow an infinite-state Markov chain. We approximate its stationary distribution using a finite-state Markov chain. We show numerically that there is a strong dependence of the mean queue length E[Zn] in equilibrium on the input distribution of Yn and, in particular, on the ”over dispersion” parameter γ= Var[Yn]/E[Yn]. For Poisson input, γ = 1. γ > 1 indicates presence of heavy-tailed input. In reality it means that a relatively large ”portion” of PCU’s, considerably exceeding the average, may arrive with high probability during one red-green cycle. Empirical formulas are presented for an accurate estimation of mean queue length as a function of load and g of the input flow. Using the Markov chain technique, we analyze the mean ”virtual” delay time for a car which always arrives at the beginning of the red phase.

  11. ANALYSIS OF MARKOV NETWORK WITH INCOMES, POSITIVE AND NEGATIVE MESSAGES

    Directory of Open Access Journals (Sweden)

    V. V. Naumenko

    2014-01-01

    Full Text Available Markov queuing network with income in transient regime is considered. It has positive and negative messages, which can be used in forecasting income of information and telecommunication systems and networks affected by viruses. Investigations are carried out in the cases when incomes from transitions between network states are deterministic functions dependent on states, or they are random variables with given mean values. In the last case it is assumed that all network systems operate in a high load mode. An example is given.

  12. Reliability analysis and prediction of mixed mode load using Markov Chain Model

    International Nuclear Information System (INIS)

    Nikabdullah, N.; Singh, S. S. K.; Alebrahim, R.; Azizi, M. A.; K, Elwaleed A.; Noorani, M. S. M.

    2014-01-01

    The aim of this paper is to present the reliability analysis and prediction of mixed mode loading by using a simple two state Markov Chain Model for an automotive crankshaft. The reliability analysis and prediction for any automotive component or structure is important for analyzing and measuring the failure to increase the design life, eliminate or reduce the likelihood of failures and safety risk. The mechanical failures of the crankshaft are due of high bending and torsion stress concentration from high cycle and low rotating bending and torsional stress. The Markov Chain was used to model the two states based on the probability of failure due to bending and torsion stress. In most investigations it revealed that bending stress is much serve than torsional stress, therefore the probability criteria for the bending state would be higher compared to the torsion state. A statistical comparison between the developed Markov Chain Model and field data was done to observe the percentage of error. The reliability analysis and prediction was derived and illustrated from the Markov Chain Model were shown in the Weibull probability and cumulative distribution function, hazard rate and reliability curve and the bathtub curve. It can be concluded that Markov Chain Model has the ability to generate near similar data with minimal percentage of error and for a practical application; the proposed model provides a good accuracy in determining the reliability for the crankshaft under mixed mode loading

  13. Adaptive Quantification and Longitudinal Analysis of Pulmonary Emphysema with a Hidden Markov Measure Field Model

    Science.gov (United States)

    Häme, Yrjö; Angelini, Elsa D.; Hoffman, Eric A.; Barr, R. Graham; Laine, Andrew F.

    2014-01-01

    The extent of pulmonary emphysema is commonly estimated from CT images by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions in the lung and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the present model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was used to quantify emphysema on a cohort of 87 subjects, with repeated CT scans acquired over a time period of 8 years using different imaging protocols. The scans were acquired approximately annually, and the data set included a total of 365 scans. The results show that the emphysema estimates produced by the proposed method have very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. In addition, the generated emphysema delineations promise great advantages for regional analysis of emphysema extent and progression, possibly advancing disease subtyping. PMID:24759984

  14. A Markov Chain Monte Carlo Approach to Confirmatory Item Factor Analysis

    Science.gov (United States)

    Edwards, Michael C.

    2010-01-01

    Item factor analysis has a rich tradition in both the structural equation modeling and item response theory frameworks. The goal of this paper is to demonstrate a novel combination of various Markov chain Monte Carlo (MCMC) estimation routines to estimate parameters of a wide variety of confirmatory item factor analysis models. Further, I show…

  15. Data Analysis Recipes: Using Markov Chain Monte Carlo

    Science.gov (United States)

    Hogg, David W.; Foreman-Mackey, Daniel

    2018-05-01

    Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .

  16. Health economic evaluation of Human Papillomavirus vaccines in women from Venezuela by a lifetime Markov cohort model

    Directory of Open Access Journals (Sweden)

    Ariel Esteban Bardach

    2017-02-01

    Full Text Available Abstract Background Cervical cancer (CC and genital warts (GW are a significant public health issue in Venezuela. Our objective was to assess the cost-effectiveness of the two available vaccines, bivalent and quadrivalent, against Human Papillomavirus (HPV in Venezuelan girls in order to inform decision-makers. Methods A previously published Markov cohort model, informed by the best available evidence, was adapted to the Venezuelan context to evaluate the effects of vaccination on health and healthcare costs from the perspective of the healthcare payer in an 11-year-old girls cohort of 264,489. Costs and quality-adjusted life years (QALYs were discounted at 5%. Eight scenarios were analyzed to depict the cost-effectiveness under alternative vaccine prices, exchange rates and dosing schemes. Deterministic and probabilistic sensitivity analyses were performed. Results Compared to screening only, the bivalent and quadrivalent vaccines were cost-saving in all scenarios, avoiding 2,310 and 2,143 deaths, 4,781 and 4,431 CCs up to 18,459 GW for the quadrivalent vaccine and gaining 4,486 and 4,395 discounted QALYs respectively. For both vaccines, the main determinants of variations in the incremental costs-effectiveness ratio after running deterministic and probabilistic sensitivity analyses were transition probabilities, vaccine and cancer-treatment costs and HPV 16 and 18 distribution in CC cases. When comparing vaccines, none of them was consistently more cost-effective than the other. In sensitivity analyses, for these comparisons, the main determinants were GW incidence, the level of cross-protection and, for some scenarios, vaccines costs. Conclusions Immunization with the bivalent or quadrivalent HPV vaccines showed to be cost-saving or cost-effective in Venezuela, falling below the threshold of one Gross Domestic Product (GDP per capita (104,404 VEF per QALY gained. Deterministic and probabilistic sensitivity analyses confirmed the robustness of

  17. Novel migration operators of biogeography-based optimization and Markov analysis

    DEFF Research Database (Denmark)

    Guo, Weian; Wang, Lei; Si, Chenyong

    2016-01-01

    , and therefore, the algorithm’s performance worsens. In this paper, we propose three novel migration operators to enhance the exploration ability of BBO. To present a mathematical proof, Markov analysis is conducted to confirm the advantages of the proposed migration operators over existing ones. In addition...

  18. Spectral analysis and markov switching model of Indonesia business cycle

    Science.gov (United States)

    Fajar, Muhammad; Darwis, Sutawanir; Darmawan, Gumgum

    2017-03-01

    This study aims to investigate the Indonesia business cycle encompassing the determination of smoothing parameter (λ) on Hodrick-Prescott filter. Subsequently, the components of the filter output cycles were analyzed using a spectral method useful to know its characteristics, and Markov switching regime modeling is made to forecast the probability recession and expansion regimes. The data used in the study is real GDP (1983Q1 - 2016Q2). The results of the study are: a) Hodrick-Prescott filter on real GDP of Indonesia to be optimal when the value of the smoothing parameter is 988.474, b) Indonesia business cycle has amplitude varies between±0.0071 to±0.01024, and the duration is between 4 to 22 quarters, c) the business cycle can be modelled by MSIV-AR (2) but regime periodization is generated this model not perfect exactly with real regime periodzation, and d) Based on the model MSIV-AR (2) obtained long-term probabilities in the expansion regime: 0.4858 and in the recession regime: 0.5142.

  19. Reliability analysis of nuclear component cooling water system using semi-Markov process model

    International Nuclear Information System (INIS)

    Veeramany, Arun; Pandey, Mahesh D.

    2011-01-01

    Research highlights: → Semi-Markov process (SMP) model is used to evaluate system failure probability of the nuclear component cooling water (NCCW) system. → SMP is used because it can solve reliability block diagram with a mixture of redundant repairable and non-repairable components. → The primary objective is to demonstrate that SMP can consider Weibull failure time distribution for components while a Markov model cannot → Result: the variability in component failure time is directly proportional to the NCCW system failure probability. → The result can be utilized as an initiating event probability in probabilistic safety assessment projects. - Abstract: A reliability analysis of nuclear component cooling water (NCCW) system is carried out. Semi-Markov process model is used in the analysis because it has potential to solve a reliability block diagram with a mixture of repairable and non-repairable components. With Markov models it is only possible to assume an exponential profile for component failure times. An advantage of the proposed model is the ability to assume Weibull distribution for the failure time of components. In an attempt to reduce the number of states in the model, it is shown that usage of poly-Weibull distribution arises. The objective of the paper is to determine system failure probability under these assumptions. Monte Carlo simulation is used to validate the model result. This result can be utilized as an initiating event probability in probabilistic safety assessment projects.

  20. Reliability analysis of Markov history-dependent repairable systems with neglected failures

    International Nuclear Information System (INIS)

    Du, Shijia; Zeng, Zhiguo; Cui, Lirong; Kang, Rui

    2017-01-01

    Markov history-dependent repairable systems refer to the Markov repairable systems in which some states are changeable and dependent on recent evolutional history of the system. In practice, many Markov history-dependent repairable systems are subjected to neglected failures, i.e., some failures do not affect system performances if they can be repaired promptly. In this paper, we develop a model based on the theory of aggregated stochastic processes to describe the history-dependent behavior and the effect of neglected failures on the Markov history-dependent repairable systems. Based on the developed model, instantaneous and steady-state availabilities are derived to characterize the reliability of the system. Four reliability-related time distributions, i.e., distribution for the k th working period, distribution for the k th failure period, distribution for the real working time in an effective working period, distribution for the neglected failure time in an effective working period, are also derived to provide a more comprehensive description of the system's reliability. Thanks to the power of the theory of aggregated stochastic processes, closed-form expressions are obtained for all the reliability indexes and time distributions. Finally, the developed indexes and analysis methods are demonstrated by a numerical example. - Highlights: • Markovian history-dependent repairable systems with neglected failures is modeled. • Aggregated stochastic processes are used to derive reliability indexes and time distributions. • Closed-form expressions are derived for the considered indexes and distributions.

  1. System reliability assessment via sensitivity analysis in the Markov chain scheme

    International Nuclear Information System (INIS)

    Gandini, A.

    1988-01-01

    Methods for reliability sensitivity analysis in the Markov chain scheme are presented, together with a new formulation which makes use of Generalized Perturbation Theory (GPT) methods. As well known, sensitivity methods are fundamental in system risk analysis, since they allow to identify important components, so to assist the analyst in finding weaknesses in design and operation and in suggesting optimal modifications for system upgrade. The relationship between the GPT sensitivity expression and the Birnbaum importance is also given [fr

  2. Application of Markov chains-entropy to analysis of depositional environments

    Energy Technology Data Exchange (ETDEWEB)

    Men Guizhen; Shi Xiaohong; Zhao Shuzhi

    1989-01-01

    The paper systematically and comprehensively discussed application of Markov chains-entropy to analysis of depositional environments of the upper Carboniferous series Taiyuan Formation in Anjialing, Pingshuo open-cast mine, Shanxi. Definite geological meanings were given respectively to calculated values of transition probability matrix, extremity probability matrix, substitution matrix and the entropy. The lithologic successions of coarse-fine-coarse grained layers from bottom upwards in the coal-bearing series made up the general symmetric cyclic patterns. It was suggested that the coal-bearing strata deposited in the coal-forming environment in delta plain-littoral swamps. Quantitative study of cyclic visibility and variation of formation was conducted. The assemblage relation among stratigraphic sequences and the significance of predicting vertical change were emphasized. Results of study showed that overall analysis of Markov chains was an effective method for analysis of depositional environments of coal-bearing strata. 2 refs., 5 figs.

  3. Current recommendations on the estimation of transition probabilities in Markov cohort models for use in health care decision-making: a targeted literature review

    Directory of Open Access Journals (Sweden)

    Olariu E

    2017-09-01

    Full Text Available Elena Olariu,1 Kevin K Cadwell,1 Elizabeth Hancock,1 David Trueman,1 Helene Chevrou-Severac2 1PHMR Ltd, London, UK; 2Takeda Pharmaceuticals International AG, Zurich, Switzerland Objective: Although Markov cohort models represent one of the most common forms of decision-analytic models used in health care decision-making, correct implementation of such models requires reliable estimation of transition probabilities. This study sought to identify consensus statements or guidelines that detail how such transition probability matrices should be estimated. Methods: A literature review was performed to identify relevant publications in the following databases: Medline, Embase, the Cochrane Library, and PubMed. Electronic searches were supplemented by manual-searches of health technology assessment (HTA websites in Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and the UK. One reviewer assessed studies for eligibility. Results: Of the 1,931 citations identified in the electronic searches, no studies met the inclusion criteria for full-text review, and no guidelines on transition probabilities in Markov models were identified. Manual-searching of the websites of HTA agencies identified ten guidelines on economic evaluations (Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and UK. All identified guidelines provided general guidance on how to develop economic models, but none provided guidance on the calculation of transition probabilities. One relevant publication was identified following review of the reference lists of HTA agency guidelines: the International Society for Pharmacoeconomics and Outcomes Research taskforce guidance. This provided limited guidance on the use of rates and probabilities. Conclusions: There is limited formal guidance available on the estimation of transition probabilities for use in decision-analytic models. Given the increasing importance of cost

  4. Reliability Analysis of 6-Component Star Markov Repairable System with Spatial Dependence

    Directory of Open Access Journals (Sweden)

    Liying Wang

    2017-01-01

    Full Text Available Star repairable systems with spatial dependence consist of a center component and several peripheral components. The peripheral components are arranged around the center component, and the performance of each component depends on its spatial “neighbors.” Vector-Markov process is adapted to describe the performance of the system. The state space and transition rate matrix corresponding to the 6-component star Markov repairable system with spatial dependence are presented via probability analysis method. Several reliability indices, such as the availability, the probabilities of visiting the safety, the degradation, the alert, and the failed state sets, are obtained by Laplace transform method and a numerical example is provided to illustrate the results.

  5. Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant

    Science.gov (United States)

    Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram; Garg, Tarun Kr.

    2015-12-01

    This paper deals with the Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant. This system was modeled using Markov birth-death process with the assumption that the failure and repair rates of each subsystem follow exponential distribution. The first-order Chapman-Kolmogorov differential equations are developed with the use of mnemonic rule and these equations are solved with Runga-Kutta fourth-order method. The long-run availability, reliability and mean time between failures are computed for various choices of failure and repair rates of subsystems of the system. The findings of the paper are discussed with the plant personnel to adopt and practice suitable maintenance policies/strategies to enhance the performance of the urea synthesis system of the fertilizer plant.

  6. Availability analysis of subsea blowout preventer using Markov model considering demand rate

    Directory of Open Access Journals (Sweden)

    Sunghee Kim

    2014-12-01

    Full Text Available Availabilities of subsea Blowout Preventers (BOP in the Gulf of Mexico Outer Continental Shelf (GoM OCS is investigated using a Markov method. An updated β factor model by SINTEF is used for common-cause failures in multiple redundant systems. Coefficient values of failure rates for the Markov model are derived using the β factor model of the PDS (reliability of computer-based safety systems, Norwegian acronym method. The blind shear ram preventer system of the subsea BOP components considers a demand rate to reflect reality more. Markov models considering the demand rate for one or two components are introduced. Two data sets are compared at the GoM OCS. The results show that three or four pipe ram preventers give similar availabilities, but redundant blind shear ram preventers or annular preventers enhance the availability of the subsea BOP. Also control systems (PODs and connectors are contributable components to improve the availability of the subsea BOPs based on sensitivity analysis.

  7. Information-Theoretic Performance Analysis of Sensor Networks via Markov Modeling of Time Series Data.

    Science.gov (United States)

    Li, Yue; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Yue Li; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Wettergren, Thomas A; Li, Yue; Ray, Asok; Jha, Devesh K

    2018-06-01

    This paper presents information-theoretic performance analysis of passive sensor networks for detection of moving targets. The proposed method falls largely under the category of data-level information fusion in sensor networks. To this end, a measure of information contribution for sensors is formulated in a symbolic dynamics framework. The network information state is approximately represented as the largest principal component of the time series collected across the network. To quantify each sensor's contribution for generation of the information content, Markov machine models as well as x-Markov (pronounced as cross-Markov) machine models, conditioned on the network information state, are constructed; the difference between the conditional entropies of these machines is then treated as an approximate measure of information contribution by the respective sensors. The x-Markov models represent the conditional temporal statistics given the network information state. The proposed method has been validated on experimental data collected from a local area network of passive sensors for target detection, where the statistical characteristics of environmental disturbances are similar to those of the target signal in the sense of time scale and texture. A distinctive feature of the proposed algorithm is that the network decisions are independent of the behavior and identity of the individual sensors, which is desirable from computational perspectives. Results are presented to demonstrate the proposed method's efficacy to correctly identify the presence of a target with very low false-alarm rates. The performance of the underlying algorithm is compared with that of a recent data-driven, feature-level information fusion algorithm. It is shown that the proposed algorithm outperforms the other algorithm.

  8. Study on the systematic approach of Markov modeling for dependability analysis of complex fault-tolerant features with voting logics

    International Nuclear Information System (INIS)

    Son, Kwang Seop; Kim, Dong Hoon; Kim, Chang Hwoi; Kang, Hyun Gook

    2016-01-01

    The Markov analysis is a technique for modeling system state transitions and calculating the probability of reaching various system states. While it is a proper tool for modeling complex system designs involving timing, sequencing, repair, redundancy, and fault tolerance, as the complexity or size of the system increases, so does the number of states of interest, leading to difficulty in constructing and solving the Markov model. This paper introduces a systematic approach of Markov modeling to analyze the dependability of a complex fault-tolerant system. This method is based on the decomposition of the system into independent subsystem sets, and the system-level failure rate and the unavailability rate for the decomposed subsystems. A Markov model for the target system is easily constructed using the system-level failure and unavailability rates for the subsystems, which can be treated separately. This approach can decrease the number of states to consider simultaneously in the target system by building Markov models of the independent subsystems stage by stage, and results in an exact solution for the Markov model of the whole target system. To apply this method we construct a Markov model for the reactor protection system found in nuclear power plants, a system configured with four identical channels and various fault-tolerant architectures. The results show that the proposed method in this study treats the complex architecture of the system in an efficient manner using the merits of the Markov model, such as a time dependent analysis and a sequential process analysis. - Highlights: • Systematic approach of Markov modeling for system dependability analysis is proposed based on the independent subsystem set, its failure rate and unavailability rate. • As an application example, we construct the Markov model for the digital reactor protection system configured with four identical and independent channels, and various fault-tolerant architectures. • The

  9. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

    Directory of Open Access Journals (Sweden)

    Mokaedi V. Lekgari

    2014-01-01

    Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.

  10. Apparent and internal validity of a Monte Carlo-Markov model for cardiovascular disease in a cohort follow-up study.

    Science.gov (United States)

    Nijhuis, Rogier L; Stijnen, Theo; Peeters, Anna; Witteman, Jacqueline C M; Hofman, Albert; Hunink, M G Myriam

    2006-01-01

    To determine the apparent and internal validity of the Rotterdam Ischemic heart disease & Stroke Computer (RISC) model, a Monte Carlo-Markov model, designed to evaluate the impact of cardiovascular disease (CVD) risk factors and their modification on life expectancy (LE) and cardiovascular disease-free LE (DFLE) in a general population (hereinafter, these will be referred to together as (DF)LE). The model is based on data from the Rotterdam Study, a cohort follow-up study of 6871 subjects aged 55 years and older who visited the research center for risk factor assessment at baseline (1990-1993) and completed a follow-up visit 7 years later (original cohort). The transition probabilities and risk factor trends used in the RISC model were based on data from 3501 subjects (the study cohort). To validate the RISC model, the number of simulated CVD events during 7 years' follow-up were compared with the observed number of events in the study cohort and the original cohort, respectively, and simulated (DF)LEs were compared with the (DF)LEs calculated from multistate life tables. Both in the study cohort and in the original cohort, the simulated distribution of CVD events was consistent with the observed number of events (CVD deaths: 7.1% v. 6.6% and 7.4% v. 7.6%, respectively; non-CVD deaths: 11.2% v. 11.5% and 12.9% v. 13.0%, respectively). The distribution of (DF)LEs estimated with the RISC model consistently encompassed the (DF)LEs calculated with multistate life tables. The simulated events and (DF)LE estimates from the RISC model are consistent with observed data from a cohort follow-up study.

  11. Invariant density analysis: modeling and analysis of the postural control system using Markov chains.

    Science.gov (United States)

    Hur, Pilwon; Shorter, K Alex; Mehta, Prashant G; Hsiao-Wecksler, Elizabeth T

    2012-04-01

    In this paper, a novel analysis technique, invariant density analysis (IDA), is introduced. IDA quantifies steady-state behavior of the postural control system using center of pressure (COP) data collected during quiet standing. IDA relies on the analysis of a reduced-order finite Markov model to characterize stochastic behavior observed during postural sway. Five IDA parameters characterize the model and offer physiological insight into the long-term dynamical behavior of the postural control system. Two studies were performed to demonstrate the efficacy of IDA. Study 1 showed that multiple short trials can be concatenated to create a dataset suitable for IDA. Study 2 demonstrated that IDA was effective at distinguishing age-related differences in postural control behavior between young, middle-aged, and older adults. These results suggest that the postural control system of young adults converges more quickly to their steady-state behavior while maintaining COP nearer an overall centroid than either the middle-aged or older adults. Additionally, larger entropy values for older adults indicate that their COP follows a more stochastic path, while smaller entropy values for young adults indicate a more deterministic path. These results illustrate the potential of IDA as a quantitative tool for the assessment of the quiet-standing postural control system.

  12. System reliability analysis and introduction to modelisation by means of Markov chains

    International Nuclear Information System (INIS)

    Doyon, L.R.

    1977-01-01

    A new method to solve simultaneously all models of availability, reliability and maintenaibility for a complex system is described. This analysis is obtained more exactly by using time-intervals between failures and times to repare with probability laws and maintenance policies most adapted to the problem. The expression of this computation, using MARKOV chains corresponds perfectly to computer-language and results very short machine operation times. The procedure necessary for the use of APAFS program operationnal at the CISI (Compagnie Internationale de Services en Informatique) is also described. Thus, a very important tool is now available to designers without any requirement in programming knowledge [fr

  13. Fracture overprinting history using Markov chain analysis: Windsor-Kennetcook subbasin, Maritimes Basin, Canada

    Science.gov (United States)

    Snyder, Morgan E.; Waldron, John W. F.

    2018-03-01

    The deformation history of the Upper Paleozoic Maritimes Basin, Atlantic Canada, can be partially unraveled by examining fractures (joints, veins, and faults) that are well exposed on the shorelines of the macrotidal Bay of Fundy, in subsurface core, and on image logs. Data were collected from coastal outcrops and well core across the Windsor-Kennetcook subbasin, a subbasin in the Maritimes Basin, using the circular scan-line and vertical scan-line methods in outcrop, and FMI Image log analysis of core. We use cross-cutting and abutting relationships between fractures to understand relative timing of fracturing, followed by a statistical test (Markov chain analysis) to separate groups of fractures. This analysis, previously used in sedimentology, was modified to statistically test the randomness of fracture timing relationships. The results of the Markov chain analysis suggest that fracture initiation can be attributed to movement along the Minas Fault Zone, an E-W fault system that bounds the Windsor-Kennetcook subbasin to the north. Four sets of fractures are related to dextral strike slip along the Minas Fault Zone in the late Paleozoic, and four sets are related to sinistral reactivation of the same boundary in the Mesozoic.

  14. Markov processes

    CERN Document Server

    Kirkwood, James R

    2015-01-01

    Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGambler’s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...

  15. Distinguishing patterns in the dynamics of long-term medication use by Markov analysis: beyond persistence

    Directory of Open Access Journals (Sweden)

    Lammers Jan-Willem J

    2007-07-01

    Full Text Available Abstract Background In order to accurately distinguish gaps of varying length in drug treatment for chronic conditions from discontinuation without resuming therapy, short-term observation does not suffice. Thus, the use of inhalation corticosteroids (ICS in the long-term, during a ten-year period is investigated. To describe medication use as a continuum, taking into account the timeliness and consistency of refilling, a Markov model is proposed. Methods Patients, that filled at least one prescription in 1993, were selected from the PHARMO medical record linkage system (RLS containing >95% prescription dispensings per patient originating from community pharmacy records of 6 medium-sized cities in the Netherlands. The probabilities of continuous use, the refilling of at least one ICS prescription in each year of follow-up, and medication free periods were assessed by Markov analysis. Stratified analysis according to new use was performed. Results The transition probabilities of the refilling of at least one ICS prescription in the subsequent year of follow-up, were assessed for each year of follow-up and for the total study period. The change of transition probabilities in time was evaluated, e.g. the probability of continuing ICS use of starters in the first two years (51% of follow-up increased to more than 70% in the following years. The probabilities of different patterns of medication use were assessed: continuous use (7.7%, cumulative medication gaps (1–8 years 69.1% and discontinuing (23.2% during ten-year follow-up for new users. New users had lower probability of continuous use (7.7% and more variability in ICS refill patterns than previous users (56%. Conclusion In addition to well-established methods in epidemiology to ascertain compliance and persistence, a Markov model could be useful to further specify the variety of possible patterns of medication use within the continuum of adherence. This Markov model describes variation in

  16. Markov Modeling with Soft Aggregation for Safety and Decision Analysis; TOPICAL

    International Nuclear Information System (INIS)

    COOPER, J. ARLIN

    1999-01-01

    The methodology in this report improves on some of the limitations of many conventional safety assessment and decision analysis methods. A top-down mathematical approach is developed for decomposing systems and for expressing imprecise individual metrics as possibilistic or fuzzy numbers. A ''Markov-like'' model is developed that facilitates combining (aggregating) inputs into overall metrics and decision aids, also portraying the inherent uncertainty. A major goal of Markov modeling is to help convey the top-down system perspective. One of the constituent methodologies allows metrics to be weighted according to significance of the attribute and aggregated nonlinearly as to contribution. This aggregation is performed using exponential combination of the metrics, since the accumulating effect of such factors responds less and less to additional factors. This is termed ''soft'' mathematical aggregation. Dependence among the contributing factors is accounted for by incorporating subjective metrics on ''overlap'' of the factors as well as by correspondingly reducing the overall contribution of these combinations to the overall aggregation. Decisions corresponding to the meaningfulness of the results are facilitated in several ways. First, the results are compared to a soft threshold provided by a sigmoid function. Second, information is provided on input ''Importance'' and ''Sensitivity,'' in order to know where to place emphasis on considering new controls that may be necessary. Third, trends in inputs and outputs are tracked in order to obtain significant information% including cyclic information for the decision process. A practical example from the air transportation industry is used to demonstrate application of the methodology. Illustrations are given for developing a structure (along with recommended inputs and weights) for air transportation oversight at three different levels, for developing and using cycle information, for developing Importance and

  17. A Hidden Markov Model for Analysis of Frontline Veterinary Data for Emerging Zoonotic Disease Surveillance

    Science.gov (United States)

    Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig

    2011-01-01

    Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763

  18. Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

    Science.gov (United States)

    Sharma, Sanjib

    2017-08-01

    Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

  19. Markov Chains and Markov Processes

    OpenAIRE

    Ogunbayo, Segun

    2016-01-01

    Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives. For some times there had been suspense on distinct predictions and future existences. Also in different games there had been different expectations or results involved. That is the reason why we need Markov chains to predict o...

  20. Development of Markov model of emergency diesel generator for dynamic reliability analysis

    Energy Technology Data Exchange (ETDEWEB)

    Jin, Young Ho; Choi, Sun Yeong; Yang, Joon Eon [Korea Atomic Energy Research Institute, Taejon (Korea)

    1999-02-01

    The EDG (Emergency Diesal Generator) of nuclear power plant is one of the most important equipments in mitigating accidents. The FT (Fault Tree) method is widely used to assess the reliability of safety systems like an EDG in nuclear power plant. This method, however, has limitations in modeling dynamic features of safety systems exactly. We, hence, have developed a Markov model to represent the stochastic process of dynamic systems whose states change as time moves on. The Markov model enables us to develop a dynamic reliability model of EDG. This model can represent all possible states of EDG comparing to the FRANTIC code developed by U.S. NRC for the reliability analysis of standby systems. to access the regulation policy for test interval, we performed two simulations based on the generic data and plant specific data of YGN 3, respectively by using the developed model. We also estimate the effects of various repair rates and the fractions of starting failures by demand shock to the reliability of EDG. And finally, Aging effect is analyzed. (author). 23 refs., 19 figs., 9 tabs.

  1. [Analysis and modelling of safety culture in a Mexican hospital by Markov chains].

    Science.gov (United States)

    Velázquez-Martínez, J D; Cruz-Suárez, H; Santos-Reyes, J

    2016-01-01

    The objective of this study was to analyse and model the safety culture with Markov chains, as well as predicting and/or prioritizing over time the evolutionary behaviour of the safety culture of the health's staff in one Mexican hospital. The Markov chain theory has been employed in the analysis, and the input data has been obtained from a previous study based on the Safety Attitude Questionnaire (CAS-MX-II), by considering the following 6 dimensions: safety climate, teamwork, job satisfaction, recognition of stress, perception of management, and work environment. The results highlighted the predictions and/or prioritisation of the approximate time for the possible integration into the evolutionary behaviour of the safety culture as regards the "slightly agree" (Likert scale) for: safety climate (in 12 years; 24.13%); teamwork (8 years; 34.61%); job satisfaction (11 years; 52.41%); recognition of the level of stress (8 years; 19.35%); and perception of the direction (22 years; 27.87%). The work environment dimension was unable to determine the behaviour of staff information, i.e. no information cultural roots were obtained. In general, it has been shown that there are weaknesses in the safety culture of the hospital, which is an opportunity to suggest changes to the mandatory policies in order to strengthen it. Copyright © 2016 SECA. Publicado por Elsevier España, S.L.U. All rights reserved.

  2. Markov analysis of alpha-helical, beta-sheet and random coil regions of proteins

    International Nuclear Information System (INIS)

    Macchiato, M.; Tramontano, A.

    1983-01-01

    The rules up to now used to predict the spatial configuration of proteins from their primary structure are mostly based on the recurrence analysis of some doublets, triplets and so on of contiguous amino acids, but they do not take into account the correlation characteristics of the whole amino acid sequence. A statistical analysis of amino acid sequences for the alpha-helical, beta-sheet and random coil regions of about twenty proteins with known secondary structure by considering correlations effects has been carried out. The obtained results demonstrate that these sequences are at least a second-order Markov chain, i.e. they appear as if they were generated by a source that remembers at least the two aminoacids before the one being generated and that these two previous symbols influence the present choice

  3. STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Denny Meyer

    2006-12-01

    Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated

  4. Timing of bariatric surgery for severely obese adolescents: a Markov decision-analysis.

    Science.gov (United States)

    Stroud, Andrea M; Parker, Devin; Croitoru, Daniel P

    2016-05-01

    Although controversial, bariatric surgery is increasingly being performed in adolescents. We developed a model to simulate the effect of timing of gastric bypass in obese adolescents on quantity and quality of life. A Markov state-transition model was constructed comparing two treatment strategies: gastric bypass surgery at age 16 versus delayed surgery in adulthood. The model simulated a hypothetical cohort of adolescents with body mass index of 45kg/m(2). Model inputs were derived from current literature. The main outcome measure was quality and quantity of life, measured using quality-adjusted life-years (QALYs). For females, early gastric bypass surgery was favored by 2.02 QALYs compared to delaying surgery until age 35 (48.91 vs. 46.89 QALYs). The benefit was even greater for males, where early surgery was favored by 2.9 QALYs (48.30 vs. 45.40 QALYs). The absolute benefit of surgery at age 16 increased; the later surgery was delayed into adulthood. Sensitivity analyses demonstrated that adult surgery was favored only when the values for adverse events were unrealistically high. In our model, early gastric bypass in obese adolescents improved both quality and quantity of life. These findings are useful for surgeons and pediatricians when counseling adolescents considering weight loss surgery. Copyright © 2016 Elsevier Inc. All rights reserved.

  5. Adjoint sensitivity analysis procedure of Markov chains with applications on reliability of IFMIF accelerator-system facilities

    Energy Technology Data Exchange (ETDEWEB)

    Balan, I.

    2005-05-01

    This work presents the implementation of the Adjoint Sensitivity Analysis Procedure (ASAP) for the Continuous Time, Discrete Space Markov chains (CTMC), as an alternative to the other computational expensive methods. In order to develop this procedure as an end product in reliability studies, the reliability of the physical systems is analyzed using a coupled Fault-Tree - Markov chain technique, i.e. the abstraction of the physical system is performed using as the high level interface the Fault-Tree and afterwards this one is automatically converted into a Markov chain. The resulting differential equations based on the Markov chain model are solved in order to evaluate the system reliability. Further sensitivity analyses using ASAP applied to CTMC equations are performed to study the influence of uncertainties in input data to the reliability measures and to get the confidence in the final reliability results. The methods to generate the Markov chain and the ASAP for the Markov chain equations have been implemented into the new computer code system QUEFT/MARKOMAGS/MCADJSEN for reliability and sensitivity analysis of physical systems. The validation of this code system has been carried out by using simple problems for which analytical solutions can be obtained. Typical sensitivity results show that the numerical solution using ASAP is robust, stable and accurate. The method and the code system developed during this work can be used further as an efficient and flexible tool to evaluate the sensitivities of reliability measures for any physical system analyzed using the Markov chain. Reliability and sensitivity analyses using these methods have been performed during this work for the IFMIF Accelerator System Facilities. The reliability studies using Markov chain have been concentrated around the availability of the main subsystems of this complex physical system for a typical mission time. The sensitivity studies for two typical responses using ASAP have been

  6. Effects of tour boats on dolphin activity examined with sensitivity analysis of Markov chains.

    Science.gov (United States)

    Dans, Silvana Laura; Degrati, Mariana; Pedraza, Susana Noemí; Crespo, Enrique Alberto

    2012-08-01

    In Patagonia, Argentina, watching dolphins, especially dusky dolphins (Lagenorhynchus obscurus), is a new tourist activity. Feeding time decreases and time to return to feeding after feeding is abandoned and time it takes a group of dolphins to feed increase in the presence of boats. Such effects on feeding behavior may exert energetic costs on dolphins and thus reduce an individual's survival and reproductive capacity or maybe associated with shifts in distribution. We sought to predict which behavioral changes modify the activity pattern of dolphins the most. We modeled behavioral sequences of dusky dolphins with Markov chains. We calculated transition probabilities from one activity to another and arranged them in a stochastic matrix model. The proportion of time dolphins dedicated to a given activity (activity budget) and the time it took a dolphin to resume that activity after it had been abandoned (recurrence time) were calculated. We used a sensitivity analysis of Markov chains to calculate the sensitivity of the time budget and the activity-resumption time to changes in behavioral transition probabilities. Feeding-time budget was most sensitive to changes in the probability of dolphins switching from traveling to feeding behavior and of maintaining feeding behavior. Thus, an increase in these probabilities would be associated with the largest reduction in the time dedicated to feeding. A reduction in the probability of changing from traveling to feeding would also be associated with the largest increases in the time it takes dolphins to resume feeding. To approach dolphins when they are traveling would not affect behavior less because presence of the boat may keep dolphins from returning to feeding. Our results may help operators of dolphin-watching vessels minimize negative effects on dolphins. ©2012 Society for Conservation Biology.

  7. Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model

    Science.gov (United States)

    Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

    2018-02-01

    This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.

  8. A Stochastic Hybrid Systems framework for analysis of Markov reward models

    International Nuclear Information System (INIS)

    Dhople, S.V.; DeVille, L.; Domínguez-García, A.D.

    2014-01-01

    In this paper, we propose a framework to analyze Markov reward models, which are commonly used in system performability analysis. The framework builds on a set of analytical tools developed for a class of stochastic processes referred to as Stochastic Hybrid Systems (SHS). The state space of an SHS is comprised of: (i) a discrete state that describes the possible configurations/modes that a system can adopt, which includes the nominal (non-faulty) operational mode, but also those operational modes that arise due to component faults, and (ii) a continuous state that describes the reward. Discrete state transitions are stochastic, and governed by transition rates that are (in general) a function of time and the value of the continuous state. The evolution of the continuous state is described by a stochastic differential equation and reward measures are defined as functions of the continuous state. Additionally, each transition is associated with a reset map that defines the mapping between the pre- and post-transition values of the discrete and continuous states; these mappings enable the definition of impulses and losses in the reward. The proposed SHS-based framework unifies the analysis of a variety of previously studied reward models. We illustrate the application of the framework to performability analysis via analytical and numerical examples

  9. Hidden Markov models for sequence analysis: extension and analysis of the basic method

    DEFF Research Database (Denmark)

    Hughey, Richard; Krogh, Anders Stærmose

    1996-01-01

    -maximization training procedure is relatively straight-forward. In this paper,we review the mathematical extensions and heuristics that move the method from the theoreticalto the practical. Then, we experimentally analyze the effectiveness of model regularization,dynamic model modification, and optimization strategies......Hidden Markov models (HMMs) are a highly effective means of modeling a family of unalignedsequences or a common motif within a set of unaligned sequences. The trained HMM can then beused for discrimination or multiple alignment. The basic mathematical description of an HMMand its expectation....... Finally it is demonstrated on the SH2domain how a domain can be found from unaligned sequences using a special model type. Theexperimental work was completed with the aid of the Sequence Alignment and Modeling softwaresuite....

  10. CA-Markov Analysis of Constrained Coastal Urban Growth Modeling: Hua Hin Seaside City, Thailand

    Directory of Open Access Journals (Sweden)

    Rajendra Shrestha

    2013-04-01

    Full Text Available Thailand, a developing country in Southeast Asia, is experiencing rapid development, particularly urban growth as a response to the expansion of the tourism industry. Hua Hin city provides an excellent example of an area where urbanization has flourished due to tourism. This study focuses on how the dynamic urban horizontal expansion of the seaside city of Hua Hin is constrained by the coast, thus making sustainability for this popular tourist destination—managing and planning for its local inhabitants, its visitors, and its sites—an issue. The study examines the association of land use type and land use change by integrating Geo-Information technology, a statistic model, and CA-Markov analysis for sustainable land use planning. The study identifies that the land use types and land use changes from the year 1999 to 2008 have changed as a result of increased mobility; this trend, in turn, has everything to do with urban horizontal expansion. The changing sequences of land use type have developed from forest area to agriculture, from agriculture to grassland, then to bare land and built-up areas. Coastal urban growth has, for a decade, been expanding horizontally from a downtown center along the beach to the western area around the golf course, the southern area along the beach, the southwest grassland area, and then the northern area near the airport.

  11. Markov chain Monte Carlo analysis to constrain dark matter properties with directional detection

    International Nuclear Information System (INIS)

    Billard, J.; Mayet, F.; Santos, D.

    2011-01-01

    Directional detection is a promising dark matter search strategy. Indeed, weakly interacting massive particle (WIMP)-induced recoils would present a direction dependence toward the Cygnus constellation, while background-induced recoils exhibit an isotropic distribution in the Galactic rest frame. Taking advantage of these characteristic features, and even in the presence of a sizeable background, it has recently been shown that data from forthcoming directional detectors could lead either to a competitive exclusion or to a conclusive discovery, depending on the value of the WIMP-nucleon cross section. However, it is possible to further exploit these upcoming data by using the strong dependence of the WIMP signal with: the WIMP mass and the local WIMP velocity distribution. Using a Markov chain Monte Carlo analysis of recoil events, we show for the first time the possibility to constrain the unknown WIMP parameters, both from particle physics (mass and cross section) and Galactic halo (velocity dispersion along the three axis), leading to an identification of non-baryonic dark matter.

  12. Markov chain Monte Carlo linkage analysis: effect of bin width on the probability of linkage.

    Science.gov (United States)

    Slager, S L; Juo, S H; Durner, M; Hodge, S E

    2001-01-01

    We analyzed part of the Genetic Analysis Workshop (GAW) 12 simulated data using Monte Carlo Markov chain (MCMC) methods that are implemented in the computer program Loki. The MCMC method reports the "probability of linkage" (PL) across the chromosomal regions of interest. The point of maximum PL can then be taken as a "location estimate" for the location of the quantitative trait locus (QTL). However, Loki does not provide a formal statistical test of linkage. In this paper, we explore how the bin width used in the calculations affects the max PL and the location estimate. We analyzed age at onset (AO) and quantitative trait number 5, Q5, from 26 replicates of the general simulated data in one region where we knew a major gene, MG5, is located. For each trait, we found the max PL and the corresponding location estimate, using four different bin widths. We found that bin width, as expected, does affect the max PL and the location estimate, and we recommend that users of Loki explore how their results vary with different bin widths.

  13. Nonlinear Markov processes: Deterministic case

    International Nuclear Information System (INIS)

    Frank, T.D.

    2008-01-01

    Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution

  14. Hidden Markov model analysis of maternal behavior patterns in inbred and reciprocal hybrid mice.

    Directory of Open Access Journals (Sweden)

    Valeria Carola

    Full Text Available Individual variation in maternal care in mammals shows a significant heritable component, with the maternal behavior of daughters resembling that of their mothers. In laboratory mice, genetically distinct inbred strains show stable differences in maternal care during the first postnatal week. Moreover, cross fostering and reciprocal breeding studies demonstrate that differences in maternal care between inbred strains persist in the absence of genetic differences, demonstrating a non-genetic or epigenetic contribution to maternal behavior. In this study we applied a mathematical tool, called hidden Markov model (HMM, to analyze the behavior of female mice in the presence of their young. The frequency of several maternal behaviors in mice has been previously described, including nursing/grooming pups and tending to the nest. However, the ordering, clustering, and transitions between these behaviors have not been systematically described and thus a global description of maternal behavior is lacking. Here we used HMM to describe maternal behavior patterns in two genetically distinct mouse strains, C57BL/6 and BALB/c, and their genetically identical reciprocal hybrid female offspring. HMM analysis is a powerful tool to identify patterns of events that cluster in time and to determine transitions between these clusters, or hidden states. For the HMM analysis we defined seven states: arched-backed nursing, blanket nursing, licking/grooming pups, grooming, activity, eating, and sleeping. By quantifying the frequency, duration, composition, and transition probabilities of these states we were able to describe the pattern of maternal behavior in mouse and identify aspects of these patterns that are under genetic and nongenetic inheritance. Differences in these patterns observed in the experimental groups (inbred and hybrid females were detected only after the application of HMM analysis whereas classical statistical methods and analyses were not able to

  15. Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province, China☆

    Science.gov (United States)

    Peng, Zhihang; Bao, Changjun; Zhao, Yang; Yi, Honggang; Xia, Letian; Yu, Hao; Shen, Hongbing; Chen, Feng

    2010-01-01

    This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course. Then the paper presents a weighted Markov chain, a method which is used to predict the future incidence state. This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable. It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal. Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province. In summation, this paper proposes ways to improve the accuracy of the weighted Markov chain, specifically in the field of infection epidemiology. PMID:23554632

  16. Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province, China.

    Science.gov (United States)

    Peng, Zhihang; Bao, Changjun; Zhao, Yang; Yi, Honggang; Xia, Letian; Yu, Hao; Shen, Hongbing; Chen, Feng

    2010-05-01

    This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course. Then the paper presents a weighted Markov chain, a method which is used to predict the future incidence state. This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable. It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal. Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province. In summation, this paper proposes ways to improve the accuracy of the weighted Markov chain, specifically in the field of infection epidemiology.

  17. Ascertainment correction for Markov chain Monte Carlo segregation and linkage analysis of a quantitative trait.

    Science.gov (United States)

    Ma, Jianzhong; Amos, Christopher I; Warwick Daw, E

    2007-09-01

    Although extended pedigrees are often sampled through probands with extreme levels of a quantitative trait, Markov chain Monte Carlo (MCMC) methods for segregation and linkage analysis have not been able to perform ascertainment corrections. Further, the extent to which ascertainment of pedigrees leads to biases in the estimation of segregation and linkage parameters has not been previously studied for MCMC procedures. In this paper, we studied these issues with a Bayesian MCMC approach for joint segregation and linkage analysis, as implemented in the package Loki. We first simulated pedigrees ascertained through individuals with extreme values of a quantitative trait in spirit of the sequential sampling theory of Cannings and Thompson [Cannings and Thompson [1977] Clin. Genet. 12:208-212]. Using our simulated data, we detected no bias in estimates of the trait locus location. However, in addition to allele frequencies, when the ascertainment threshold was higher than or close to the true value of the highest genotypic mean, bias was also found in the estimation of this parameter. When there were multiple trait loci, this bias destroyed the additivity of the effects of the trait loci, and caused biases in the estimation all genotypic means when a purely additive model was used for analyzing the data. To account for pedigree ascertainment with sequential sampling, we developed a Bayesian ascertainment approach and implemented Metropolis-Hastings updates in the MCMC samplers used in Loki. Ascertainment correction greatly reduced biases in parameter estimates. Our method is designed for multiple, but a fixed number of trait loci. Copyright (c) 2007 Wiley-Liss, Inc.

  18. Applying a Markov approach as a Lean Thinking analysis of waste elimination in a Rice Production Process

    Directory of Open Access Journals (Sweden)

    Eldon Glen Caldwell Marin

    2015-01-01

    Full Text Available The Markov Chains Model was proposed to analyze stochastic events when recursive cycles occur; for example, when rework in a continuous flow production affects the overall performance. Typically, the analysis of rework and scrap is done through a wasted material cost perspective and not from the perspective of waste capacity that reduces throughput and economic value added (EVA. Also, we can not find many cases of this application in agro-industrial production in Latin America, given the complexity of the calculations and the need for robust applications. This scientific work presents the results of a quasi-experimental research approach in order to explain how to apply DOE methods and Markov analysis in a rice production process located in Central America, evaluating the global effects of a single reduction in rework and scrap in a part of the whole line. The results show that in this case it is possible to evaluate benefits from Global Throughput and EVA perspective and not only from the saving costs perspective, finding a relationship between operational indicators and corporate performance. However, it was found that it is necessary to analyze the markov chains configuration with many rework points, also it is still relevant to take into account the effects on takt time and not only scrap´s costs.

  19. Probabilistic sensitivity analysis on Markov models with uncertain transition probabilities: an application in evaluating treatment decisions for type 2 diabetes.

    Science.gov (United States)

    Zhang, Yuanhui; Wu, Haipeng; Denton, Brian T; Wilson, James R; Lobo, Jennifer M

    2017-10-27

    Markov models are commonly used for decision-making studies in many application domains; however, there are no widely adopted methods for performing sensitivity analysis on such models with uncertain transition probability matrices (TPMs). This article describes two simulation-based approaches for conducting probabilistic sensitivity analysis on a given discrete-time, finite-horizon, finite-state Markov model using TPMs that are sampled over a specified uncertainty set according to a relevant probability distribution. The first approach assumes no prior knowledge of the probability distribution, and each row of a TPM is independently sampled from the uniform distribution on the row's uncertainty set. The second approach involves random sampling from the (truncated) multivariate normal distribution of the TPM's maximum likelihood estimators for its rows subject to the condition that each row has nonnegative elements and sums to one. The two sampling methods are easily implemented and have reasonable computation times. A case study illustrates the application of these methods to a medical decision-making problem involving the evaluation of treatment guidelines for glycemic control of patients with type 2 diabetes, where natural variation in a patient's glycated hemoglobin (HbA1c) is modeled as a Markov chain, and the associated TPMs are subject to uncertainty.

  20. Combination of Markov state models and kinetic networks for the analysis of molecular dynamics simulations of peptide folding.

    Science.gov (United States)

    Radford, Isolde H; Fersht, Alan R; Settanni, Giovanni

    2011-06-09

    Atomistic molecular dynamics simulations of the TZ1 beta-hairpin peptide have been carried out using an implicit model for the solvent. The trajectories have been analyzed using a Markov state model defined on the projections along two significant observables and a kinetic network approach. The Markov state model allowed for an unbiased identification of the metastable states of the system, and provided the basis for commitment probability calculations performed on the kinetic network. The kinetic network analysis served to extract the main transition state for folding of the peptide and to validate the results from the Markov state analysis. The combination of the two techniques allowed for a consistent and concise characterization of the dynamics of the peptide. The slowest relaxation process identified is the exchange between variably folded and denatured species, and the second slowest process is the exchange between two different subsets of the denatured state which could not be otherwise identified by simple inspection of the projected trajectory. The third slowest process is the exchange between a fully native and a partially folded intermediate state characterized by a native turn with a proximal backbone H-bond, and frayed side-chain packing and termini. The transition state for the main folding reaction is similar to the intermediate state, although a more native like side-chain packing is observed.

  1. Perturbed Markov chains

    OpenAIRE

    Solan, Eilon; Vieille, Nicolas

    2015-01-01

    We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.

  2. Extending dynamic segmentation with lead generation : A latent class Markov analysis of financial product portfolios

    NARCIS (Netherlands)

    Paas, L.J.; Bijmolt, T.H.A.; Vermunt, J.K.

    2004-01-01

    A recent development in marketing research concerns the incorporation of dynamics in consumer segmentation.This paper extends the latent class Markov model, a suitable technique for conducting dynamic segmentation, in order to facilitate lead generation.We demonstrate the application of the latent

  3. Markov chain Monte Carlo methods for statistical analysis of RF photonic devices

    DEFF Research Database (Denmark)

    Piels, Molly; Zibar, Darko

    2016-01-01

    uncertainty is shown to give unsatisfactory and incorrect results due to the nonlinear relationship between the circuit parameters and the measured data. Markov chain Monte Carlo methods are shown to provide superior results, both for individual devices and for assessing within-die variation...

  4. Model Reduction via Principe Component Analysis and Markov Chain Monte Carlo (MCMC) Methods

    Science.gov (United States)

    Gong, R.; Chen, J.; Hoversten, M. G.; Luo, J.

    2011-12-01

    Geophysical and hydrogeological inverse problems often include a large number of unknown parameters, ranging from hundreds to millions, depending on parameterization and problems undertaking. This makes inverse estimation and uncertainty quantification very challenging, especially for those problems in two- or three-dimensional spatial domains. Model reduction technique has the potential of mitigating the curse of dimensionality by reducing total numbers of unknowns while describing the complex subsurface systems adequately. In this study, we explore the use of principal component analysis (PCA) and Markov chain Monte Carlo (MCMC) sampling methods for model reduction through the use of synthetic datasets. We compare the performances of three different but closely related model reduction approaches: (1) PCA methods with geometric sampling (referred to as 'Method 1'), (2) PCA methods with MCMC sampling (referred to as 'Method 2'), and (3) PCA methods with MCMC sampling and inclusion of random effects (referred to as 'Method 3'). We consider a simple convolution model with five unknown parameters as our goal is to understand and visualize the advantages and disadvantages of each method by comparing their inversion results with the corresponding analytical solutions. We generated synthetic data with noise added and invert them under two different situations: (1) the noised data and the covariance matrix for PCA analysis are consistent (referred to as the unbiased case), and (2) the noise data and the covariance matrix are inconsistent (referred to as biased case). In the unbiased case, comparison between the analytical solutions and the inversion results show that all three methods provide good estimates of the true values and Method 1 is computationally more efficient. In terms of uncertainty quantification, Method 1 performs poorly because of relatively small number of samples obtained, Method 2 performs best, and Method 3 overestimates uncertainty due to inclusion

  5. Analysis on the Spatial-Temporal Dynamics of Financial Agglomeration with Markov Chain Approach in China

    Directory of Open Access Journals (Sweden)

    Weimin Chen

    2014-01-01

    Full Text Available The standard approach to studying financial industrial agglomeration is to construct measures of the degree of agglomeration within financial industry. But such measures often fail to exploit the convergence or divergence of financial agglomeration. In this paper, we apply Markov chain approach to diagnose the convergence of financial agglomeration in China based on the location quotient coefficients across the provincial regions over 1993–2011. The estimation of Markov transition probability matrix offers more detailed insights into the mechanics of financial agglomeration evolution process in China during the research period. The results show that the spatial evolution of financial agglomeration changes faster in the period of 2003–2011 than that in the period of 1993–2002. Furthermore, there exists a very uneven financial development patterns, but there is regional convergence for financial agglomeration in China.

  6. Analysis of chemical warfare using a transient semi-Markov formulation.

    OpenAIRE

    Kierzewski, Michael O.

    1988-01-01

    Approved for public release; distribution is unlimited This thesis proposes an analytical model to test various assumptions about conventional/chemical warfare. A unit's status in conventional/chemical combat is modeled as states in a semi-Markov chain with transient and absorbing states. The effects of differing chemical threat levels, availability of decontamination assets and assumed personnel degradation rates on expected unit life and capabilities are tested. The ...

  7. Spectral analysis of multi-dimensional self-similar Markov processes

    International Nuclear Information System (INIS)

    Modarresi, N; Rezakhah, S

    2010-01-01

    In this paper we consider a discrete scale invariant (DSI) process {X(t), t in R + } with scale l > 1. We consider a fixed number of observations in every scale, say T, and acquire our samples at discrete points α k , k in W, where α is obtained by the equality l = α T and W = {0, 1, ...}. We thus provide a discrete time scale invariant (DT-SI) process X(.) with the parameter space {α k , k in W}. We find the spectral representation of the covariance function of such a DT-SI process. By providing the harmonic-like representation of multi-dimensional self-similar processes, spectral density functions of them are presented. We assume that the process {X(t), t in R + } is also Markov in the wide sense and provide a discrete time scale invariant Markov (DT-SIM) process with the above scheme of sampling. We present an example of the DT-SIM process, simple Brownian motion, by the above sampling scheme and verify our results. Finally, we find the spectral density matrix of such a DT-SIM process and show that its associated T-dimensional self-similar Markov process is fully specified by {R H j (1), R j H (0), j = 0, 1, ..., T - 1}, where R H j (τ) is the covariance function of jth and (j + τ)th observations of the process.

  8. Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - II: Application to IFMIF reliability assessment

    Energy Technology Data Exchange (ETDEWEB)

    Cacuci, D. G. [Commiss Energy Atom, Direct Energy Nucl, Saclay, (France); Cacuci, D. G.; Balan, I. [Univ Karlsruhe, Inst Nucl Technol and Reactor Safetly, Karlsruhe, (Germany); Ionescu-Bujor, M. [Forschungszentrum Karlsruhe, Fus Program, D-76021 Karlsruhe, (Germany)

    2008-07-01

    In Part II of this work, the adjoint sensitivity analysis procedure developed in Part I is applied to perform sensitivity analysis of several dynamic reliability models of systems of increasing complexity, culminating with the consideration of the International Fusion Materials Irradiation Facility (IFMIF) accelerator system. Section II presents the main steps of a procedure for the automated generation of Markov chains for reliability analysis, including the abstraction of the physical system, construction of the Markov chain, and the generation and solution of the ensuing set of differential equations; all of these steps have been implemented in a stand-alone computer code system called QUEFT/MARKOMAG-S/MCADJSEN. This code system has been applied to sensitivity analysis of dynamic reliability measures for a paradigm '2-out-of-3' system comprising five components and also to a comprehensive dynamic reliability analysis of the IFMIF accelerator system facilities for the average availability and, respectively, the system's availability at the final mission time. The QUEFT/MARKOMAG-S/MCADJSEN has been used to efficiently compute sensitivities to 186 failure and repair rates characterizing components and subsystems of the first-level fault tree of the IFMIF accelerator system. (authors)

  9. Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - II: Application to IFMIF reliability assessment

    International Nuclear Information System (INIS)

    Cacuci, D. G.; Cacuci, D. G.; Balan, I.; Ionescu-Bujor, M.

    2008-01-01

    In Part II of this work, the adjoint sensitivity analysis procedure developed in Part I is applied to perform sensitivity analysis of several dynamic reliability models of systems of increasing complexity, culminating with the consideration of the International Fusion Materials Irradiation Facility (IFMIF) accelerator system. Section II presents the main steps of a procedure for the automated generation of Markov chains for reliability analysis, including the abstraction of the physical system, construction of the Markov chain, and the generation and solution of the ensuing set of differential equations; all of these steps have been implemented in a stand-alone computer code system called QUEFT/MARKOMAG-S/MCADJSEN. This code system has been applied to sensitivity analysis of dynamic reliability measures for a paradigm '2-out-of-3' system comprising five components and also to a comprehensive dynamic reliability analysis of the IFMIF accelerator system facilities for the average availability and, respectively, the system's availability at the final mission time. The QUEFT/MARKOMAG-S/MCADJSEN has been used to efficiently compute sensitivities to 186 failure and repair rates characterizing components and subsystems of the first-level fault tree of the IFMIF accelerator system. (authors)

  10. Regeneration and general Markov chains

    Directory of Open Access Journals (Sweden)

    Vladimir V. Kalashnikov

    1994-01-01

    Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.

  11. Quadratic Variation by Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Horel, Guillaume

    We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...

  12. Under-reported data analysis with INAR-hidden Markov chains.

    Science.gov (United States)

    Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David

    2016-11-20

    In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  13. Analysis of Streamline Separation at Infinity Using Time-Discrete Markov Chains.

    Science.gov (United States)

    Reich, W; Scheuermann, G

    2012-12-01

    Existing methods for analyzing separation of streamlines are often restricted to a finite time or a local area. In our paper we introduce a new method that complements them by allowing an infinite-time-evaluation of steady planar vector fields. Our algorithm unifies combinatorial and probabilistic methods and introduces the concept of separation in time-discrete Markov-Chains. We compute particle distributions instead of the streamlines of single particles. We encode the flow into a map and then into a transition matrix for each time direction. Finally, we compare the results of our grid-independent algorithm to the popular Finite-Time-Lyapunov-Exponents and discuss the discrepancies.

  14. Analysis of aerial survey data on Florida manatee using Markov chain Monte Carlo.

    Science.gov (United States)

    Craig, B A; Newton, M A; Garrott, R A; Reynolds, J E; Wilcox, J R

    1997-06-01

    We assess population trends of the Atlantic coast population of Florida manatee, Trichechus manatus latirostris, by reanalyzing aerial survey data collected between 1982 and 1992. To do so, we develop an explicit biological model that accounts for the method by which the manatees are counted, the mammals' movement between surveys, and the behavior of the population total over time. Bayesian inference, enabled by Markov chain Monte Carlo, is used to combine the survey data with the biological model. We compute marginal posterior distributions for all model parameters and predictive distributions for future counts. Several conclusions, such as a decreasing population growth rate and low sighting probabilities, are consistent across different prior specifications.

  15. Análise da transição entre dias secos e chuvosos por meio da cadeia de Markov de terceira ordem Analysis of the transition between dry and wet days through third-order Markov chains

    Directory of Open Access Journals (Sweden)

    Thadeu Keller Filho

    2006-09-01

    Full Text Available O objetivo deste trabalho foi verificar se as ocorrências de dias secos e chuvosos são condicionalmente dependentes da seqüência dos três dias secos e chuvosos anteriores, numa zona pluviometricamente homogênea, por meio da cadeia não-homogênea de Markov de terceira ordem. Os resultados mostraram que as probabilidades diárias de transição podem ser adequadamente estimadas, com base em dados agregados bimestralmente, seguidas de interpolação por meio de funções sinusoidais. Além disso, evidenciou-se que, naquela zona, as ocorrências diárias de chuva são condicionalmente dependentes da seqüência de dias secos e chuvosos nos três dias anteriores. A cadeia não-homogênea de Markov de terceira ordem é um importante instrumento para a análise da dependência entre as seqüências de dias secos e chuvosos em determinadas regiões.The aim of this work was to verify if the occurrence of dry and wet days are conditionally dependent on the sequences of the dry and wet three preceding days, in a rainfall homogeneous area, using the nonhomogeneous third-order Markov chains. The results showed that daily transition probabilities can be properly estimated from two-month aggregate data, and then adjusted by means of sinusoidal functions. Besides, it was evidenced that everyday rain events in that area are conditionally dependent on the sequences of the dry and wet three days previous to occurrences. The third-order nonhomogeneous Markov chains are an important instrument for the analysis of the dependence between sequences of dry and wet days in certain areas.

  16. Distinguishing Hidden Markov Chains

    OpenAIRE

    Kiefer, Stefan; Sistla, A. Prasad

    2015-01-01

    Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of distinguishing two given HMCs based on an observation sequence that one of the HMCs generates. More precisely, given two HMCs and an observation sequence, a distinguishing algorithm is expected to identify the HMC that generates the observation sequence. Two HM...

  17. Markov processes and controlled Markov chains

    CERN Document Server

    Filar, Jerzy; Chen, Anyue

    2002-01-01

    The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

  18. Estimation of expected number of accidents and workforce unavailability through Bayesian population variability analysis and Markov-based model

    International Nuclear Information System (INIS)

    Chagas Moura, Márcio das; Azevedo, Rafael Valença; Droguett, Enrique López; Chaves, Leandro Rego; Lins, Isis Didier

    2016-01-01

    Occupational accidents pose several negative consequences to employees, employers, environment and people surrounding the locale where the accident takes place. Some types of accidents correspond to low frequency-high consequence (long sick leaves) events, and then classical statistical approaches are ineffective in these cases because the available dataset is generally sparse and contain censored recordings. In this context, we propose a Bayesian population variability method for the estimation of the distributions of the rates of accident and recovery. Given these distributions, a Markov-based model will be used to estimate the uncertainty over the expected number of accidents and the work time loss. Thus, the use of Bayesian analysis along with the Markov approach aims at investigating future trends regarding occupational accidents in a workplace as well as enabling a better management of the labor force and prevention efforts. One application example is presented in order to validate the proposed approach; this case uses available data gathered from a hydropower company in Brazil. - Highlights: • This paper proposes a Bayesian method to estimate rates of accident and recovery. • The model requires simple data likely to be available in the company database. • These results show the proposed model is not too sensitive to the prior estimates.

  19. Water exchange traded funds: A study on idiosyncratic risk using Markov switching analysis

    Directory of Open Access Journals (Sweden)

    Gurudeo Anand Tularam

    2016-12-01

    Full Text Available We investigate the relationship between idiosyncratic risk and return among four water exchange traded funds—PowerShares Water Resources Portfolio, Power Shares Global Water, First Trust ISE Water Index Fund, and Guggenheim S&P Global Water Index ETF using the Markov switching model for the period 2007–2015. The generated transition probabilities in this paper show that there is a high and low probability of switching between Regimes 1 and 3, respectively. Moreover, we find that the idiosyncratic risk for most of the exchange traded funds move from low volatility (Regime 2 to very low volatility (Regime 1 and 3. Our study also identify that the beta coefficients are positive and entire values are less than 1. Thus, it seems that water investment has a lower systematic risk and a positive effect on the water exchange traded index funds returns during different regimes.

  20. Data Model Approach And Markov Chain Based Analysis Of Multi-Level Queue Scheduling

    Directory of Open Access Journals (Sweden)

    Diwakar Shukla

    2010-01-01

    Full Text Available There are many CPU scheduling algorithms inliterature like FIFO, Round Robin, Shortest-Job-First and so on.The Multilevel-Queue-Scheduling is superior to these due to itsbetter management of a variety of processes. In this paper, aMarkov chain model is used for a general setup of Multilevelqueue-scheduling and the scheduler is assumed to performrandom movement on queue over the quantum of time.Performance of scheduling is examined through a rowdependent data model. It is found that with increasing value of αand d, the chance of system going over the waiting state reduces.At some of the interesting combinations of α and d, it diminishesto zero, thereby, provides us some clue regarding better choice ofqueues over others for high priority jobs. It is found that ifqueue priorities are added in the scheduling intelligently thenbetter performance could be obtained. Data model helpschoosing appropriate preferences.

  1. Bayesian networks precipitation model based on hidden Markov analysis and its application

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Surface precipitation estimation is very important in hydrologic forecast. To account for the influence of the neighbors on the precipitation of an arbitrary grid in the network, Bayesian networks and Markov random field were adopted to estimate surface precipitation. Spherical coordinates and the expectation-maximization (EM) algorithm were used for region interpolation, and for estimation of the precipitation of arbitrary point in the region. Surface precipitation estimation of seven precipitation stations in Qinghai Lake region was performed. By comparing with other surface precipitation methods such as Thiessen polygon method, distance weighted mean method and arithmetic mean method, it is shown that the proposed method can judge the relationship of precipitation among different points in the area under complicated circumstances and the simulation results are more accurate and rational.

  2. Dependability analysis of systems modeled by non-homogeneous Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Platis, Agapios; Limnios, Nikolaos; Le Du, Marc

    1998-09-01

    The case of time non-homogeneous Markov systems in discrete time is studied in this article. In order to have measures adapted to this kind of systems, some reliability and performability measures are formulated, such as reliability, availability, maintainability and different time variables including new indicators more dedicated to electrical systems like instantaneous expected load curtailed and the expected energy not supplied on a time interval. The previous indicators are also formulated in the case of cyclic chains where asymptotic results can be obtained. The interest of taking into account hazard rate time variation, is to get more accurate and more instructive indicators but also be able to access new performability indicators that cannot be obtained by classical methods. To illustrate this, an example from an Electricite De France electrical substation is solved.

  3. A methodology for stochastic analysis of share prices as Markov chains with finite states.

    Science.gov (United States)

    Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey

    2014-01-01

    Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.

  4. MARAS - a computer code for semi-Markov reliability analysis of alternating systems

    International Nuclear Information System (INIS)

    Lee, Kwang Nam; Cho, Nam Zin

    1989-01-01

    It is now recognized that current testing and maintenance requirements invoke too many inadvertent reactor trips and that operating staff must devote significant amount of time and effort to comply with the requirements. With this recognition, the value and the impact of the proposed changes in the allowed outage time (AOT) and surveillance test interval(STI) are evaluated for the alternating system. Because of the testing and AOT requirements, the alternating system exhibits semi-Markovian characteristics which change states in accordance with a Markov chain but take a nonexponentially distributed amount of time between changes. It is observed from the results that there is an optimal point that gives lowest core damage probability and that the optimal point depends on input parameters. With these results, we can conclude that the methodology developed in this study can be applied to the existing alternating systems to evaluate accurately the various alternatives in the technical specifications

  5. Approximate quantum Markov chains

    CERN Document Server

    Sutter, David

    2018-01-01

    This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...

  6. Generalized Boolean logic Driven Markov Processes: A powerful modeling framework for Model-Based Safety Analysis of dynamic repairable and reconfigurable systems

    International Nuclear Information System (INIS)

    Piriou, Pierre-Yves; Faure, Jean-Marc; Lesage, Jean-Jacques

    2017-01-01

    This paper presents a modeling framework that permits to describe in an integrated manner the structure of the critical system to analyze, by using an enriched fault tree, the dysfunctional behavior of its components, by means of Markov processes, and the reconfiguration strategies that have been planned to ensure safety and availability, with Moore machines. This framework has been developed from BDMP (Boolean logic Driven Markov Processes), a previous framework for dynamic repairable systems. First, the contribution is motivated by pinpointing the limitations of BDMP to model complex reconfiguration strategies and the failures of the control of these strategies. The syntax and semantics of GBDMP (Generalized Boolean logic Driven Markov Processes) are then formally defined; in particular, an algorithm to analyze the dynamic behavior of a GBDMP model is developed. The modeling capabilities of this framework are illustrated on three representative examples. Last, qualitative and quantitative analysis of GDBMP models highlight the benefits of the approach.

  7. Analysis of mean time to data loss of fault-tolerant disk arrays RAID-6 based on specialized Markov chain

    Science.gov (United States)

    Rahman, P. A.; D'K Novikova Freyre Shavier, G.

    2018-03-01

    This scientific paper is devoted to the analysis of the mean time to data loss of redundant disk arrays RAID-6 with alternation of data considering different failure rates of disks both in normal state of the disk array and in degraded and rebuild states, and also nonzero time of the disk replacement. The reliability model developed by the authors on the basis of the Markov chain and obtained calculation formula for estimation of the mean time to data loss (MTTDL) of the RAID-6 disk arrays are also presented. At last, the technique of estimation of the initial reliability parameters and examples of calculation of the MTTDL of the RAID-6 disk arrays for the different numbers of disks are also given.

  8. A Markov chain analysis of the effectiveness of drum-buffer-rope material flow management in job shop environment

    Directory of Open Access Journals (Sweden)

    Masoud Rabbani

    2015-09-01

    Full Text Available The theory of constraints is an approach for production planning and control, which emphasizes on the constraints in the system to increase throughput. The theory of constraints is often referred to as Drum-Buffer-Rope developed originally by Goldratt. Drum-Buffer-Rope uses the drum or constraint to create a schedule based on the finite capacity of the first bottleneck. Because of complexity of the job shop environment, Drum-Buffer-Rope material flow management has very little attention to job shop environment. The objective of this paper is to apply the Drum-Buffer-Rope technique in the job shop environment using a Markov chain analysis to compare traditional method with Drum-Buffer-Rope. Four measurement parameters were considered and the result showed the advantage of Drum-Buffer-Rope approach compared with traditional one.

  9. Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.

    Science.gov (United States)

    Yau, C; Papaspiliopoulos, O; Roberts, G O; Holmes, C

    2011-01-01

    We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.

  10. Mathematical modeling, analysis and Markov Chain Monte Carlo simulation of Ebola epidemics

    Science.gov (United States)

    Tulu, Thomas Wetere; Tian, Boping; Wu, Zunyou

    Ebola virus infection is a severe infectious disease with the highest case fatality rate which become the global public health treat now. What makes the disease the worst of all is no specific effective treatment available, its dynamics is not much researched and understood. In this article a new mathematical model incorporating both vaccination and quarantine to study the dynamics of Ebola epidemic has been developed and comprehensively analyzed. The existence as well as uniqueness of the solution to the model is also verified and the basic reproduction number is calculated. Besides, stability conditions are also checked and finally simulation is done using both Euler method and one of the top ten most influential algorithm known as Markov Chain Monte Carlo (MCMC) method. Different rates of vaccination to predict the effect of vaccination on the infected individual over time and that of quarantine are discussed. The results show that quarantine and vaccination are very effective ways to control Ebola epidemic. From our study it was also seen that there is less possibility of an individual for getting Ebola virus for the second time if they survived his/her first infection. Last but not least real data has been fitted to the model, showing that it can used to predict the dynamic of Ebola epidemic.

  11. Analysis of the trajectory surface hopping method from the Markov state model perspective

    International Nuclear Information System (INIS)

    Akimov, Alexey V.; Wang, Linjun; Prezhdo, Oleg V.; Trivedi, Dhara

    2015-01-01

    We analyze the applicability of the seminal fewest switches surface hopping (FSSH) method of Tully to modeling quantum transitions between electronic states that are not coupled directly, in the processes such as Auger recombination. We address the known deficiency of the method to describe such transitions by introducing an alternative definition for the surface hopping probabilities, as derived from the Markov state model perspective. We show that the resulting transition probabilities simplify to the quantum state populations derived from the time-dependent Schrödinger equation, reducing to the rapidly switching surface hopping approach of Tully and Preston. The resulting surface hopping scheme is simple and appeals to the fundamentals of quantum mechanics. The computational approach is similar to the FSSH method of Tully, yet it leads to a notably different performance. We demonstrate that the method is particularly accurate when applied to superexchange modeling. We further show improved accuracy of the method, when applied to one of the standard test problems. Finally, we adapt the derived scheme to atomistic simulation, combine it with the time-domain density functional theory, and show that it provides the Auger energy transfer timescales which are in good agreement with experiment, significantly improving upon other considered techniques. (author)

  12. Dynamic of foreign direct investment in the states of Mexico: An analysis of Markov's spatial chains

    Directory of Open Access Journals (Sweden)

    Víctor Hugo Torres Preciado

    2017-01-01

    Full Text Available El objetivo de esta investigación consiste en analizar la evolución de la distribución espacial y temporal de la inversión extranjera directa (IED en las entidades federativas de México. La literatura que aborda el análisis de la IED en México es abundante y diversa; sin embargo, se argumenta que el análisis de la distribución espacio-temporal de la IED condicionada a la interacción espacial en México, aún está ausente. En este sentido, mediante la aplicación del enfoque de cadenas de Markov espaciales propuesto por Rey (2001, se encuentra que la divergencia regional en la captación de IED es un proceso que parece afianzarse cuando se analizan diferentes cortes en el tiempo. En particular, durante el periodo entre 2006 y 2013 el proceso de divergencia hacia estratos de mayor captación estaría impulsado por las entidades federativas que interactúan con entidades contiguas ubicadas en estratos de captación de IED menores.

  13. Semi-Markov reliability analysis of alternating systems in a nuclear power plant

    International Nuclear Information System (INIS)

    Lee, K.N.; Cho, N.Z.

    1992-01-01

    Nuclear power plant operations that follow current testing and maintenance requirements sometimes result in inadvertent reactor trips, and operating staffs devote a significant amount of time and effort in complying with these requirements. Significant benefits could result from changes in current technical specifications. In this paper the benefits and impacts of changes in allowed outage times (AOTs) and surveillance test intervals (STIs) are evaluated for an alternative system that consists of multiple trains and whose operation is alternated train by train. because of testing and AOT requirements, the alternating system exhibits semi-Markovian characteristics that change states in accordance with a Markov process but take an arbitrarily distributed amount of time between changes. The state probabilities are quantified by memorizing the necessary number of past state probabilities. Two measures of plant performance, namely, core damage probability and plant unavailability (reactor downtime), were calculated for the evaluation of AOT and STI. Results indicate that there is an optimal point that gives the lowest core damage probability and that the methodology developed in this study can be applied to existing alternating systems to evaluate accurately the various alternatives in the technical specifications

  14. An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2017-11-01

    Full Text Available Future stock prices depend on many internal and external factors that are not easy to evaluate. In this paper, we use the Hidden Markov Model, (HMM, to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the Akaike information criterion (AIC and Bayesian information criterion (BIC to choose the numbers of states from HMM. We then use the models to predict close prices of these three stocks using both single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks. The criteria tests’ results showed that HMM with two states worked the best among two, three and four states for the three stocks. Our results also demonstrate that the HMM outperformed the naïve method in forecasting stock prices. The results also showed that active traders using HMM got a higher return than using the naïve forecast for Facebook and Google stocks. The stock price prediction method has a significant impact on stock trading and derivative hedging.

  15. Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games

    Directory of Open Access Journals (Sweden)

    Trejo Kristal K.

    2015-06-01

    Full Text Available In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov’s regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the proximal format. We present a two-step iterated procedure for solving the extraproximal method: (a the first step (the extra-proximal step consists of a “prediction” which calculates the preliminary position approximation to the equilibrium point, and (b the second step is designed to find a “basic adjustment” of the previous prediction. The procedure is called the “extraproximal method” because of the use of an extrapolation. Each equation in this system is an optimization problem for which the necessary and efficient condition for a minimum is solved using a quadratic programming method. This solution approach provides a drastically quicker rate of convergence to the equilibrium point. We present the analysis of the convergence as well the rate of convergence of the method, which is one of the main results of this paper. Additionally, the extraproximal method is developed in terms of Markov chains for Stackelberg games. Our goal is to analyze completely a three-player Stackelberg game consisting of a leader and two followers. We provide all the details needed to implement the extraproximal method in an efficient and numerically stable way. For instance, a numerical technique is presented for computing the first step parameter (λ of the extraproximal method. The usefulness of the approach is successfully demonstrated by a numerical example related to a pricing oligopoly model for airlines companies.

  16. ANALYSIS AND VALIDATION OF GRID DEM GENERATION BASED ON GAUSSIAN MARKOV RANDOM FIELD

    Directory of Open Access Journals (Sweden)

    F. J. Aguilar

    2016-06-01

    Full Text Available Digital Elevation Models (DEMs are considered as one of the most relevant geospatial data to carry out land-cover and land-use classification. This work deals with the application of a mathematical framework based on a Gaussian Markov Random Field (GMRF to interpolate grid DEMs from scattered elevation data. The performance of the GMRF interpolation model was tested on a set of LiDAR data (0.87 points/m2 provided by the Spanish Government (PNOA Programme over a complex working area mainly covered by greenhouses in Almería, Spain. The original LiDAR data was decimated by randomly removing different fractions of the original points (from 10% to up to 99% of points removed. In every case, the remaining points (scattered observed points were used to obtain a 1 m grid spacing GMRF-interpolated Digital Surface Model (DSM whose accuracy was assessed by means of the set of previously extracted checkpoints. The GMRF accuracy results were compared with those provided by the widely known Triangulation with Linear Interpolation (TLI. Finally, the GMRF method was applied to a real-world case consisting of filling the LiDAR-derived DSM gaps after manually filtering out non-ground points to obtain a Digital Terrain Model (DTM. Regarding accuracy, both GMRF and TLI produced visually pleasing and similar results in terms of vertical accuracy. As an added bonus, the GMRF mathematical framework makes possible to both retrieve the estimated uncertainty for every interpolated elevation point (the DEM uncertainty and include break lines or terrain discontinuities between adjacent cells to produce higher quality DTMs.

  17. Stability Analysis of Networked Control Systems with Random Time Delays and Packet Dropouts Modeled by Markov Chains

    Directory of Open Access Journals (Sweden)

    Li Qiu

    2013-01-01

    unified Markov jump model. The random time delays and packet dropouts existed in feedback communication link are modeled by two independent Markov chains; the resulting closed-loop system is described by a new Markovian jump linear system (MJLS with Markov delays. Sufficient conditions of the stochastic stability for NCSs is obtained by constructing a novel Lyapunov functional, and the mode-dependent output feedback controller design method is presented based on linear matrix inequality (LMI technique. A numerical example is given to illustrate the effectiveness of the proposed method.

  18. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  19. Decisive Markov Chains

    OpenAIRE

    Abdulla, Parosh Aziz; Henda, Noomene Ben; Mayr, Richard

    2007-01-01

    We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached. While all finite Markov chains are trivially decisive (for every set F), this also holds for many classes of infinite Markov chains. Infinite Markov chains which contain a finite attractor are decisive w.r.t. every set F. In part...

  20. Markov stochasticity coordinates

    Energy Technology Data Exchange (ETDEWEB)

    Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

    2017-01-15

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  1. Stereotactic Body Radiotherapy Versus Surgery for Medically Operable Stage I Non–Small-Cell Lung Cancer: A Markov Model–Based Decision Analysis

    International Nuclear Information System (INIS)

    Louie, Alexander V.; Rodrigues, George; Hannouf, Malek; Zaric, Gregory S.; Palma, David A.; Cao, Jeffrey Q.; Yaremko, Brian P.; Malthaner, Richard; Mocanu, Joseph D.

    2011-01-01

    Purpose: To compare the quality-adjusted life expectancy and overall survival in patients with Stage I non–small-cell lung cancer (NSCLC) treated with either stereotactic body radiation therapy (SBRT) or surgery. Methods and Materials: We constructed a Markov model to describe health states after either SBRT or lobectomy for Stage I NSCLC for a 5-year time frame. We report various treatment strategy survival outcomes stratified by age, sex, and pack-year history of smoking, and compared these with an external outcome prediction tool (Adjuvant! Online). Results: Overall survival, cancer-specific survival, and other causes of death as predicted by our model correlated closely with those predicted by the external prediction tool. Overall survival at 5 years as predicted by baseline analysis of our model is in favor of surgery, with a benefit ranging from 2.2% to 3.0% for all cohorts. Mean quality-adjusted life expectancy ranged from 3.28 to 3.78 years after surgery and from 3.35 to 3.87 years for SBRT. The utility threshold for preferring SBRT over surgery was 0.90. Outcomes were sensitive to quality of life, the proportion of local and regional recurrences treated with standard vs. palliative treatments, and the surgery- and SBRT-related mortalities. Conclusions: The role of SBRT in the medically operable patient is yet to be defined. Our model indicates that SBRT may offer comparable overall survival and quality-adjusted life expectancy as compared with surgical resection. Well-powered prospective studies comparing surgery vs. SBRT in early-stage lung cancer are warranted to further investigate the relative survival, quality of life, and cost characteristics of both treatment paradigms.

  2. Markov Networks in Evolutionary Computation

    CERN Document Server

    Shakya, Siddhartha

    2012-01-01

    Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

  3. Markov chain analysis of the rainfall patterns of five geographical locations in the south eastern coast of Ghana

    Directory of Open Access Journals (Sweden)

    Meshach Tettey

    2017-08-01

    Full Text Available Abstract This study develops an objective rainfall pattern assessment through Markov chain analysis using daily rainfall data from 1980 to 2010, a period of 30 years, for five cities or towns along the south eastern coastal belt of Ghana; Cape Coast, Accra, Akuse, Akatsi and Keta. Transition matrices were computed for each town and each month using the conditional probability of rain or no rain on a particular day given that it rained or did not rain on the previous day. The steady state transition matrices and the steady state probability vectors were also computed for each town and each month. It was found that, the rainy or dry season pattern observed using the monthly steady state rainfall vectors tended to reflect the monthly rainfall time series trajectory. Overall, the probability of rain on any day was low to average: Keta 0.227, Akuse 0.382, Accra 0.467, Cape Coast, 0.50 and Akatsi 0.50. In particular, for Accra, the rainy season was observed to be in the months of May to June and September to October. We also determined that the probability of rainfall generally tended to increase from east to west along the south eastern coast of Ghana.

  4. The effectiveness and cost effectiveness of dark chocolate consumption as prevention therapy in people at high risk of cardiovascular disease: best case scenario analysis using a Markov model

    OpenAIRE

    Zomer, Ella; Owen, Alice; Magliano, Dianna J; Liew, Danny; Reid, Christopher M

    2012-01-01

    Objective To model the long term effectiveness and cost effectiveness of daily dark chocolate consumption in a population with metabolic syndrome at high risk of cardiovascular disease. Design Best case scenario analysis using a Markov model. Setting Australian Diabetes, Obesity and Lifestyle study. Participants 2013 people with hypertension who met the criteria for metabolic syndrome, with no history of cardiovascular disease and not receiving antihypertensive therapy. Main outcome measures ...

  5. A Markov cost-utility analysis of escitalopram and duloxetine for the treatment of major depressive disorder.

    Science.gov (United States)

    Armstrong, Edward P; Malone, Daniel C; Erder, M Haim

    2008-04-01

    To estimate the costs and quality-adjusted life weeks of duloxetine and escitalopram. A probabilistic Markov cost-utility analysis with a time horizon of 1 year using data from placebo controlled randomized clinical trials for both products. Efficacy was defined as remission of depressive symptoms and converted to utilities. Side effects were incorporated using rates from clinical trials and converted to utilities to define treatment effectiveness. The effectiveness outcome was quality adjusted life weeks (QALWs). Estimates of effectiveness (efficacy and side effects) used beta distributions and costs used gamma distributions. Using a managed care perspective, medication costs and physician office visits were included in the model, along with costs associated with treatment failure. Antidepressant costs were obtained using average wholesale price minus 20%. Physician visit costs were obtained from the 2006 US Medicare fee schedule for physician services. A Monte Carlo simulation was conducted using 1000 trials with both first- and second-order sampling. Over 1 year, the estimated mean quality-adjusted life weeks was 41.0 (95% confidence interval [CI]: 40.7-41.3) for escitalopram and 38.2 (95% CI: 37.9-38.4) for duloxetine. The mean annual total medical cost for escitalopram was $907 (95% CI: $894-$919) and $1633 (95% CI: $1614-$1654) for duloxetine. Limitations to this analysis include using separate studies examining the efficacy and adverse events of either escitalopram or duloxetine, assuming the switch, augmentation, and titration rates for duloxetine to be similar to escitalopram, and using utility estimates from published literature for the antidepressant adverse events. This analysis suggests that escitalopram was more effective in terms of QALWs and less costly than duloxetine for treatment of depression.

  6. Semi-Markov processes

    CERN Document Server

    Grabski

    2014-01-01

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

  7. A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

    Science.gov (United States)

    van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

    2013-08-01

    Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

  8. An Age-Period-Cohort Analysis

    OpenAIRE

    Ananth, Cande V.; Keyes, Katherine M.; Hamilton, Ava; Gissler, Mika; Wu, Chunsen; Liu, Shiliang; Luque-Fernandez, Miguel Angel; Skjaerven, Rolv; Williams, Michelle A.; Tikkanen, Minna; Cnattingius, Sven

    2015-01-01

    Background. Although rare, placental abruption is implicated in disproportionately high rates of perinatal morbidity and mortality. Understanding geographic and temporal variations may provide insights into possible amenable factors of abruption. We examined abruption frequencies by maternal age, delivery year, and maternal birth cohorts over three decades across seven countries. Methods. Women that delivered in the US (n = 863,879; 1979–10), Canada (4 provinces, n = 5,407,463; 1982–11), ...

  9. Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood

    Directory of Open Access Journals (Sweden)

    Olli Saarela

    2012-01-01

    Full Text Available Under cohort sampling designs, additional covariate data are collected on cases of a specific type and a randomly selected subset of noncases, primarily for the purpose of studying associations with a time-to-event response of interest. With such data available, an interest may arise to reuse them for studying associations between the additional covariate data and a secondary non-time-to-event response variable, usually collected for the whole study cohort at the outset of the study. Following earlier literature, we refer to such a situation as secondary analysis. We outline a general conditional likelihood approach for secondary analysis under cohort sampling designs and discuss the specific situations of case-cohort and nested case-control designs. We also review alternative methods based on full likelihood and inverse probability weighting. We compare the alternative methods for secondary analysis in two simulated settings and apply them in a real-data example.

  10. Fields From Markov Chains

    DEFF Research Database (Denmark)

    Justesen, Jørn

    2005-01-01

    A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....

  11. Hidden Markov model analysis reveals the advantage of analytic eye movement patterns in face recognition across cultures.

    Science.gov (United States)

    Chuk, Tim; Crookes, Kate; Hayward, William G; Chan, Antoni B; Hsiao, Janet H

    2017-12-01

    It remains controversial whether culture modulates eye movement behavior in face recognition. Inconsistent results have been reported regarding whether cultural differences in eye movement patterns exist, whether these differences affect recognition performance, and whether participants use similar eye movement patterns when viewing faces from different ethnicities. These inconsistencies may be due to substantial individual differences in eye movement patterns within a cultural group. Here we addressed this issue by conducting individual-level eye movement data analysis using hidden Markov models (HMMs). Each individual's eye movements were modeled with an HMM. We clustered the individual HMMs according to their similarities and discovered three common patterns in both Asian and Caucasian participants: holistic (looking mostly at the face center), left-eye-biased analytic (looking mostly at the two individual eyes in addition to the face center with a slight bias to the left eye), and right-eye-based analytic (looking mostly at the right eye in addition to the face center). The frequency of participants adopting the three patterns did not differ significantly between Asians and Caucasians, suggesting little modulation from culture. Significantly more participants (75%) showed similar eye movement patterns when viewing own- and other-race faces than different patterns. Most importantly, participants with left-eye-biased analytic patterns performed significantly better than those using either holistic or right-eye-biased analytic patterns. These results suggest that active retrieval of facial feature information through an analytic eye movement pattern may be optimal for face recognition regardless of culture. Copyright © 2017 Elsevier B.V. All rights reserved.

  12. Land-Cover Change Analysis and Simulation in Conakry (Guinea, Using Hybrid Cellular-Automata and Markov Model

    Directory of Open Access Journals (Sweden)

    Arafan Traore

    2018-04-01

    Full Text Available In this study, land-cover change in the capital Conakry of Guinea was simulated using the integrated Cellular Automata and Markov model (CA-Markov in the Geographic Information System (GIS and Remote Sensing (RS. Historical land-cover change information was derived from 1986, 2000 and 2016 Landsat data. Using the land-cover change maps of 1986 and 2000, the land-cover change map for 2016 was simulated based on the Markov model in IDRISSI software (Clark University, Worcester, MA, USA. The simulated result was compared with the 2016 land-cover map for validation using the Relative Operating Characteristic (ROC. The ROC result showed a very strong agreement between the two maps. From this result, the land-cover change map for 2025 was simulated using CA-Markov model. The result has indicated that the proportion of the urban area was 49% in 2016, and it is expected to increase to 52% by 2025, while vegetation will decrease from 35% in 2016 to 32% in 2025. This study suggests that the rapid land-cover change has been led by both rapid population growth and extreme poverty in rural areas, which will result in migration into Conakry. The results of this study will provide bases for assessing the sustainability and the management of the urban area and for taking actions to mitigate the degradation of the urban environment.

  13. Numerical analysis of Markov-perfect equilibria with multiple stable steady states : A duopoly application with innovative firms

    NARCIS (Netherlands)

    Dawid, H.; Keoula, M.Y.; Kort, Peter

    2017-01-01

    This paper presents a numerical method for the characterization of Markov-perfect equilibria of symmetric differential games exhibiting coexisting stable steady states. The method relying on the calculation of ‘local value functions’ through collocation in overlapping parts of the state space, is

  14. Analysis and forecast of employees’ mobility on the labor market in Romania using Markov chains

    Directory of Open Access Journals (Sweden)

    Mariana Balan

    2013-06-01

    Full Text Available The mobility of labor, defined as responsiveness and adaptation of persons or groups of persons on the challenges of the social and economic environment is therefore a social phenomenon depending on time and space. A high mobility increases opportunities for workers to find a job and employers to find persons with an adequate level of skills, thus boosting employment and economic growth. In recent years, in Romania there has been an accentuation of existing gaps, compared with the European Union countries, as regards the occupational structure of employment. In this context, the paper proposes an analysis of the evolution of labor mobility in the main sectors of the Romanian economy. Also, it was pursued the Markovian modeling of employees’ mobility on the labor market and its forecast in Romania, under the impact of rapid and profound social and economic changes, and the correlation between them as well, with a view to make forecasts of the Romanian economy evolution in the short term.

  15. Behavioral Analysis of Visitors to a Medical Institution’s Website Using Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Tani, Yuji

    2016-01-01

    Background Consistent with the “attention, interest, desire, memory, action” (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. Objective We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. Methods We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. Results In the case of the keyword “clinic name,” the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the

  16. Progression of biopsy-measured liver fibrosis in untreated patients with hepatitis C infection: non-Markov multistate model analysis.

    Directory of Open Access Journals (Sweden)

    Peter Bacchetti

    Full Text Available BACKGROUND: Fibrosis stages from liver biopsies reflect liver damage from hepatitis C infection, but analysis is challenging due to their ordered but non-numeric nature, infrequent measurement, misclassification, and unknown infection times. METHODS: We used a non-Markov multistate model, accounting for misclassification, with multiple imputation of unknown infection times, applied to 1062 participants of whom 159 had multiple biopsies. Odds ratios (OR quantified the estimated effects of covariates on progression risk at any given time. RESULTS: Models estimated that progression risk decreased the more time participants had already spent in the current stage, African American race was protective (OR 0.75, 95% confidence interval 0.60 to 0.95, p = 0.018, and older current age increased risk (OR 1.33 per decade, 95% confidence interval 1.15 to 1.54, p = 0.0002. When controlled for current age, older age at infection did not appear to increase risk (OR 0.92 per decade, 95% confidence interval 0.47 to 1.79, p = 0.80. There was a suggestion that co-infection with human immunodeficiency virus increased risk of progression in the era of highly active antiretroviral treatment beginning in 1996 (OR 2.1, 95% confidence interval 0.97 to 4.4, p = 0.059. Other examined risk factors may influence progression risk, but evidence for or against this was weak due to wide confidence intervals. The main results were essentially unchanged using different assumed misclassification rates or imputation of age of infection. DISCUSSION: The analysis avoided problems inherent in simpler methods, supported the previously suspected protective effect of African American race, and suggested that current age rather than age of infection increases risk. Decreasing risk of progression with longer time already spent in a stage was also previously found for post-transplant progression. This could reflect varying disease activity, with recent progression indicating

  17. Observation uncertainty in reversible Markov chains.

    Science.gov (United States)

    Metzner, Philipp; Weber, Marcus; Schütte, Christof

    2010-09-01

    In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

  18. Subharmonic projections for a quantum Markov semigroup

    International Nuclear Information System (INIS)

    Fagnola, Franco; Rebolledo, Rolando

    2002-01-01

    This article introduces a concept of subharmonic projections for a quantum Markov semigroup, in view of characterizing the support projection of a stationary state in terms of the semigroup generator. These results, together with those of our previous article [J. Math. Phys. 42, 1296 (2001)], lead to a method for proving the existence of faithful stationary states. This is often crucial in the analysis of ergodic properties of quantum Markov semigroups. The method is illustrated by applications to physical models

  19. Early assessment of the likely cost-effectiveness of a new technology: A Markov model with probabilistic sensitivity analysis of computer-assisted total knee replacement.

    Science.gov (United States)

    Dong, Hengjin; Buxton, Martin

    2006-01-01

    The objective of this study is to apply a Markov model to compare cost-effectiveness of total knee replacement (TKR) using computer-assisted surgery (CAS) with that of TKR using a conventional manual method in the absence of formal clinical trial evidence. A structured search was carried out to identify evidence relating to the clinical outcome, cost, and effectiveness of TKR. Nine Markov states were identified based on the progress of the disease after TKR. Effectiveness was expressed by quality-adjusted life years (QALYs). The simulation was carried out initially for 120 cycles of a month each, starting with 1,000 TKRs. A discount rate of 3.5 percent was used for both cost and effectiveness in the incremental cost-effectiveness analysis. Then, a probabilistic sensitivity analysis was carried out using a Monte Carlo approach with 10,000 iterations. Computer-assisted TKR was a long-term cost-effective technology, but the QALYs gained were small. After the first 2 years, the incremental cost per QALY of computer-assisted TKR was dominant because of cheaper and more QALYs. The incremental cost-effectiveness ratio (ICER) was sensitive to the "effect of CAS," to the CAS extra cost, and to the utility of the state "Normal health after primary TKR," but it was not sensitive to utilities of other Markov states. Both probabilistic and deterministic analyses produced similar cumulative serious or minor complication rates and complex or simple revision rates. They also produced similar ICERs. Compared with conventional TKR, computer-assisted TKR is a cost-saving technology in the long-term and may offer small additional QALYs. The "effect of CAS" is to reduce revision rates and complications through more accurate and precise alignment, and although the conclusions from the model, even when allowing for a full probabilistic analysis of uncertainty, are clear, the "effect of CAS" on the rate of revisions awaits long-term clinical evidence.

  20. Age-period-cohort analysis of suicides among Japanese 1950-2003: a Bayesian cohort model analysis.

    Science.gov (United States)

    Ooe, Yosuke; Ohno, Yuko; Nakamura, Takashi

    2009-07-01

    The suicide rate in Japan is one of the highest in the world and presents us with a considerable challenge. Demographic statistics show that the number of suicides is on the rise, and at roughly 30,000 people per year have committed suicide since 1998. Suicide trends are not only related to economic boom and bust but also to certain generations and age groups. During the 1950s, there was a remarkably high suicide rate among people in their 20s, and this cohort was identical to that of the middle-age generation in the 1980s. It is important to separately understand both the trend of suicide rates and the numbers analyzed to determine the different factors that influence suicide. These include age, time period, cohort, interaction between age and time period, and changes in population composition. We performed an age-period-cohort analysis of annual trends of suicide rates by age group in Japan using a Bayesian cohort model. With the help of the Nakamura method, we have been able to break down the effects of age, time period, cohort, and the age-by-period interaction. The cohort comprised of people born in the 1930s demonstrated a relatively high suicide rate. Men currently in their 50s also belong to a high suicide rate cohort. Regarding the period effect, business cycles and by-period interaction effect, it became apparent that the high suicide rate among young adults in their early 20s around 1960 was slowing, especially among men. Instead, there was an obvious recent trend for men in their late 50s to have the highest suicide rate. This study confirmed that age-period-cohort analysis can describe these trends of suicide mortality of the Japanese.

  1. Markov Tail Chains

    OpenAIRE

    janssen, Anja; Segers, Johan

    2013-01-01

    The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in Rd. We analyze both the forward and the backward tail process and show that they mutually determine each other through a kind of adjoint relation. In ...

  2. Delirium superimposed on dementia: defining disease states and course from longitudinal measurements of a multivariate index using latent class analysis and hidden Markov chains.

    Science.gov (United States)

    Ciampi, Antonio; Dyachenko, Alina; Cole, Martin; McCusker, Jane

    2011-12-01

    The study of mental disorders in the elderly presents substantial challenges due to population heterogeneity, coexistence of different mental disorders, and diagnostic uncertainty. While reliable tools have been developed to collect relevant data, new approaches to study design and analysis are needed. We focus on a new analytic approach. Our framework is based on latent class analysis and hidden Markov chains. From repeated measurements of a multivariate disease index, we extract the notion of underlying state of a patient at a time point. The course of the disorder is then a sequence of transitions among states. States and transitions are not observable; however, the probability of being in a state at a time point, and the transition probabilities from one state to another over time can be estimated. Data from 444 patients with and without diagnosis of delirium and dementia were available from a previous study. The Delirium Index was measured at diagnosis, and at 2 and 6 months from diagnosis. Four latent classes were identified: fairly healthy, moderately ill, clearly sick, and very sick. Dementia and delirium could not be separated on the basis of these data alone. Indeed, as the probability of delirium increased, so did the probability of decline of mental functions. Eight most probable courses were identified, including good and poor stable courses, and courses exhibiting various patterns of improvement. Latent class analysis and hidden Markov chains offer a promising tool for studying mental disorders in the elderly. Its use may show its full potential as new data become available.

  3. System for the analysis of cohort mortality data

    International Nuclear Information System (INIS)

    McLain, R.; Frome, E.L.

    1986-01-01

    A system is developed for the analysis of cohort mortality data. This Mortality Analysis System (MAS) is designed as a research tool in epidemiologic studies. The system allows a researcher to investigate the effect of one or more factors on the mortality of a study cohort. Variables can be categorized as factors to allow for stratification in the analysis. DATA steps and PROC MATRIX are incorporated in the system to produce the output. Person-years, observed deaths, and expected deaths are calculated and cross-classified by the levels of the factors. The resulting data set can be used to compute the standardized mortality ratios (SMR) for each stratum level. Poisson regression models can then be used for further statistical analysis

  4. Phasic Triplet Markov Chains.

    Science.gov (United States)

    El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

    2014-11-01

    Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

  5. Mortality analysis in the French cohort of uranium miners

    International Nuclear Information System (INIS)

    Vacquier, B.

    2008-10-01

    The objective of this thesis is to contribute to the estimation of radiation-induced risks at low dose rates. This work is based on the cohort of uranium miners French presenting multiple exposures, contamination by internal (radon and uranium dust) and external exposure (gamma radiation). An analysis of the risk of death and the relationship risk exposure was carried out within the cohort of uranium miners after extension of the monitoring until 1999, for cancers diseases and non-cancers. In addition, an analysis taking into account multiple exposures to ionizing radiation was carried out within the framework of this thesis. This analysis has improved knowledge on the risk of mortality associated with low levels of exposure to radon. (author)

  6. The effects of LIGO detector noise on a 15-dimensional Markov-chain Monte Carlo analysis of gravitational-wave signals

    International Nuclear Information System (INIS)

    Raymond, V; Mandel, I; Kalogera, V; Van der Sluys, M V; Roever, C; Christensen, N

    2010-01-01

    Gravitational-wave signals from inspirals of binary compact objects (black holes and neutron stars) are primary targets of the ongoing searches by ground-based gravitational-wave (GW) interferometers (LIGO, Virgo and GEO-600). We present parameter estimation results from our Markov-chain Monte Carlo code SPINspiral on signals from binaries with precessing spins. Two data sets are created by injecting simulated GW signals either into synthetic Gaussian noise or into LIGO detector data. We compute the 15-dimensional probability-density functions (PDFs) for both data sets, as well as for a data set containing LIGO data with a known, loud artefact ('glitch'). We show that the analysis of the signal in detector noise yields accuracies similar to those obtained using simulated Gaussian noise. We also find that while the Markov chains from the glitch do not converge, the PDFs would look consistent with a GW signal present in the data. While our parameter estimation results are encouraging, further investigations into how to differentiate an actual GW signal from noise are necessary.

  7. Markov set-chains

    CERN Document Server

    Hartfiel, Darald J

    1998-01-01

    In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

  8. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; Katoen, Joost P.; van de Pol, Jaco; Stoelinga, Mariëlle Ida Antoinette

    2016-01-01

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. As expected, the state space explosion threatens the analysability of these models. We therefore introduce confluence reduction for Markov automata, a powerful reduction

  9. Chronic escitalopram treatment attenuated the accelerated rapid eye movement sleep transitions after selective rapid eye movement sleep deprivation: a model-based analysis using Markov chains.

    Science.gov (United States)

    Kostyalik, Diána; Vas, Szilvia; Kátai, Zita; Kitka, Tamás; Gyertyán, István; Bagdy, Gyorgy; Tóthfalusi, László

    2014-11-19

    Shortened rapid eye movement (REM) sleep latency and increased REM sleep amount are presumed biological markers of depression. These sleep alterations are also observable in several animal models of depression as well as during the rebound sleep after selective REM sleep deprivation (RD). Furthermore, REM sleep fragmentation is typically associated with stress procedures and anxiety. The selective serotonin reuptake inhibitor (SSRI) antidepressants reduce REM sleep time and increase REM latency after acute dosing in normal condition and even during REM rebound following RD. However, their therapeutic outcome evolves only after weeks of treatment, and the effects of chronic treatment in REM-deprived animals have not been studied yet. Chronic escitalopram- (10 mg/kg/day, osmotic minipump for 24 days) or vehicle-treated rats were subjected to a 3-day-long RD on day 21 using the flower pot procedure or kept in home cage. On day 24, fronto-parietal electroencephalogram, electromyogram and motility were recorded in the first 2 h of the passive phase. The observed sleep patterns were characterized applying standard sleep metrics, by modelling the transitions between sleep phases using Markov chains and by spectral analysis. Based on Markov chain analysis, chronic escitalopram treatment attenuated the REM sleep fragmentation [accelerated transition rates between REM and non-REM (NREM) stages, decreased REM sleep residence time between two transitions] during the rebound sleep. Additionally, the antidepressant avoided the frequent awakenings during the first 30 min of recovery period. The spectral analysis showed that the SSRI prevented the RD-caused elevation in theta (5-9 Hz) power during slow-wave sleep. Conversely, based on the aggregate sleep metrics, escitalopram had only moderate effects and it did not significantly attenuate the REM rebound after RD. In conclusion, chronic SSRI treatment is capable of reducing several effects on sleep which might be the consequence

  10. Availability analysis of mechanical systems with condition-based maintenance using semi-Markov and evaluation of optimal condition monitoring interval

    Science.gov (United States)

    Kumar, Girish; Jain, Vipul; Gandhi, O. P.

    2018-03-01

    Maintenance helps to extend equipment life by improving its condition and avoiding catastrophic failures. Appropriate model or mechanism is, thus, needed to quantify system availability vis-a-vis a given maintenance strategy, which will assist in decision-making for optimal utilization of maintenance resources. This paper deals with semi-Markov process (SMP) modeling for steady state availability analysis of mechanical systems that follow condition-based maintenance (CBM) and evaluation of optimal condition monitoring interval. The developed SMP model is solved using two-stage analytical approach for steady-state availability analysis of the system. Also, CBM interval is decided for maximizing system availability using Genetic Algorithm approach. The main contribution of the paper is in the form of a predictive tool for system availability that will help in deciding the optimum CBM policy. The proposed methodology is demonstrated for a centrifugal pump.

  11. Process Algebra and Markov Chains

    NARCIS (Netherlands)

    Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  12. Process algebra and Markov chains

    NARCIS (Netherlands)

    Brinksma, E.; Hermanns, H.; Brinksma, E.; Hermanns, H.; Katoen, J.P.

    2001-01-01

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  13. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    be obtained as a limiting value of a sample path of a suitable ... makes a mathematical model of chance and deals with the problem by .... Is the Markov chain aperiodic? It is! Here is how you can see it. Suppose that after you do the cut, you hold the top half in your right hand, and the bottom half in your left. Then there.

  14. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.; Prade, H.; Subrahmanian, V.S.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models and only one model applies at a time (activity in one model coincides with non-activity in the other models), these models can be joined together into one. Under certain conditions, nearly all

  15. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models, these models can be joined together under the constraint that there can only be one activity at a time, i.e. the activities of one model coincide with non-activity in the other models. Under

  16. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

  17. Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rissanen, Jorma

    1996-01-01

    Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

  18. Mortality in Danish women: age, period and cohort analysis

    DEFF Research Database (Denmark)

    Lindahl-Jacobsen, Rune

    smokers throughout their adult life, suggesting that these smoking habits may be an important factor for their increased mortality. Study aim 3 The analysis of causes of death suggested an increased risk for deaths associated with the respiratory system and from causes traditionally associated....... Conclusion This study has shown that examination of total mortality trends in relation to age, period and cohort is a powerful exploratory tool for understanding changes in mortality and thus life expectancy. The analysis of differences in mortality trends among women in Denmark, Norway and Sweden...

  19. Application of spatial Markov chains to the analysis of the temporal-spatial evolution of soil erosion.

    Science.gov (United States)

    Liu, Ruimin; Men, Cong; Wang, Xiujuan; Xu, Fei; Yu, Wenwen

    Soil and water conservation in the Three Gorges Reservoir Area of China is important, and soil erosion is a significant issue. In the present study, spatial Markov chains were applied to explore the impacts of the regional context on soil erosion in the Xiangxi River watershed, and Thematic Mapper remote sensing data from 1999 and 2007 were employed. The results indicated that the observed changes in soil erosion were closely related to the soil erosion levels of the surrounding areas. When neighboring regions were not considered, the probability that moderate erosion transformed into slight and severe erosion was 0.8330 and 0.0049, respectively. However, when neighboring regions that displayed intensive erosion were considered, the probabilities were 0.2454 and 0.7513, respectively. Moreover, the different levels of soil erosion in neighboring regions played different roles in soil erosion. If the erosion levels in the neighboring region were lower, the probability of a high erosion class transferring to a lower level was relatively high. In contrast, if erosion levels in the neighboring region were higher, the probability was lower. The results of the present study provide important information for the planning and implementation of soil conservation measures in the study area.

  20. Detecting Structural Breaks using Hidden Markov Models

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

  1. Behavioural Effects of Tourism on Oceanic Common Dolphins, Delphinus sp., in New Zealand: The Effects of Markov Analysis Variations and Current Tour Operator Compliance with Regulations

    Science.gov (United States)

    Meissner, Anna M.; Christiansen, Fredrik; Martinez, Emmanuelle; Pawley, Matthew D. M.; Orams, Mark B.; Stockin, Karen A.

    2015-01-01

    Common dolphins, Delphinus sp., are one of the marine mammal species tourism operations in New Zealand focus on. While effects of cetacean-watching activities have previously been examined in coastal regions in New Zealand, this study is the first to investigate effects of commercial tourism and recreational vessels on common dolphins in an open oceanic habitat. Observations from both an independent research vessel and aboard commercial tour vessels operating off the central and east coast Bay of Plenty, North Island, New Zealand were used to assess dolphin behaviour and record the level of compliance by permitted commercial tour operators and private recreational vessels with New Zealand regulations. Dolphin behaviour was assessed using two different approaches to Markov chain analysis in order to examine variation of responses of dolphins to vessels. Results showed that, regardless of the variance in Markov methods, dolphin foraging behaviour was significantly altered by boat interactions. Dolphins spent less time foraging during interactions and took significantly longer to return to foraging once disrupted by vessel presence. This research raises concerns about the potential disruption to feeding, a biologically critical behaviour. This may be particularly important in an open oceanic habitat, where prey resources are typically widely dispersed and unpredictable in abundance. Furthermore, because tourism in this region focuses on common dolphins transiting between adjacent coastal locations, the potential for cumulative effects could exacerbate the local effects demonstrated in this study. While the overall level of compliance by commercial operators was relatively high, non-compliance to the regulations was observed with time restriction, number or speed of vessels interacting with dolphins not being respected. Additionally, prohibited swimming with calves did occur. The effects shown in this study should be carefully considered within conservation management

  2. Effective comparative analysis of protein-protein interaction networks by measuring the steady-state network flow using a Markov model.

    Science.gov (United States)

    Jeong, Hyundoo; Qian, Xiaoning; Yoon, Byung-Jun

    2016-10-06

    Comparative analysis of protein-protein interaction (PPI) networks provides an effective means of detecting conserved functional network modules across different species. Such modules typically consist of orthologous proteins with conserved interactions, which can be exploited to computationally predict the modules through network comparison. In this work, we propose a novel probabilistic framework for comparing PPI networks and effectively predicting the correspondence between proteins, represented as network nodes, that belong to conserved functional modules across the given PPI networks. The basic idea is to estimate the steady-state network flow between nodes that belong to different PPI networks based on a Markov random walk model. The random walker is designed to make random moves to adjacent nodes within a PPI network as well as cross-network moves between potential orthologous nodes with high sequence similarity. Based on this Markov random walk model, we estimate the steady-state network flow - or the long-term relative frequency of the transitions that the random walker makes - between nodes in different PPI networks, which can be used as a probabilistic score measuring their potential correspondence. Subsequently, the estimated scores can be used for detecting orthologous proteins in conserved functional modules through network alignment. Through evaluations based on multiple real PPI networks, we demonstrate that the proposed scheme leads to improved alignment results that are biologically more meaningful at reduced computational cost, outperforming the current state-of-the-art algorithms. The source code and datasets can be downloaded from http://www.ece.tamu.edu/~bjyoon/CUFID .

  3. Behavioural effects of tourism on oceanic common dolphins, Delphinus sp., in New Zealand: the effects of Markov analysis variations and current tour operator compliance with regulations.

    Science.gov (United States)

    Meissner, Anna M; Christiansen, Fredrik; Martinez, Emmanuelle; Pawley, Matthew D M; Orams, Mark B; Stockin, Karen A

    2015-01-01

    Common dolphins, Delphinus sp., are one of the marine mammal species tourism operations in New Zealand focus on. While effects of cetacean-watching activities have previously been examined in coastal regions in New Zealand, this study is the first to investigate effects of commercial tourism and recreational vessels on common dolphins in an open oceanic habitat. Observations from both an independent research vessel and aboard commercial tour vessels operating off the central and east coast Bay of Plenty, North Island, New Zealand were used to assess dolphin behaviour and record the level of compliance by permitted commercial tour operators and private recreational vessels with New Zealand regulations. Dolphin behaviour was assessed using two different approaches to Markov chain analysis in order to examine variation of responses of dolphins to vessels. Results showed that, regardless of the variance in Markov methods, dolphin foraging behaviour was significantly altered by boat interactions. Dolphins spent less time foraging during interactions and took significantly longer to return to foraging once disrupted by vessel presence. This research raises concerns about the potential disruption to feeding, a biologically critical behaviour. This may be particularly important in an open oceanic habitat, where prey resources are typically widely dispersed and unpredictable in abundance. Furthermore, because tourism in this region focuses on common dolphins transiting between adjacent coastal locations, the potential for cumulative effects could exacerbate the local effects demonstrated in this study. While the overall level of compliance by commercial operators was relatively high, non-compliance to the regulations was observed with time restriction, number or speed of vessels interacting with dolphins not being respected. Additionally, prohibited swimming with calves did occur. The effects shown in this study should be carefully considered within conservation management

  4. Behavioural effects of tourism on oceanic common dolphins, Delphinus sp., in New Zealand: the effects of Markov analysis variations and current tour operator compliance with regulations.

    Directory of Open Access Journals (Sweden)

    Anna M Meissner

    Full Text Available Common dolphins, Delphinus sp., are one of the marine mammal species tourism operations in New Zealand focus on. While effects of cetacean-watching activities have previously been examined in coastal regions in New Zealand, this study is the first to investigate effects of commercial tourism and recreational vessels on common dolphins in an open oceanic habitat. Observations from both an independent research vessel and aboard commercial tour vessels operating off the central and east coast Bay of Plenty, North Island, New Zealand were used to assess dolphin behaviour and record the level of compliance by permitted commercial tour operators and private recreational vessels with New Zealand regulations. Dolphin behaviour was assessed using two different approaches to Markov chain analysis in order to examine variation of responses of dolphins to vessels. Results showed that, regardless of the variance in Markov methods, dolphin foraging behaviour was significantly altered by boat interactions. Dolphins spent less time foraging during interactions and took significantly longer to return to foraging once disrupted by vessel presence. This research raises concerns about the potential disruption to feeding, a biologically critical behaviour. This may be particularly important in an open oceanic habitat, where prey resources are typically widely dispersed and unpredictable in abundance. Furthermore, because tourism in this region focuses on common dolphins transiting between adjacent coastal locations, the potential for cumulative effects could exacerbate the local effects demonstrated in this study. While the overall level of compliance by commercial operators was relatively high, non-compliance to the regulations was observed with time restriction, number or speed of vessels interacting with dolphins not being respected. Additionally, prohibited swimming with calves did occur. The effects shown in this study should be carefully considered within

  5. Generalized Markov branching models

    OpenAIRE

    Li, Junping

    2005-01-01

    In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...

  6. Pairwise Choice Markov Chains

    OpenAIRE

    Ragain, Stephen; Ugander, Johan

    2016-01-01

    As datasets capturing human choices grow in richness and scale---particularly in online domains---there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Chain (PCMC) model of discrete choice, an inferentially tractable model that does not assume any of the above axioms while still satisfying the foundational axiom of uniform expansio...

  7. Fermionic Markov Chains

    OpenAIRE

    Fannes, Mark; Wouters, Jeroen

    2012-01-01

    We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy density. This can be done either directly using Szeg\\"o's theorem for asymptotic densities of functions of Toeplitz matrices, or through an extension of said theorem to rates of functions, which we present in this article.

  8. Pemodelan Markov Switching Autoregressive

    OpenAIRE

    Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi

    2014-01-01

    Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, tran...

  9. Radiogenic leukemia risk analysis for the Techa River Cohort members

    International Nuclear Information System (INIS)

    Krestinina, L.Y.; Epifanova, S.B.; Akleyev, A.V.; Preston, D.; Davis, F.; Ron, E.

    2008-01-01

    Full text: Members of the Techa River Cohort have been exposed to a long-term external and internal irradiation due to releases of radioactive waste from the Mayak Production Association into the Techa River. Since internal exposure resulted primarily from incorporation of 90 Sr in the bone structure, the bone marrow was the principal target. The maximum dose to the red bone marrow accumulated over 50 years in cohort members reached 2 Gy, and the mean dose was 0.3 Gy. The epidemiological analysis of radiogenic risk of leukemia development was conducted based on the retrospective cohort study approach and regression analysis using the Epicure statistical packet. The extended Techa River Cohort (ETRC) includes about 30 thousand people of the two genders, various ages and different ethnicity (mostly Russians, Tartars and Bashkirs). The catchment area for leukemia mortality and incidence follow-up includes the whole Chelyabinsk and Kurgan Oblasts. The previous analysis of leukemia mortality risk for a 50-year follow-up period pointed out statistically significant dose dependence. The presentation will for the first time describe the results of leukemia incidence risk analyses for the period from 1953 through 2004. Over this 52-year follow-up period 92 leukemia cases (42 in men and 50 in women) were registered among ETRC members resident in the catchment area. Among those 92 cases there were 22 cases attributed to chronic lymphoid leukemia (12 in men and 10 in women). The preliminary analysis of leukemia incidence risk showed a statistically significant linear dependence on dose for total leukemias (p = 0.006), as well as for leukemias with CLL excluded (p < 0.001). The point value of the total leukemia incidence ERR was 2.0/Gy (95% CI: 0.4-15.4) and for leukemia with CLL excluded the ERR was 4.5/Gy (95% CI: 1.1-14.7). More than 57% of leukemia cases (excluding CLL) registered in ETRC members could be related to the radiogenic factor. Analyses of chronic lymphoid

  10. A relation between non-Markov and Markov processes

    International Nuclear Information System (INIS)

    Hara, H.

    1980-01-01

    With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)

  11. Non-stationary Markov chains

    OpenAIRE

    Mallak, Saed

    1996-01-01

    Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996. Thesis (Master's) -- Bilkent University, 1996. Includes bibliographical references leaves leaf 29 In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination ...

  12. Uncertainty of the Soil–Water Characteristic Curve and Its Effects on Slope Seepage and Stability Analysis under Conditions of Rainfall Using the Markov Chain Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Weiping Liu

    2017-10-01

    Full Text Available It is important to determine the soil–water characteristic curve (SWCC for analyzing slope seepage and stability under the conditions of rainfall. However, SWCCs exhibit high uncertainty because of complex influencing factors, which has not been previously considered in slope seepage and stability analysis under conditions of rainfall. This study aimed to evaluate the uncertainty of the SWCC and its effects on the seepage and stability analysis of an unsaturated soil slope under conditions of rainfall. The SWCC model parameters were treated as random variables. An uncertainty evaluation of the parameters was conducted based on the Bayesian approach and the Markov chain Monte Carlo (MCMC method. Observed data from granite residual soil were used to test the uncertainty of the SWCC. Then, different confidence intervals for the model parameters of the SWCC were constructed. The slope seepage and stability analysis under conditions of rainfall with the SWCC of different confidence intervals was investigated using finite element software (SEEP/W and SLOPE/W. The results demonstrated that SWCC uncertainty had significant effects on slope seepage and stability. In general, the larger the percentile value, the greater the reduction of negative pore-water pressure in the soil layer and the lower the safety factor of the slope. Uncertainties in the model parameters of the SWCC can lead to obvious errors in predicted pore-water pressure profiles and the estimated safety factor of the slope under conditions of rainfall.

  13. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.

  14. Modeling nonhomogeneous Markov processes via time transformation.

    Science.gov (United States)

    Hubbard, R A; Inoue, L Y T; Fann, J R

    2008-09-01

    Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.

  15. Musical Markov Chains

    Science.gov (United States)

    Volchenkov, Dima; Dawin, Jean René

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  16. On Weak Markov's Principle

    DEFF Research Database (Denmark)

    Kohlenbach, Ulrich Wilhelm

    2002-01-01

    We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within...... the framework of Bishop-style mathematics (which has been open for about 20 years). The underivability even holds if the ine.ective schema of full comprehension (in all types) for negated formulas (in particular for -free formulas) is added, which allows one to derive the law of excluded middle...

  17. Influence of birth cohort on age of onset cluster analysis in bipolar I disorder

    DEFF Research Database (Denmark)

    Bauer, M; Glenn, T; Alda, M

    2015-01-01

    Purpose: Two common approaches to identify subgroups of patients with bipolar disorder are clustering methodology (mixture analysis) based on the age of onset, and a birth cohort analysis. This study investigates if a birth cohort effect will influence the results of clustering on the age of onset...... cohort. Model-based clustering (mixture analysis) was then performed on the age of onset data using the residuals. Clinical variables in subgroups were compared. Results: There was a strong birth cohort effect. Without adjusting for the birth cohort, three subgroups were found by clustering. After...... on the age of onset, and that there is a birth cohort effect. Including the birth cohort adjustment altered the number and characteristics of subgroups detected when clustering by age of onset. Further investigation is needed to determine if combining both approaches will identify subgroups that are more...

  18. Nonlinearly perturbed semi-Markov processes

    CERN Document Server

    Silvestrov, Dmitrii

    2017-01-01

    The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...

  19. A Markov chain analysis of the movements of juvenile salmonids, including sockeye salmon, in the forebay of McNary Dam, Washington and Oregon, 2006-09

    Science.gov (United States)

    Adams, Noah S.; Hatton, Tyson W.

    2012-01-01

    Passage and survival data were collected at McNary Dam between 2006 and 2009. These data have provided critical information for resource managers to implement structural and operational changes designed to improve the survival of juvenile salmonids as they migrate past the dam. Much of the valuable information collected at McNary Dam was in the form of three-dimensional (hereafter referred to as 3-D) tracks of fish movements in the forebay. These data depicted the behavior of multiple species (in three dimensions) during different diel periods, spill conditions, powerhouse operations, and testing of the surface bypass structures (temporary spillway weirs; TSWs). One of the challenges in reporting 3-D results is presenting the information in a manner that allows interested parties to summarize the behavior of many fish over many different conditions across multiple years. To accomplish this, we used a Markov chain analysis to characterize fish movement patterns in the forebay of McNary Dam. The Markov chain analysis allowed us to numerically summarize the behavior of fish in the forebay. This report is the second report published in 2012 that uses this analytical method. The first report included only fish released as part of the annual studies conducted at McNary Dam. This second report includes sockeye salmon that were released as part of studies conducted by the Chelan and Grant County Public Utility Districts at mid-Columbia River dams. The studies conducted in the mid-Columbia used the same transmitters as were used for McNary Dam studies, but transmitter pulse width was different between studies. Additionally, no passive integrated transponder tags were implanted in sockeye salmon. Differences in transmitter pulse width resulted in lower detection probabilities for sockeye salmon at McNary Dam. The absence of passive integrated transponder tags prevented us from determining if fish passed the powerhouse through the juvenile bypass system (JBS) or turbines. To

  20. Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

    Science.gov (United States)

    Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

    2010-09-01

    Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

  1. Flux through a Markov chain

    International Nuclear Information System (INIS)

    Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel

    2016-01-01

    Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.

  2. The effectiveness and cost effectiveness of dark chocolate consumption as prevention therapy in people at high risk of cardiovascular disease: best case scenario analysis using a Markov model.

    Science.gov (United States)

    Zomer, Ella; Owen, Alice; Magliano, Dianna J; Liew, Danny; Reid, Christopher M

    2012-05-30

    To model the long term effectiveness and cost effectiveness of daily dark chocolate consumption in a population with metabolic syndrome at high risk of cardiovascular disease. Best case scenario analysis using a Markov model. Australian Diabetes, Obesity and Lifestyle study. 2013 people with hypertension who met the criteria for metabolic syndrome, with no history of cardiovascular disease and not receiving antihypertensive therapy. Treatment effects associated with dark chocolate consumption derived from published meta-analyses were used to determine the absolute number of cardiovascular events with and without treatment. Costs associated with cardiovascular events and treatments were applied to determine the potential amount of funding required for dark chocolate therapy to be considered cost effective. Daily consumption of dark chocolate (polyphenol content equivalent to 100 g of dark chocolate) can reduce cardiovascular events by 85 (95% confidence interval 60 to 105) per 10,000 population treated over 10 years. $A40 (£25; €31; $42) could be cost effectively spent per person per year on prevention strategies using dark chocolate. These results assume 100% compliance and represent a best case scenario. The blood pressure and cholesterol lowering effects of dark chocolate consumption are beneficial in the prevention of cardiovascular events in a population with metabolic syndrome. Daily dark chocolate consumption could be an effective cardiovascular preventive strategy in this population.

  3. A cohort analysis of nuclear generation cost data

    International Nuclear Information System (INIS)

    Ono, Kenji; Nakamura, Takashi

    2002-01-01

    At the Nuclear Energy Information Center of the Central Research Institute of Electric Power Industry, Ltd., cost analysis of nuclear power generation has been carried out. In general, it is frequently carried out to analyze timely changing trends on various indexes on management of power stations such as annual O and M (operation and management) costs, apparatus using ratio, and so on, in nuclear power stations. Main aims of such analyses are to obtain knowledge useful for future policies and management decision making by grasping factors causing such changes to evaluate effects based on them as quantitatively as possible. Effects of the timely changing factors on various indexes on management of power stations can consider by dividing them to three types shown as follows; (1) effects of every years, (2) effects of every elapsed years, and (3) effects of operation beginning year. By separating these three effects to evaluate them, grasping of factors at background of the changes and their quantitative evaluations can be carried out more correctly, to be expected to obtain more useful knowledge. Here were described results applied on engineering method called by the 'Bayes type Cohort model' developed at a field of social science to trend analysis on indexes of such power stations. (G.K.)

  4. A Markov chain Monte Carlo Expectation Maximization Algorithm for Statistical Analysis of DNA Sequence Evolution with Neighbor-Dependent Substitution Rates

    DEFF Research Database (Denmark)

    Hobolth, Asger

    2008-01-01

    -dimensional integrals required in the EM algorithm are estimated using MCMC sampling. The MCMC sampler requires simulation of sample paths from a continuous time Markov process, conditional on the beginning and ending states and the paths of the neighboring sites. An exact path sampling algorithm is developed......The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous rate of substitution at a site depends on the states of the neighboring sites. Neighbor......-dependent substitution models are analytically intractable and must be analyzed using either approximate or simulation-based methods. We describe statistical inference of neighbor-dependent models using a Markov chain Monte Carlo expectation maximization (MCMC-EM) algorithm. In the MCMC-EM algorithm, the high...

  5. A birth cohort analysis of dental contact among elderly Americans.

    Science.gov (United States)

    Wolinsky, F D; Arnold, C L

    1989-01-01

    We applied standard cohort and multiple regression techniques to data on the dental utilization rates of 129,191 elderly individuals taken from the 1972, 1973, 1976, 1977, 1980, and 1981 Health Interview Surveys. The results indicate that the marked variation in dental contact rates is a reflection of cohort succession, and not a function of aging per se. Older cohorts having lower dental contact rates are being replaced by younger cohorts having higher dental contact rates. The dental contact rates of the individual birth cohorts themselves are quite stable over time. The results also indicate that economic barriers (especially liquid assets) have become more important than ever before, especially for the oldest-old. These findings have important implications for public policy about the oral health and health care of elderly Americans. PMID:2783297

  6. Markov chains theory and applications

    CERN Document Server

    Sericola, Bruno

    2013-01-01

    Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the

  7. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes ... In Part 4, we discuss some applications of the Markov ... one can construct the joint probability distribution of.

  8. Reviving Markov processes and applications

    International Nuclear Information System (INIS)

    Cai, H.

    1988-01-01

    In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)

  9. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  10. Confluence Reduction for Markov Automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette; Braberman, Victor; Fribourg, Laurent

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  11. Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study--a continuous time Markov chain model with Bayesian approach.

    Science.gov (United States)

    Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C

    2015-11-30

    Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. Copyright © 2015 John Wiley & Sons, Ltd.

  12. Time-domain induced polarization - an analysis of Cole-Cole parameter resolution and correlation using Markov Chain Monte Carlo inversion

    Science.gov (United States)

    Madsen, Line Meldgaard; Fiandaca, Gianluca; Auken, Esben; Christiansen, Anders Vest

    2017-12-01

    The application of time-domain induced polarization (TDIP) is increasing with advances in acquisition techniques, data processing and spectral inversion schemes. An inversion of TDIP data for the spectral Cole-Cole parameters is a non-linear problem, but by applying a 1-D Markov Chain Monte Carlo (MCMC) inversion algorithm, a full non-linear uncertainty analysis of the parameters and the parameter correlations can be accessed. This is essential to understand to what degree the spectral Cole-Cole parameters can be resolved from TDIP data. MCMC inversions of synthetic TDIP data, which show bell-shaped probability distributions with a single maximum, show that the Cole-Cole parameters can be resolved from TDIP data if an acquisition range above two decades in time is applied. Linear correlations between the Cole-Cole parameters are observed and by decreasing the acquisitions ranges, the correlations increase and become non-linear. It is further investigated how waveform and parameter values influence the resolution of the Cole-Cole parameters. A limiting factor is the value of the frequency exponent, C. As C decreases, the resolution of all the Cole-Cole parameters decreases and the results become increasingly non-linear. While the values of the time constant, τ, must be in the acquisition range to resolve the parameters well, the choice between a 50 per cent and a 100 per cent duty cycle for the current injection does not have an influence on the parameter resolution. The limits of resolution and linearity are also studied in a comparison between the MCMC and a linearized gradient-based inversion approach. The two methods are consistent for resolved models, but the linearized approach tends to underestimate the uncertainties for poorly resolved parameters due to the corresponding non-linear features. Finally, an MCMC inversion of 1-D field data verifies that spectral Cole-Cole parameters can also be resolved from TD field measurements.

  13. A Markov chain Monte Carlo Expectation Maximization Algorithm for Statistical Analysis of DNA Sequence Evolution with Neighbor-Dependent Substitution Rates

    DEFF Research Database (Denmark)

    Hobolth, Asger

    2008-01-01

    The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous rate of substitution at a site depends on the states of the neighboring sites. Neighbor...

  14. The 5-year cost-effectiveness of two-level anterior cervical discectomy and fusion or cervical disc replacement: a Markov analysis.

    Science.gov (United States)

    Overley, Samuel C; McAnany, Steven J; Brochin, Robert L; Kim, Jun S; Merrill, Robert K; Qureshi, Sheeraz A

    2018-01-01

    Anterior cervical discectomy and fusion (ACDF) and cervical disc replacement (CDR) are both acceptable surgical options for the treatment of cervical myelopathy and radiculopathy. To date, there are limited economic analyses assessing the relative cost-effectiveness of two-level ACDF versus CDR. The purpose of this study was to determine the 5-year cost-effectiveness of two-level ACDF versus CDR. The study design is a secondary analysis of prospectively collected data. Patients in the Prestige cervical disc investigational device exemption (IDE) study who underwent either a two-level CDR or a two-level ACDF were included in the study. The outcome measures were cost and quality-adjusted life years (QALYs). A Markov state-transition model was used to evaluate data from the two-level Prestige cervical disc IDE study. Data from the 36-item Short Form Health Survey were converted into utilities using the short form (SF)-6D algorithm. Costs were calculated from the payer perspective. QALYs were used to represent effectiveness. A probabilistic sensitivity analysis (PSA) was performed using a Monte Carlo simulation. The base-case analysis, assuming a 40-year-old person who failed appropriate conservative care, generated a 5-year cost of $130,417 for CDR and $116,717 for ACDF. Cervical disc replacement and ACDF generated 3.45 and 3.23 QALYs, respectively. The incremental cost-effectiveness ratio (ICER) was calculated to be $62,337/QALY for CDR. The Monte Carlo simulation validated the base-case scenario. Cervical disc replacement had an average cost of $130,445 (confidence interval [CI]: $108,395-$152,761) with an average effectiveness of 3.46 (CI: 3.05-3.83). Anterior cervical discectomy and fusion had an average cost of $116,595 (CI: $95,439-$137,937) and an average effectiveness of 3.23 (CI: 2.84-3.59). The ICER was calculated at $62,133/QALY with respect to CDR. Using a $100,000/QALY willingness to pay (WTP), CDR is the more cost-effective strategy and would be selected

  15. Cost-effectiveness analysis of routine pneumococcal vaccination in the UK: a comparison of the PHiD-CV vaccine and the PCV-13 vaccine using a Markov model.

    Science.gov (United States)

    Delgleize, Emmanuelle; Leeuwenkamp, Oscar; Theodorou, Eleni; Van de Velde, Nicolas

    2016-11-30

    In 2010, the 13-valent pneumococcal conjugate vaccine (PCV-13) replaced the 7-valent vaccine (introduced in 2006) for vaccination against invasive pneumococcal diseases (IPDs), pneumonia and acute otitis media (AOM) in the UK. Using recent evidence on the impact of PCVs and epidemiological changes in the UK, we performed a cost-effectiveness analysis (CEA) to compare the pneumococcal non-typeable Haemophilus influenzae protein D conjugate vaccine (PHiD-CV) with PCV-13 in the ongoing national vaccination programme. CEA was based on a published Markov model. The base-case scenario accounted only for direct medical costs. Work days lost were considered in alternative scenarios. Calculations were based on serotype and disease-specific vaccine efficacies, serotype distributions and UK incidence rates and medical costs. Health benefits and costs related to IPD, pneumonia and AOM were accumulated over the lifetime of a UK birth cohort. Vaccination of infants at 2, 4 and 12 months with PHiD-CV or PCV-13, assuming complete coverage and adherence. The incremental cost-effectiveness ratio (ICER) was computed by dividing the difference in costs between the programmes by the difference in quality-adjusted life-years (QALY). Under our model assumptions, both vaccines had a similar impact on IPD and pneumonia, but PHiD-CV generated a greater reduction in AOM cases (161 918), AOM-related general practitioner consultations (31 070) and tympanostomy tube placements (2399). At price parity, PHiD-CV vaccination was dominant over PCV-13, saving 734 QALYs as well as £3.68 million to the National Health Service (NHS). At the lower list price of PHiD-CV, the cost-savings would increase to £45.77 million. This model projected that PHiD-CV would provide both incremental health benefits and cost-savings compared with PCV-13 at price parity. Using PHiD-CV could result in substantial budget savings to the NHS. These savings could be used to implement other life-saving interventions

  16. Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

    Science.gov (United States)

    Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

    2014-11-01

    In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

  17. Mortality in former Olympic athletes: retrospective cohort analysis

    Science.gov (United States)

    Zwiers, R; Zantvoord, F W A; van Bodegom, D; van der Ouderaa, F J G; Westendorp, R G J

    2012-01-01

    Objective To assess the mortality risk in subsequent years (adjusted for year of birth, nationality, and sex) of former Olympic athletes from disciplines with different levels of exercise intensity. Design Retrospective cohort study. Setting Former Olympic athletes. Participants 9889 athletes (with a known age at death) who participated in the Olympic Games between 1896 and 1936, representing 43 types of disciplines with different levels of cardiovascular, static, and dynamic intensity exercise; high or low risk of bodily collision; and different levels of physical contact. Main outcome measure All cause mortality. Results Hazard ratios for mortality among athletes from disciplines with moderate cardiovascular intensity (1.01, 95% confidence interval 0.96 to 1.07) or high cardiovascular intensity (0.98, 0.92 to 1.04) were similar to those in athletes from disciplines with low cardiovascular intensity. The underlying static and dynamic components in exercise intensity showed similar non-significant results. Increased mortality was seen among athletes from disciplines with a high risk of bodily collision (hazard ratio 1.11, 1.06 to 1.15) and with high levels of physical contact (1.16, 1.11 to 1.22). In a multivariate analysis, the effect of high cardiovascular intensity remained similar (hazard ratio 1.05, 0.89 to 1.25); the increased mortality associated with high physical contact persisted (hazard ratio 1.13, 1.06 to 1.21), but that for bodily collision became non-significant (1.03, 0.98 to 1.09) as a consequence of its close relation with physical contact. Conclusions Among former Olympic athletes, engagement in disciplines with high intensity exercise did not bring a survival benefit compared with disciplines with low intensity exercise. Those who engaged in disciplines with high levels of physical contact had higher mortality than other Olympians later in life. PMID:23241269

  18. Health economic analysis of human papillomavirus vaccines in women of Chile: perspective of the health care payer using a Markov model.

    Science.gov (United States)

    Gomez, Jorge Alberto; Lepetic, Alejandro; Demarteau, Nadia

    2014-11-26

    In Chile, significant reductions in cervical cancer incidence and mortality have been observed due to implementation of a well-organized screening program. However, it has been suggested that the inclusion of human papillomavirus (HPV) vaccination for young adolescent women may be the best prospect to further reduce the burden of cervical cancer. This cost-effectiveness study comparing two available HPV vaccines in Chile was performed to support decision making on the implementation of universal HPV vaccination. The present analysis used an existing static Markov model to assess the effect of screening and vaccination. This analysis includes the epidemiology of low-risk HPV types allowing for the comparison between the two vaccines (HPV-16/18 AS04-adjuvanted vaccine and the HPV-6/11/16/18 vaccine), latest cross-protection data on HPV vaccines, treatment costs for cervical cancer, vaccine costs and 6% discounting per the health economic guideline for Chile. Projected incremental cost-utility ratio (ICUR) and incremental cost-effectiveness ratio (ICERs) for the HPV-16/18 AS04-adjuvanted vaccine was 116 United States (US) dollars per quality-adjusted life years (QALY) gained or 147 US dollars per life-years (LY) saved, while the projected ICUR/ICER for the HPV-6/11/16/18 vaccine was 541 US dollars per QALY gained or 726 US dollars per LY saved. Introduction of any HPV vaccine to the present cervical cancer prevention program of Chile is estimated to be highly cost-effective (below 1X gross domestic product [GDP] per capita, 14278 US dollars). In Chile, the addition of HPV-16/18 AS04-adjuvanted vaccine to the existing screening program dominated the addition of HPV-6/11/16/18 vaccine. In the probabilistic sensitivity analysis results show that the HPV-16/18 AS04-adjuvanted vaccine is expected to be dominant and cost-saving in 69.3% and 77.6% of the replicates respectively. The findings indicate that the addition of any HPV vaccine to the current cervical screening

  19. Economic outcomes of maintenance gefitinib for locally advanced/metastatic non-small-cell lung cancer with unknown EGFR mutations: a semi-Markov model analysis.

    Directory of Open Access Journals (Sweden)

    Xiaohui Zeng

    Full Text Available BACKGROUND: Maintenance gefitinib significantly prolonged progression-free survival (PFS compared with placebo in patients from eastern Asian with locally advanced/metastatic non-small-cell lung cancer (NSCLC after four chemotherapeutic cycles (21 days per cycle of first-line platinum-based combination chemotherapy without disease progression. The objective of the current study was to evaluate the cost-effectiveness of maintenance gefitinib therapy after four chemotherapeutic cycle's stand first-line platinum-based chemotherapy for patients with locally advanced or metastatic NSCLC with unknown EGFR mutations, from a Chinese health care system perspective. METHODS AND FINDINGS: A semi-Markov model was designed to evaluate cost-effectiveness of the maintenance gefitinib treatment. Two-parametric Weibull and Log-logistic distribution were fitted to PFS and overall survival curves independently. One-way and probabilistic sensitivity analyses were conducted to assess the stability of the model designed. The model base-case analysis suggested that maintenance gefitinib would increase benefits in a 1, 3, 6 or 10-year time horizon, with incremental $184,829, $19,214, $19,328, and $21,308 per quality-adjusted life-year (QALY gained, respectively. The most sensitive influential variable in the cost-effectiveness analysis was utility of PFS plus rash, followed by utility of PFS plus diarrhoea, utility of progressed disease, price of gefitinib, cost of follow-up treatment in progressed survival state, and utility of PFS on oral therapy. The price of gefitinib is the most significant parameter that could reduce the incremental cost per QALY. Probabilistic sensitivity analysis indicated that the cost-effective probability of maintenance gefitinib was zero under the willingness-to-pay (WTP threshold of $16,349 (3 × per-capita gross domestic product of China. The sensitivity analyses all suggested that the model was robust. CONCLUSIONS: Maintenance gefitinib

  20. The folding mechanism and key metastable state identification of the PrP127-147 monomer studied by molecular dynamics simulations and Markov state model analysis.

    Science.gov (United States)

    Zhou, Shuangyan; Wang, Qianqian; Wang, Yuwei; Yao, Xiaojun; Han, Wei; Liu, Huanxiang

    2017-05-10

    The structural transition of prion proteins from a native α-helix (PrP C ) to a misfolded β-sheet-rich conformation (PrP Sc ) is believed to be the main cause of a number of prion diseases in humans and animals. Understanding the molecular basis of misfolding and aggregation of prion proteins will be valuable for unveiling the etiology of prion diseases. However, due to the limitation of conventional experimental techniques and the heterogeneous property of oligomers, little is known about the molecular architecture of misfolded PrP Sc and the mechanism of structural transition from PrP C to PrP Sc . The prion fragment 127-147 (PrP127-147) has been reported to be a critical region for PrP Sc formation in Gerstmann-Straussler-Scheinker (GSS) syndrome and thus has been used as a model for the study of prion aggregation. In the present study, we employ molecular dynamics (MD) simulation techniques to study the conformational change of this fragment that could be relevant to the PrP C -PrP Sc transition. Employing extensive replica exchange molecular dynamics (REMD) and conventional MD simulations, we sample a huge number of conformations of PrP127-147. Using the Markov state model (MSM), we identify the metastable conformational states of this fragment and the kinetic network of transitions between the states. The resulting MSM reveals that disordered random-coiled conformations are the dominant structures. A key metastable folded state with typical extended β-sheet structures is identified with Pro137 being located in a turn region, consistent with a previous experimental report. Conformational analysis reveals that intrapeptide hydrophobic interaction and two key residue interactions, including Arg136-His140 and Pro137-His140, contribute a lot to the formation of ordered extended β-sheet states. However, network pathway analysis from the most populated disordered state indicates that the formation of extended β-sheet states is quite slow (at the millisecond

  1. Switching Markov chains for a holistic modeling of SIS unavailability

    International Nuclear Information System (INIS)

    Mechri, Walid; Simon, Christophe; BenOthman, Kamel

    2015-01-01

    This paper proposes a holistic approach to model the Safety Instrumented Systems (SIS). The model is based on Switching Markov Chain and integrates several parameters like Common Cause Failure, Imperfect Proof testing, partial proof testing, etc. The basic concepts of Switching Markov Chain applied to reliability analysis are introduced and a model to compute the unavailability for a case study is presented. The proposed Switching Markov Chain allows us to assess the effect of each parameter on the SIS performance. The proposed method ensures the relevance of the results. - Highlights: • A holistic approach to model the unavailability safety systems using Switching Markov chains. • The model integrates several parameters like probability of failure due to the test, the probability of not detecting a failure in a test. • The basic concepts of the Switching Markov Chains are introduced and applied to compute the unavailability for safety systems. • The proposed Switching Markov Chain allows assessing the effect of each parameter on the chemical reactor performance

  2. Prognostics for Steam Generator Tube Rupture using Markov Chain model

    International Nuclear Information System (INIS)

    Kim, Gibeom; Heo, Gyunyoung; Kim, Hyeonmin

    2016-01-01

    This paper will describe the prognostics method for evaluating and forecasting the ageing effect and demonstrate the procedure of prognostics for the Steam Generator Tube Rupture (SGTR) accident. Authors will propose the data-driven method so called MCMC (Markov Chain Monte Carlo) which is preferred to the physical-model method in terms of flexibility and availability. Degradation data is represented as growth of burst probability over time. Markov chain model is performed based on transition probability of state. And the state must be discrete variable. Therefore, burst probability that is continuous variable have to be changed into discrete variable to apply Markov chain model to the degradation data. The Markov chain model which is one of prognostics methods was described and the pilot demonstration for a SGTR accident was performed as a case study. The Markov chain model is strong since it is possible to be performed without physical models as long as enough data are available. However, in the case of the discrete Markov chain used in this study, there must be loss of information while the given data is discretized and assigned to the finite number of states. In this process, original information might not be reflected on prediction sufficiently. This should be noted as the limitation of discrete models. Now we will be studying on other prognostics methods such as GPM (General Path Model) which is also data-driven method as well as the particle filer which belongs to physical-model method and conducting comparison analysis

  3. Constructing Dynamic Event Trees from Markov Models

    International Nuclear Information System (INIS)

    Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

    2006-01-01

    In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

  4. Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

    Science.gov (United States)

    Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

    2018-01-01

    Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

  5. Analysis of Land Use and Land Cover Changes and Their Impacts on Future Runoff in the Luanhe River Basin in North China Using Markov and SWAT

    Science.gov (United States)

    Yang, W.; Long, D.

    2017-12-01

    Both land use/cover change (LUCC) and climate change exert significant impacts on runoff, which needs to be thoroughly examined in the context of urbanization, population growth, and climate change. The majority of studies focus on the impacts of either LUCC or climate on runoff in the upper reaches of the Panjiakou Reservoir in the Luanhe River basin, North China. In this study, first, two land use change matrices for periods 1970‒1980 and 1980‒2000 were constructed based on the theory of the Markov Chain which were used to predict the land use scenario of the basin in year 2020. Second, a distributed hydrological model, Soil Water Assessment Tools (SWAT), was set up and driven mainly by the China Gauge-based Daily Precipitation Analysis (CGDPA) product and outputs from three general circulation models (GCMs) of the Inter-Sectoral Impact Model Inter-comparison Project (ISI-MIP). Third, under the land use scenario in 2000, streamflow at the Chengde gauging station for the period 1998‒2014 was simulated with the CGDPA as input, and streamflow for the period 2015‒2025 under four representative concentration pathways (RCPs) was simulated using the outputs from GCMs and compared under the land use scenarios in 2000 and 2020. Results show that during 2015‒2025, the ensemble average precipitation in summer (i.e., from June to August) may increase up to 20% but decrease by -16% in fall (i.e., from September to November). The streamflow may increase in all the seasons, particularly in spring (i.e., from March to May) and summer reaching 150% and 142%, respectively. Furthermore, the streamflow may increase even more when the land use scenario for the period 1998‒2025 remains the same as that in 2000. The minimum (61mm) and maximum (77mm) mean annual runoff depth occur under the RCP4.5 and RCP6 scenarios, respectively, compared with the mean annual observed streamflow of 33 mm from 1998 to 2014. Finally, we analyzed the correlation among the main land use types

  6. Educational expansion and the education gradient in health: A hierarchical age-period-cohort analysis.

    Science.gov (United States)

    Delaruelle, Katrijn; Buffel, Veerle; Bracke, Piet

    2015-11-01

    Researchers have recently been investigating the temporal variation in the educational gradient in health. While there is abundant literature concerning age trajectories, theoretical knowledge about cohort differences is relatively limited. Therefore, in analogy with the life course perspective, we introduce two contrasting cohort-specific hypotheses. The diminishing health returns hypothesis predicts a decrease in educational disparities in health across cohorts. By contrast, the cohort accretion hypothesis suggests that the education-health gap will be more pronounced among younger cohorts. To shed light on this, we perform a hierarchical age-period-cohort analysis (HAPC), using data from a subsample of individuals between 25 and 85 years of age (N = 232,573) from 32 countries in the European Social Survey (six waves: 2002-2012). The analysis leads to three important conclusions. First, we observe a widening health gap between different educational levels over the life course. Second, we find that these educational differences in the age trajectories of health seem to strengthen with each successive birth cohort. However, the two age-related effects disappear when we control for employment status, household income, and family characteristics. Last, when adjusting for these mediators, we reveal evidence to support the diminishing health returns hypothesis, implying that it is primarily the direct association between education and health that decreases across cohorts. This finding raises concerns about potential barriers to education being a vehicle for empowerment and the promotion of health. Copyright © 2015 Elsevier Ltd. All rights reserved.

  7. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2013-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code....

  8. Maximizing entropy over Markov processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2014-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code. © 2014 Elsevier...

  9. Markov chains and mixing times

    CERN Document Server

    Levin, David A; Wilmer, Elizabeth L

    2009-01-01

    This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r

  10. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  11. Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

    Science.gov (United States)

    English, Thomas

    2005-01-01

    A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

  12. The marriage boom and marriage bust in the United States: An age-period-cohort analysis.

    Science.gov (United States)

    Schellekens, Jona

    2017-03-01

    In the 1950s and 1960s there was an unprecedented marriage boom in the United States. This was followed in the 1970s by a marriage bust. Some argue that both phenomena are cohort effects, while others argue that they are period effects. The study reported here tested the major period and cohort theories of the marriage boom and bust, by estimating an age-period-cohort model of first marriage for the years 1925-79 using census microdata. The results of the analysis indicate that the marriage boom was mostly a period effect, although there were also cohort influences. More specifically, the hypothesis that the marriage boom was mostly a response to rising wages is shown to be consistent with the data. However, much of the marriage bust can be accounted for by unidentified cohort influences, at least until 1980.

  13. Analysis of Clinical Cohort Data Using Nested Case-control and Case-cohort Sampling Designs. A Powerful and Economical Tool.

    Science.gov (United States)

    Ohneberg, K; Wolkewitz, M; Beyersmann, J; Palomar-Martinez, M; Olaechea-Astigarraga, P; Alvarez-Lerma, F; Schumacher, M

    2015-01-01

    Sampling from a large cohort in order to derive a subsample that would be sufficient for statistical analysis is a frequently used method for handling large data sets in epidemiological studies with limited resources for exposure measurement. For clinical studies however, when interest is in the influence of a potential risk factor, cohort studies are often the first choice with all individuals entering the analysis. Our aim is to close the gap between epidemiological and clinical studies with respect to design and power considerations. Schoenfeld's formula for the number of events required for a Cox' proportional hazards model is fundamental. Our objective is to compare the power of analyzing the full cohort and the power of a nested case-control and a case-cohort design. We compare formulas for power for sampling designs and cohort studies. In our data example we simultaneously apply a nested case-control design with a varying number of controls matched to each case, a case cohort design with varying subcohort size, a random subsample and a full cohort analysis. For each design we calculate the standard error for estimated regression coefficients and the mean number of distinct persons, for whom covariate information is required. The formula for the power of a nested case-control design and the power of a case-cohort design is directly connected to the power of a cohort study using the well known Schoenfeld formula. The loss in precision of parameter estimates is relatively small compared to the saving in resources. Nested case-control and case-cohort studies, but not random subsamples yield an attractive alternative for analyzing clinical studies in the situation of a low event rate. Power calculations can be conducted straightforwardly to quantify the loss of power compared to the savings in the num-ber of patients using a sampling design instead of analyzing the full cohort.

  14. Consistency and refinement for Interval Markov Chains

    DEFF Research Database (Denmark)

    Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel

    2012-01-01

    Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...

  15. A Markov reward model checker

    NARCIS (Netherlands)

    Katoen, Joost P.; Maneesh Khattri, M.; Zapreev, I.S.; Zapreev, I.S.

    2005-01-01

    This short tool paper introduces MRMC, a model checker for discrete-time and continuous-time Markov reward models. It supports reward extensions of PCTL and CSL, and allows for the automated verification of properties concerning long-run and instantaneous rewards as well as cumulative rewards. In

  16. Adaptive Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rasmussen, Tage

    1996-01-01

    Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

  17. Markov Decision Processes in Practice

    NARCIS (Netherlands)

    Boucherie, Richardus J.; van Dijk, N.M.

    2017-01-01

    It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook

  18. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Kashyap Manohar

    2008-01-01

    Full Text Available Abstract This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  19. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Chris Winstead

    2008-04-01

    Full Text Available This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  20. Evolving the structure of hidden Markov Models

    DEFF Research Database (Denmark)

    won, K. J.; Prugel-Bennett, A.; Krogh, A.

    2006-01-01

    A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....

  1. Time-domain induced polarization - an analysis of Cole-Cole parameter resolution and correlation using Markov Chain Monte Carlo inversion

    DEFF Research Database (Denmark)

    Madsen, Line Meldgaard; Fiandaca, Gianluca; Auken, Esben

    2017-01-01

    The application of time-domain induced polarization (TDIP) is increasing with advances in acquisition techniques, data processing and spectral inversion schemes. An inversion of TDIP data for the spectral Cole-Cole parameters is a non-linear problem, but by applying a 1-D Markov Chain Monte Carlo......-shaped probability distributions with a single maximum, show that the Cole-Cole parameters can be resolved from TDIP data if an acquisition range above two decades in time is applied. Linear correlations between the Cole-Cole parameters are observed and by decreasing the acquisitions ranges, the correlations...

  2. Non-accidental injury: a retrospective analysis of a large cohort

    International Nuclear Information System (INIS)

    Carty, Helen; Pierce, Agnes

    2002-01-01

    The radiology literature describing the injuries of child abuse is very extensive. Articles on the distribution of injuries and the way in which a diagnosis was reached are less frequent. This article represents the detailed analysis of a cohort of patients, suspected of being victims of abuse, referred to the authors. It necessarily reflects personal experience and is not a population study. The distribution of the injuries in a cohort of 467 patients is reviewed. (orig.)

  3. Non-accidental injury: a retrospective analysis of a large cohort

    Energy Technology Data Exchange (ETDEWEB)

    Carty, Helen; Pierce, Agnes [RLC NHS Trust-Alder Hey, Liverpool L12 2 AP (United Kingdom)

    2002-12-01

    The radiology literature describing the injuries of child abuse is very extensive. Articles on the distribution of injuries and the way in which a diagnosis was reached are less frequent. This article represents the detailed analysis of a cohort of patients, suspected of being victims of abuse, referred to the authors. It necessarily reflects personal experience and is not a population study. The distribution of the injuries in a cohort of 467 patients is reviewed. (orig.)

  4. Discounted semi-Markov decision processes : linear programming and policy iteration

    NARCIS (Netherlands)

    Wessels, J.; van Nunen, J.A.E.E.

    1975-01-01

    For semi-Markov decision processes with discounted rewards we derive the well known results regarding the structure of optimal strategies (nonrandomized, stationary Markov strategies) and the standard algorithms (linear programming, policy iteration). Our analysis is completely based on a primal

  5. Discounted semi-Markov decision processes : linear programming and policy iteration

    NARCIS (Netherlands)

    Wessels, J.; van Nunen, J.A.E.E.

    1974-01-01

    For semi-Markov decision processes with discounted rewards we derive the well known results regarding the structure of optimal strategies (nonrandomized, stationary Markov strategies) and the standard algorithms (linear programming, policy iteration). Our analysis is completely based on a primal

  6. Chocolate consumption and risk of atrial fibrillation: Two cohort studies and a meta-analysis.

    Science.gov (United States)

    Larsson, Susanna C; Drca, Nikola; Jensen-Urstad, Mats; Wolk, Alicja

    2018-01-01

    Chocolate consumption has been inconsistently associated with risk of atrial fibrillation (AF). We investigated the association between chocolate consumption and risk of AF in Swedish adults from two cohort studies and conducted a meta-analysis to summarize available evidence from cohort studies on this topic. Our study population comprised 40,009 men from the Cohort of Swedish Men and 32,486 women from the Swedish Mammography Cohort. Incident AF cases were ascertained through linkage with the Swedish National Patient Register. Published cohort studies of chocolate consumption in relation to risk of AF were identified by a PubMed search through September 14, 2017. During a mean follow-up of 14.6 years, AF was diagnosed in 9978 Swedish men and women. Compared with non-consumers, the multivariable hazard ratio of AF for those in the highest category of chocolate consumption (≥3-4 servings/week) was 0.96 (95% CI 0.88-1.04). In a random-effects meta-analysis of 5 cohort studies, including 180,454 participants and 16,356 AF cases, the hazard ratios of AF were 0.97 (95% CI 0.94-1.01) per 2 servings/week increase in chocolate consumption and 0.96 (95% CI 0.90-1.03) for the highest versus lowest category of chocolate consumption. Available data provide no evidence of an association of chocolate consumption with risk of AF. Copyright © 2017 Elsevier Inc. All rights reserved.

  7. Markov chain solution of photon multiple scattering through turbid slabs.

    Science.gov (United States)

    Lin, Ying; Northrop, William F; Li, Xuesong

    2016-11-14

    This work introduces a Markov Chain solution to model photon multiple scattering through turbid slabs via anisotropic scattering process, i.e., Mie scattering. Results show that the proposed Markov Chain model agree with commonly used Monte Carlo simulation for various mediums such as medium with non-uniform phase functions and absorbing medium. The proposed Markov Chain solution method successfully converts the complex multiple scattering problem with practical phase functions into a matrix form and solves transmitted/reflected photon angular distributions by matrix multiplications. Such characteristics would potentially allow practical inversions by matrix manipulation or stochastic algorithms where widely applied stochastic methods such as Monte Carlo simulations usually fail, and thus enable practical diagnostics reconstructions such as medical diagnosis, spray analysis, and atmosphere sciences.

  8. Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation

    Czech Academy of Sciences Publication Activity Database

    Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.

    2009-01-01

    Roč. 18, č. 8 (2009), s. 1830-1843 ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf

  9. On a Markov chain roulette-type game

    International Nuclear Information System (INIS)

    El-Shehawey, M A; El-Shreef, Gh A

    2009-01-01

    A Markov chain on non-negative integers which arises in a roulette-type game is discussed. The transition probabilities are p 01 = ρ, p Nj = δ Nj , p i,i+W = q, p i,i-1 = p = 1 - q, 1 ≤ W < N, 0 ≤ ρ ≤ 1, N - W < j ≤ N and i = 1, 2, ..., N - W. Using formulae for the determinant of a partitioned matrix, a closed form expression for the solution of the Markov chain roulette-type game is deduced. The present analysis is supported by two mathematical models from tumor growth and war with bargaining

  10. Honest Importance Sampling with Multiple Markov Chains.

    Science.gov (United States)

    Tan, Aixin; Doss, Hani; Hobert, James P

    2015-01-01

    Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable

  11. ANALYSING ACCEPTANCE SAMPLING PLANS BY MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Mohammad Mirabi

    2012-01-01

    Full Text Available

    ENGLISH ABSTRACT: In this research, a Markov analysis of acceptance sampling plans in a single stage and in two stages is proposed, based on the quality of the items inspected. In a stage of this policy, if the number of defective items in a sample of inspected items is more than the upper threshold, the batch is rejected. However, the batch is accepted if the number of defective items is less than the lower threshold. Nonetheless, when the number of defective items falls between the upper and lower thresholds, the decision-making process continues to inspect the items and collect further samples. The primary objective is to determine the optimal values of the upper and lower thresholds using a Markov process to minimise the total cost associated with a batch acceptance policy. A solution method is presented, along with a numerical demonstration of the application of the proposed methodology.

    AFRIKAANSE OPSOMMING: In hierdie navorsing word ’n Markov-ontleding gedoen van aannamemonsternemingsplanne wat plaasvind in ’n enkele stap of in twee stappe na gelang van die kwaliteit van die items wat geïnspekteer word. Indien die eerste monster toon dat die aantal defektiewe items ’n boonste grens oorskry, word die lot afgekeur. Indien die eerste monster toon dat die aantal defektiewe items minder is as ’n onderste grens, word die lot aanvaar. Indien die eerste monster toon dat die aantal defektiewe items in die gebied tussen die boonste en onderste grense lê, word die besluitnemingsproses voortgesit en verdere monsters word geneem. Die primêre doel is om die optimale waardes van die booonste en onderste grense te bepaal deur gebruik te maak van ’n Markov-proses sodat die totale koste verbonde aan die proses geminimiseer kan word. ’n Oplossing word daarna voorgehou tesame met ’n numeriese voorbeeld van die toepassing van die voorgestelde oplossing.

  12. Markov chains and mixing times

    CERN Document Server

    Levin, David A

    2017-01-01

    Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...

  13. Analyzing the profit-loss sharing contracts with Markov model

    Directory of Open Access Journals (Sweden)

    Imam Wahyudi

    2016-12-01

    Full Text Available The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS as the mode of financing contracts in Islamic bank with censored continuous-time observations. The paper adopts the longitudinal analysis with the first order Markov chain framework. Laplace transform was used with homogenous continuous time assumption, from discretized generator matrix, to generate the transition matrix. Various metrics, i.e.: eigenvalue and eigenvector were used to test the first order Markov chain assumption. Cox semi parametric model was used also to analyze the momentum and waiting time effect as non-Markov behavior. The result shows that first order Markov chain is powerful as a monitoring tool for Islamic banks. We find that waiting time negatively affected present rating downgrade (upgrade significantly. Likewise, momentum covariate showed negative effect. Finally, the result confirms that different origin rating have different movement behavior. The paper explores the potential of Markov chain framework as a risk management tool for Islamic banks. It provides valuable insight and integrative model for banks to manage their borrower accounts. This model can be developed to be a powerful early warning system to identify which borrower needs to be monitored intensively. Ultimately, this model could potentially increase the efficiency, productivity and competitiveness of Islamic banks in Indonesia. The analysis used only rating data. Further study should be able to give additional information about the determinant factors of rating movement of the borrowers by incorporating various factors such as contract-related factors, bank-related factors, borrower-related factors and macroeconomic factors.

  14. Markov processes characterization and convergence

    CERN Document Server

    Ethier, Stewart N

    2009-01-01

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...

  15. Mitochondrial disease in autism spectrum disorder patients: a cohort analysis.

    Science.gov (United States)

    Weissman, Jacqueline R; Kelley, Richard I; Bauman, Margaret L; Cohen, Bruce H; Murray, Katherine F; Mitchell, Rebecca L; Kern, Rebecca L; Natowicz, Marvin R

    2008-01-01

    Previous reports indicate an association between autism spectrum disorders (ASD) and disorders of mitochondrial oxidative phosphorylation. One study suggested that children with both diagnoses are clinically indistinguishable from children with idiopathic autism. There are, however, no detailed analyses of the clinical and laboratory findings in a large cohort of these children. Therefore, we undertook a comprehensive review of patients with ASD and a mitochondrial disorder. We reviewed medical records of 25 patients with a primary diagnosis of ASD by DSM-IV-TR criteria, later determined to have enzyme- or mutation-defined mitochondrial electron transport chain (ETC) dysfunction. Twenty-four of 25 patients had one or more major clinical abnormalities uncommon in idiopathic autism. Twenty-one patients had histories of significant non-neurological medical problems. Nineteen patients exhibited constitutional symptoms, especially excessive fatigability. Fifteen patients had abnormal neurological findings. Unusual developmental phenotypes included marked delay in early gross motor milestones (32%) and unusual patterns of regression (40%). Levels of blood lactate, plasma alanine, and serum ALT and/or AST were increased at least once in 76%, 36%, and 52% of patients, respectively. The most common ETC disorders were deficiencies of complex I (64%) and complex III (20%). Two patients had rare mtDNA mutations of likely pathogenicity. Although all patients' initial diagnosis was idiopathic autism, careful clinical and biochemical assessment identified clinical findings that differentiated them from children with idiopathic autism. These and prior data suggest a disturbance of mitochondrial energy production as an underlying pathophysiological mechanism in a subset of individuals with autism.

  16. Mitochondrial disease in autism spectrum disorder patients: a cohort analysis.

    Directory of Open Access Journals (Sweden)

    Jacqueline R Weissman

    Full Text Available Previous reports indicate an association between autism spectrum disorders (ASD and disorders of mitochondrial oxidative phosphorylation. One study suggested that children with both diagnoses are clinically indistinguishable from children with idiopathic autism. There are, however, no detailed analyses of the clinical and laboratory findings in a large cohort of these children. Therefore, we undertook a comprehensive review of patients with ASD and a mitochondrial disorder.We reviewed medical records of 25 patients with a primary diagnosis of ASD by DSM-IV-TR criteria, later determined to have enzyme- or mutation-defined mitochondrial electron transport chain (ETC dysfunction. Twenty-four of 25 patients had one or more major clinical abnormalities uncommon in idiopathic autism. Twenty-one patients had histories of significant non-neurological medical problems. Nineteen patients exhibited constitutional symptoms, especially excessive fatigability. Fifteen patients had abnormal neurological findings. Unusual developmental phenotypes included marked delay in early gross motor milestones (32% and unusual patterns of regression (40%. Levels of blood lactate, plasma alanine, and serum ALT and/or AST were increased at least once in 76%, 36%, and 52% of patients, respectively. The most common ETC disorders were deficiencies of complex I (64% and complex III (20%. Two patients had rare mtDNA mutations of likely pathogenicity.Although all patients' initial diagnosis was idiopathic autism, careful clinical and biochemical assessment identified clinical findings that differentiated them from children with idiopathic autism. These and prior data suggest a disturbance of mitochondrial energy production as an underlying pathophysiological mechanism in a subset of individuals with autism.

  17. Elements of the theory of Markov processes and their applications

    CERN Document Server

    Bharucha-Reid, A T

    2010-01-01

    This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.

  18. A Constraint Model for Constrained Hidden Markov Models

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

    2009-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving ...

  19. The How and Why of Interactive Markov Chains

    NARCIS (Netherlands)

    Hermanns, H.; Katoen, Joost P.; de Boer, F.S; Bonsangue, S.H.; Leuschel, M

    2010-01-01

    This paper reviews the model of interactive Markov chains (IMCs, for short), an extension of labelled transition systems with exponentially delayed transitions. We show that IMCs are closed under parallel composition and hiding, and show how IMCs can be compositionally aggregated prior to analysis

  20. Trends in Dementia Incidence in a Birth Cohort Analysis of the Einstein Aging Study.

    Science.gov (United States)

    Derby, Carol A; Katz, Mindy J; Lipton, Richard B; Hall, Charles B

    2017-11-01

    Trends in dementia incidence rates have important implications for planning and prevention. To better understand incidence trends over time requires separation of age and cohort effects, and few prior studies have used this approach. To examine trends in dementia incidence and concomitant trends in cardiovascular comorbidities among individuals aged 70 years or older who were enrolled in the Einstein Aging Study between 1993 and 2015. In this birth cohort analysis of all-cause dementia incidence in persons enrolled in the Einstein Aging Study from October 20, 1993, through November 17, 2015, a systematically recruited, population-based sample of 1348 participants from Bronx County, New York, who were 70 years or older without dementia at enrollment and at least one annual follow-up was studied. Poisson regression was used to model dementia incidence as a function of age, sex, educational level, race, and birth cohort, with profile likelihood used to identify the timing of significant increases or decreases in incidence. Birth year and age. Incident dementia defined by consensus case conference based on annual, standardized neuropsychological and neurologic examination findings, using criteria from the DSM-IV. Among 1348 individuals (mean [SD] baseline age, 78.5 [5.4] years; 830 [61.6%] female; 915 [67.9%] non-Hispanic white), 150 incident dementia cases developed during 5932 person-years (mean [SD] follow-up, 4.4 [3.4] years). Dementia incidence decreased in successive birth cohorts. Incidence per 100 person-years was 5.09 in birth cohorts before 1920, 3.11 in the 1920 through 1924 birth cohorts, 1.73 in the 1925 through 1929 birth cohorts, and 0.23 in cohorts born after 1929. Change point analyses identified a significant decrease in dementia incidence among those born after July 1929 (95% CI, June 1929 to January 1930). The relative rate for birth cohorts before July 1929 vs after was 0.13 (95% CI, 0.04-0.41). Prevalence of stroke and myocardial infarction

  1. Operations and support cost modeling using Markov chains

    Science.gov (United States)

    Unal, Resit

    1989-01-01

    Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

  2. The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

    DEFF Research Database (Denmark)

    Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

    2002-01-01

    The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...

  3. Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

    CERN Document Server

    Abler, Daniel; Davies, Jim; Dosanjh, Manjit; Jena, Raj; Kirkby, Norman; Peach, Ken

    2013-01-01

    Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of ‘general Markov models’, providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy ...

  4. Cost effectiveness of ovarian reserve testing in in vitro fertilization: a Markov decision-analytic model

    NARCIS (Netherlands)

    Moolenaar, Lobke M.; Broekmans, Frank J. M.; van Disseldorp, Jeroen; Fauser, Bart C. J. M.; Eijkemans, Marinus J. C.; Hompes, Peter G. A.; van der Veen, Fulco; Mol, Ben Willem J.

    2011-01-01

    To compare the cost effectiveness of ovarian reserve testing in in vitro fertilization (IVF). A Markov decision model based on data from the literature and original patient data. Decision analytic framework. Computer-simulated cohort of subfertile women aged 20 to 45 years who are eligible for IVF.

  5. Cost effectiveness of ovarian reserve testing in in vitro fertilization : a Markov decision-analytic model

    NARCIS (Netherlands)

    Moolenaar, Lobke M.; Broekmans, Frank J. M.; van Disseldorp, Jeroen; Fauser, Bart C. J. M.; Eijkemans, Marinus J. C.; Hompes, Peter G. A.; van der Veen, Fulco; Mol, Ben Willem J.

    2011-01-01

    Objective: To compare the cost effectiveness of ovarian reserve testing in in vitro fertilization (IVF). Design: A Markov decision model based on data from the literature and original patient data. Setting: Decision analytic framework. Patient(s): Computer-simulated cohort of subfertile women aged

  6. Automatic creation of Markov models for reliability assessment of safety instrumented systems

    International Nuclear Information System (INIS)

    Guo Haitao; Yang Xianhui

    2008-01-01

    After the release of new international functional safety standards like IEC 61508, people care more for the safety and availability of safety instrumented systems. Markov analysis is a powerful and flexible technique to assess the reliability measurements of safety instrumented systems, but it is fallible and time-consuming to create Markov models manually. This paper presents a new technique to automatically create Markov models for reliability assessment of safety instrumented systems. Many safety related factors, such as failure modes, self-diagnostic, restorations, common cause and voting, are included in Markov models. A framework is generated first based on voting, failure modes and self-diagnostic. Then, repairs and common-cause failures are incorporated into the framework to build a complete Markov model. Eventual simplification of Markov models can be done by state merging. Examples given in this paper show how explosively the size of Markov model increases as the system becomes a little more complicated as well as the advancement of automatic creation of Markov models

  7. Verification of Open Interactive Markov Chains

    OpenAIRE

    Brazdil, Tomas; Hermanns, Holger; Krcal, Jan; Kretinsky, Jan; Rehak, Vojtech

    2012-01-01

    Interactive Markov chains (IMC) are compositional behavioral models extending both labeled transition systems and continuous-time Markov chains. IMC pair modeling convenience - owed to compositionality properties - with effective verification algorithms and tools - owed to Markov properties. Thus far however, IMC verification did not consider compositionality properties, but considered closed systems. This paper discusses the evaluation of IMC in an open and thus compositional interpretation....

  8. Spectral methods for quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Szehr, Oleg

    2014-05-08

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  9. Spectral methods for quantum Markov chains

    International Nuclear Information System (INIS)

    Szehr, Oleg

    2014-01-01

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  10. Criterion of Semi-Markov Dependent Risk Model

    Institute of Scientific and Technical Information of China (English)

    Xiao Yun MO; Xiang Qun YANG

    2014-01-01

    A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.

  11. Cohort analysis of a single nucleotide polymorphism on DNA chips.

    Science.gov (United States)

    Schwonbeck, Susanne; Krause-Griep, Andrea; Gajovic-Eichelmann, Nenad; Ehrentreich-Förster, Eva; Meinl, Walter; Glatt, Hansrüdi; Bier, Frank F

    2004-11-15

    A method has been developed to determine SNPs on DNA chips by applying a flow-through bioscanner. As a practical application we demonstrated the fast and simple SNP analysis of 24 genotypes in an array of 96 spots with a single hybridisation and dissociation experiment. The main advantage of this methodical concept is the parallel and fast analysis without any need of enzymatic digestion. Additionally, the DNA chip format used is appropriate for parallel analysis up to 400 spots. The polymorphism in the gene of the human phenol sulfotransferase SULT1A1 was studied as a model SNP. Biotinylated PCR products containing the SNP (The SNP summary web site: ) (mutant) and those containing no mutation (wild-type) were brought onto the chips coated with NeutrAvidin using non-contact spotting. This was followed by an analysis which was carried out in a flow-through biochip scanner while constantly rinsing with buffer. After removing the non-biotinylated strand a fluorescent probe was hybridised, which is complementary to the wild-type sequence. If this probe binds to a mutant sequence, then one single base is not fully matching. Thereby, the mismatched hybrid (mutant) is less stable than the full-matched hybrid (wild-type). The final step after hybridisation on the chip involves rinsing with a buffer to start dissociation of the fluorescent probe from the immobilised DNA strand. The online measurement of the fluorescence intensity by the biochip scanner provides the possibility to follow the kinetics of the hybridisation and dissociation processes. According to the different stability of the full-match and the mismatch, either visual discrimination or kinetic analysis is possible to distinguish SNP-containing sequence from the wild-type sequence.

  12. Ligand induced change of β2 adrenergic receptor from active to inactive conformation and its implication for the closed/open state of the water channel: insight from molecular dynamics simulation, free energy calculation and Markov state model analysis.

    Science.gov (United States)

    Bai, Qifeng; Pérez-Sánchez, Horacio; Zhang, Yang; Shao, Yonghua; Shi, Danfeng; Liu, Huanxiang; Yao, Xiaojun

    2014-08-14

    The reported crystal structures of β2 adrenergic receptor (β2AR) reveal that the open and closed states of the water channel are correlated with the inactive and active conformations of β2AR. However, more details about the process by which the water channel states are affected by the active to inactive conformational change of β2AR remain illusive. In this work, molecular dynamics simulations are performed to study the dynamical inactive and active conformational change of β2AR induced by inverse agonist ICI 118,551. Markov state model analysis and free energy calculation are employed to explore the open and close states of the water channel. The simulation results show that inverse agonist ICI 118,551 can induce water channel opening during the conformational transition of β2AR. Markov state model (MSM) analysis proves that the energy contour can be divided into seven states. States S1, S2 and S5, which represent the active conformation of β2AR, show that the water channel is in the closed state, while states S4 and S6, which correspond to the intermediate state conformation of β2AR, indicate the water channel opens gradually. State S7, which represents the inactive structure of β2AR, corresponds to the full open state of the water channel. The opening mechanism of the water channel is involved in the ligand-induced conformational change of β2AR. These results can provide useful information for understanding the opening mechanism of the water channel and will be useful for the rational design of potent inverse agonists of β2AR.

  13. Decreasing Sports Activity with Increasing Age? Findings from a 20-Year Longitudinal and Cohort Sequence Analysis

    Science.gov (United States)

    Breuer, Christoph; Wicker, Pamela

    2009-01-01

    According to cross-sectional studies in sport science literature, decreasing sports activity with increasing age is generally assumed. In this paper, the validity of this assumption is checked by applying more effective methods of analysis, such as longitudinal and cohort sequence analyses. With the help of 20 years' worth of data records from the…

  14. Efficiency aspects of design and analysis of prospective cohort studies on diet, nutrition and cancer

    NARCIS (Netherlands)

    Kaaks, R.J.

    1994-01-01

    This thesis presents and analyzes methodological approaches to improve the design and analysis of prospective cohort studies on the relations between diet, nutritional status and cancer. The first chapters discuss methods to optimize the measurement of the individuals' habitual dietary

  15. Bayesian posterior distributions without Markov chains.

    Science.gov (United States)

    Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B

    2012-03-01

    Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

  16. Clinical and economic outcomes in a population-based European cohort of 948 ulcerative colitis and Crohn's disease patients by Markov analysis

    DEFF Research Database (Denmark)

    Odes, S.; Vardi, H.; Friger, M.

    2010-01-01

    P>Background Forecasting clinical and economic outcomes in ulcerative colitis (UC) and Crohn's disease (CD) patients is complex, but necessary. Aims To determine: the frequency of treatment-classified clinical states; the probability of transition between states; and the economic outcomes. Method...

  17. Markov Decision Process Measurement Model.

    Science.gov (United States)

    LaMar, Michelle M

    2018-03-01

    Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

  18. Quasi-Feller Markov chains

    Directory of Open Access Journals (Sweden)

    Jean B. Lasserre

    2000-01-01

    Full Text Available We consider the class of Markov kernels for which the weak or strong Feller property fails to hold at some discontinuity set. We provide a simple necessary and sufficient condition for existence of an invariant probability measure as well as a Foster-Lyapunov sufficient condition. We also characterize a subclass, the quasi (weak or strong Feller kernels, for which the sequences of expected occupation measures share the same asymptotic properties as for (weak or strong Feller kernels. In particular, it is shown that the sequences of expected occupation measures of strong and quasi strong-Feller kernels with an invariant probability measure converge setwise to an invariant measure.

  19. Markov process of muscle motors

    International Nuclear Information System (INIS)

    Kondratiev, Yu; Pechersky, E; Pirogov, S

    2008-01-01

    We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors

  20. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  1. Multivariate Markov chain modeling for stock markets

    Science.gov (United States)

    Maskawa, Jun-ichi

    2003-06-01

    We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

  2. Background stratified Poisson regression analysis of cohort data.

    Science.gov (United States)

    Richardson, David B; Langholz, Bryan

    2012-03-01

    Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models.

  3. Background stratified Poisson regression analysis of cohort data

    International Nuclear Information System (INIS)

    Richardson, David B.; Langholz, Bryan

    2012-01-01

    Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models. (orig.)

  4. Inherited predisposition to preeclampsia: Analysis of the Aberdeen intergenerational cohort.

    Science.gov (United States)

    Ayorinde, Abimbola A; Bhattacharya, Sohinee

    2017-04-01

    To assess the magnitude of familial risk of preeclampsia and gestational hypertension in women born of a preeclamptic pregnancy and those born of pregnancy complicated by gestational hypertension while accounting for other risk factors. An intergenerational dataset was extracted from the Aberdeen Maternity and Neonatal Databank (AMND) which records all pregnancy and delivery details occurring in Aberdeen, Scotland since 1950. The analysis included all nulliparous women whose mothers' records at their births are also recorded in the AMND. Multinomial logistic regression was used to assess the risk of having preeclampsia or gestational hypertension based on maternal history of preeclampsia or gestational hypertension. There were 17302 nulliparous women included, of whom 1057(6.1%) had preeclampsia while 4098(23.7%) had gestational hypertension. Furthermore, 424(2.5%) and 2940(17.0%) had maternal history of preeclampsia and gestational hypertension respectively. The risk of preeclampsia was higher in women who were born of pregnancies complicated by preeclampsia (adjusted RRR 2.55 95% CI 1.87-3.47). This was higher than the risk observed in women whose mothers had gestational hypertension (adjusted RRR 1.44 95% CI 1.23-1.69). Conversely, the risk of gestational hypertension was similar in those who were born of preeclamptic pregnancies (adjusted RRR 1.37 95% CI 1.09-1.71) and those whose mothers had gestational hypertension (adjusted RRR 1.36 95% CI 1.24-1.49). There was a dose response effect in the inheritance pattern of preeclampsia with the highest risk in women born of preeclamptic pregnancies. Gestational hypertension showed similar increased risk with maternal gestational hypertension and preeclampsia. Copyright © 2017 International Society for the Study of Hypertension in Pregnancy. Published by Elsevier B.V. All rights reserved.

  5. Harmonic spectral components in time sequences of Markov correlated events

    Science.gov (United States)

    Mazzetti, Piero; Carbone, Anna

    2017-07-01

    The paper concerns the analysis of the conditions allowing time sequences of Markov correlated events give rise to a line power spectrum having a relevant physical interest. It is found that by specializing the Markov matrix in order to represent closed loop sequences of events with arbitrary distribution, generated in a steady physical condition, a large set of line spectra, covering all possible frequency values, is obtained. The amplitude of the spectral lines is given by a matrix equation based on a generalized Markov matrix involving the Fourier transform of the distribution functions representing the time intervals between successive events of the sequence. The paper is a complement of a previous work where a general expression for the continuous power spectrum was given. In that case the Markov matrix was left in a more general form, thus preventing the possibility of finding line spectra of physical interest. The present extension is also suggested by the interest of explaining the emergence of a broad set of waves found in the electro and magneto-encephalograms, whose frequency ranges from 0.5 to about 40Hz, in terms of the effects produced by chains of firing neurons within the complex neural network of the brain. An original model based on synchronized closed loop sequences of firing neurons is proposed, and a few numerical simulations are reported as an application of the above cited equation.

  6. Exact goodness-of-fit tests for Markov chains.

    Science.gov (United States)

    Besag, J; Mondal, D

    2013-06-01

    Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

  7. Markov chain aggregation for agent-based models

    CERN Document Server

    Banisch, Sven

    2016-01-01

    This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the upd...

  8. Timed Comparisons of Semi-Markov Processes

    DEFF Research Database (Denmark)

    Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio

    2018-01-01

    -Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...

  9. Probabilistic Reachability for Parametric Markov Models

    DEFF Research Database (Denmark)

    Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun

    2011-01-01

    Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...

  10. Inhomogeneous Markov point processes by transformation

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

    2000-01-01

    We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

  11. Markov-modulated and feedback fluid queues

    NARCIS (Netherlands)

    Scheinhardt, Willem R.W.

    1998-01-01

    In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short

  12. Nation-Scale Adoption of Shorter Breast Radiation Therapy Schedules Can Increase Survival in Resource Constrained Economies: Results From a Markov Chain Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Khan, Atif J., E-mail: atif.j.khan@rutgers.edu [Department of Radiation Oncology, Robert Wood Johnson Medical School/Cancer Institute of New Jersey, New Brunswick, New Jersey (United States); Rafique, Raza [Suleman Dawood School of Business, Lahore University of Management Sciences, Lahore (Pakistan); Zafar, Waleed [Shaukat Khanum Memorial Cancer Hospital and Research Centre, Lahore (Pakistan); Shah, Chirag [Department of Radiation Oncology, Cleveland Clinic, Cleveland, Ohio (United States); Haffty, Bruce G. [Department of Radiation Oncology, Robert Wood Johnson Medical School/Cancer Institute of New Jersey, New Brunswick, New Jersey (United States); Vicini, Frank [Michigan HealthCare Professionals, Farmington Hills, Michigan (United States); Jamshed, Arif [Shaukat Khanum Memorial Cancer Hospital and Research Centre, Lahore (Pakistan); Zhao, Yao [Rutgers University School of Business, Newark, New Jersey (United States)

    2017-02-01

    Purpose: Hypofractionated whole breast irradiation and accelerated partial breast irradiation (APBI) offer women options for shorter courses of breast radiation therapy. The impact of these shorter schedules on the breast cancer populations of emerging economies with limited radiation therapy resources is unknown. We hypothesized that adoption of these schedules would improve throughput in the system and, by allowing more women access to life-saving treatments, improve patient survival within the system. Methods and Materials: We designed a Markov chain model to simulate the different health states that a postlumpectomy or postmastectomy patient could enter over the course of a 20-year follow-up period. Transition rates between health states were adapted from published data on recurrence rates. We used primary data from a tertiary care hospital in Lahore, Pakistan, to populate the model with proportional use of mastectomy versus breast conservation and to estimate the proportion of patients suitable for APBI. Sensitivity analyses on the use of APBI and relative efficacy of APBI were conducted to study the impact on the population. Results: The shorter schedule resulted in more women alive and more women remaining without evidence of disease (NED) compared with the conventional schedule, with an absolute difference of about 4% and 7% at 15 years, respectively. Among women who had lumpectomies, the chance of remaining alive and with an intact breast was 62% in the hypofractionation model and 54% in the conventional fractionation model. Conclusions: Increasing throughput in the system can result in improved survival, improved chances of remaining without evidence of disease, and improved chances of remaining alive with a breast. These findings are significant and suggest that adoption of hypofractionation in emerging economies is not simply a question of efficiency and cost but one of access to care and patient survivorship.

  13. Nation-Scale Adoption of Shorter Breast Radiation Therapy Schedules Can Increase Survival in Resource Constrained Economies: Results From a Markov Chain Analysis

    International Nuclear Information System (INIS)

    Khan, Atif J.; Rafique, Raza; Zafar, Waleed; Shah, Chirag; Haffty, Bruce G.; Vicini, Frank; Jamshed, Arif; Zhao, Yao

    2017-01-01

    Purpose: Hypofractionated whole breast irradiation and accelerated partial breast irradiation (APBI) offer women options for shorter courses of breast radiation therapy. The impact of these shorter schedules on the breast cancer populations of emerging economies with limited radiation therapy resources is unknown. We hypothesized that adoption of these schedules would improve throughput in the system and, by allowing more women access to life-saving treatments, improve patient survival within the system. Methods and Materials: We designed a Markov chain model to simulate the different health states that a postlumpectomy or postmastectomy patient could enter over the course of a 20-year follow-up period. Transition rates between health states were adapted from published data on recurrence rates. We used primary data from a tertiary care hospital in Lahore, Pakistan, to populate the model with proportional use of mastectomy versus breast conservation and to estimate the proportion of patients suitable for APBI. Sensitivity analyses on the use of APBI and relative efficacy of APBI were conducted to study the impact on the population. Results: The shorter schedule resulted in more women alive and more women remaining without evidence of disease (NED) compared with the conventional schedule, with an absolute difference of about 4% and 7% at 15 years, respectively. Among women who had lumpectomies, the chance of remaining alive and with an intact breast was 62% in the hypofractionation model and 54% in the conventional fractionation model. Conclusions: Increasing throughput in the system can result in improved survival, improved chances of remaining without evidence of disease, and improved chances of remaining alive with a breast. These findings are significant and suggest that adoption of hypofractionation in emerging economies is not simply a question of efficiency and cost but one of access to care and patient survivorship.

  14. Classification Using Markov Blanket for Feature Selection

    DEFF Research Database (Denmark)

    Zeng, Yifeng; Luo, Jian

    2009-01-01

    Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....

  15. Quantum Markov Chain Mixing and Dissipative Engineering

    DEFF Research Database (Denmark)

    Kastoryano, Michael James

    2012-01-01

    This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... of the system at the present point in time, but not on the history of events. Very many important processes in nature are of this type, therefore a good understanding of their behaviour has turned out to be very fruitful for science. Markov chains always have a non-empty set of limiting distributions...... (stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical...

  16. The Bacterial Sequential Markov Coalescent.

    Science.gov (United States)

    De Maio, Nicola; Wilson, Daniel J

    2017-05-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is

  17. Elements of automata theory and the theory of Markov chains. [Self-organizing control systems

    Energy Technology Data Exchange (ETDEWEB)

    Lind, M

    1975-03-01

    Selected topics from automata theory and the theory of Markov chains are treated. In particular, finite-memory automata are discussed in detail, and the results are used to formulate an automation model of a class of continuous systems. Stochastic automata are introduced as a natural generalization of the deterministic automaton. Markov chains are shown to be closely related to stochastic automata. Results from Markov chain theory are thereby directly applicable to analysis of stochastic automata. This report provides the theoretical foundation for the investigation in Riso Report No. 315 of a class of self-organizing control systems. (25 figures) (auth)

  18. The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

    DEFF Research Database (Denmark)

    Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

    2002-01-01

    The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing......-norms. We discuss the applicability of the technique used for proving the hardness of comparing two hidden Markov models under the L1-norm to other measures of distance between probability distributions. In particular, we show that it cannot be used for proving NP-hardness of determining the Kullback...

  19. Schmidt games and Markov partitions

    International Nuclear Information System (INIS)

    Tseng, Jimmy

    2009-01-01

    Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions

  20. Cost-effectiveness analysis of tocilizumab in combination with methotrexate for rheumatoid arthritis: A Markov model based on data from Serbia, country in socioeconomic transition

    Directory of Open Access Journals (Sweden)

    Kostić Marina

    2014-01-01

    Full Text Available Background/Aim. Recent studies have shown that biological treatments for rheumatoid arthritis can change the course of rheumatoid arthritis and improve functional ability of patients with rheumatoid arthritis. In spite of this fact, use of biological therapy is still limited by high prices of these medicines, especially in countries in socioeconomic transition. The aim of our study was to compare costeffectiveness of a combination of tocilizumab and methotrexate with methotrexate alone for rheumatoid arthritis in Serbia, a country in socioeconomic transition. Methods. For the purpose of our study we designed a Markov model using data on therapy efficacy from the available literature, and data on the costs of health states calculated from records of actual patients treated in the Clinical Center Kragujevac, Serbia. The duration of one cycle in our model was set at one month, and the time horizon was 480 months (40 years. The study was done from the social perspective, and all the costs and outcomes were discounted for 3% per year. Results. Treating rheumatoid arthritis with diseasemodifying antirheumatic drugs (DMARDs alone was more cost-effective in comparison with a combination of biologic treatment with tocilizumab and DMARDs. The total costs for treating a patient with DMARDs for one year were on average 261,945.42 RSD, or 2,497.70 Euro and the total costs for treatment with tocilizimab plus DMARDs were on average 1,959,217.44 RSD, or 18,659.20 Euro. However, these results are susceptible to changes in costs and treatment effects of tocilizumab in patients with more severe forms of rheumatoid arthritis. Conclusion. Our results show that the use of tocilizumab for rheumatoid arthrits in economic environment of Serbia is not cost-effective. Use of tocilizumab for treating rheumatoid arthritis can become affordable, if costs of its use become lower. In order to start using expensive biologic medicines in patients in transitional countries

  1. A new approach to age-period-cohort analysis using partial least squares regression: the trend in blood pressure in the Glasgow Alumni cohort.

    Directory of Open Access Journals (Sweden)

    Yu-Kang Tu

    2011-04-01

    Full Text Available Due to a problem of identification, how to estimate the distinct effects of age, time period and cohort has been a controversial issue in the analysis of trends in health outcomes in epidemiology. In this study, we propose a novel approach, partial least squares (PLS analysis, to separate the effects of age, period, and cohort. Our example for illustration is taken from the Glasgow Alumni cohort. A total of 15,322 students (11,755 men and 3,567 women received medical screening at the Glasgow University between 1948 and 1968. The aim is to investigate the secular trends in blood pressure over 1925 and 1950 while taking into account the year of examination and age at examination. We excluded students born before 1925 or aged over 25 years at examination and those with missing values in confounders from the analyses, resulting in 12,546 and 12,516 students for analysis of systolic and diastolic blood pressure, respectively. PLS analysis shows that both systolic and diastolic blood pressure increased with students' age, and students born later had on average lower blood pressure (SBP: -0.17 mmHg/per year [95% confidence intervals: -0.19 to -0.15] for men and -0.25 [-0.28 to -0.22] for women; DBP: -0.14 [-0.15 to -0.13] for men; -0.09 [-0.11 to -0.07] for women. PLS also shows a decreasing trend in blood pressure over the examination period. As identification is not a problem for PLS, it provides a flexible modelling strategy for age-period-cohort analysis. More emphasis is then required to clarify the substantive and conceptual issues surrounding the definitions and interpretations of age, period and cohort effects.

  2. Electrocardiographic PR prolongation and atrial fibrillation risk: a meta-analysis of prospective cohort studies.

    Science.gov (United States)

    Cheng, Min; Lu, Xiangfeng; Huang, Jianfeng; Zhang, Shu; Gu, Dongfeng

    2015-01-01

    Electrocardiographic PR interval prolongation is considered a benign condition, but recent studies have challenged the notion by demonstrating that prolonged PR interval is associated with an increased risk of atrial fibrillation (AF). The purpose of this study was to perform a meta-analysis of prospective cohort studies to evaluate the evidence supporting an association of prolonged PR interval with AF incidence. We searched the MEDLINE and EMBASE database (from inception to May 2014) supplemented by manual searches of references of relevant retrieved articles. Prospective cohort studies were included with hazard ratio (HR) of prolonged PR interval for incident AF. The search strategy yielded 6 cohort studies meeting eligibility criteria. A total of 328,932 participants were included, with 14,191 participants suffering from AF during follow-up. Pooled HRs of prolonged PR interval for incident AF was 1.30 (95% CI: 1.13 to 1.49) using random-effect model (I(2) = 30%). There was a significant difference of combined HRs between studies with and without adjustment for taking of AV nodal blocking agents in subgroup analysis. Sensitivity analysis supported the robustness of the results. Prolonged PR interval is not a totally benign condition but an independent risk factor for AF incidence. The mechanisms underlying the association of prolonged PR interval with AF incidence need further research. © 2014 Wiley Periodicals, Inc.

  3. Inference with constrained hidden Markov models in PRISM

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

    2010-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. De......_different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment.......A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference...

  4. Finite Markov processes and their applications

    CERN Document Server

    Iosifescu, Marius

    2007-01-01

    A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

  5. Markov chains models, algorithms and applications

    CERN Document Server

    Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

    2013-01-01

    This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

  6. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  7. R Package clickstream: Analyzing Clickstream Data with Markov Chains

    Directory of Open Access Journals (Sweden)

    Michael Scholz

    2016-10-01

    Full Text Available Clickstream analysis is a useful tool for investigating consumer behavior, market research and software testing. I present the clickstream package which provides functionality for reading, clustering, analyzing and writing clickstreams in R. The package allows for a modeling of lists of clickstreams as zero-, first- and higher-order Markov chains. I illustrate the application of clickstream for a list of representative clickstreams from an online store.

  8. Periodontal Disease and Incident Lung Cancer Risk: A Meta-Analysis of Cohort Studies.

    Science.gov (United States)

    Zeng, Xian-Tao; Xia, Ling-Yun; Zhang, Yong-Gang; Li, Sheng; Leng, Wei-Dong; Kwong, Joey S W

    2016-10-01

    Periodontal disease is linked to a number of systemic diseases such as cardiovascular diseases and diabetes mellitus. Recent evidence has suggested periodontal disease might be associated with lung cancer. However, their precise relationship is yet to be explored. Hence, this study aims to investigate the association of periodontal disease and risk of incident lung cancer using a meta-analytic approach. PubMed, Scopus, and ScienceDirect were searched up to June 10, 2015. Cohort and nested case-control studies investigating risk of lung cancer in patients with periodontal disease were included. Hazard ratios (HRs) were calculated, as were their 95% confidence intervals (CIs) using a fixed-effect inverse-variance model. Statistical heterogeneity was explored using the Q test as well as the I(2) statistic. Publication bias was assessed by visual inspection of funnel plots symmetry and Egger's test. Five cohort studies were included, involving 321,420 participants in this meta-analysis. Summary estimates based on adjusted data showed that periodontal disease was associated with a significant risk of lung cancer (HR = 1.24, 95% CI = 1.13 to 1.36; I(2) = 30%). No publication bias was detected. Subgroup analysis indicated that the association of periodontal disease and lung cancer remained significant in the female population. Evidence from cohort studies suggests that patients with periodontal disease are at increased risk of developing lung cancer.

  9. Age-period-cohort analysis of tuberculosis notifications in Hong Kong from 1961 to 2005.

    Science.gov (United States)

    Wu, P; Cowling, B J; Schooling, C M; Wong, I O L; Johnston, J M; Leung, C-C; Tam, C-M; Leung, G M

    2008-04-01

    Despite its wealth, excellent vital indices and robust health care infrastructure, Hong Kong has a relatively high incidence of tuberculosis (TB) (85.4 per 100 000). Hong Kong residents have also experienced a very rapid and recent epidemiological transition; the population largely originated from migration by southern Chinese in the mid 20th century. Given the potentially long latency period of TB infection, an investigation was undertaken to determine the extent to which TB incidence rates reflect the population history and the impact of public health interventions. An age-period-cohort model was used to break down the Hong Kong TB notification rates from 1961 to 2005 into the effects of age, calendar period and birth cohort. Analysis by age showed a consistent pattern across all the cohorts by year of birth, with a peak in the relative risk of TB at 20-24 years of age. Analysis by year of birth showed an increase in the relative risk of TB from 1880 to 1900, stable risk until 1910, then a linear rate of decline from 1910 with an inflection point at 1990 for a steeper rate of decline. Period effects yielded only one inflection during the calendar years 1971-5. Economic development, social change and the World Health Organisation's short-course directly observed therapy (DOTS) strategy have contributed to TB control in Hong Kong. The linear cohort effect until 1990 suggests that a relatively high, but slowly falling, incidence of TB in Hong Kong will continue into the next few decades.

  10. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  11. Confluence reduction for Markov automata (extended version)

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  12. Cholecystectomy can increase the risk of colorectal cancer: A meta-analysis of 10 cohort studies.

    Directory of Open Access Journals (Sweden)

    Yong Zhang

    Full Text Available This study aimed to elucidate the effects of cholecystectomy on the risk of colorectal cancer (CRC by conducting a meta-analysis of 10 cohort studies.The eligible cohort studies were selected by searching the PubMed and EMBASE databases from their origination to June 30, 2016, as well as by consulting the reference lists of the selected articles. Two authors individually collected the data from the 10 papers. When the data showed marked heterogeneity, we used a random-effects model to estimate the overall pooled risk; otherwise, a fixed effects model was employed.The final analysis included ten cohort studies. According to the Newcastle-Ottawa Scale (NOS, nine papers were considered high quality. After the data of these 9 studies were combined, an increased risk of CRC was found among the individuals who had undergone cholecystectomy (risk ratio (RR 1.22; 95% confidence interval (CI 1.08-1.38. In addition, we also found a promising increased risk for colon cancer (CC (RR 1.30, 95% CI 1.07-1.58, but no relationship between cholecystectomy and rectum cancer (RC (RR 1.09; 95% CI 0.89-1.34 was observed. Additionally, in the sub-group analysis of the tumor location in the colon, a positive risk for ascending colon cancer (ACC was found (RR 1.18, 95% CI 1.11-1.26. After combining the ACC, transverse colon cancer (TCC, sigmoid colon cancer (SCC and descending colon cancer (DCC patients, we found a positive relationship with cholecystectomy (RR 1.18, 95% CI 1.11-1.26. Furthermore, after combining the ACC and DCC patients, we also found a positive relationship with cholecystectomy (RR 1.28; 95% CI 1.11-1.26 in the sub-group analysis. In an additional sub-group analysis of patients from Western countries, there was a positive relationship between cholecystectomy and the risk of CRC (RR 1.20; 95% CI 1.05-1.36. Furthermore, a positive relationship between female gender and CRC was also found (RR 1.17; 95% CI 1.03-1.34. However, there was no relationship

  13. Semi-Markov Arnason-Schwarz models.

    Science.gov (United States)

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.

  14. A Bayesian model for binary Markov chains

    Directory of Open Access Journals (Sweden)

    Belkheir Essebbar

    2004-02-01

    Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

  15. Transition Effect Matrices and Quantum Markov Chains

    Science.gov (United States)

    Gudder, Stan

    2009-06-01

    A transition effect matrix (TEM) is a quantum generalization of a classical stochastic matrix. By employing a TEM we obtain a quantum generalization of a classical Markov chain. We first discuss state and operator dynamics for a quantum Markov chain. We then consider various types of TEMs and vector states. In particular, we study invariant, equilibrium and singular vector states and investigate projective, bistochastic, invertible and unitary TEMs.

  16. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    Energy Technology Data Exchange (ETDEWEB)

    Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)

    2008-07-18

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  17. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    International Nuclear Information System (INIS)

    Frank, T D

    2008-01-01

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  18. Sentiment classification technology based on Markov logic networks

    Science.gov (United States)

    He, Hui; Li, Zhigang; Yao, Chongchong; Zhang, Weizhe

    2016-07-01

    With diverse online media emerging, there is a growing concern of sentiment classification problem. At present, text sentiment classification mainly utilizes supervised machine learning methods, which feature certain domain dependency. On the basis of Markov logic networks (MLNs), this study proposed a cross-domain multi-task text sentiment classification method rooted in transfer learning. Through many-to-one knowledge transfer, labeled text sentiment classification, knowledge was successfully transferred into other domains, and the precision of the sentiment classification analysis in the text tendency domain was improved. The experimental results revealed the following: (1) the model based on a MLN demonstrated higher precision than the single individual learning plan model. (2) Multi-task transfer learning based on Markov logical networks could acquire more knowledge than self-domain learning. The cross-domain text sentiment classification model could significantly improve the precision and efficiency of text sentiment classification.

  19. HMMEditor: a visual editing tool for profile hidden Markov model

    Directory of Open Access Journals (Sweden)

    Cheng Jianlin

    2008-03-01

    Full Text Available Abstract Background Profile Hidden Markov Model (HMM is a powerful statistical model to represent a family of DNA, RNA, and protein sequences. Profile HMM has been widely used in bioinformatics research such as sequence alignment, gene structure prediction, motif identification, protein structure prediction, and biological database search. However, few comprehensive, visual editing tools for profile HMM are publicly available. Results We develop a visual editor for profile Hidden Markov Models (HMMEditor. HMMEditor can visualize the profile HMM architecture, transition probabilities, and emission probabilities. Moreover, it provides functions to edit and save HMM and parameters. Furthermore, HMMEditor allows users to align a sequence against the profile HMM and to visualize the corresponding Viterbi path. Conclusion HMMEditor provides a set of unique functions to visualize and edit a profile HMM. It is a useful tool for biological sequence analysis and modeling. Both HMMEditor software and web service are freely available.

  20. Markov Processes in Image Processing

    Science.gov (United States)

    Petrov, E. P.; Kharina, N. L.

    2018-05-01

    Digital images are used as an information carrier in different sciences and technologies. The aspiration to increase the number of bits in the image pixels for the purpose of obtaining more information is observed. In the paper, some methods of compression and contour detection on the basis of two-dimensional Markov chain are offered. Increasing the number of bits on the image pixels will allow one to allocate fine object details more precisely, but it significantly complicates image processing. The methods of image processing do not concede by the efficiency to well-known analogues, but surpass them in processing speed. An image is separated into binary images, and processing is carried out in parallel with each without an increase in speed, when increasing the number of bits on the image pixels. One more advantage of methods is the low consumption of energy resources. Only logical procedures are used and there are no computing operations. The methods can be useful in processing images of any class and assignment in processing systems with a limited time and energy resources.

  1. Adaptive Markov Chain Monte Carlo

    KAUST Repository

    Jadoon, Khan

    2016-08-08

    A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.

  2. Fitting Hidden Markov Models to Psychological Data

    Directory of Open Access Journals (Sweden)

    Ingmar Visser

    2002-01-01

    Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.

  3. Preoperative widespread pain sensitization and chronic pain after hip and knee replacement: a cohort analysis

    Science.gov (United States)

    Wylde, Vikki; Sayers, Adrian; Lenguerrand, Erik; Gooberman-Hill, Rachael; Pyke, Mark; Beswick, Andrew D.; Dieppe, Paul; Blom, Ashley W.

    2015-01-01

    Abstract Chronic pain after joint replacement is common, affecting approximately 10% of patients after total hip replacement (THR) and 20% of patients after total knee replacement (TKR). Heightened generalized sensitivity to nociceptive input could be a risk factor for the development of this pain. The primary aim of this study was to investigate whether preoperative widespread pain sensitivity was associated with chronic pain after joint replacement. Data were analyzed from 254 patients receiving THR and 239 patients receiving TKR. Pain was assessed preoperatively and at 12 months after surgery using the Western Ontario and McMaster Universities Osteoarthritis Pain Scale. Preoperative widespread pain sensitivity was assessed through measurement of pressure pain thresholds (PPTs) at the forearm using an algometer. Statistical analysis was conducted using linear regression and linear mixed models, and adjustments were made for confounding variables. In both the THR and TKR cohort, lower PPTs (heightened widespread pain sensitivity) were significantly associated with higher preoperative pain severity. Lower PPTs were also significantly associated with higher pain severity at 12 months after surgery in the THR cohort. However, PPTs were not associated with the change in pain severity from preoperative to 12 months postoperative in either the TKR or THR cohort. These findings suggest that although preoperative widespread pressure pain sensitivity is associated with pain severity before and after joint replacement, it is not a predictor of the amount of pain relief that patients gain from joint replacement surgery, independent of preoperative pain severity. PMID:25599300

  4. Passive smoking and risk of type 2 diabetes: a meta-analysis of prospective cohort studies.

    Directory of Open Access Journals (Sweden)

    Ying Wang

    Full Text Available BACKGROUNDS/OBJECTIVE: The prevalence of diabetes is increasing rapidly all over the world. However, studies on passive smoking and type 2 diabetes have not been systematically assessed. Therefore, we conducted a meta-analysis to explore whether an association exists between passive smoking and risk of type 2 diabetes. METHODS: We searched PubMed, EMBASE, Cochrane library and Web of Science up to April 9(th, 2013, to identify prospective cohort studies that assessed passive smoking and risk of type 2 diabetes. The fixed-effect model was used to calculate the overall relative risk (RR. RESULT: 4 prospective cohort studies were included for analysis, with a total of 112,351 participants involved. The pooled RR was 1.28 (95% confidence interval (CI 1.14 to 1.44 comparing those who were exposed to passive smoking with those who were not. Subgroup, sensitivity analysis and publication bias test suggested the overall result of this analysis was robust. CONCLUSIONS: Passive smoking is associated with a significantly increased risk of type 2 diabetes. Further well-designed studies are warranted to confirm this association.

  5. Person mobility in the design and analysis of cluster-randomized cohort prevention trials.

    Science.gov (United States)

    Vuchinich, Sam; Flay, Brian R; Aber, Lawrence; Bickman, Leonard

    2012-06-01

    Person mobility is an inescapable fact of life for most cluster-randomized (e.g., schools, hospitals, clinic, cities, state) cohort prevention trials. Mobility rates are an important substantive consideration in estimating the effects of an intervention. In cluster-randomized trials, mobility rates are often correlated with ethnicity, poverty and other variables associated with disparity. This raises the possibility that estimated intervention effects may generalize to only the least mobile segments of a population and, thus, create a threat to external validity. Such mobility can also create threats to the internal validity of conclusions from randomized trials. Researchers must decide how to deal with persons who leave study clusters during a trial (dropouts), persons and clusters that do not comply with an assigned intervention, and persons who enter clusters during a trial (late entrants), in addition to the persons who remain for the duration of a trial (stayers). Statistical techniques alone cannot solve the key issues of internal and external validity raised by the phenomenon of person mobility. This commentary presents a systematic, Campbellian-type analysis of person mobility in cluster-randomized cohort prevention trials. It describes four approaches for dealing with dropouts, late entrants and stayers with respect to data collection, analysis and generalizability. The questions at issue are: 1) From whom should data be collected at each wave of data collection? 2) Which cases should be included in the analyses of an intervention effect? and 3) To what populations can trial results be generalized? The conclusions lead to recommendations for the design and analysis of future cluster-randomized cohort prevention trials.

  6. Serum Lipids and Breast Cancer Risk: A Meta-Analysis of Prospective Cohort Studies.

    Directory of Open Access Journals (Sweden)

    Haibo Ni

    Full Text Available Epidemiologic studies exploring causal associations between serum lipids and breast cancer risk have reported contradictory results. We conducted a meta-analysis of prospective cohort studies to evaluate these associations.Relevant studies were identified by searching PubMed and EMBASE through April 2015. We included prospective cohort studies that reported relative risk (RR estimates with 95% confidence intervals (CIs for the associations of specific lipid components (i.e., total cholesterol [TC], high-density lipoprotein cholesterol [HDL-C], low-density lipoprotein cholesterol [LDL-C], and triglycerides [TG] with breast cancer risk. Either a fixed- or a random-effects model was used to calculate pooled RRs.Fifteen prospective cohort studies involving 1,189,635 participants and 23,369 breast cancer cases were included in the meta-analysis. The pooled RRs of breast cancer for the highest versus lowest categories were 0.96 (95% CI: 0.86-1.07 for TC, 0.92 (95% CI: 0.73-1.16 for HDL-C, 0.90 (95% CI: 0.77-1.06 for LDL-C, and 0.93 (95% CI: 0.86-1.00 for TG. Notably, for HDL-C, a significant reduction of breast cancer risk was observed among postmenopausal women (RR = 0.77, 95% CI: 0.64-0.93 but not among premenopausal women. Similar trends of the associations were observed in the dose-response analysis.Our findings suggest that serum levels of TG but not TC and LDL-C may be inversely associated with breast cancer risk. Serum HDL-C may also protect against breast carcinogenesis among postmenopausal women.

  7. Robust Dynamics and Control of a Partially Observed Markov Chain

    International Nuclear Information System (INIS)

    Elliott, R. J.; Malcolm, W. P.; Moore, J. P.

    2007-01-01

    In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721-734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear).Clark's method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established

  8. Finding metastabilities in reversible Markov chains based on incomplete sampling

    Directory of Open Access Journals (Sweden)

    Fackeldey Konstantin

    2017-01-01

    Full Text Available In order to fully characterize the state-transition behaviour of finite Markov chains one needs to provide the corresponding transition matrix P. In many applications such as molecular simulation and drug design, the entries of the transition matrix P are estimated by generating realizations of the Markov chain and determining the one-step conditional probability Pij for a transition from one state i to state j. This sampling can be computational very demanding. Therefore, it is a good idea to reduce the sampling effort. The main purpose of this paper is to design a sampling strategy, which provides a partial sampling of only a subset of the rows of such a matrix P. Our proposed approach fits very well to stochastic processes stemming from simulation of molecular systems or random walks on graphs and it is different from the matrix completion approaches which try to approximate the transition matrix by using a low-rank-assumption. It will be shown how Markov chains can be analyzed on the basis of a partial sampling. More precisely. First, we will estimate the stationary distribution from a partially given matrix P. Second, we will estimate the infinitesimal generator Q of P on the basis of this stationary distribution. Third, from the generator we will compute the leading invariant subspace, which should be identical to the leading invariant subspace of P. Forth, we will apply Robust Perron Cluster Analysis (PCCA+ in order to identify metastabilities using this subspace.

  9. A Bayesian Markov geostatistical model for estimation of hydrogeological properties

    International Nuclear Information System (INIS)

    Rosen, L.; Gustafson, G.

    1996-01-01

    A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden

  10. Hidden Markov models in automatic speech recognition

    Science.gov (United States)

    Wrzoskowicz, Adam

    1993-11-01

    This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

  11. Tornadoes and related damage costs: statistical modelling with a semi-Markov approach

    Directory of Open Access Journals (Sweden)

    Guglielmo D’Amico

    2016-09-01

    Full Text Available We propose a statistical approach to modelling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval. This is achieved by modelling the tornado intensity, measured with the Fujita scale, as a stochastic process. Since the Fujita scale divides tornado intensity into six states, it is possible to model the tornado intensity by using Markov and semi-Markov models. We demonstrate that the semi-Markov approach is able to reproduce the duration effect that is detected in tornado occurrence. The superiority of the semi-Markov model as compared to the Markov chain model is also affirmed by means of a statistical test of hypothesis. As an application, we compute the expected value and the variance of the costs generated by the tornadoes over a given time interval in a given area. The paper contributes to the literature by demonstrating that semi-Markov models represent an effective tool for physical analysis of tornadoes as well as for the estimation of the economic damages to human things.

  12. Gold price effect on stock market: A Markov switching vector error correction approach

    Science.gov (United States)

    Wai, Phoong Seuk; Ismail, Mohd Tahir; Kun, Sek Siok

    2014-06-01

    Gold is a popular precious metal where the demand is driven not only for practical use but also as a popular investments commodity. While stock market represents a country growth, thus gold price effect on stock market behavior as interest in the study. Markov Switching Vector Error Correction Models are applied to analysis the relationship between gold price and stock market changes since real financial data always exhibit regime switching, jumps or missing data through time. Besides, there are numerous specifications of Markov Switching Vector Error Correction Models and this paper will compare the intercept adjusted Markov Switching Vector Error Correction Model and intercept adjusted heteroskedasticity Markov Switching Vector Error Correction Model to determine the best model representation in capturing the transition of the time series. Results have shown that gold price has a positive relationship with Malaysia, Thailand and Indonesia stock market and a two regime intercept adjusted heteroskedasticity Markov Switching Vector Error Correction Model is able to provide the more significance and reliable result compare to intercept adjusted Markov Switching Vector Error Correction Models.

  13. Robust filtering and prediction for systems with embedded finite-state Markov-Chain dynamics

    International Nuclear Information System (INIS)

    Pate, E.B.

    1986-01-01

    This research developed new methodologies for the design of robust near-optimal filters/predictors for a class of system models that exhibit embedded finite-state Markov-chain dynamics. These methodologies are developed through the concepts and methods of stochastic model building (including time-series analysis), game theory, decision theory, and filtering/prediction for linear dynamic systems. The methodology is based on the relationship between the robustness of a class of time-series models and quantization which is applied to the time series as part of the model identification process. This relationship is exploited by utilizing the concept of an equivalence, through invariance of spectra, between the class of Markov-chain models and the class of autoregressive moving average (ARMA) models. This spectral equivalence permits a straightforward implementation of the desirable robust properties of the Markov-chain approximation in a class of models which may be applied in linear-recursive form in a linear Kalman filter/predictor structure. The linear filter/predictor structure is shown to provide asymptotically optimal estimates of states which represent one or more integrations of the Markov-chain state. The development of a new saddle-point theorem for a game based on the Markov-chain model structure gives rise to a technique for determining a worst case Markov-chain process, upon which a robust filter/predictor design if based

  14. Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

    Science.gov (United States)

    Abler, Daniel; Kanellopoulos, Vassiliki; Davies, Jim; Dosanjh, Manjit; Jena, Raj; Kirkby, Norman; Peach, Ken

    2013-01-01

    Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of ‘general Markov models’, providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy and argue that the proposed method can automate the creation of Markov models from existing data. The approach has the potential to support the radiotherapy community in conducting systematic analyses involving predictive modelling of existing and upcoming radiotherapy data. We expect it to facilitate the application of modelling techniques in medical decision problems beyond the field of radiotherapy, and to improve the comparability of their results. PMID:23824126

  15. Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy

    International Nuclear Information System (INIS)

    Abler, Daniel; Kanellopoulos, Vassiliki; Dosanjh, Manjit; Davies, Jim; Peach, Ken; Jena, Raj; Kirkby, Norman

    2013-01-01

    Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of 'general Markov models', providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy and argue that the proposed method can automate the creation of Markov models from existing data. The approach has the potential to support the radiotherapy community in conducting systematic analyses involving predictive modelling of existing and upcoming radiotherapy data. We expect it to facilitate the application of modelling techniques in medical decision problems beyond the field of radiotherapy, and to improve the comparability of their results. (author)

  16. Multidimensional severity assessment in bronchiectasis: an analysis of seven European cohorts.

    Science.gov (United States)

    McDonnell, M J; Aliberti, S; Goeminne, P C; Dimakou, K; Zucchetti, S C; Davidson, J; Ward, C; Laffey, J G; Finch, S; Pesci, A; Dupont, L J; Fardon, T C; Skrbic, D; Obradovic, D; Cowman, S; Loebinger, M R; Rutherford, R M; De Soyza, A; Chalmers, J D

    2016-12-01

    Bronchiectasis is a multidimensional disease associated with substantial morbidity and mortality. Two disease-specific clinical prediction tools have been developed, the Bronchiectasis Severity Index (BSI) and the FACED score, both of which stratify patients into severity risk categories to predict the probability of mortality. We aimed to compare the predictive utility of BSI and FACED in assessing clinically relevant disease outcomes across seven European cohorts independent of their original validation studies. The combined cohorts totalled 1612. Pooled analysis showed that both scores had a good discriminatory predictive value for mortality (pooled area under the curve (AUC) 0.76, 95% CI 0.74 to 0.78 for both scores) with the BSI demonstrating a higher sensitivity (65% vs 28%) but lower specificity (70% vs 93%) compared with the FACED score. Calibration analysis suggested that the BSI performed consistently well across all cohorts, while FACED consistently overestimated mortality in 'severe' patients (pooled OR 0.33 (0.23 to 0.48), p<0.0001). The BSI accurately predicted hospitalisations (pooled AUC 0.82, 95% CI 0.78 to 0.84), exacerbations, quality of life (QoL) and respiratory symptoms across all risk categories. FACED had poor discrimination for hospital admissions (pooled AUC 0.65, 95% CI 0.63 to 0.67) with low sensitivity at 16% and did not consistently predict future risk of exacerbations, QoL or respiratory symptoms. No association was observed with FACED and 6 min walk distance (6MWD) or lung function decline. The BSI accurately predicts mortality, hospital admissions, exacerbations, QoL, respiratory symptoms, 6MWD and lung function decline in bronchiectasis, providing a clinically relevant evaluation of disease severity. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/.

  17. Age, period, and cohort analysis of regular dental care behavior and edentulism: A marginal approach

    Science.gov (United States)

    2011-01-01

    Background To analyze the regular dental care behavior and prevalence of edentulism in adult Danes, reported in sequential cross-sectional oral health surveys by the application of a marginal approach to consider the possible clustering effect of birth cohorts. Methods Data from four sequential cross-sectional surveys of non-institutionalized Danes conducted from 1975-2005 comprising 4330 respondents aged 15+ years in 9 birth cohorts were analyzed. The key study variables were seeking dental care on an annual basis (ADC) and edentulism. For the analysis of ADC, survey year, age, gender, socio-economic status (SES) group, denture-wearing, and school dental care (SDC) during childhood were considered. For the analysis of edentulism, only respondents aged 35+ years were included. Survey year, age, gender, SES group, ADC, and SDC during childhood were considered as the independent factors. To take into account the clustering effect of birth cohorts, marginal logistic regressions with an independent correlation structure in generalized estimating equations (GEE) were carried out, with PROC GENMOD in SAS software. Results The overall proportion of people seeking ADC increased from 58.8% in 1975 to 86.7% in 2005, while for respondents aged 35 years or older, the overall prevalence of edentulism (35+ years) decreased from 36.4% in 1975 to 5.0% in 2005. Females, respondents in the higher SES group, in more recent survey years, with no denture, and receiving SDC in all grades during childhood were associated with higher probability of seeking ADC regularly (P dental health policy was demonstrated by a continued increase of regular dental visiting habits and tooth retention in adults because school dental care was provided to Danes in their childhood. PMID:21410991

  18. Poisson regression analysis of the mortality among a cohort of World War II nuclear industry workers

    International Nuclear Information System (INIS)

    Frome, E.L.; Cragle, D.L.; McLain, R.W.

    1990-01-01

    A historical cohort mortality study was conducted among 28,008 white male employees who had worked for at least 1 month in Oak Ridge, Tennessee, during World War II. The workers were employed at two plants that were producing enriched uranium and a research and development laboratory. Vital status was ascertained through 1980 for 98.1% of the cohort members and death certificates were obtained for 96.8% of the 11,671 decedents. A modified version of the traditional standardized mortality ratio (SMR) analysis was used to compare the cause-specific mortality experience of the World War II workers with the U.S. white male population. An SMR and a trend statistic were computed for each cause-of-death category for the 30-year interval from 1950 to 1980. The SMR for all causes was 1.11, and there was a significant upward trend of 0.74% per year. The excess mortality was primarily due to lung cancer and diseases of the respiratory system. Poisson regression methods were used to evaluate the influence of duration of employment, facility of employment, socioeconomic status, birth year, period of follow-up, and radiation exposure on cause-specific mortality. Maximum likelihood estimates of the parameters in a main-effects model were obtained to describe the joint effects of these six factors on cause-specific mortality of the World War II workers. We show that these multivariate regression techniques provide a useful extension of conventional SMR analysis and illustrate their effective use in a large occupational cohort study

  19. Context Analysis of Customer Requests using a Hybrid Adaptive Neuro Fuzzy Inference System and Hidden Markov Models in the Natural Language Call Routing Problem

    Science.gov (United States)

    Rustamov, Samir; Mustafayev, Elshan; Clements, Mark A.

    2018-04-01

    The context analysis of customer requests in a natural language call routing problem is investigated in the paper. One of the most significant problems in natural language call routing is a comprehension of client request. With the aim of finding a solution to this issue, the Hybrid HMM and ANFIS models become a subject to an examination. Combining different types of models (ANFIS and HMM) can prevent misunderstanding by the system for identification of user intention in dialogue system. Based on these models, the hybrid system may be employed in various language and call routing domains due to nonusage of lexical or syntactic analysis in classification process.

  20. Context Analysis of Customer Requests using a Hybrid Adaptive Neuro Fuzzy Inference System and Hidden Markov Models in the Natural Language Call Routing Problem

    Directory of Open Access Journals (Sweden)

    Rustamov Samir

    2018-04-01

    Full Text Available The context analysis of customer requests in a natural language call routing problem is investigated in the paper. One of the most significant problems in natural language call routing is a comprehension of client request. With the aim of finding a solution to this issue, the Hybrid HMM and ANFIS models become a subject to an examination. Combining different types of models (ANFIS and HMM can prevent misunderstanding by the system for identification of user intention in dialogue system. Based on these models, the hybrid system may be employed in various language and call routing domains due to nonusage of lexical or syntactic analysis in classification process.

  1. Analysis of 1:1 Matched Cohort Studies and Twin Studies, with Binary Exposures and Binary Outcomes

    OpenAIRE

    Sjölander, Arvid; Johansson, Anna L. V.; Lundholm, Cecilia; Altman, Daniel; Almqvist, Catarina; Pawitan, Yudi

    2012-01-01

    To improve confounder adjustments, observational studies are often matched on potential confounders. While matched case-control studies are common and well covered in the literature, our focus here is on matched cohort studies, which are less common and sparsely discussed in the literature. Matched data also arise naturally in twin studies, as a cohort of exposure–discordant twins can be viewed as being matched on a large number of potential confounders. The analysis of twin studies will be g...

  2. Statistical significance approximation in local trend analysis of high-throughput time-series data using the theory of Markov chains.

    Science.gov (United States)

    Xia, Li C; Ai, Dongmei; Cram, Jacob A; Liang, Xiaoyi; Fuhrman, Jed A; Sun, Fengzhu

    2015-09-21

    Local trend (i.e. shape) analysis of time series data reveals co-changing patterns in dynamics of biological systems. However, slow permutation procedures to evaluate the statistical significance of local trend scores have limited its applications to high-throughput time series data analysis, e.g., data from the next generation sequencing technology based studies. By extending the theories for the tail probability of the range of sum of Markovian random variables, we propose formulae for approximating the statistical significance of local trend scores. Using simulations and real data, we show that the approximate p-value is close to that obtained using a large number of permutations (starting at time points >20 with no delay and >30 with delay of at most three time steps) in that the non-zero decimals of the p-values obtained by the approximation and the permutations are mostly the same when the approximate p-value is less than 0.05. In addition, the approximate p-value is slightly larger than that based on permutations making hypothesis testing based on the approximate p-value conservative. The approximation enables efficient calculation of p-values for pairwise local trend analysis, making large scale all-versus-all comparisons possible. We also propose a hybrid approach by integrating the approximation and permutations to obtain accurate p-values for significantly associated pairs. We further demonstrate its use with the analysis of the Polymouth Marine Laboratory (PML) microbial community time series from high-throughput sequencing data and found interesting organism co-occurrence dynamic patterns. The software tool is integrated into the eLSA software package that now provides accelerated local trend and similarity analysis pipelines for time series data. The package is freely available from the eLSA website: http://bitbucket.org/charade/elsa.

  3. Zipf exponent of trajectory distribution in the hidden Markov model

    Science.gov (United States)

    Bochkarev, V. V.; Lerner, E. Yu

    2014-03-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

  4. Zipf exponent of trajectory distribution in the hidden Markov model

    International Nuclear Information System (INIS)

    Bochkarev, V V; Lerner, E Yu

    2014-01-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different

  5. Performance Modeling of Communication Networks with Markov Chains

    CERN Document Server

    Mo, Jeonghoon

    2010-01-01

    This book is an introduction to Markov chain modeling with applications to communication networks. It begins with a general introduction to performance modeling in Chapter 1 where we introduce different performance models. We then introduce basic ideas of Markov chain modeling: Markov property, discrete time Markov chain (DTMe and continuous time Markov chain (CTMe. We also discuss how to find the steady state distributions from these Markov chains and how they can be used to compute the system performance metric. The solution methodologies include a balance equation technique, limiting probab

  6. An international contrast of rates of placental abruption: an age-period-cohort analysis.

    Directory of Open Access Journals (Sweden)

    Cande V Ananth

    Full Text Available Although rare, placental abruption is implicated in disproportionately high rates of perinatal morbidity and mortality. Understanding geographic and temporal variations may provide insights into possible amenable factors of abruption. We examined abruption frequencies by maternal age, delivery year, and maternal birth cohorts over three decades across seven countries.Women that delivered in the US (n = 863,879; 1979-10, Canada (4 provinces, n = 5,407,463; 1982-11, Sweden (n = 3,266,742; 1978-10, Denmark (n = 1,773,895; 1978-08, Norway (n = 1,780,271, 1978-09, Finland (n = 1,411,867; 1987-10, and Spain (n = 6,151,508; 1999-12 were analyzed. Abruption diagnosis was based on ICD coding. Rates were modeled using Poisson regression within the framework of an age-period-cohort analysis, and multi-level models to examine the contribution of smoking in four countries.Abruption rates varied across the seven countries (3-10 per 1000, Maternal age showed a consistent J-shaped pattern with increased rates at the extremes of the age distribution. In comparison to births in 2000, births after 2000 in European countries had lower abruption rates; in the US there was an increase in rate up to 2000 and a plateau thereafter. No birth cohort effects were evident. Changes in smoking prevalence partially explained the period effect in the US (P = 0.01 and Sweden (P<0.01.There is a strong maternal age effect on abruption. While the abruption rate has plateaued since 2000 in the US, all other countries show declining rates. These findings suggest considerable variation in abruption frequencies across countries; differences in the distribution of risk factors, especially smoking, may help guide policy to reduce abruption rates.

  7. An international contrast of rates of placental abruption: an age-period-cohort analysis.

    Science.gov (United States)

    Ananth, Cande V; Keyes, Katherine M; Hamilton, Ava; Gissler, Mika; Wu, Chunsen; Liu, Shiliang; Luque-Fernandez, Miguel Angel; Skjærven, Rolv; Williams, Michelle A; Tikkanen, Minna; Cnattingius, Sven

    2015-01-01

    Although rare, placental abruption is implicated in disproportionately high rates of perinatal morbidity and mortality. Understanding geographic and temporal variations may provide insights into possible amenable factors of abruption. We examined abruption frequencies by maternal age, delivery year, and maternal birth cohorts over three decades across seven countries. Women that delivered in the US (n = 863,879; 1979-10), Canada (4 provinces, n = 5,407,463; 1982-11), Sweden (n = 3,266,742; 1978-10), Denmark (n = 1,773,895; 1978-08), Norway (n = 1,780,271, 1978-09), Finland (n = 1,411,867; 1987-10), and Spain (n = 6,151,508; 1999-12) were analyzed. Abruption diagnosis was based on ICD coding. Rates were modeled using Poisson regression within the framework of an age-period-cohort analysis, and multi-level models to examine the contribution of smoking in four countries. Abruption rates varied across the seven countries (3-10 per 1000), Maternal age showed a consistent J-shaped pattern with increased rates at the extremes of the age distribution. In comparison to births in 2000, births after 2000 in European countries had lower abruption rates; in the US there was an increase in rate up to 2000 and a plateau thereafter. No birth cohort effects were evident. Changes in smoking prevalence partially explained the period effect in the US (P = 0.01) and Sweden (Prate has plateaued since 2000 in the US, all other countries show declining rates. These findings suggest considerable variation in abruption frequencies across countries; differences in the distribution of risk factors, especially smoking, may help guide policy to reduce abruption rates.

  8. Coding with partially hidden Markov models

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Rissanen, J.

    1995-01-01

    Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...

  9. Markov and mixed models with applications

    DEFF Research Database (Denmark)

    Mortensen, Stig Bousgaard

    This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... or uncontrollable factors in an individual. Modelling using SDEs also provides new tools for estimation of unknown inputs to a system and is illustrated with an application to estimation of insulin secretion rates in diabetic patients. Models for the eect of a drug is a broader area since drugs may affect...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

  10. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  11. Systematically missing confounders in individual participant data meta-analysis of observational cohort studies

    NARCIS (Netherlands)

    Jackson, D.; White, I.; Kostis, J.B.; Wilson, A.C.; Folsom, A.R.; Feskens, E.J.M.

    2009-01-01

    One difficulty in performing meta-analyses of observational cohort studies is that the availability of confounders may vary between cohorts, so that some cohorts provide fully adjusted analyses while others only provide partially adjusted analyses. Commonly, analyses of the association between an

  12. Systematically missing confounders in individual participant data meta-analysis of observational cohort studies

    DEFF Research Database (Denmark)

    Jackson, D.; White, I.; Kostis, J.B.

    2009-01-01

    One difficulty in performing meta-analyses of observational cohort studies is that the availability of confounders may vary between cohorts, so that some cohorts provide fully adjusted analyses while others only provide partially adjusted analyses. Commonly, analyses of the association between an...

  13. Fast-NPS-A Markov Chain Monte Carlo-based analysis tool to obtain structural information from single-molecule FRET measurements

    Science.gov (United States)

    Eilert, Tobias; Beckers, Maximilian; Drechsler, Florian; Michaelis, Jens

    2017-10-01

    The analysis tool and software package Fast-NPS can be used to analyse smFRET data to obtain quantitative structural information about macromolecules in their natural environment. In the algorithm a Bayesian model gives rise to a multivariate probability distribution describing the uncertainty of the structure determination. Since Fast-NPS aims to be an easy-to-use general-purpose analysis tool for a large variety of smFRET networks, we established an MCMC based sampling engine that approximates the target distribution and requires no parameter specification by the user at all. For an efficient local exploration we automatically adapt the multivariate proposal kernel according to the shape of the target distribution. In order to handle multimodality, the sampler is equipped with a parallel tempering scheme that is fully adaptive with respect to temperature spacing and number of chains. Since the molecular surrounding of a dye molecule affects its spatial mobility and thus the smFRET efficiency, we introduce dye models which can be selected for every dye molecule individually. These models allow the user to represent the smFRET network in great detail leading to an increased localisation precision. Finally, a tool to validate the chosen model combination is provided. Programme Files doi:http://dx.doi.org/10.17632/7ztzj63r68.1 Licencing provisions: Apache-2.0 Programming language: GUI in MATLAB (The MathWorks) and the core sampling engine in C++ Nature of problem: Sampling of highly diverse multivariate probability distributions in order to solve for macromolecular structures from smFRET data. Solution method: MCMC algorithm with fully adaptive proposal kernel and parallel tempering scheme.

  14. The Distribution of Income and Taxes/Transfers In Canada: A Cohort Analysis

    Directory of Open Access Journals (Sweden)

    Daria Crisan

    2015-02-01

    Full Text Available Who pays and how much? These are crucial questions for any tax system and, given the complexity of the economy, they are also among the most difficult to answer. This paper undertakes an analysis of the distribution of taxes and transfers in Canada using a static approach based on annual income combined with the novel approach of breaking down taxpayers by age cohort. The paper examines how tax rates net of transfers differ by age and income group, and how those rates change over taxpayers’ lifetimes. It clearly reveals the progressive nature of Canada’s tax system. In our base case scenario, when all age cohorts are considered together and transfers are treated as negative taxes, the first two quintiles of the income distribution are net recipients of government transfers with negative net tax rates equal to about -48 percent for the first quintile and -33 percent for the second quintile. For middle to high-income individuals net tax rates are positive and increase with income, from 10 percent for the median group, to 24 percent for the fourth quintile and 34 percent for the fifth quintile. Looking at net tax rates by age cohort, we find that overall the bottom 20 percent of the income distribution is a net recipient of fiscal transfers at all ages. However, on average for individuals 65 and over all but the top 20 percent of the income distribution are net recipients of fiscal transfers, with negative net tax rates. The age related redistributive nature of Canada’s tax system is further emphasized by an examination of the Gini coefficients for each age cohort, calculated here for the first time. Starting at age 30, before taxes and transfers income inequality is found to rise monotonically with age, leveling off at 65. Taxes and transfers reduce the degree of income inequality significantly for all ages, but substantially more so for the elderly due to age related features of the tax and transfer system. If redistribution can be thought

  15. Markov decision processes in artificial intelligence

    CERN Document Server

    Sigaud, Olivier

    2013-01-01

    Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as Reinforcement Learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in Artificial Intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, Reinforcement Learning, Partially Observable MDPs, Markov games and the use of non-classical criteria). Then it presents more advanced research trends in the domain and gives some concrete examples using illustr

  16. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  17. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel

    2017-01-01

    . Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  18. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Møller, Jan Kloppenborg; Morales González, Juan Miguel

    . Specically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is dened by the time-varying probabilities of starting and ending a trip and is justied due to the uncertainty associated with the use of the vehicle. The model is tted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  19. Predicting Protein Secondary Structure with Markov Models

    DEFF Research Database (Denmark)

    Fischer, Paul; Larsen, Simon; Thomsen, Claus

    2004-01-01

    we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....

  20. Markov processes an introduction for physical scientists

    CERN Document Server

    Gillespie, Daniel T

    1991-01-01

    Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e

  1. Genomic copy number analysis of Chernobyl papillary thyroid carcinoma in the Ukrainian–American Cohort

    Science.gov (United States)

    Selmansberger, Martin; Braselmann, Herbert; Hess, Julia; Bogdanova, Tetiana; Abend, Michael; Tronko, Mykola; Brenner, Alina; Zitzelsberger, Horst; Unger, Kristian

    2015-01-01

    One of the major consequences of the 1986 Chernobyl reactor accident was a dramatic increase in papillary thyroid carcinoma (PTC) incidence, predominantly in patients exposed to the radioiodine fallout at young age. The present study is the first on genomic copy number alterations (CNAs) of PTCs of the Ukrainian–American cohort (UkrAm) generated by array comparative genomic hybridization (aCGH). Unsupervised hierarchical clustering of CNA profiles revealed a significant enrichment of a subgroup of patients with female gender, long latency (>17 years) and negative lymph node status. Further, we identified single CNAs that were significantly associated with latency, gender, radiation dose and BRAF V600E mutation status. Multivariate analysis revealed no interactions but additive effects of parameters gender, latency and dose on CNAs. The previously identified radiation-associated gain of the chromosomal bands 7q11.22-11.23 was present in 29% of cases. Moreover, comparison of our radiation-associated PTC data set with the TCGA data set on sporadic PTCs revealed altered copy numbers of the tumor driver genes NF2 and CHEK2. Further, we integrated the CNA data with transcriptomic data that were available on a subset of the herein analyzed cohort and did not find statistically significant associations between the two molecular layers. However, applying hierarchical clustering on a ‘BRAF-like/RAS-like’ transcriptome signature split the cases into four groups, one of which containing all BRAF-positive cases validating the signature in an independent data set. PMID:26320103

  2. Predictive test for chemotherapy response in resectable gastric cancer: a multi-cohort, retrospective analysis.

    Science.gov (United States)

    Cheong, Jae-Ho; Yang, Han-Kwang; Kim, Hyunki; Kim, Woo Ho; Kim, Young-Woo; Kook, Myeong-Cherl; Park, Young-Kyu; Kim, Hyung-Ho; Lee, Hye Seung; Lee, Kyung Hee; Gu, Mi Jin; Kim, Ha Yan; Lee, Jinae; Choi, Seung Ho; Hong, Soonwon; Kim, Jong Won; Choi, Yoon Young; Hyung, Woo Jin; Jang, Eunji; Kim, Hyeseon; Huh, Yong-Min; Noh, Sung Hoon

    2018-05-01

    Adjuvant chemotherapy after surgery improves survival of patients with stage II-III, resectable gastric cancer. However, the overall survival benefit observed after adjuvant chemotherapy is moderate, suggesting that not all patients with resectable gastric cancer treated with adjuvant chemotherapy benefit from it. We aimed to develop and validate a predictive test for adjuvant chemotherapy response in patients with resectable, stage II-III gastric cancer. In this multi-cohort, retrospective study, we developed through a multi-step strategy a predictive test consisting of two rule-based classifier algorithms with predictive value for adjuvant chemotherapy response and prognosis. Exploratory bioinformatics analyses identified biologically relevant candidate genes in gastric cancer transcriptome datasets. In the discovery analysis, a four-gene, real-time RT-PCR assay was developed and analytically validated in formalin-fixed, paraffin-embedded (FFPE) tumour tissues from an internal cohort of 307 patients with stage II-III gastric cancer treated at the Yonsei Cancer Center with D2 gastrectomy plus adjuvant fluorouracil-based chemotherapy (n=193) or surgery alone (n=114). The same internal cohort was used to evaluate the prognostic and chemotherapy response predictive value of the single patient classifier genes using associations with 5-year overall survival. The results were validated with a subset (n=625) of FFPE tumour samples from an independent cohort of patients treated in the CLASSIC trial (NCT00411229), who received D2 gastrectomy plus capecitabine and oxaliplatin chemotherapy (n=323) or surgery alone (n=302). The primary endpoint was 5-year overall survival. We identified four classifier genes related to relevant gastric cancer features (GZMB, WARS, SFRP4, and CDX1) that formed the single patient classifier assay. In the validation cohort, the prognostic single patient classifier (based on the expression of GZMB, WARS, and SFRP4) identified 79 (13%) of 625

  3. Maternal SSRI discontinuation, use, psychiatric disorder and the risk of autism in children: a meta-analysis of cohort studies.

    Science.gov (United States)

    Kaplan, Yusuf Cem; Keskin-Arslan, Elif; Acar, Selin; Sozmen, Kaan

    2017-12-01

    We undertook an exclusive meta-analysis of cohort studies investigating the possible link between prenatal selective serotonin reuptake inhibitor (SSRI) exposure and autism spectrum disorders (ASD) in children to further investigate our previous suggestion of confounding by indication. The point estimates regarding the following cohorts were extracted and pooled: (1) pregnant women who discontinued SSRI until 3 months before pregnancy; (2) pregnant women who were exposed to SSRI during pregnancy; and (3) pregnant women with maternal psychiatric disorder but no exposure to SSRI during pregnancy. Although the pooled point estimate of the first cohort showed a trend for increase, it did not reach significance. The pooled point estimates of the latter cohorts showed a significant association with ASD which strengthens our previous suggestion of confounding by indication. Future studies should be adequately designed to differentiate whether the previously suggested association is a result of maternal psychiatric disorder or SSRI exposure or both. © 2017 The British Pharmacological Society.

  4. SDI and Markov Chains for Regional Drought Characteristics

    Directory of Open Access Journals (Sweden)

    Chen-Feng Yeh

    2015-08-01

    Full Text Available In recent years, global climate change has altered precipitation patterns, causing uneven spatial and temporal distribution of precipitation that gradually induces precipitation polarization phenomena. Taiwan is located in the subtropical climate zone, with distinct wet and dry seasons, which makes the polarization phenomenon more obvious; this has also led to a large difference between river flows during the wet and dry seasons, which is significantly influenced by precipitation, resulting in hydrological drought. Therefore, to effectively address the growing issue of water shortages, it is necessary to explore and assess the drought characteristics of river systems. In this study, the drought characteristics of northern Taiwan were studied using the streamflow drought index (SDI and Markov chains. Analysis results showed that the year 2002 was a turning point for drought severity in both the Lanyang River and Yilan River basins; the severity of rain events in the Lanyang River basin increased after 2002, and the severity of drought events in the Yilan River basin exhibited a gradual upward trend. In the study of drought severity, analysis results from periods of three months (November to January and six months (November to April have shown significant drought characteristics. In addition, analysis of drought occurrence probabilities using the method of Markov chains has shown that the occurrence probabilities of drought events are higher in the Lanyang River basin than in the Yilan River basin; particularly for extreme events, the occurrence probability of an extreme drought event is 20.6% during the dry season (November to April in the Lanyang River basin, and 3.4% in the Yilan River basin. This study shows that for analysis of drought/wet occurrence probabilities, the results obtained for the drought frequency and occurrence probability using short-term data with the method of Markov chains can be used to predict the long-term occurrence

  5. Dementia knowledge assessment scale (DKAS): confirmatory factor analysis and comparative subscale scores among an international cohort.

    Science.gov (United States)

    Annear, Michael J; Toye, Chris; Elliott, Kate-Ellen J; McInerney, Frances; Eccleston, Claire; Robinson, Andrew

    2017-07-31

    Dementia is a life-limiting condition that is increasing in global prevalence in line with population ageing. In this context, it is necessary to accurately measure dementia knowledge across a spectrum of health professional and lay populations with the aim of informing targeted educational interventions and improving literacy, care, and support. Building on prior exploratory analysis, which informed the development of the preliminarily valid and reliable version of the Dementia Knowledge Assessment Scale (DKAS), a Confirmatory Factor Analysis (CFA) was performed to affirm construct validity and proposed subscales to further increase the measure's utility for academics and educators. A large, de novo sample of 3649 volunteer respondents to a dementia-related online course was recruited to evaluate the performance of the DKAS and its proposed subscales. Respondents represented diverse cohorts, including health professionals, students, and members of the general public. Analyses included CFA (using structural equation modelling), measures of internal consistency (α), and non-parametric tests of subscale correlation (Spearman Correlation) and score differences between cohorts (Kruskal-Wallis one-way analysis of variance). Findings of the CFA supported a 25-item, four-factor model for the DKAS with two items removed due to poor performance and one item moved between factors. The resultant model exhibited good reliability (α = .85; ω h  = .87; overall scale), with acceptable subscale internal consistency (α ≥ .65; subscales). Subscales showed acceptable correlation without any indication of redundancy. Finally, total and DKAS subscale scores showed good discrimination between cohorts of respondents who would be anticipated to hold different levels of knowledge on the basis of education or experience related to dementia. The DKAS has been confirmed as a reliable and valid measure of dementia knowledge for diverse populations that is capable of elucidating

  6. Cost-Effectiveness Analysis of Hepatitis B Immunization in Vietnam: Application of Cost-Effectiveness Affordability Curves in Health Care Decision Making

    NARCIS (Netherlands)

    Tu, Hong Anh T.; de Vries, Robin; Woerdenbag, Herman J.; Li, Shu Chuen; Le, Hoa H.; van Hulst, Marinus; Postma, Maarten J.

    2012-01-01

    Objectives: To perform acost-effectiveness analysis and to identify the coseffectiveness affordability levels for a newborn universal vaccination program against hepatitis B virus (HBV) in Vietnam. Methods: By using a Markov model, we simulated a Vietnamese birth cohort using 1,639,000 newborns in

  7. Cost-Effectiveness Analysis of Hepatitis B Immunization in Vietnam : Application of Cost-Effectiveness Affordability Curves in Health Care Decision Making

    NARCIS (Netherlands)

    Tu, Hong Anh T.; de Vries, Robin; Woerdenbag, Herman J.; Li, Shu Chuen; Le, Hoa H.; van Hulst, Marinus; Postma, Maarten J.

    2012-01-01

    Objectives: To perform acost-effectiveness analysis and to identify the coseffectiveness affordability levels for a newborn universal vaccination program against hepatitis B virus (HBV) in Vietnam. Methods: By using a Markov model, we simulated a Vietnamese birth cohort using 1,639,000 newborns in

  8. Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...

    African Journals Online (AJOL)

    ADOWIE PERE

    Hidden Markov model is very influential in stochastic world because of its ... the earth from the clouds. The usual ... Rainfall modelling and ... Markov Models have become popular tools ... environment sciences, University of Jos, plateau state,.

  9. Extending Markov Automata with State and Action Rewards

    NARCIS (Netherlands)

    Guck, Dennis; Timmer, Mark; Blom, Stefan; Bertrand, N.; Bortolussi, L.

    This presentation introduces the Markov Reward Automaton (MRA), an extension of the Markov automaton that allows the modelling of systems incorporating rewards in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Our models support both rewards that are

  10. Fruits and vegetables consumption and risk of stroke: a meta-analysis of prospective cohort studies.

    Science.gov (United States)

    Hu, Dan; Huang, Junqian; Wang, Yuchun; Zhang, Dongfeng; Qu, Yan

    2014-06-01

    We conducted a meta-analysis to summarize evidence from prospective cohort studies about the association of fruits and vegetables consumption with the risk of stroke. Pertinent studies were identified by a search of Embase and PubMed databases to January 2014. Study-specific relative risks with 95% confidence intervals were pooled using a random-effects model. Dose-response relationship was assessed by restricted cubic spline. Twenty prospective cohort studies were included, involving 16 981 stroke events among 760 629 participants. The multivariable relative risk (95% confidence intervals) of stroke for the highest versus lowest category of total fruits and vegetables consumption was 0.79 (0.75-0.84), and the effect was 0.77 (0.71-0.84) for fruits consumption and 0.86 (0.79-0.93) for vegetables consumption. Subgroup and meta-regression showed that the inverse association of total fruits and vegetables consumption with the risk of stroke was consistent in subgroup analysis. Citrus fruits, apples/pears, and leafy vegetables might contribute to the protection. The linear dose-response relationship showed that the risk of stroke decreased by 32% (0.68 [0.56-0.82]) and 11% (0.89 [0.81-0.98]) for every 200 g per day increment in fruits consumption (P for nonlinearity=0.77) and vegetables consumption (P for nonlinearity=0.62), respectively. Fruits and vegetables consumption are inversely associated with the risk of stroke. © 2014 American Heart Association, Inc.

  11. Perturbation theory for Markov chains via Wasserstein distance

    NARCIS (Netherlands)

    Rudolf, Daniel; Schweizer, Nikolaus

    2017-01-01

    Perturbation theory for Markov chains addresses the question of how small differences in the transition probabilities of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the nth step distributions of two Markov chains

  12. Assessing type I error and power of multistate Markov models for panel data-A simulation study.

    Science.gov (United States)

    Cassarly, Christy; Martin, Renee' H; Chimowitz, Marc; Peña, Edsel A; Ramakrishnan, Viswanathan; Palesch, Yuko Y

    2017-01-01

    Ordinal outcomes collected at multiple follow-up visits are common in clinical trials. Sometimes, one visit is chosen for the primary analysis and the scale is dichotomized amounting to loss of information. Multistate Markov models describe how a process moves between states over time. Here, simulation studies are performed to investigate the type I error and power characteristics of multistate Markov models for panel data with limited non-adjacent state transitions. The results suggest that the multistate Markov models preserve the type I error and adequate power is achieved with modest sample sizes for panel data with limited non-adjacent state transitions.

  13. Quantum Enhanced Inference in Markov Logic Networks.

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-19

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  14. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process label...

  15. A Martingale Decomposition of Discrete Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard

    We consider a multivariate time series whose increments are given from a homogeneous Markov chain. We show that the martingale component of this process can be extracted by a filtering method and establish the corresponding martingale decomposition in closed-form. This representation is useful fo...

  16. Renewal characterization of Markov modulated Poisson processes

    Directory of Open Access Journals (Sweden)

    Marcel F. Neuts

    1989-01-01

    Full Text Available A Markov Modulated Poisson Process (MMPP M(t defined on a Markov chain J(t is a pure jump process where jumps of M(t occur according to a Poisson process with intensity λi whenever the Markov chain J(t is in state i. M(t is called strongly renewal (SR if M(t is a renewal process for an arbitrary initial probability vector of J(t with full support on P={i:λi>0}. M(t is called weakly renewal (WR if there exists an initial probability vector of J(t such that the resulting MMPP is a renewal process. The purpose of this paper is to develop general characterization theorems for the class SR and some sufficiency theorems for the class WR in terms of the first passage times of the bivariate Markov chain [J(t,M(t]. Relevance to the lumpability of J(t is also studied.

  17. Evaluation of Usability Utilizing Markov Models

    Science.gov (United States)

    Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

    2012-01-01

    Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

  18. Bisimulation and Simulation Relations for Markov Chains

    NARCIS (Netherlands)

    Baier, Christel; Hermanns, H.; Katoen, Joost P.; Wolf, Verena; Aceto, L.; Gordon, A.

    2006-01-01

    Formal notions of bisimulation and simulation relation play a central role for any kind of process algebra. This short paper sketches the main concepts for bisimulation and simulation relations for probabilistic systems, modelled by discrete- or continuous-time Markov chains.

  19. Discounted Markov games : generalized policy iteration method

    NARCIS (Netherlands)

    Wal, van der J.

    1978-01-01

    In this paper, we consider two-person zero-sum discounted Markov games with finite state and action spaces. We show that the Newton-Raphson or policy iteration method as presented by Pollats-chek and Avi-Itzhak does not necessarily converge, contradicting a proof of Rao, Chandrasekaran, and Nair.

  20. Hidden Markov Models for Human Genes

    DEFF Research Database (Denmark)

    Baldi, Pierre; Brunak, Søren; Chauvin, Yves

    1997-01-01

    We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...

  1. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    R. Paap (Richard)

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the

  2. Optimal dividend distribution under Markov regime switching

    NARCIS (Netherlands)

    Jiang, Z.; Pistorius, M.

    2012-01-01

    We investigate the problem of optimal dividend distribution for a company in the presence of regime shifts. We consider a company whose cumulative net revenues evolve as a Brownian motion with positive drift that is modulated by a finite state Markov chain, and model the discount rate as a

  3. Revisiting Weak Simulation for Substochastic Markov Chains

    DEFF Research Database (Denmark)

    Jansen, David N.; Song, Lei; Zhang, Lijun

    2013-01-01

    of the logic PCTL\\x, and its completeness was conjectured. We revisit this result and show that soundness does not hold in general, but only for Markov chains without divergence. It is refuted for some systems with substochastic distributions. Moreover, we provide a counterexample to completeness...

  4. Fracture Mechanical Markov Chain Crack Growth Model

    DEFF Research Database (Denmark)

    Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard

    1991-01-01

    propagation process can be described by a discrete space Markov theory. The model is applicable to deterministic as well as to random loading. Once the model parameters for a given material have been determined, the results can be used for any structure as soon as the geometrical function is known....

  5. Multi-dimensional quasitoeplitz Markov chains

    Directory of Open Access Journals (Sweden)

    Alexander N. Dudin

    1999-01-01

    Full Text Available This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

  6. Markov chains with quasitoeplitz transition matrix

    Directory of Open Access Journals (Sweden)

    Alexander M. Dukhovny

    1989-01-01

    Full Text Available This paper investigates a class of Markov chains which are frequently encountered in various applications (e.g. queueing systems, dams and inventories with feedback. Generating functions of transient and steady state probabilities are found by solving a special Riemann boundary value problem on the unit circle. A criterion of ergodicity is established.

  7. Markov Chain Estimation of Avian Seasonal Fecundity

    Science.gov (United States)

    To explore the consequences of modeling decisions on inference about avian seasonal fecundity we generalize previous Markov chain (MC) models of avian nest success to formulate two different MC models of avian seasonal fecundity that represent two different ways to model renestin...

  8. Noise can speed convergence in Markov chains.

    Science.gov (United States)

    Franzke, Brandon; Kosko, Bart

    2011-10-01

    A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

  9. Model Checking Infinite-State Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid; Haverkort, Boudewijn R.H.M.; Cloth, L.

    2004-01-01

    In this paper algorithms for model checking CSL (continuous stochastic logic) against infinite-state continuous-time Markov chains of so-called quasi birth-death type are developed. In doing so we extend the applicability of CSL model checking beyond the recently proposed case for finite-state

  10. Model Checking Markov Chains: Techniques and Tools

    NARCIS (Netherlands)

    Zapreev, I.S.

    2008-01-01

    This dissertation deals with four important aspects of model checking Markov chains: the development of efficient model-checking tools, the improvement of model-checking algorithms, the efficiency of the state-space reduction techniques, and the development of simulation-based model-checking

  11. Quantum Enhanced Inference in Markov Logic Networks

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-01

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  12. Markov chain of distances between parked cars

    International Nuclear Information System (INIS)

    Seba, Petr

    2008-01-01

    We describe the distribution of distances between parked cars as a solution of certain Markov processes and show that its solution is obtained with the help of a distributional fixed point equation. Under certain conditions the process is solved explicitly. The resulting probability density is compared with the actual parking data measured in the city. (fast track communication)

  13. Continuity Properties of Distances for Markov Processes

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Mao, Hua; Larsen, Kim Guldstrand

    2014-01-01

    In this paper we investigate distance functions on finite state Markov processes that measure the behavioural similarity of non-bisimilar processes. We consider both probabilistic bisimilarity metrics, and trace-based distances derived from standard Lp and Kullback-Leibler distances. Two desirable...

  14. Model Checking Structured Infinite Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid

    2008-01-01

    In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special

  15. Hidden Markov models for labeled sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1994-01-01

    A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...

  16. Efficient Modelling and Generation of Markov Automata

    NARCIS (Netherlands)

    Koutny, M.; Timmer, Mark; Ulidowski, I.; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

  17. A Metrized Duality Theorem for Markov Processes

    DEFF Research Database (Denmark)

    Kozen, Dexter; Mardare, Radu Iulian; Panangaden, Prakash

    2014-01-01

    We extend our previous duality theorem for Markov processes by equipping the processes with a pseudometric and the algebras with a notion of metric diameter. We are able to show that the isomorphisms of our previous duality theorem become isometries in this quantitative setting. This opens the wa...

  18. Characterization of prokaryotic and eukaryotic promoters usinghidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Anders Gorm; Baldi, Pierre; Brunak, Søren

    1996-01-01

    In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma-70 and sigma-54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...

  19. Characterization of prokaryotic and eukaryotic promoters using hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Anders Gorm; Baldi, P.; Chauvin, Y.

    1996-01-01

    In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma 70 and sigma 54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...

  20. Discovering Cohorts of Pregnant Women From Social Media for Safety Surveillance and Analysis.

    Science.gov (United States)

    Sarker, Abeed; Chandrashekar, Pramod; Magge, Arjun; Cai, Haitao; Klein, Ari; Gonzalez, Graciela

    2017-10-30

    , the implemented classifier obtained an overall F 1 score of 0.84 (0.88 for the pregnancy class and 0.68 for the nonpregnancy class). Precision for the pregnancy class was 0.93, and recall was 0.84. Feature analysis showed that the combination of dense and sparse vectors for classification achieved optimal performance. Employing the trained classifier resulted in the identification of 71,954 users from the collected posts. Over 250 million posts were retrieved for these users, which provided a multitude of longitudinal information about them. Social media sources such as Twitter can be used to identify large cohorts of pregnant women and to gather longitudinal information via automated processing of their postings. Considering the many drawbacks and limitations of pregnancy registries, social media mining may provide beneficial complementary information. Although the cohort sizes identified over social media are large, future research will have to assess the completeness of the information available through them. ©Abeed Sarker, Pramod Chandrashekar, Arjun Magge, Haitao Cai, Ari Klein, Graciela Gonzalez. Originally published in the Journal of Medical Internet Research (http://www.jmir.org), 30.10.2017.

  1. Large deviations for Markov chains in the positive quadrant

    Energy Technology Data Exchange (ETDEWEB)

    Borovkov, A A; Mogul' skii, A A [S.L. Sobolev Institute for Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk (Russian Federation)

    2001-10-31

    The paper deals with so-called N-partially space-homogeneous time-homogeneous Markov chains X(y,n), n=0,1,2,..., X(y,0)=y, in the positive quadrant. These Markov chains are characterized by the following property of the transition probabilities P(y,A)=P(X(y,1) element of A): for some N{>=}0 the measure P(y,dx) depends only on x{sub 2}, y{sub 2}, and x{sub 1}-y{sub 1} in the domain x{sub 1}>N, y{sub 1}>N, and only on x{sub 1}, y{sub 1}, and x{sub 2}-y{sub 2} in the domain x{sub 2}>N, y{sub 2}>N. For such chains the asymptotic behaviour is found for a fixed set B as s{yields}{infinity}, |x|{yields}{infinity}, and n{yields}{infinity}. Some other conditions on the growth of parameters are also considered, for example, |x-y|{yields}{infinity}, |y|{yields}{infinity}. A study is made of the structure of the most probable trajectories, which give the main contribution to this asymptotics, and a number of other results pertaining to the topic are established. Similar results are obtained for the narrower class of 0-partially homogeneous ergodic chains under less restrictive moment conditions on the transition probabilities P(y,dx). Moreover, exact asymptotic expressions for the probabilities P(X(0,n) element of x+B) are found for 0-partially homogeneous ergodic chains under some additional conditions. The interest in partially homogeneous Markov chains in positive octants is due to the mathematical aspects (new and interesting problems arise in the framework of general large deviation theory) as well as applied issues, for such chains prove to be quite accurate mathematical models for numerous basic types of queueing and communication networks such as the widely known Jackson networks, polling systems, or communication networks associated with the ALOHA algorithm. There is a vast literature dealing with the analysis of these objects. The present paper is an attempt to find the extent to which an asymptotic analysis is possible for Markov chains of this type in their general

  2. Cancer Incidence in Patients with Acromegaly: A cohort study and meta-analysis of the literature

    DEFF Research Database (Denmark)

    Dal, Jakob; Leisner, Michelle Z; Hermansen, Kasper

    2018-01-01

    -2010) including 529 acromegaly cases was performed. Incident cancer diagnoses and mortality were compared to national rates estimating standardized incidence ratios (SIRs). A meta-analysis of cancer SIRs from 23 studies (including the present one) was performed. Results: The cohort study identified 81 cases...... in acromegaly (SIR 1.3 [95% CI: 1.1-1.6]), cancer-specific mortality was not. The meta-analysis yielded a SIR of overall cancer of 1.5 [95% CI: 1.2-1.8]. SIRs were elevated for colorectal cancer: 2.6 [95% CI: 1.7-4.0], thyroid cancer: 9.2 [95% CI: 4.2-19.9], breast cancer: 1.6 [1.1-2.3], gastric cancer: 2.0 [95......% CI: 1.4-2.9], and urinary tract cancer: 1.5 [95% CI: 1.0-2.3]). In general, cancer SIR was higher in single-center studies and in studies with meta-analysis...

  3. Harmonization of Food-Frequency Questionnaires and Dietary Pattern Analysis in 4 Ethnically Diverse Birth Cohorts.

    Science.gov (United States)

    de Souza, Russell J; Zulyniak, Michael A; Desai, Dipika; Shaikh, Mateen R; Campbell, Natalie C; Lefebvre, Diana L; Gupta, Milan; Wilson, Julie; Wahi, Gita; Atkinson, Stephanie A; Teo, Koon K; Subbarao, Padmaja; Becker, Allan B; Mandhane, Piushkumar J; Turvey, Stuart E; Sears, Malcolm R; Anand, Sonia S

    2016-11-01

    Canada is an ethnically diverse nation, which introduces challenges for health care providers tasked with providing evidence-based dietary advice. We aimed to harmonize food-frequency questionnaires (FFQs) across 4 birth cohorts of ethnically diverse pregnant women to derive robust dietary patterns to investigate maternal and newborn outcomes. The NutriGen Alliance comprises 4 prospective birth cohorts and includes 4880 Canadian mother-infant pairs of predominantly white European [CHILD (Canadian Healthy Infant Longitudinal Development) and FAMILY (Family Atherosclerosis Monitoring In earLY life)], South Asian [START (SouTh Asian birth cohoRT)-Canada], or Aboriginal [ABC (Aboriginal Birth Cohort)] origins. CHILD used a multiethnic FFQ based on a previously validated instrument designed by the Fred Hutchinson Cancer Research Center, whereas FAMILY, START, and ABC used questionnaires specifically designed for use in white European, South Asian, and Aboriginal people, respectively. The serving sizes and consumption frequencies of individual food items within the 4 FFQs were harmonized and aggregated into 36 common food groups. Principal components analysis was used to identify dietary patterns that were internally validated against self-reported vegetarian status and externally validated against a modified Alternative Healthy Eating Index (mAHEI). Three maternal dietary patterns were identified-"plant-based," "Western," and "health-conscious"-which collectively explained 29% of the total variability in eating habits observed in the NutriGen Alliance. These patterns were strongly associated with self-reported vegetarian status (OR: 3.85; 95% CI: 3.47, 4.29; r 2 = 0.30, P < 0.001; for a plant-based diet), and average adherence to the plant-based diet was higher in participants in the fourth quartile of the mAHEI than in the first quartile (mean difference: 46.1%; r 2 = 0.81, P < 0.001). Dietary data collected by using FFQs from ethnically diverse pregnant women can be

  4. Combining Spot Sign and Intracerebral Hemorrhage Score to Estimate Functional Outcome: Analysis From the PREDICT Cohort.

    Science.gov (United States)

    Schneider, Hauke; Huynh, Thien J; Demchuk, Andrew M; Dowlatshahi, Dar; Rodriguez-Luna, David; Silva, Yolanda; Aviv, Richard; Dzialowski, Imanuel

    2018-06-01

    The intracerebral hemorrhage (ICH) score is the most commonly used grading scale for stratifying functional outcome in patients with acute ICH. We sought to determine whether a combination of the ICH score and the computed tomographic angiography spot sign may improve outcome prediction in the cohort of a prospective multicenter hemorrhage trial. Prospectively collected data from 241 patients from the observational PREDICT study (Prediction of Hematoma Growth and Outcome in Patients With Intracerebral Hemorrhage Using the CT-Angiography Spot Sign) were analyzed. Functional outcome at 3 months was dichotomized using the modified Rankin Scale (0-3 versus 4-6). Performance of (1) the ICH score and (2) the spot sign ICH score-a scoring scale combining ICH score and spot sign number-was tested. Multivariable analysis demonstrated that ICH score (odds ratio, 3.2; 95% confidence interval, 2.2-4.8) and spot sign number (n=1: odds ratio, 2.7; 95% confidence interval, 1.1-7.4; n>1: odds ratio, 3.8; 95% confidence interval, 1.2-17.1) were independently predictive of functional outcome at 3 months with similar odds ratios. Prediction of functional outcome was not significantly different using the spot sign ICH score compared with the ICH score alone (spot sign ICH score area under curve versus ICH score area under curve: P =0.14). In the PREDICT cohort, a prognostic score adding the computed tomographic angiography-based spot sign to the established ICH score did not improve functional outcome prediction compared with the ICH score. © 2018 American Heart Association, Inc.

  5. Coffee consumption and risk of cancers: a meta-analysis of cohort studies

    Directory of Open Access Journals (Sweden)

    Zou Jian

    2011-03-01

    Full Text Available Abstract Background Coffee consumption has been shown to be associated with cancer of various sites in epidemiological studies. However, there is no comprehensive overview of the substantial body of epidemiologic evidence. Methods We searched MEDLINE, EMBASE, Science Citation Index Expanded and bibliographies of retrieved articles. Prospective cohort studies were included if they reported relative risks (RRs and corresponding 95% confidence intervals (CIs of various cancers with respect to frequency of coffee intake. We did random-effects meta-analyses and meta-regressions of study-specific incremental estimates to determine the risk of cancer associated with 1 cup/day increment of coffee consumption. Results 59 studies, consisting of 40 independent cohorts, met the inclusion criteria. Compared with individuals who did not or seldom drink coffee per day, the pooled RR of cancer was 0.87 (95% CI, 0.82-0.92 for regular coffee drinkers, 0.89 (0.84-0.93 for low to moderate coffee drinkers, and 0.82 (0.74-0.89 for high drinkers. Overall, an increase in consumption of 1 cup of coffee per day was associated with a 3% reduced risk of cancers (RR, 0.97; 95% CI, 0.96-0.98. In subgroup analyses, we noted that, coffee drinking was associated with a reduced risk of bladder, breast, buccal and pharyngeal, colorectal, endometrial, esophageal, hepatocellular, leukemic, pancreatic, and prostate cancers. Conclusions Findings from this meta-analysis suggest that coffee consumption may reduce the total cancer incidence and it also has an inverse association with some type of cancers.

  6. Alagille syndrome in a Vietnamese cohort: mutation analysis and assessment of facial features.

    Science.gov (United States)

    Lin, Henry C; Le Hoang, Phuc; Hutchinson, Anne; Chao, Grace; Gerfen, Jennifer; Loomes, Kathleen M; Krantz, Ian; Kamath, Binita M; Spinner, Nancy B

    2012-05-01

    Alagille syndrome (ALGS, OMIM #118450) is an autosomal dominant disorder that affects multiple organ systems including the liver, heart, eyes, vertebrae, and face. ALGS is caused by mutations in one of two genes in the Notch Signaling Pathway, Jagged1 (JAG1) or NOTCH2. In this study, analysis of 21 Vietnamese ALGS individuals led to the identification of 19 different mutations (18 JAG1 and 1 NOTCH2), 17 of which are novel, including the third reported NOTCH2 mutation in Alagille Syndrome. The spectrum of JAG1 mutations in the Vietnamese patients is similar to that previously reported, including nine frameshift, three missense, two splice site, one nonsense, two whole gene, and one partial gene deletion. The missense mutations are all likely to be disease causing, as two are loss of cysteines (C22R and C78G) and the third creates a cryptic splice site in exon 9 (G386R). No correlation between genotype and phenotype was observed. Assessment of clinical phenotype revealed that skeletal manifestations occur with a higher frequency than in previously reported Alagille cohorts. Facial features were difficult to assess and a Vietnamese pediatric gastroenterologist was only able to identify the facial phenotype in 61% of the cohort. To assess the agreement among North American dysmorphologists at detecting the presence of ALGS facial features in the Vietnamese patients, 37 clinical dysmorphologists evaluated a photographic panel of 20 Vietnamese children with and without ALGS. The dysmorphologists were unable to identify the individuals with ALGS in the majority of cases, suggesting that evaluation of facial features should not be used in the diagnosis of ALGS in this population. This is the first report of mutations and phenotypic spectrum of ALGS in a Vietnamese population. Copyright © 2012 Wiley Periodicals, Inc.

  7. Costs and Outcomes of Increasing Access to Bariatric Surgery: Cohort Study and Cost-Effectiveness Analysis Using Electronic Health Records.

    Science.gov (United States)

    Gulliford, Martin C; Charlton, Judith; Prevost, Toby; Booth, Helen; Fildes, Alison; Ashworth, Mark; Littlejohns, Peter; Reddy, Marcus; Khan, Omar; Rudisill, Caroline

    2017-01-01

    To estimate costs and outcomes of increasing access to bariatric surgery in obese adults and in population subgroups of age, sex, deprivation, comorbidity, and obesity category. A cohort study was conducted using primary care electronic health records, with linked hospital utilization data, for 3,045 participants who underwent bariatric surgery and 247,537 participants who did not undergo bariatric surgery. Epidemiological analyses informed a probabilistic Markov model to compare bariatric surgery, including equal proportions with adjustable gastric banding, gastric bypass, and sleeve gastrectomy, with standard nonsurgical management of obesity. Outcomes were quality-adjusted life-years (QALYs) and net monetary benefits at a threshold of £30,000 per QALY. In a UK population of 250,000 adults, there may be 7,163 people with morbid obesity including 1,406 with diabetes. The immediate cost of 1,000 bariatric surgical procedures is £9.16 million, with incremental discounted lifetime health care costs of £15.26 million (95% confidence interval £15.18-£15.36 million). Patient-years with diabetes mellitus will decrease by 8,320 (range 8,123-8,502). Incremental QALYs will increase by 2,142 (range 2,032-2,256). The estimated cost per QALY gained is £7,129 (range £6,775-£7,506). Net monetary benefits will be £49.02 million (range £45.72-£52.41 million). Estimates are similar for subgroups of age, sex, and deprivation. Bariatric surgery remains cost-effective if the procedure is twice as costly, or if intervention effect declines over time. Diverse obese individuals may benefit from bariatric surgery at acceptable cost. Bariatric surgery is not cost-saving, but increased health care costs are exceeded by health benefits to obese individuals. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  8. Markov decision processes: a tool for sequential decision making under uncertainty.

    Science.gov (United States)

    Alagoz, Oguzhan; Hsu, Heather; Schaefer, Andrew J; Roberts, Mark S

    2010-01-01

    We provide a tutorial on the construction and evaluation of Markov decision processes (MDPs), which are powerful analytical tools used for sequential decision making under uncertainty that have been widely used in many industrial and manufacturing applications but are underutilized in medical decision making (MDM). We demonstrate the use of an MDP to solve a sequential clinical treatment problem under uncertainty. Markov decision processes generalize standard Markov models in that a decision process is embedded in the model and multiple decisions are made over time. Furthermore, they have significant advantages over standard decision analysis. We compare MDPs to standard Markov-based simulation models by solving the problem of the optimal timing of living-donor liver transplantation using both methods. Both models result in the same optimal transplantation policy and the same total life expectancies for the same patient and living donor. The computation time for solving the MDP model is significantly smaller than that for solving the Markov model. We briefly describe the growing literature of MDPs applied to medical decisions.

  9. Estimation with Right-Censored Observations Under A Semi-Markov Model.

    Science.gov (United States)

    Zhao, Lihui; Hu, X Joan

    2013-06-01

    The semi-Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end-point of the support of the censoring time is strictly less than the right end-point of the support of the semi-Markov kernel, the transition probability of the semi-Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi-Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study.

  10. A nested case-control study of influenza vaccination was a cost-effective alternative to a full cohort analysis

    NARCIS (Netherlands)

    Hak, E; Wei, F; Grobbee, D E; Nichol, K L

    OBJECTIVE: In the absence of trial results that are applicable to the target population, nested case-control studies might be an alternative to full-cohort analysis. We compared relative and absolute estimates of associations in an influenza vaccine study using both designs. STUDY DESIGN AND

  11. Genome-wide analysis of multi-ancestry cohorts identifies new loci influencing intraocular pressure and susceptibility to glaucoma

    NARCIS (Netherlands)

    Hysi, Pirro G.; Cheng, Ching-Yu; Springelkamp, Henriet; Macgregor, Stuart; Bailey, Jessica N. Cooke; Wojciechowski, Robert; Vitart, Veronique; Nag, Abhishek; Hewitt, Alex W.; Hohn, Rene; Venturini, Cristina; Mirshahi, Alireza; Ramdas, Wishal D.; Thorleifsson, Gudmar; Vithana, Eranga; Khor, Chiea-Chuen; Stefansson, Arni B.; Liao, Jiemin; Haines, Jonathan L.; Amin, Najaf; Wang, Ya Xing; Wild, Philipp S.; Ozel, Ayse B.; Li, Jun Z.; Fleck, Brian W.; Zeller, Tanja; Staffieri, Sandra E.; Teo, Yik-Ying; Cuellar-Partida, Gabriel; Luo, Xiaoyan; Allingham, R. Rand; Richards, Julia E.; Senft, Andrea; Karssen, Lennart C.; Zheng, Yingfeng; Bellenguez, Celine; Xu, Liang; Iglesias, Adriana I.; Wilson, James F.; Kang, Jae H.; van Leeuwen, Elisabeth M.; Jonsson, Vesteinn; Thorsteinsdottir, Unnur; Despriet, Dominiek D. G.; Ennis, Sarah; Moroi, Sayoko E.; Martin, Nicholas G.; Jansonius, Nomdo M.; Yazar, Seyhan; Tai, E-Shyong

    2014-01-01

    Elevated intraocular pressure (IOP) is an important risk factor in developing glaucoma, and variability in IOP might herald glaucomatous development or progression. We report the results of a genome-wide association study meta-analysis of 18 population cohorts from the International Glaucoma

  12. Assessing type I error and power of multistate Markov models for panel data-A simulation study

    OpenAIRE

    Cassarly, Christy; Martin, Renee’ H.; Chimowitz, Marc; Peña, Edsel A.; Ramakrishnan, Viswanathan; Palesch, Yuko Y.

    2016-01-01

    Ordinal outcomes collected at multiple follow-up visits are common in clinical trials. Sometimes, one visit is chosen for the primary analysis and the scale is dichotomized amounting to loss of information. Multistate Markov models describe how a process moves between states over time. Here, simulation studies are performed to investigate the type I error and power characteristics of multistate Markov models for panel data with limited non-adjacent state transitions. The results suggest that ...

  13. Coffee drinking and pancreatic cancer risk: a meta-analysis of cohort studies.

    Science.gov (United States)

    Dong, Jie; Zou, Jian; Yu, Xiao-Feng

    2011-03-07

    To quantitatively assess the relationship between coffee consumption and incidence of pancreatic cancer in a meta-analysis of cohort studies. We searched MEDLINE, EMBASE, Science Citation Index Expanded and bibliographies of retrieved articles. Studies were included if they reported relative risks (RRs) and corresponding 95% CIs of pancreatic cancer with respect to frequency of coffee intake. We performed random-effects meta-analyses and meta-regressions of study-specific incremental estimates to determine the risk of pancreatic cancer associated with a 1 cup/d increment in coffee consumption. Fourteen studies met the inclusion criteria, which included 671,080 individuals (1496 cancer events) with an average follow-up of 14.9 years. Compared with individuals who did not drink or seldom drank coffee per day, the pooled RR of pancreatic cancer was 0.82 (95% CI: 0.69-0.95) for regular coffee drinkers, 0.86 (0.76-0.96) for low to moderate coffee drinkers, and 0.68 (0.51-0.84) for high drinkers. In subgroup analyses, we noted that, coffee drinking was associated with a reduced risk of pancreatic cancer in men, while this association was not seen in women. These associations were also similar in studies from North America, Europe, and the Asia-Pacific region. Findings from this meta-analysis suggest that there is an inverse relationship between coffee drinking and risk of pancreatic cancer.

  14. Fish intake and risk of heart failure: A meta-analysis of five prospective cohort studies

    Science.gov (United States)

    HOU, LI-NA; LI, FEI; ZHOU, YOU; NIE, SHI-HUAI; SU, LIANG; CHEN, PING-AN; TAN, WAN-LONG; XU, DING-LI

    2012-01-01

    The findings on the association between fish intake and the risk of heart failure (HF) have been inconsistent. The purpose of this study was to clarify this potential association. We searched for relevant studies in the PubMed database through January 2012 and manually reviewed references. Five independent prospective cohort studies involving 5,273 cases and 144,917 participants were included. The summary relative risk estimates (SRRE) based on the highest compared with the lowest category of fish consumption were estimated by variance-based meta-analysis. In addition, we performed sensitivity and dose-response analyses to examine the association. Overall, an absence of an association between fish intake and HF was observed (SRRE=1.00; 95% CI, 0.81–1.24). However, fried fish intake positively associated with HF (SRRE=1.40; 95% CI, 1.22–1.61). In addition, dose-response analysis of fried fish suggested that each increment of six fried fish per month corresponded to a 37% increase of HF rate (RR=1.37; 95% CI, 1.20–1.56). In conclusion, our findings suggest that there is no significant association between fish intake and risk of HF, with the exception of a possible positive correlation with individuals comsuming fried fish, based on a limited number of studies. Future studies are required to confirm these findings. PMID:23181122

  15. Breast implants and the risk of breast cancer: a meta-analysis of cohort studies.

    Science.gov (United States)

    Noels, Eline C; Lapid, Oren; Lindeman, Jan H N; Bastiaannet, Esther

    2015-01-01

    The popularity of cosmetic breast augmentation and the incidence of breast cancer have been increasing worldwide. It has been hypothesized that the risk of breast cancer may be greater among patients who have undergone cosmetic breast implantation. The authors performed a meta-analysis of the available literature on the risk of breast cancer among women with cosmetic breast implants. The study was designed as a meta-analysis of observational studies. A systematic search of the English literature (published by August 28, 2013) was conducted in PubMed and EMBASE. Eligible reports were those that included relative risk (RR; the increased or decreased risk of breast cancer associated with breast implants) or the standardized incidence ratio (SIR) of the observed number of cases of breast cancer to the expected number of cases among patients that previously underwent cosmetic breast augmentation. Seventeen studies representing 7 cohorts were selected. Some of these were follow-up reports of previously published studies; in such cases, only the most recent reports were included in the meta-analysis. Summary SIR and RR rates and the corresponding 95% confidence intervals (CIs) were calculated with a random-effects (SIR) or fixed-effects (RR) model. The overall SIR estimate was 0.69 (95% CI, 0.56-0.85), and the overall RR, based on 4 studies, was 0.63 (95% CI, 0.56-0.71). Finding of this meta-analysis suggest that women who have undergone cosmetic breast implantation do not have an increased risk of breast cancer. © 2015 The American Society for Aesthetic Plastic Surgery, Inc. Reprints and permission: journals.permissions@oup.com.

  16. Development and validation of a Markov microsimulation model for the economic evaluation of treatments in osteoporosis.

    Science.gov (United States)

    Hiligsmann, Mickaël; Ethgen, Olivier; Bruyère, Olivier; Richy, Florent; Gathon, Henry-Jean; Reginster, Jean-Yves

    2009-01-01

    Markov models are increasingly used in economic evaluations of treatments for osteoporosis. Most of the existing evaluations are cohort-based Markov models missing comprehensive memory management and versatility. In this article, we describe and validate an original Markov microsimulation model to accurately assess the cost-effectiveness of prevention and treatment of osteoporosis. We developed a Markov microsimulation model with a lifetime horizon and a direct health-care cost perspective. The patient history was recorded and was used in calculations of transition probabilities, utilities, and costs. To test the internal consistency of the model, we carried out an example calculation for alendronate therapy. Then, external consistency was investigated by comparing absolute lifetime risk of fracture estimates with epidemiologic data. For women at age 70 years, with a twofold increase in the fracture risk of the average population, the costs per quality-adjusted life-year gained for alendronate therapy versus no treatment were estimated at €9105 and €15,325, respectively, under full and realistic adherence assumptions. All the sensitivity analyses in terms of model parameters and modeling assumptions were coherent with expected conclusions and absolute lifetime risk of fracture estimates were within the range of previous estimates, which confirmed both internal and external consistency of the model. Microsimulation models present some major advantages over cohort-based models, increasing the reliability of the results and being largely compatible with the existing state of the art, evidence-based literature. The developed model appears to be a valid model for use in economic evaluations in osteoporosis.

  17. Regression analysis for secondary response variable in a case-cohort study.

    Science.gov (United States)

    Pan, Yinghao; Cai, Jianwen; Kim, Sangmi; Zhou, Haibo

    2017-12-29

    Case-cohort study design has been widely used for its cost-effectiveness. In any real study, there are always other important outcomes of interest beside the failure time that the original case-cohort study is based on. How to utilize the available case-cohort data to study the relationship of a secondary outcome with the primary exposure obtained through the case-cohort study is not well studied. In this article, we propose a non-parametric estimated likelihood approach for analyzing a secondary outcome in a case-cohort study. The estimation is based on maximizing a semiparametric likelihood function that is built jointly on both time-to-failure outcome and the secondary outcome. The proposed estimator is shown to be consistent, efficient, and asymptotically normal. Finite sample performance is evaluated via simulation studies. Data from the Sister Study is analyzed to illustrate our method. © 2017, The International Biometric Society.

  18. Optimal Time-Abstract Schedulers for CTMDPs and Markov Games

    Directory of Open Access Journals (Sweden)

    Markus Rabe

    2010-06-01

    Full Text Available We study time-bounded reachability in continuous-time Markov decision processes for time-abstract scheduler classes. Such reachability problems play a paramount role in dependability analysis and the modelling of manufacturing and queueing systems. Consequently, their analysis has been studied intensively, and techniques for the approximation of optimal control are well understood. From a mathematical point of view, however, the question of approximation is secondary compared to the fundamental question whether or not optimal control exists. We demonstrate the existence of optimal schedulers for the time-abstract scheduler classes for all CTMDPs. Our proof is constructive: We show how to compute optimal time-abstract strategies with finite memory. It turns out that these optimal schedulers have an amazingly simple structure---they converge to an easy-to-compute memoryless scheduling policy after a finite number of steps. Finally, we show that our argument can easily be lifted to Markov games: We show that both players have a likewise simple optimal strategy in these more general structures.

  19. Uncovering and testing the fuzzy clusters based on lumped Markov chain in complex network.

    Science.gov (United States)

    Jing, Fan; Jianbin, Xie; Jinlong, Wang; Jinshuai, Qu

    2013-01-01

    Identifying clusters, namely groups of nodes with comparatively strong internal connectivity, is a fundamental task for deeply understanding the structure and function of a network. By means of a lumped Markov chain model of a random walker, we propose two novel ways of inferring the lumped markov transition matrix. Furthermore, some useful results are proposed based on the analysis of the properties of the lumped Markov process. To find the best partition of complex networks, a novel framework including two algorithms for network partition based on the optimal lumped Markovian dynamics is derived to solve this problem. The algorithms are constructed to minimize the objective function under this framework. It is demonstrated by the simulation experiments that our algorithms can efficiently determine the probabilities with which a node belongs to different clusters during the learning process and naturally supports the fuzzy partition. Moreover, they are successfully applied to real-world network, including the social interactions between members of a karate club.

  20. [Compared Markov with fractal models by using single-channel experimental and simulation data].

    Science.gov (United States)

    Lan, Tonghan; Wu, Hongxiu; Lin, Jiarui

    2006-10-01

    The gating mechanical kinetical of ion channels has been modeled as a Markov process. In these models it is assumed that the channel protein has a small number of discrete conformational states and kinetic rate constants connecting these states are constant, the transition rate constants among the states is independent both of time and of the previous channel activity. It is assumed in Liebovitch's fractal model that the channel exists in an infinite number of energy states, consequently, transitions from one conductance state to another would be governed by a continuum of rate constants. In this paper, a statistical comparison is presented of Markov and fractal models of ion channel gating, the analysis is based on single-channel data from ion channel voltage-dependence K+ single channel of neuron cell and simulation data from three-states Markov model.

  1. Sociodemographic Differences Between Alcohol Use and Sickness Absence: Pooled Analysis of Four Cohort Studies.

    Science.gov (United States)

    Ervasti, Jenni; Kivimäki, Mika; Head, Jenny; Goldberg, Marcel; Airagnes, Guillaume; Pentti, Jaana; Oksanen, Tuula; Salo, Paula; Suominen, Sakari; Jokela, Markus; Vahtera, Jussi; Zins, Marie; Virtanen, Marianna

    2018-01-01

    We examined differences in sickness absence in relation to at-risk drinking and abstinence, taking into account potential changes in consumption. We used individual-participant data (n = 46,514) from four prospective cohort studies from Finland, France and the UK. Participants responded to a survey on alcohol use at two time points 4-6 years apart, and were linked to records of sickness absence for an ~6-year follow-up after the latter survey. Abstainers were those reporting no alcohol use in either survey. At-risk drinkers at T1 were labelled as 'former', at-risk drinkers at T2 as 'current' and at-risk drinkers at both times as 'consistent' at-risk drinkers. The reference group was low-risk drinkers at both times. Study-specific analyses were stratified by sex and socioeconomic status (SES) and the estimates were pooled using meta-analysis. Among men (n = 17,285), abstainers (6%), former (5%), current (5%) and consistent (7%) at-risk drinkers had an increased risk of sickness absence compared with consistent low-risk drinkers (77%). Among women (n = 29,229), only abstainers (12%) had a higher risk of sickness absence compared to consistent low-risk drinkers (74%). After adjustment for lifestyle and health, abstaining from alcohol was associated with sickness absence among people with intermediate and high SES, but not among people with low SES. The U-shaped alcohol use-sickness absence association is more consistent in men than women. Abstinence is a risk factor for sickness absence among people with higher rather than lower SES. Healthy worker effect and health selection may partly explain the observed differences. In a pooled analysis from four cohort studies from three European countries, we demonstrated a U-shaped association between alcohol use and sickness absence, particularly among men. Abstinence from alcohol was associated with increased sickness absenteeism among both sexes and across socioeconomic strata, except those with low SES. © The Author 2017

  2. Un calcul de Viterbi pour un Modèle de Markov Caché Contraint

    DEFF Research Database (Denmark)

    Petit, Matthieu; Christiansen, Henning

    2009-01-01

    A hidden Markov model (HMM) is a statistical model in which the system being modeled is assumed to be a Markov process with hidden states. This model has been widely used in speech recognition and biological sequence analysis. Viterbi algorithm has been proposed to compute the most probable value....... Several constraint techniques are used to reduce the search of the most probable value of hidden states of a constrained HMM. An implementation based on PRISM, a logic programming language for statistical modeling, is presented....

  3. Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets

    Science.gov (United States)

    Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola

    2017-11-01

    This article deals with the problem of probabilistic prediction of the time distance to default for a firm. To model the credit risk, the dynamics of an asset is described as a function of a homogeneous discrete time Markov chain subject to a catastrophe, the default. The behaviour of the Markov chain is investigated and the mean time to the default is expressed in a closed form. The methodology to estimate the parameters is given. Numerical results are provided to illustrate the applicability of the proposed model on real data and their analysis is discussed.

  4. 2nd International Workshop on the Numerical Solution of Markov Chains

    CERN Document Server

    1995-01-01

    Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more. An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.

  5. Trends in ischemic heart disease mortality in Korea, 1985-2009: an age-period-cohort analysis.

    Science.gov (United States)

    Lee, Hye Ah; Park, Hyesook

    2012-09-01

    Economic growth and development of medical technology help to improve the average life expectancy, but the western diet and rapid conversions to poor lifestyles lead an increasing risk of major chronic diseases. Coronary heart disease mortality in Korea has been on the increase, while showing a steady decline in the other industrialized countries. An age-period-cohort analysis can help understand the trends in mortality and predict the near future. We analyzed the time trends of ischemic heart disease mortality, which is on the increase, from 1985 to 2009 using an age-period-cohort model to characterize the effects of ischemic heart disease on changes in the mortality rate over time. All three effects on total ischemic heart disease mortality were statistically significant. Regarding the period effect, the mortality rate was decreased slightly in 2000 to 2004, after it had continuously increased since the late 1980s that trend was similar in both sexes. The expected age effect was noticeable, starting from the mid-60's. In addition, the age effect in women was more remarkable than that in men. Women born from the early 1900s to 1925 observed an increase in ischemic heart mortality. That cohort effect showed significance only in women. The future cohort effect might have a lasting impact on the risk of ischemic heart disease in women with the increasing elderly population, and a national prevention policy is need to establish management of high risk by considering the age-period-cohort effect.

  6. Nuclear security assessment with Markov model approach

    International Nuclear Information System (INIS)

    Suzuki, Mitsutoshi; Terao, Norichika

    2013-01-01

    Nuclear security risk assessment with the Markov model based on random event is performed to explore evaluation methodology for physical protection in nuclear facilities. Because the security incidences are initiated by malicious and intentional acts, expert judgment and Bayes updating are used to estimate scenario and initiation likelihood, and it is assumed that the Markov model derived from stochastic process can be applied to incidence sequence. Both an unauthorized intrusion as Design Based Threat (DBT) and a stand-off attack as beyond-DBT are assumed to hypothetical facilities, and performance of physical protection and mitigation and minimization of consequence are investigated to develop the assessment methodology in a semi-quantitative manner. It is shown that cooperation between facility operator and security authority is important to respond to the beyond-DBT incidence. (author)

  7. MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL

    Directory of Open Access Journals (Sweden)

    Eder Oliveira Abensur

    2014-05-01

    Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.

  8. An interlacing theorem for reversible Markov chains

    International Nuclear Information System (INIS)

    Grone, Robert; Salamon, Peter; Hoffmann, Karl Heinz

    2008-01-01

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  9. An interlacing theorem for reversible Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Grone, Robert; Salamon, Peter [Department of Mathematics and Statistics, San Diego State University, San Diego, CA 92182-7720 (United States); Hoffmann, Karl Heinz [Institut fuer Physik, Technische Universitaet Chemnitz, D-09107 Chemnitz (Germany)

    2008-05-30

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  10. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    Science.gov (United States)

    Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

    2017-02-03

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  11. Exact solution of the hidden Markov processes

    Science.gov (United States)

    Saakian, David B.

    2017-11-01

    We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

  12. Markov constant and quantum instabilities

    Czech Academy of Sciences Publication Activity Database

    Pelantová, E.; Starosta, Š.; Znojil, Miloslav

    2016-01-01

    Roč. 49, č. 15 (2016), s. 155201 ISSN 1751-8113 R&D Projects: GA ČR GA16-22945S Institutional support: RVO:61389005 Keywords : renormalizable quantum theories with ghosts * Pais-Uhlenbeck model * singular spectra * square-well model * number theory analysis * physical applications Subject RIV: BE - Theoretical Physics Impact factor: 1.857, year: 2016

  13. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

    ""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.

  14. Second Order Optimality in Markov Decision Chains

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2017-01-01

    Roč. 53, č. 6 (2017), s. 1086-1099 ISSN 0023-5954 R&D Projects: GA ČR GA15-10331S Institutional support: RVO:67985556 Keywords : Markov decision chains * second order optimality * optimalilty conditions for transient, discounted and average models * policy and value iterations Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 0.379, year: 2016 http://library.utia.cas.cz/separaty/2017/E/sladky-0485146.pdf

  15. Dynamical fluctuations for semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Maes, C.; Netočný, Karel; Wynants, B.

    2009-01-01

    Roč. 42, č. 36 (2009), 365002/1-365002/21 ISSN 1751-8113 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : nonequilibrium fluctuations * semi-Markov processes Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 1.577, year: 2009 http://www.iop.org/EJ/abstract/1751-8121/42/36/365002

  16. Modelling of cyclical stratigraphy using Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Kulatilake, P.H.S.W.

    1987-07-01

    State-of-the-art on modelling of cyclical stratigraphy using first-order Markov chains is reviewed. Shortcomings of the presently available procedures are identified. A procedure which eliminates all the identified shortcomings is presented. Required statistical tests to perform this modelling are given in detail. An example (the Oficina formation in eastern Venezuela) is given to illustrate the presented procedure. 12 refs., 3 tabs. 1 fig.

  17. Markov Chains For Testing Redundant Software

    Science.gov (United States)

    White, Allan L.; Sjogren, Jon A.

    1990-01-01

    Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

  18. Operational Markov Condition for Quantum Processes

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

  19. The epidemiology of adolescents living with perinatally acquired HIV: A cross-region global cohort analysis.

    Directory of Open Access Journals (Sweden)

    Amy L Slogrove

    2018-03-01

    Full Text Available Globally, the population of adolescents living with perinatally acquired HIV (APHs continues to expand. In this study, we pooled data from observational pediatric HIV cohorts and cohort networks, allowing comparisons of adolescents with perinatally acquired HIV in "real-life" settings across multiple regions. We describe the geographic and temporal characteristics and mortality outcomes of APHs across multiple regions, including South America and the Caribbean, North America, Europe, sub-Saharan Africa, and South and Southeast Asia.Through the Collaborative Initiative for Paediatric HIV Education and Research (CIPHER, individual retrospective longitudinal data from 12 cohort networks were pooled. All children infected with HIV who entered care before age 10 years, were not known to have horizontally acquired HIV, and were followed up beyond age 10 years were included in this analysis conducted from May 2016 to January 2017. Our primary analysis describes patient and treatment characteristics of APHs at key time points, including first HIV-associated clinic visit, antiretroviral therapy (ART start, age 10 years, and last visit, and compares these characteristics by geographic region, country income group (CIG, and birth period. Our secondary analysis describes mortality, transfer out, and lost to follow-up (LTFU as outcomes at age 15 years, using competing risk analysis. Among the 38,187 APHs included, 51% were female, 79% were from sub-Saharan Africa and 65% lived in low-income countries. APHs from 51 countries were included (Europe: 14 countries and 3,054 APHs; North America: 1 country and 1,032 APHs; South America and the Caribbean: 4 countries and 903 APHs; South and Southeast Asia: 7 countries and 2,902 APHs; sub-Saharan Africa, 25 countries and 30,296 APHs. Observation started as early as 1982 in Europe and 1996 in sub-Saharan Africa, and continued until at least 2014 in all regions. The median (interquartile range [IQR] duration of

  20. The epidemiology of adolescents living with perinatally acquired HIV: A cross-region global cohort analysis.

    Science.gov (United States)

    Slogrove, Amy L; Schomaker, Michael; Davies, Mary-Ann; Williams, Paige; Balkan, Suna; Ben-Farhat, Jihane; Calles, Nancy; Chokephaibulkit, Kulkanya; Duff, Charlotte; Eboua, Tanoh François; Kekitiinwa-Rukyalekere, Adeodata; Maxwell, Nicola; Pinto, Jorge; Seage, George; Teasdale, Chloe A; Wanless, Sebastian; Warszawski, Josiane; Wools-Kaloustian, Kara; Yotebieng, Marcel; Timmerman, Venessa; Collins, Intira J; Goodall, Ruth; Smith, Colette; Patel, Kunjal; Paul, Mary; Gibb, Diana; Vreeman, Rachel; Abrams, Elaine J; Hazra, Rohan; Van Dyke, Russell; Bekker, Linda-Gail; Mofenson, Lynne; Vicari, Marissa; Essajee, Shaffiq; Penazzato, Martina; Anabwani, Gabriel; Q Mohapi, Edith; N Kazembe, Peter; Hlatshwayo, Makhosazana; Lumumba, Mwita; Goetghebuer, Tessa; Thorne, Claire; Galli, Luisa; van Rossum, Annemarie; Giaquinto, Carlo; Marczynska, Magdalena; Marques, Laura; Prata, Filipa; Ene, Luminita; Okhonskaia, Liubov; Rojo, Pablo; Fortuny, Claudia; Naver, Lars; Rudin, Christoph; Le Coeur, Sophie; Volokha, Alla; Rouzier, Vanessa; Succi, Regina; Sohn, Annette; Kariminia, Azar; Edmonds, Andrew; Lelo, Patricia; Ayaya, Samuel; Ongwen, Patricia; Jefferys, Laura F; Phiri, Sam; Mubiana-Mbewe, Mwangelwa; Sawry, Shobna; Renner, Lorna; Sylla, Mariam; Abzug, Mark J; Levin, Myron; Oleske, James; Chernoff, Miriam; Traite, Shirley; Purswani, Murli; Chadwick, Ellen G; Judd, Ali; Leroy, Valériane

    2018-03-01

    Globally, the population of adolescents living with perinatally acquired HIV (APHs) continues to expand. In this study, we pooled data from observational pediatric HIV cohorts and cohort networks, allowing comparisons of adolescents with perinatally acquired HIV in "real-life" settings across multiple regions. We describe the geographic and temporal characteristics and mortality outcomes of APHs across multiple regions, including South America and the Caribbean, North America, Europe, sub-Saharan Africa, and South and Southeast Asia. Through the Collaborative Initiative for Paediatric HIV Education and Research (CIPHER), individual retrospective longitudinal data from 12 cohort networks were pooled. All children infected with HIV who entered care before age 10 years, were not known to have horizontally acquired HIV, and were followed up beyond age 10 years were included in this analysis conducted from May 2016 to January 2017. Our primary analysis describes patient and treatment characteristics of APHs at key time points, including first HIV-associated clinic visit, antiretroviral therapy (ART) start, age 10 years, and last visit, and compares these characteristics by geographic region, country income group (CIG), and birth period. Our secondary analysis describes mortality, transfer out, and lost to follow-up (LTFU) as outcomes at age 15 years, using competing risk analysis. Among the 38,187 APHs included, 51% were female, 79% were from sub-Saharan Africa and 65% lived in low-income countries. APHs from 51 countries were included (Europe: 14 countries and 3,054 APHs; North America: 1 country and 1,032 APHs; South America and the Caribbean: 4 countries and 903 APHs; South and Southeast Asia: 7 countries and 2,902 APHs; sub-Saharan Africa, 25 countries and 30,296 APHs). Observation started as early as 1982 in Europe and 1996 in sub-Saharan Africa, and continued until at least 2014 in all regions. The median (interquartile range [IQR]) duration of adolescent follow

  1. Temperature scaling method for Markov chains.

    Science.gov (United States)

    Crosby, Lonnie D; Windus, Theresa L

    2009-01-22

    The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

  2. Global patterns and trends in stomach cancer incidence: Age, period and birth cohort analysis.

    Science.gov (United States)

    Luo, Ganfeng; Zhang, Yanting; Guo, Pi; Wang, Li; Huang, Yuanwei; Li, Ke

    2017-10-01

    The cases of stomach cancer (SC) incidence are increasing per year and the SC burden has remained very high in some countries. We aimed to evaluate the global geographical variation in SC incidence and temporal trends from 1978 to 2007, with an emphasis on the effect of birth cohort. Joinpoint regression and age-period-cohort model were applied. From 2003 to 2007, male rate were 1.5- to 3-fold higher than female in all countries. Rates were highest in Eastern Asian and South American countries. Except for Uganda, all countries showed favorable trends. Pronounced cohort-specific increases in risk for recent birth cohorts were seen in Brazil, Colombia, Iceland, New Zealand, Norway, Uganda and US white people for males and in Australia, Brazil, Colombia, Costa Rica, Czech Republic, Ecuador, Iceland, India, Malta, New Zealand, Norway, Switzerland, United Kingdom, Uganda, US black and white people for females. The cohort-specific ratio for male significantly decreased in Japan, Malta and Spain for cohorts born since 1950 and in Austria, China, Croatia, Ecuador, Russia, Switzerland and Thailand for cohorts born since 1960 and for female in Japan for cohorts born since 1950 and in Canada, China, Croatia, Latvia, Russia and Thailand for cohorts born since 1960. Disparities in incidence and carcinogenic risk persist worldwide. The favorable trends may be due to changes in environmental exposure and lifestyle, including decreased Helicobacter pylori prevalence, increased intake of fresh fruits and vegetables, the availability of refrigeration and decreased intake of salted and preserved food and smoking prevalence. © 2017 UICC.

  3. The Changing Financial Landscape of Renal Transplant Practice: A National Cohort Analysis.

    Science.gov (United States)

    Axelrod, D A; Schnitzler, M A; Xiao, H; Naik, A S; Segev, D L; Dharnidharka, V R; Brennan, D C; Lentine, K L

    2017-02-01

    Kidney transplantation has become more resource intensive as recipient complexity has increased and average donor quality has diminished over time. A national retrospective cohort study was performed to assess the impact of kidney donor and recipient characteristics on transplant center cost (exclusive of organ acquisition) and Medicare reimbursement. Data from the national transplant registry, University HealthSystem Consortium hospital costs, and Medicare payments for deceased donor (N = 53 862) and living donor (N = 36 715) transplants from 2002 to 2013 were linked and analyzed using multivariate linear regression modeling. Deceased donor kidney transplant costs were correlated with recipient (Expected Post Transplant Survival Score, degree of allosensitization, obesity, cause of renal failure), donor (age, cause of death, donation after cardiac death, terminal creatinine), and transplant (histocompatibility matching) characteristics. Living donor costs rose sharply with higher degrees of allosensitization, and were also associated with obesity, cause of renal failure, recipient work status, and 0-ABDR mismatching. Analysis of Medicare payments for a subsample of 24 809 transplants demonstrated minimal correlation with patient and donor characteristics. In conclusion, the complexity in the landscape of kidney transplantation increases center costs, posing financial disincentives that may reduce organ utilization and limit access for higher-risk populations. © Copyright 2016 The American Society of Transplantation and the American Society of Transplant Surgeons.

  4. Decisions, decisions: analysis of age, cohort, and time of testing on framing of risky decision options.

    Science.gov (United States)

    Mayhorn, Christopher B; Fisk, Arthur D; Whittle, Justin D

    2002-01-01

    Decision making in uncertain environments is a daily challenge faced by adults of all ages. Framing decision options as either gains or losses is a common method of altering decision-making behavior. In the experiment reported here, benchmark decision-making data collected in the 1970s by Tversky and Kahneman (1981, 1988) were compared with data collected from current samples of young and older adults to determine whether behavior was consistent across time. Although differences did emerge between the benchmark and the present samples, the effect of framing on decision behavior was relatively stable. The present findings suggest that adults of all ages are susceptible to framing effects. Results also indicated that apparent age differences might be better explained by an analysis of cohort and time-of-testing effects. Actual or potential applications of this research include an understanding of how framing might influence the decision-making behavior of people of all ages in a number of applied contexts, such as product warning interactions and medical decision scenarios.

  5. IMPACT OF PHYSICIAN COMMUNICATION ON DIABETIC EYE EXAMINATION ADHERENCE: Results From a Retrospective Cohort Analysis.

    Science.gov (United States)

    Storey, Philip P; Murchison, Ann P; Pizzi, Laura T; Hark, Lisa A; Dai, Yang; Leiby, Benjamin E; Haller, Julia A

    2016-01-01

    To evaluate the effect of written communication between an ophthalmologist and a primary care physician (PCP) on patient adherence to diabetic eye examination recommendations. In a retrospective cohort study of a multiethnic population at an urban ophthalmology center, records of all patients with diabetes and clinic visits between 2007 and 2010 were reviewed. Data collected included patient demographics, insurance status, hemoglobin A1C, severity of diabetic retinopathy, follow-up examinations, and written communication between a patient's ophthalmologist and PCP. Statistical analyses were performed to examine the relationship between physician communication and adherence to diabetic eye examination based on the American Academy of Ophthalmology-published recommendations. A total of 1,968 people with diabetes were included. Written communication from an ophthalmologist to a PCP was associated with increased adherence to follow-up eye examination recommendations (Odds Ratio: 1.49; 95% Confidence Interval: 1.16-1.92; P = 0.0018). Communication from a PCP to an ophthalmologist was also associated with increased adherence (Odds Ratio: 1.94; 95% Confidence Interval: 1.37-2.77; P = 0.0002). Multivariable analysis controlling for other factors associated with examination adherence confirmed that communication both to and from an ophthalmologist was independently and significantly associated with increased follow-up adherence. Patients with communication between ophthalmologists and PCPs are more likely to adhere to diabetic eye examinations.

  6. Costs of a healthy diet: analysis from the UK Women's Cohort Study.

    Science.gov (United States)

    Cade, J; Upmeier, H; Calvert, C; Greenwood, D

    1999-12-01

    To investigate the direct and indirect cost differences associated with eating a 'healthy' or 'unhealthy' diet. Analysis of data from a baseline postal questionnaire for the UK Women's Cohort Study, including a detailed food frequency questionnaire (FFQ), supplemented by a telephone interview on a sub-sample. The first 15,191 women who responded to the questionnaire, aged 35-69 years with similar numbers of meat eaters, fish eaters and vegetarians. A healthy diet indicator (hdi), with values from 0 (lowest) to 8 (highest) was developed based on the WHO dietary recommendations. Direct monetary cost of the diet was calculated using prices from the 1995 National Food Survey and the Tesco home shopping catalogue. Women in the healthy diet group were almost four times as likely to be vegetarian and have a higher educational level. For direct costs, the difference between the most extreme hdi groups was 1.48 day-1 (equivalent to 540 year-1), with fruit and vegetable expenditure being the main items making a healthy diet more expensive. Forty-nine per cent of the food budget was spent on fruit and vegetables in hdi group 8 compared to 29% in hdi group 0. Interestingly, 52% of those questioned in both extreme hdi groups did not think that it was difficult to eat healthily. To achieve a particularly healthy diet independent predictive factors were spending more money, being a vegetarian, having a higher energy intake, having a lower body mass index (BMI) and being older.

  7. Laparoscopic versus open incisional hernia repair: a retrospective cohort study with costs analysis on 269 patients.

    Science.gov (United States)

    Soliani, G; De Troia, A; Portinari, M; Targa, S; Carcoforo, P; Vasquez, G; Fisichella, P M; Feo, C V

    2017-08-01

    To compare clinical outcomes and institutional costs of elective laparoscopic and open incisional hernia mesh repairs and to identify independent predictors of prolonged operative time and hospital length of stay (LOS). Retrospective observational cohort study on 269 consecutive patients who underwent elective incisional hernia mesh repair, laparoscopic group (N = 94) and open group (N = 175), between May 2004 and July 2014. Operative time was shorter in the laparoscopic versus open group (p costs were lower (p = 0.02). At Cox regression analysis adjusted for potential confounders, large wall defect (W3) and higher operative risk (ASA score 3-4) were associated with prolonged operative time, while midline hernia site was associated with increased hospital LOS. Open surgical approach was associated with prolongation of both operative time and LOS. Laparoscopic approach may be considered safely to all patients for incisional hernia repair, regardless of patients' characteristics (age, gender, BMI, ASA score, comorbidities) and size of the wall defect (W2-3), with the advantage of shorter operating time and hospital LOS that yields reduced total institutional costs. Patients with higher ASA score and large hernia defects are at risk of prolonged operative time, while an open approach is associated with longer duration of surgical operation and hospital LOS.

  8. Job strain and risk of obesity: systematic review and meta-analysis of cohort studies.

    Science.gov (United States)

    Kivimäki, M; Singh-Manoux, A; Nyberg, S; Jokela, M; Virtanen, M

    2015-11-01

    Job strain, the most widely used indicator of work stress, is a risk factor for obesity-related disorders such as cardiovascular disease and type 2 diabetes. However, the extent to which job strain is related to the development of obesity itself has not been systematically evaluated. We carried out a systematic review (PubMed and Embase until May 2014) and meta-analysis of cohort studies to address this issue. Eight studies that fulfilled inclusion criteria showed no overall association between job strain and the risk of weight gain (pooled odds ratio for job strain compared with no job strain 1.04, 95% confidence interval (CI) 0.99-1.09, NTotal=18 240) or becoming obese (1.00, 95% CI 0.89-1.13, NTotal=42 222). In addition, a reduction in job strain over time was not associated with lower obesity risk (1.13, 95% CI 0.90-1.41, NTotal=6507). These longitudinal findings do not support the hypothesis that job strain is an important risk factor for obesity or a promising target for obesity prevention.

  9. Stencil method: a Markov model for transport in porous media

    Science.gov (United States)

    Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.

    2016-12-01

    In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.

  10. Performance curves of medical researchers during their career: analysis of scientific production from a retrospective cohort.

    Science.gov (United States)

    Duclos, Antoine; Herquelot, Eléonore; Polazzi, Stéphanie; Malbezin, Muriel; Claris, Olivier

    2017-02-24

    To establish the pattern of change in individual scientific production over the career of medical researchers. Retrospective cohort based on prospectively collected data in a hospital information system. Multicentre university hospital in France. Two distinct populations of 1835 researchers (full professors vs non-academic physicians) having produced 44 723 publications between 1995 and 2014. Annual number of publications referenced in Medline/PubMed with a sensitivity analysis based on publications as first/last author and in high impact journals. The individual volume of publications was modelled by age using generalised estimating equations adjusted for birth cohort, biomedical discipline and academic position of researchers. Averaged over the whole career, the annual number of publications was 5.28 (95% CI 4.90 to 5.69) among professors compared to 0.82 (95% CI 0.76 to 0.89) among non-academic physicians (pscientific production between 25 and 35 years (adjusted incidence rate ratio 102.20, 95% CI 60.99 to 171.30), a maturation phase with a slower increase from 35 to 50 years (2.10, 95% CI 1.75 to 2.51) until a stabilisation phase with constant production followed by a potential decline at the end of career (0.90, 95% CI 0.77 to 1.06). The non-academic physicians experienced a slower pace of learning curve at the beginning of their careers (42.38, 95% CI 25.37 to 70.81) followed by a smaller increase in the annual number of publications (1.29, 95% CI 1.11 to 1.51). Compared to full professors, non-academic physicians had a poor capacity to publish, indicating a low productivity when medical doctors have limited time or little interest in undertaking research. This finding highlights the potential for rethinking the missions of medical doctors towards an enlargement of scientific prerogatives in favour of progress in global knowledge. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go

  11. Thyroid Function Tests in the Reference Range and Fracture: Individual Participant Analysis of Prospective Cohorts.

    Science.gov (United States)

    Aubert, Carole E; Floriani, Carmen; Bauer, Douglas C; da Costa, Bruno R; Segna, Daniel; Blum, Manuel R; Collet, Tinh-Hai; Fink, Howard A; Cappola, Anne R; Syrogiannouli, Lamprini; Peeters, Robin P; Åsvold, Bjørn O; den Elzen, Wendy P J; Luben, Robert N; Bremner, Alexandra P; Gogakos, Apostolos; Eastell, Richard; Kearney, Patricia M; Hoff, Mari; Le Blanc, Erin; Ceresini, Graziano; Rivadeneira, Fernando; Uitterlinden, André G; Khaw, Kay-Tee; Langhammer, Arnulf; Stott, David J; Westendorp, Rudi G J; Ferrucci, Luigi; Williams, Graham R; Gussekloo, Jacobijn; Walsh, John P; Aujesky, Drahomir; Rodondi, Nicolas

    2017-08-01

    Hyperthyroidism is associated with increased fracture risk, but it is not clear if lower thyroid-stimulating hormone (TSH) and higher free thyroxine (FT4) in euthyroid individuals are associated with fracture risk. To evaluate the association of TSH and FT4 with incident fractures in euthyroid individuals. Individual participant data analysis. Thirteen prospective cohort studies with baseline examinations between 1981 and 2002. Adults with baseline TSH 0.45 to 4.49 mIU/L. Primary outcome was incident hip fracture. Secondary outcomes were any, nonvertebral, and vertebral fractures. Results were presented as hazard ratios (HRs) with 95% confidence interval (CI) adjusted for age and sex. For clinical relevance, we studied TSH according to five categories: 0.45 to 0.99 mIU/L; 1.00 to 1.49 mIU/L; 1.50 to 2.49 mIU/L; 2.50 to 3.49 mIU/L; and 3.50 to 4.49 mIU/L (reference). FT4 was assessed as study-specific standard deviation increase, because assays varied between cohorts. During 659,059 person-years, 2,565 out of 56,835 participants had hip fracture (4.5%; 12 studies with data on hip fracture). The pooled adjusted HR (95% CI) for hip fracture was 1.25 (1.05 to 1.49) for TSH 0.45 to 0.99 mIU/L, 1.19 (1.01 to 1.41) for TSH 1.00 to 1.49 mIU/L, 1.09 (0.93 to 1.28) for TSH 1.50 to 2.49 mIU/L, and 1.12 (0.94 to 1.33) for TSH 2.50 to 3.49 mIU/L (P for trend = 0.004). Hip fracture was also associated with FT4 [HR (95% CI) 1.22 (1.11 to 1.35) per one standard deviation increase in FT4]. FT4 only was associated with any and nonvertebral fractures. Results remained similar in sensitivity analyses. Among euthyroid adults, lower TSH and higher FT4 are associated with an increased risk of hip fracture. These findings may help refine the definition of optimal ranges of thyroid function tests. Copyright © 2017 Endocrine Society

  12. a multi-period markov model for monthly rainfall in lagos, nigeria

    African Journals Online (AJOL)

    PUBLICATIONS1

    A twelve-period. Markov model has been developed for the monthly rainfall data for Lagos, along the coast of .... autoregressive process to model river flow; Deo et al. (2015) utilized an ...... quences for the analysis of river basins by simulation.

  13. Joint modeling of ChIP-seq data via a Markov random field model

    NARCIS (Netherlands)

    Bao, Yanchun; Vinciotti, Veronica; Wit, Ernst; 't Hoen, Peter A C

    Chromatin ImmunoPrecipitation-sequencing (ChIP-seq) experiments have now become routine in biology for the detection of protein-binding sites. In this paper, we present a Markov random field model for the joint analysis of multiple ChIP-seq experiments. The proposed model naturally accounts for

  14. Improving Markov Chain Models for Road Profiles Simulation via Definition of States

    Science.gov (United States)

    2012-04-01

    wavelet transform in pavement profile analysis," Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility, vol. 47, no. 4...34Estimating Markov Transition Probabilities from Micro -Unit Data," Journal of the Royal Statistical Society. Series C (Applied Statistics), pp. 355-371

  15. A Test of the Need Hierarchy Concept by a Markov Model of Change in Need Strength.

    Science.gov (United States)

    Rauschenberger, John; And Others

    1980-01-01

    In this study of 547 high school graduates, Alderfer's and Maslow's need hierarchy theories were expressed in Markov chain form and were subjected to empirical test. Both models were disconfirmed. Corroborative multiwave correlational analysis also failed to support the need hierarchy concept. (Author/IRT)

  16. Markov dynamic models for long-timescale protein motion.

    KAUST Repository

    Chiang, Tsung-Han

    2010-06-01

    Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.

  17. Extreme event statistics in a drifting Markov chain

    Science.gov (United States)

    Kindermann, Farina; Hohmann, Michael; Lausch, Tobias; Mayer, Daniel; Schmidt, Felix; Widera, Artur

    2017-07-01

    We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

  18. Markov dynamic models for long-timescale protein motion.

    KAUST Repository

    Chiang, Tsung-Han; Hsu, David; Latombe, Jean-Claude

    2010-01-01

    Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.

  19. Meat intake and cause-specific mortality: a pooled analysis of Asian prospective cohort studies.

    Science.gov (United States)

    Lee, Jung Eun; McLerran, Dale F; Rolland, Betsy; Chen, Yu; Grant, Eric J; Vedanthan, Rajesh; Inoue, Manami; Tsugane, Shoichiro; Gao, Yu-Tang; Tsuji, Ichiro; Kakizaki, Masako; Ahsan, Habibul; Ahn, Yoon-Ok; Pan, Wen-Harn; Ozasa, Kotaro; Yoo, Keun-Young; Sasazuki, Shizuka; Yang, Gong; Watanabe, Takashi; Sugawara, Yumi; Parvez, Faruque; Kim, Dong-Hyun; Chuang, Shao-Yuan; Ohishi, Waka; Park, Sue K; Feng, Ziding; Thornquist, Mark; Boffetta, Paolo; Zheng, Wei; Kang, Daehee; Potter, John; Sinha, Rashmi

    2013-10-01

    Total or red meat intake has been shown to be associated with a higher risk of mortality in Western populations, but little is known of the risks in Asian populations. We examined temporal trends in meat consumption and associations between meat intake and all-cause and cause-specific mortality in Asia. We used ecological data from the United Nations to compare country-specific meat consumption. Separately, 8 Asian prospective cohort studies in Bangladesh, China, Japan, Korea, and Taiwan consisting of 112,310 men and 184,411 women were followed for 6.6 to 15.6 y with 24,283 all-cause, 9558 cancer, and 6373 cardiovascular disease (CVD) deaths. We estimated the study-specific HRs and 95% CIs by using a Cox regression model and pooled them by using a random-effects model. Red meat consumption was substantially lower in the Asian countries than in the United States. Fish and seafood consumption was higher in Japan and Korea than in the United States. Our pooled analysis found no association between intake of total meat (red meat, poultry, and fish/seafood) and risks of all-cause, CVD, or cancer mortality among men and women; HRs (95% CIs) for all-cause mortality from a comparison of the highest with the lowest quartile were 1.02 (0.91, 1.15) in men and 0.93 (0.86, 1.01) in women. Ecological data indicate an increase in meat intake in Asian countries; however, our pooled analysis did not provide evidence of a higher risk of mortality for total meat intake and provided evidence of an inverse association with red meat, poultry, and fish/seafood. Red meat intake was inversely associated with CVD mortality in men and with cancer mortality in women in Asian countries.

  20. Meat intake and cause-specific mortality: a pooled analysis of Asian prospective cohort studies123

    Science.gov (United States)

    Lee, Jung Eun; McLerran, Dale F; Rolland, Betsy; Chen, Yu; Grant, Eric J; Vedanthan, Rajesh; Inoue, Manami; Tsugane, Shoichiro; Gao, Yu-Tang; Tsuji, Ichiro; Kakizaki, Masako; Ahsan, Habibul; Ahn, Yoon-Ok; Pan, Wen-Harn; Ozasa, Kotaro; Yoo, Keun-Young; Sasazuki, Shizuka; Yang, Gong; Watanabe, Takashi; Sugawara, Yumi; Parvez, Faruque; Kim, Dong-Hyun; Chuang, Shao-Yuan; Ohishi, Waka; Park, Sue K; Feng, Ziding; Thornquist, Mark; Boffetta, Paolo; Zheng, Wei; Kang, Daehee; Potter, John; Sinha, Rashmi

    2013-01-01

    Background: Total or red meat intake has been shown to be associated with a higher risk of mortality in Western populations, but little is known of the risks in Asian populations. Objective: We examined temporal trends in meat consumption and associations between meat intake and all-cause and cause-specific mortality in Asia. Design: We used ecological data from the United Nations to compare country-specific meat consumption. Separately, 8 Asian prospective cohort studies in Bangladesh, China, Japan, Korea, and Taiwan consisting of 112,310 men and 184,411 women were followed for 6.6 to 15.6 y with 24,283 all-cause, 9558 cancer, and 6373 cardiovascular disease (CVD) deaths. We estimated the study-specific HRs and 95% CIs by using a Cox regression model and pooled them by using a random-effects model. Results: Red meat consumption was substantially lower in the Asian countries than in the United States. Fish and seafood consumption was higher in Japan and Korea than in the United States. Our pooled analysis found no association between intake of total meat (red meat, poultry, and fish/seafood) and risks of all-cause, CVD, or cancer mortality among men and women; HRs (95% CIs) for all-cause mortality from a comparison of the highest with the lowest quartile were 1.02 (0.91, 1.15) in men and 0.93 (0.86, 1.01) in women. Conclusions: Ecological data indicate an increase in meat intake in Asian countries; however, our pooled analysis did not provide evidence of a higher risk of mortality for total meat intake and provided evidence of an inverse association with red meat, poultry, and fish/seafood. Red meat intake was inversely associated with CVD mortality in men and with cancer mortality in women in Asian countries. PMID:23902788

  1. Prenatal chromosomal microarray analysis in fetuses with congenital heart disease: a prospective cohort study.

    Science.gov (United States)

    Wang, Yan; Cao, Li; Liang, Dong; Meng, Lulu; Wu, Yun; Qiao, Fengchang; Ji, Xiuqing; Luo, Chunyu; Zhang, Jingjing; Xu, Tianhui; Yu, Bin; Wang, Leilei; Wang, Ting; Pan, Qiong; Ma, Dingyuan; Hu, Ping; Xu, Zhengfeng

    2018-02-01

    Currently, chromosomal microarray analysis is considered the first-tier test in pediatric care and prenatal diagnosis. However, the diagnostic yield of chromosomal microarray analysis for prenatal diagnosis of congenital heart disease has not been evaluated based on a large cohort. Our aim was to evaluate the clinical utility of chromosomal microarray as the first-tier test for chromosomal abnormalities in fetuses with congenital heart disease. In this prospective study, 602 prenatal cases of congenital heart disease were investigated using single nucleotide polymorphism array over a 5-year period. Overall, pathogenic chromosomal abnormalities were identified in 125 (20.8%) of 602 prenatal cases of congenital heart disease, with 52.0% of them being numerical chromosomal abnormalities. The detection rates of likely pathogenic copy number variations and variants of uncertain significance were 1.3% and 6.0%, respectively. The detection rate of pathogenic chromosomal abnormalities in congenital heart disease plus additional structural anomalies (48.9% vs 14.3%, P congenital heart disease group. Additionally, the detection rate in congenital heart disease with additional structural anomalies group was significantly higher than that in congenital heart disease with soft markers group (48.9% vs 19.8%, P congenital heart disease with additional structural anomalies and congenital heart disease with intrauterine growth retardation groups (48.9% vs 50.0%), congenital heart disease with soft markers and congenital heart disease with intrauterine growth retardation groups (19.8% vs 50.0%), or congenital heart disease with soft markers and isolated congenital heart disease groups (19.8% vs 14.3%). The detection rate in fetuses with congenital heart disease plus mild ventriculomegaly was significantly higher than in those with other types of soft markers (50.0% vs 15.6%, P congenital heart disease in clinical practice. Copyright © 2017 Elsevier Inc. All rights reserved.

  2. Social relationships and cognitive decline: a systematic review and meta-analysis of longitudinal cohort studies.

    Science.gov (United States)

    Kuiper, Jisca S; Zuidersma, Marij; Zuidema, Sytse U; Burgerhof, Johannes Gm; Stolk, Ronald P; Oude Voshaar, Richard C; Smidt, Nynke

    2016-08-01

    Although poor social relationships are assumed to contribute to cognitive decline, meta-analytic approaches have not been applied. Individual study results are mixed and difficult to interpret due to heterogeneity in measures of social relationships. We conducted a systematic review and meta-analysis to investigate the relation between poor social relationships and cognitive decline. MEDLINE, Embase and PsycINFO were searched for longitudinal cohort studies examining various aspects of social relationships and cognitive decline in the general population. Odds ratios (ORs) with 95% confidence intervals (CIs) were pooled using random effects meta-analysis. Sources of heterogeneity were explored and likelihood of publication bias was assessed. We stratified analyses according to three aspects of social relationships: structural, functional and a combination of these. We identified 43 articles. Poor social relationships predicted cognitive decline; for structural (19 studies): pooled OR: 1.08 (95% CI: 1.05-1.11); functional (8 studies): pooled OR: 1.15 (95% CI: 1.00-1.32); and combined measures (7 studies): pooled OR: 1.12 (95% CI: 1.01-1.24). Meta-regression and subgroup analyses showed that the heterogeneity could be explained by the type of social relationship measurement and methodological quality of included studies. Despite heterogeneity in study design and measures, our meta-analyses show that multiple aspects of social relationships are associated with cognitive decline. As evidence for publication bias was found, the association might be overestimated and should therefore be interpreted with caution. Future studies are needed to better define the mechanisms underlying these associations. Potential causality of this prognostic association should be examined in future randomized controlled studies. © The Author 2016; all rights reserved. Published by Oxford University Press on behalf of the International Epidemiological Association.

  3. Health and economic impact of PHiD-CV in Canada and the UK: a Markov modelling exercise.

    Science.gov (United States)

    Knerer, Gerhart; Ismaila, Afisi; Pearce, David

    2012-01-01

    The spectrum of diseases caused by Streptococcus pneumoniae and non-typeable Haemophilus influenzae (NTHi) represents a large burden on healthcare systems around the world. Meningitis, bacteraemia, community-acquired pneumonia (CAP), and acute otitis media (AOM) are vaccine-preventable infectious diseases that can have severe consequences. The health economic model presented here is intended to estimate the clinical and economic impact of vaccinating birth cohorts in Canada and the UK with the 10-valent, pneumococcal non-typeable Haemophilus influenzae protein D conjugate vaccine (PHiD-CV) compared with the newly licensed 13-valent pneumococcal conjugate vaccine (PCV-13). The model described herein is a Markov cohort model built to simulate the epidemiological burden of pneumococcal- and NTHi-related diseases within birth cohorts in the UK and Canada. Base-case assumptions include estimates of vaccine efficacy and NTHi infection rates that are based on published literature. The model predicts that the two vaccines will provide a broadly similar impact on all-cause invasive disease and CAP under base-case assumptions. However, PHiD-CV is expected to provide a substantially greater reduction in AOM compared with PCV-13, offering additional savings of Canadian $9.0 million and £4.9 million in discounted direct medical costs in Canada and the UK, respectively. The main limitations of the study are the difficulties in modelling indirect vaccine effects (herd effect and serotype replacement), the absence of PHiD-CV- and PCV-13-specific efficacy data and a lack of comprehensive NTHi surveillance data. Additional limitations relate to the fact that the transmission dynamics of pneumococcal serotypes have not been modelled, nor has antibiotic resistance been accounted for in this paper. This cost-effectiveness analysis suggests that, in Canada and the UK, PHiD-CV's potential to protect against NTHi infections could provide a greater impact on overall disease burden than

  4. Derivation of Markov processes that violate detailed balance

    Science.gov (United States)

    Lee, Julian

    2018-03-01

    Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

  5. Cost-effectiveness analysis of risk-factor guided and birth-cohort screening for chronic hepatitis C infection in the United States.

    Directory of Open Access Journals (Sweden)

    Shan Liu

    Full Text Available No consensus exists on screening to detect the estimated 2 million Americans unaware of their chronic hepatitis C infections. Advisory groups differ, recommending birth-cohort screening for baby boomers, screening only high-risk individuals, or no screening. We assessed one-time risk assessment and screening to identify previously undiagnosed 40-74 year-olds given newly available hepatitis C treatments.A Markov model evaluated alternative risk-factor guided and birth-cohort screening and treatment strategies. Risk factors included drug use history, blood transfusion before 1992, and multiple sexual partners. Analyses of the National Health and Nutrition Examination Survey provided sex-, race-, age-, and risk-factor-specific hepatitis C prevalence and mortality rates. Nine strategies combined screening (no screening, risk-factor guided screening, or birth-cohort screening and treatment (standard therapy-peginterferon alfa and ribavirin, Interleukin-28B-guided (IL28B triple-therapy-standard therapy plus a protease inhibitor, or universal triple therapy. Response-guided treatment depended on HCV genotype. Outcomes include discounted lifetime costs (2010 dollars and quality adjusted life-years (QALYs. Compared to no screening, risk-factor guided and birth-cohort screening for 50 year-olds gained 0.7 to 3.5 quality adjusted life-days and cost $168 to $568 per person. Birth-cohort screening provided more benefit per dollar than risk-factor guided screening and cost $65,749 per QALY if followed by universal triple therapy compared to screening followed by IL28B-guided triple therapy. If only 10% of screen-detected, eligible patients initiate treatment at each opportunity, birth-cohort screening with universal triple therapy costs $241,100 per QALY. Assuming treatment with triple therapy, screening all individuals aged 40-64 years costs less than $100,000 per QALY.The cost-effectiveness of one-time birth-cohort hepatitis C screening for 40-64 year olds

  6. A Markov Process Inspired Cellular Automata Model of Road Traffic

    OpenAIRE

    Wang, Fa; Li, Li; Hu, Jianming; Ji, Yan; Yao, Danya; Zhang, Yi; Jin, Xuexiang; Su, Yuelong; Wei, Zheng

    2008-01-01

    To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed distribution of practical gaps. The multiformity of this Markov process provides the model enough flexibility to describe various driving behaviors. Two examples are given to show how to specialize i...

  7. A New GMRES(m Method for Markov Chains

    Directory of Open Access Journals (Sweden)

    Bing-Yuan Pu

    2013-01-01

    Full Text Available This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain. We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems. Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.

  8. Perspective: Markov models for long-timescale biomolecular dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Schwantes, C. R.; McGibbon, R. T. [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Pande, V. S., E-mail: pande@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States); Department of Computer Science, Stanford University, Stanford, California 94305 (United States); Department of Structural Biology, Stanford University, Stanford, California 94305 (United States); Biophysics Program, Stanford University, Stanford, California 94305 (United States)

    2014-09-07

    Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics.

  9. Geolocating fish using Hidden Markov Models and Data Storage Tags

    DEFF Research Database (Denmark)

    Thygesen, Uffe Høgsbro; Pedersen, Martin Wæver; Madsen, Henrik

    2009-01-01

    Geolocation of fish based on data from archival tags typically requires a statistical analysis to reduce the effect of measurement errors. In this paper we present a novel technique for this analysis, one based on Hidden Markov Models (HMM's). We assume that the actual path of the fish is generated...... by a biased random walk. The HMM methodology produces, for each time step, the probability that the fish resides in each grid cell. Because there is no Monte Carlo step in our technique, we are able to estimate parameters within the likelihood framework. The method does not require the distribution...... of inference in state-space models of animals. The technique can be applied to geolocation based on light, on tidal patterns, or measurement of other variables that vary with space. We illustrate the method through application to a simulated data set where geolocation relies on depth data exclusively....

  10. Perspective: Markov models for long-timescale biomolecular dynamics

    International Nuclear Information System (INIS)

    Schwantes, C. R.; McGibbon, R. T.; Pande, V. S.

    2014-01-01

    Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics

  11. A hidden Markov model approach to neuron firing patterns.

    Science.gov (United States)

    Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

    1996-11-01

    Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing.

  12. A Bayesian method for construction of Markov models to describe dynamics on various time-scales.

    Science.gov (United States)

    Rains, Emily K; Andersen, Hans C

    2010-10-14

    The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an N(P)×N(P) transition rate matrix for transitions between the mesostates in one mesoscopic time step, where N(P) is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most

  13. Dog Ownership and Mortality in England: A Pooled Analysis of Six Population-based Cohorts.

    Science.gov (United States)

    Ding, Ding; Bauman, Adrian E; Sherrington, Cathie; McGreevy, Paul D; Edwards, Kate M; Stamatakis, Emmanuel

    2018-02-01

    Dog ownership may be associated with reduced risk for cardiovascular disease. However, data are scant on the relationship between dog ownership and all-cause and cause-specific mortality risk. Data from six separate cohorts (1995-1997, 2001-2002, 2004) of the Health Survey for England were pooled and analyzed in 2017. Participants were 59,352 adults (mean age 46.5, SD=17.9 years) who consented to be linked to the National Death Registry. Living in a household with a dog was reported at baseline. Outcomes included all-cause and cardiovascular disease mortality (determined using ICD-9 codes 390-459, ICD-10 codes I01-I99). Multilevel Weibull survival analysis was used to examine the associations between dog ownership and mortality, adjusted for various sociodemographic and lifestyle variables. Potential effect modifiers, including age, sex, education, living circumstances, longstanding illness, and prior diagnosis of cardiovascular disease, were also examined. During 679,441 person-years of follow-up (mean 11.5, SD=3.8 years), 8,169 participants died from all causes and 2,451 from cardiovascular disease. In the fully adjusted models, there was no statistically significant association between dog ownership and mortality outcomes (hazard ratio=1.03, 95% CI=0.98, 1.09, for all-cause mortality; and hazard ratio=1.07, 95% CI=0.96, 1.18, for cardiovascular disease mortality) and no significant effect modification. There is no evidence for an association between living in a household with a dog and all-cause or cardiovascular disease mortality in this large sample. These results should be interpreted in light of limitations in the measurement of dog ownership and its complexity in potential long-term health implications. Future studies should measure specific aspects of ownership, such as caring responsibilities and temporality. Copyright © 2017 American Journal of Preventive Medicine. Published by Elsevier Inc. All rights reserved.

  14. Early EEG for outcome prediction of postanoxic coma: prospective cohort study with cost-minimization analysis.

    Science.gov (United States)

    Sondag, Lotte; Ruijter, Barry J; Tjepkema-Cloostermans, Marleen C; Beishuizen, Albertus; Bosch, Frank H; van Til, Janine A; van Putten, Michel J A M; Hofmeijer, Jeannette

    2017-05-15

    We recently showed that electroencephalography (EEG) patterns within the first 24 hours robustly contribute to multimodal prediction of poor or good neurological outcome of comatose patients after cardiac arrest. Here, we confirm these results and present a cost-minimization analysis. Early prognosis contributes to communication between doctors and family, and may prevent inappropriate treatment. A prospective cohort study including 430 subsequent comatose patients after cardiac arrest was conducted at intensive care units of two teaching hospitals. Continuous EEG was started within 12 hours after cardiac arrest and continued up to 3 days. EEG patterns were visually classified as unfavorable (isoelectric, low-voltage, or burst suppression with identical bursts) or favorable (continuous patterns) at 12 and 24 hours after cardiac arrest. Outcome at 6 months was classified as good (cerebral performance category (CPC) 1 or 2) or poor (CPC 3, 4, or 5). Predictive values of EEG measures and cost-consequences from a hospital perspective were investigated, assuming EEG-based decision- making about withdrawal of life-sustaining treatment in the case of a poor predicted outcome. Poor outcome occurred in 197 patients (51% of those included in the analyses). Unfavorable EEG patterns at 24 hours predicted a poor outcome with specificity of 100% (95% CI 98-100%) and sensitivity of 29% (95% CI 22-36%). Favorable patterns at 12 hours predicted good outcome with specificity of 88% (95% CI 81-93%) and sensitivity of 51% (95% CI 42-60%). Treatment withdrawal based on an unfavorable EEG pattern at 24 hours resulted in a reduced mean ICU length of stay without increased mortality in the long term. This gave small cost reductions, depending on the timing of withdrawal. Early EEG contributes to reliable prediction of good or poor outcome of postanoxic coma and may lead to reduced length of ICU stay. In turn, this may bring small cost reductions.

  15. Socioeconomic inequalities in resilience and vulnerability among older adults: a population-based birth cohort analysis.

    Science.gov (United States)

    Cosco, T D; Cooper, R; Kuh, D; Stafford, M

    2017-11-08

    Aging is associated with declines in physical capability; however, some individuals demonstrate high well-being despite this decline, i.e. they are "resilient." We examined socioeconomic position (SEP) and resilience and the influence of potentially modifiable behavioral resources, i.e. social support and leisure time physical activity (LTPA), on these relationships. Data came from the Medical Research Council National Survey of Health and Development, a nationally-representative birth cohort study. Resilience-vulnerability at age 60-64 years (n = 1,756) was operationalized as the difference between observed and expected levels of well-being, captured by the Warwick-Edinburgh Mental Well-being Scale (WEMWBS), given the level of performance-based physical capability. SEP was assessed by father's and own social class, parental education, and intergenerational social mobility. PA and structural/functional social support were reported at ages 53 years and 60-64 years. Path analysis was used to examine mediation of SEP and resilience-vulnerability through LTPA and social support. Participants in the highest social class had scores on the resilience to vulnerability continuum that were an average of 2.3 units (β = 0.46, 95% CI 0.17, 0.75) higher than those in the lowest social class. Greater LTPA (β = 0.58, 95% CI 0.31, 0.85) and social support (β = 3.27, 95% CI 2.90, 3.63) were associated with greater resilience; LTPA partly mediated participant social class and resilience (23.4% of variance). Adult socioeconomic advantage was associated with greater resilience. Initiatives to increase LTPA may contribute to reducing socioeconomic inequalities in this form of resilience in later life.

  16. Genetic analysis of high bone mass cases from the BARCOS cohort of Spanish postmenopausal women.

    Directory of Open Access Journals (Sweden)

    Patricia Sarrión

    Full Text Available The aims of the study were to establish the prevalence of high bone mass (HBM in a cohort of Spanish postmenopausal women (BARCOS and to assess the contribution of LRP5 and DKK1 mutations and of common bone mineral density (BMD variants to a HBM phenotype. Furthermore, we describe the expression of several osteoblast-specific and Wnt-pathway genes in primary osteoblasts from two HBM cases. A 0.6% of individuals (10/1600 displayed Z-scores in the HBM range (sum Z-score >4. While no mutation in the relevant exons of LRP5 was detected, a rare missense change in DKK1 was found (p.Y74F, which cosegregated with the phenotype in a small pedigree. Fifty-five BMD SNPs from Estrada et al. [NatGenet 44:491-501,2012] were genotyped in the HBM cases to obtain risk scores for each individual. In this small group of samples, Z-scores were found inversely related to risk scores, suggestive of a polygenic etiology. There was a single exception, which may be explained by a rare penetrant genetic variant, counterbalancing the additive effect of the risk alleles. The expression analysis in primary osteoblasts from two HBM cases and five controls suggested that IL6R, DLX3, TWIST1 and PPARG are negatively related to Z-score. One HBM case presented with high levels of RUNX2, while the other displayed very low SOX6. In conclusion, we provide evidence of lack of LRP5 mutations and of a putative HBM-causing mutation in DKK1. Additionally, we present SNP genotyping and expression results that suggest additive effects of several genes for HBM.

  17. Acute viral bronchiolitis and risk of asthma in schoolchildren: analysis of a Brazilian newborn cohort.

    Science.gov (United States)

    Brandão, Heli V; Vieira, Graciete O; Vieira, Tatiana O; Cruz, Álvaro A; Guimarães, Armênio C; Teles, Carlos; Camargos, Paulo; Cruz, Constança M S

    To verify whether the occurrence of acute viral bronchiolitis in the first year of life constitutes a risk factor for asthma at age 6 considering a parental history of asthma. Cross-sectional study in a cohort of live births. A standardized questionnaire of the International Study of Asthma and Allergies in Childhood was applied to the mothers to identify asthma in children at the age of 6 years. Acute viral bronchiolitis diagnosis was performed by maternal report of a medical diagnosis and/or presence of symptoms of coryza accompanied by cough, tachypnea, and dyspnea when participants were 3, 6, 9, and 12 months. Socioeconomic, environmental data, parental history of asthma, and data related to pregnancy were collected in the first 72h of life of the newborn and in prospective home visits by trained interviewers. The association between acute viral bronchiolitis and asthma was evaluated by logistic regression analysis and potential modifier effect of parental history was verified by introducing an interaction term into the adjusted logistic regression model. Prevalence of acute viral bronchiolitis in the first year of life was 68.6% (461). The occurrence of acute viral bronchiolitis was a risk factor for asthma at 6 years of age in children with parental history of asthma OR: 2.66, 95% CI (1.10-6.40), modifier effect p=0.002. Parental history of asthma OR: 2.07, 95% CI (1.29-3.30) and male gender OR: 1.69, 95% CI, (1.06-2.69) were other identified risk factors for asthma. Acute viral bronchiolitis in the first year of life is a risk factor for asthma in children with parental history of asthma. Copyright © 2016. Published by Elsevier Editora Ltda.

  18. Acute viral bronchiolitis and risk of asthma in schoolchildren: analysis of a Brazilian newborn cohort,

    Directory of Open Access Journals (Sweden)

    Heli V. Brandão

    Full Text Available Abstract Objective: To verify whether the occurrence of acute viral bronchiolitis in the first year of life constitutes a risk factor for asthma at age 6 considering a parental history of asthma. Methods: Cross-sectional study in a cohort of live births. A standardized questionnaire of the International Study of Asthma and Allergies in Childhood was applied to the mothers to identify asthma in children at the age of 6 years. Acute viral bronchiolitis diagnosis was performed by maternal report of a medical diagnosis and/or presence of symptoms of coryza accompanied by cough, tachypnea, and dyspnea when participants were 3, 6, 9, and 12 months. Socioeconomic, environmental data, parental history of asthma, and data related to pregnancy were collected in the first 72 h of life of the newborn and in prospective home visits by trained interviewers. The association between acute viral bronchiolitis and asthma was evaluated by logistic regression analysis and potential modifier effect of parental history was verified by introducing an interaction term into the adjusted logistic regression model. Results: Prevalence of acute viral bronchiolitis in the first year of life was 68.6% (461. The occurrence of acute viral bronchiolitis was a risk factor for asthma at 6 years of age in children with parental history of asthma OR: 2.66, 95% CI (1.10-6.40, modifier effect p = 0.002. Parental history of asthma OR: 2.07, 95% CI (1.29-3.30 and male gender OR: 1.69, 95% CI, (1.06-2.69 were other identified risk factors for asthma. Conclusion: Acute viral bronchiolitis in the first year of life is a risk factor for asthma in children with parental history of asthma.

  19. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

  20. Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis

    Directory of Open Access Journals (Sweden)

    Andrean Hutama Koosasi

    2017-03-01

    Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.

  1. Trends in mouth cancer incidence in Mumbai, India (1995-2009): An age-period-cohort analysis.

    Science.gov (United States)

    Shridhar, Krithiga; Rajaraman, Preetha; Koyande, Shravani; Parikh, Purvish M; Chaturvedi, Pankaj; Dhillon, Preet K; Dikshit, Rajesh P

    2016-06-01

    Despite tobacco control and health promotion efforts, the incidence rates of mouth cancer are increasing across most regions in India. Analysing the influence of age, time period and birth cohort on these secular trends can point towards underlying factors and help identify high-risk populations for improved cancer control programmes. We evaluated secular changes in mouth cancer incidence among men and women aged 25-74 years in Mumbai between 1995 and 2009 by calculating age-specific and age-standardized incidence rates (ASR). We estimated the age-adjusted linear trend for annual percent change (EAPC) using the drift parameter, and conducted an age-period-cohort (APC) analysis to quantify recent time trends and to evaluate the significance of birth cohort and calendar period effects. Over the 15-year period, age-standardized incidence rates of mouth cancer in men in Mumbai increased by 2.7% annually (95% CI:1.9 to 3.4), pMumbai cancer registry indicate a significant linear increase of mouth cancer incidence from 1995 to 2009 in men, which was driven by younger men aged 25-49 years, and a non-significant upward trend in similarly aged younger women. Health promotion efforts should more effectively target younger cohorts. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  2. Nitrosourea efficacy in high-grade glioma: a survival gain analysis summarizing 504 cohorts with 24193 patients.

    Science.gov (United States)

    Wolff, Johannes E A; Berrak, Su; Koontz Webb, Susannah E; Zhang, Ming

    2008-05-01

    Even though past studies have suggested efficacy of nitrosourea drugs in patients with high-grade glioma and temozolomide has recently been shown significantly to be beneficial, no conclusive comparisons between these agents have been published. We performed a survival gain analysis of 364 studies describing 24,193 patients with high-grade glioma treated in 504 cohorts, and compared the effects of drugs. The most frequent diagnoses were glioblastoma multiforme (GBM) (72%) and anaplastic astrocytoma (22%). The mean overall survival (mOS) was 14.1 months. The outcome was influenced by several of the known prognostic factors including the histological grade, if the tumors were newly diagnosed or recurrent, the completeness of resection, patients' age, and gender. This information allowed the calculation of a predicted mOS for each cohort based on their prognostic factors independent of treatment. Survival gain to characterize the influence of treatment was subsequently defined and validated as the difference between the observed and the predicted mOS. In 62 CCNU-treated cohorts and 15 ACNU-treated cohorts the survival gain was 5.3 months and 8.9 months (P < 0.0005), respectively. No detectable survival gain for patients treated with various BCNU-containing regimens was found. Conclusion CCNU- and ACNU-containing regimens were superior to BCNU containing regiments.

  3. Predicting hepatitis B monthly incidence rates using weighted Markov chains and time series methods.

    Science.gov (United States)

    Shahdoust, Maryam; Sadeghifar, Majid; Poorolajal, Jalal; Javanrooh, Niloofar; Amini, Payam

    2015-01-01

    Hepatitis B (HB) is a major global mortality. Accurately predicting the trend of the disease can provide an appropriate view to make health policy disease prevention. This paper aimed to apply three different to predict monthly incidence rates of HB. This historical cohort study was conducted on the HB incidence data of Hamadan Province, the west of Iran, from 2004 to 2012. Weighted Markov Chain (WMC) method based on Markov chain theory and two time series models including Holt Exponential Smoothing (HES) and SARIMA were applied on the data. The results of different applied methods were compared to correct percentages of predicted incidence rates. The monthly incidence rates were clustered into two clusters as state of Markov chain. The correct predicted percentage of the first and second clusters for WMC, HES and SARIMA methods was (100, 0), (84, 67) and (79, 47) respectively. The overall incidence rate of HBV is estimated to decrease over time. The comparison of results of the three models indicated that in respect to existing seasonality trend and non-stationarity, the HES had the most accurate prediction of the incidence rates.

  4. Pruning Boltzmann networks and hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Morten With; Stork, D.

    1996-01-01

    We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...

  5. Vulnerability of networks of interacting Markov chains.

    Science.gov (United States)

    Kocarev, L; Zlatanov, N; Trajanov, D

    2010-05-13

    The concept of vulnerability is introduced for a model of random, dynamical interactions on networks. In this model, known as the influence model, the nodes are arranged in an arbitrary network, while the evolution of the status at a node is according to an internal Markov chain, but with transition probabilities that depend not only on the current status of that node but also on the statuses of the neighbouring nodes. Vulnerability is treated analytically and numerically for several networks with different topological structures, as well as for two real networks--the network of infrastructures and the EU power grid--identifying the most vulnerable nodes of these networks.

  6. Genetic Algorithms Principles Towards Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-10-01

    Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
    out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.

  7. Assessment of participation bias in cohort studies: systematic review and meta-regression analysis

    Directory of Open Access Journals (Sweden)

    Sérgio Henrique Almeida da Silva Junior

    2015-11-01

    Full Text Available Abstract The proportion of non-participation in cohort studies, if associated with both the exposure and the probability of occurrence of the event, can introduce bias in the estimates of interest. The aim of this study is to evaluate the impact of participation and its characteristics in longitudinal studies. A systematic review (MEDLINE, Scopus and Web of Science for articles describing the proportion of participation in the baseline of cohort studies was performed. Among the 2,964 initially identified, 50 were selected. The average proportion of participation was 64.7%. Using a meta-regression model with mixed effects, only age, year of baseline contact and study region (borderline were associated with participation. Considering the decrease in participation in recent years, and the cost of cohort studies, it is essential to gather information to assess the potential for non-participation, before committing resources. Finally, journals should require the presentation of this information in the papers.

  8. Life expectancies of South African adults starting antiretroviral treatment: collaborative analysis of cohort studies.

    Science.gov (United States)

    Johnson, Leigh F; Mossong, Joel; Dorrington, Rob E; Schomaker, Michael; Hoffmann, Christopher J; Keiser, Olivia; Fox, Matthew P; Wood, Robin; Prozesky, Hans; Giddy, Janet; Garone, Daniela Belen; Cornell, Morna; Egger, Matthias; Boulle, Andrew

    2013-01-01

    Few estimates exist of the life expectancy of HIV-positive adults receiving antiretroviral treatment (ART) in low- and middle-income countries. We aimed to estimate the life expectancy of patients starting ART in South Africa and compare it with that of HIV-negative adults. Data were collected from six South African ART cohorts. Analysis was restricted to 37,740 HIV-positive adults starting ART for the first time. Estimates of mortality were obtained by linking patient records to the national population register. Relative survival models were used to estimate the excess mortality attributable to HIV by age, for different baseline CD4 categories and different durations. Non-HIV mortality was estimated using a South African demographic model. The average life expectancy of men starting ART varied between 27.6 y (95% CI: 25.2-30.2) at age 20 y and 10.1 y (95% CI: 9.3-10.8) at age 60 y, while estimates for women at the same ages were substantially higher, at 36.8 y (95% CI: 34.0-39.7) and 14.4 y (95% CI: 13.3-15.3), respectively. The life expectancy of a 20-y-old woman was 43.1 y (95% CI: 40.1-46.0) if her baseline CD4 count was ≥ 200 cells/µl, compared to 29.5 y (95% CI: 26.2-33.0) if her baseline CD4 count was <50 cells/µl. Life expectancies of patients with baseline CD4 counts ≥ 200 cells/µl were between 70% and 86% of those in HIV-negative adults of the same age and sex, and life expectancies were increased by 15%-20% in patients who had survived 2 y after starting ART. However, the analysis was limited by a lack of mortality data at longer durations. South African HIV-positive adults can have a near-normal life expectancy, provided that they start ART before their CD4 count drops below 200 cells/µl. These findings demonstrate that the near-normal life expectancies of HIV-positive individuals receiving ART in high-income countries can apply to low- and middle-income countries as well. Please see later in the article for the Editors' Summary.

  9. Life expectancies of South African adults starting antiretroviral treatment: collaborative analysis of cohort studies.

    Directory of Open Access Journals (Sweden)

    Leigh F Johnson

    Full Text Available Few estimates exist of the life expectancy of HIV-positive adults receiving antiretroviral treatment (ART in low- and middle-income countries. We aimed to estimate the life expectancy of patients starting ART in South Africa and compare it with that of HIV-negative adults.Data were collected from six South African ART cohorts. Analysis was restricted to 37,740 HIV-positive adults starting ART for the first time. Estimates of mortality were obtained by linking patient records to the national population register. Relative survival models were used to estimate the excess mortality attributable to HIV by age, for different baseline CD4 categories and different durations. Non-HIV mortality was estimated using a South African demographic model. The average life expectancy of men starting ART varied between 27.6 y (95% CI: 25.2-30.2 at age 20 y and 10.1 y (95% CI: 9.3-10.8 at age 60 y, while estimates for women at the same ages were substantially higher, at 36.8 y (95% CI: 34.0-39.7 and 14.4 y (95% CI: 13.3-15.3, respectively. The life expectancy of a 20-y-old woman was 43.1 y (95% CI: 40.1-46.0 if her baseline CD4 count was ≥ 200 cells/µl, compared to 29.5 y (95% CI: 26.2-33.0 if her baseline CD4 count was <50 cells/µl. Life expectancies of patients with baseline CD4 counts ≥ 200 cells/µl were between 70% and 86% of those in HIV-negative adults of the same age and sex, and life expectancies were increased by 15%-20% in patients who had survived 2 y after starting ART. However, the analysis was limited by a lack of mortality data at longer durations.South African HIV-positive adults can have a near-normal life expectancy, provided that they start ART before their CD4 count drops below 200 cells/µl. These findings demonstrate that the near-normal life expectancies of HIV-positive individuals receiving ART in high-income countries can apply to low- and middle-income countries as well. Please see later in the article for the Editors' Summary.

  10. Plasma proteome analysis in patients with pulmonary arterial hypertension: an observational cohort study.

    Science.gov (United States)

    Rhodes, Christopher J; Wharton, John; Ghataorhe, Pavandeep; Watson, Geoffrey; Girerd, Barbara; Howard, Luke S; Gibbs, J Simon R; Condliffe, Robin; Elliot, Charles A; Kiely, David G; Simonneau, Gerald; Montani, David; Sitbon, Olivier; Gall, Henning; Schermuly, Ralph T; Ghofrani, H Ardeschir; Lawrie, Allan; Humbert, Marc; Wilkins, Martin R

    2017-09-01

    Idiopathic and heritable pulmonary arterial hypertension form a rare but molecularly heterogeneous disease group. We aimed to measure and validate differences in plasma concentrations of proteins that are associated with survival in patients with idiopathic or heritable pulmonary arterial hypertension to improve risk stratification. In this observational cohort study, we enrolled patients with idiopathic or heritable pulmonary arterial hypertension from London (UK; cohorts 1 and 2), Giessen (Germany; cohort 3), and Paris (France; cohort 4). Blood samples were collected at routine clinical appointment visits, clinical data were collected within 30 days of blood sampling, and biochemical data were collected within 7 days of blood sampling. We used an aptamer-based assay of 1129 plasma proteins, and patient clinical details were concealed to the technicians. We identified a panel of prognostic proteins, confirmed with alternative targeted assays, which we evaluated against the established prognostic risk equation for pulmonary arterial hypertension derived from the REVEAL registry. All-cause mortality was the primary endpoint. 20 proteins differentiated survivors and non-survivors in 143 consecutive patients with idiopathic or heritable pulmonary arterial hypertension with 2 years' follow-up (cohort 1) and in a further 75 patients with 2·5 years' follow-up (cohort 2). Nine proteins were both prognostic independent of plasma NT-proBNP concentrations and confirmed by targeted assays. The functions of these proteins relate to myocardial stress, inflammation, pulmonary vascular cellular dysfunction and structural dysregulation, iron status, and coagulation. A cutoff-based score using the panel of nine proteins provided prognostic information independent of the REVEAL equation, improving the C statistic from area under the curve 0·83 (for REVEAL risk score, 95% CI 0·77-0·89; parterial hypertension in cohort 3 (p=0·0133). The protein panel was validated in 93 patients

  11. The exit-time problem for a Markov jump process

    Science.gov (United States)

    Burch, N.; D'Elia, M.; Lehoucq, R. B.

    2014-12-01

    The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

  12. Solution of the Markov chain for the dead time problem

    International Nuclear Information System (INIS)

    Degweker, S.B.

    1997-01-01

    A method for solving the equation for the Markov chain, describing the effect of a non-extendible dead time on the statistics of time correlated pulses, is discussed. The equation, which was derived in an earlier paper, describes a non-linear process and is not amenable to exact solution. The present method consists of representing the probability generating function as a factorial cumulant expansion and neglecting factorial cumulants beyond the second. This results in a closed set of non-linear equations for the factorial moments. Stationary solutions of these equations, which are of interest for calculating the count rate, are obtained iteratively. The method is applied to the variable dead time counter technique for estimation of system parameters in passive neutron assay of Pu and reactor noise analysis. Comparisons of results by this method with Monte Carlo calculations are presented. (author)

  13. Epitope discovery with phylogenetic hidden Markov models.

    LENUS (Irish Health Repository)

    Lacerda, Miguel

    2010-05-01

    Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.

  14. Unmixing hyperspectral images using Markov random fields

    International Nuclear Information System (INIS)

    Eches, Olivier; Dobigeon, Nicolas; Tourneret, Jean-Yves

    2011-01-01

    This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.

  15. Markov transitions and the propagation of chaos

    International Nuclear Information System (INIS)

    Gottlieb, A.

    1998-01-01

    The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic independence of two random particles in a many-particle system, persists in time, as the number of particles tends to infinity. We establish a necessary and sufficient condition for a family of general n-particle Markov processes to propagate chaos. This condition is expressed in terms of the Markov transition functions associated to the n-particle processes, and it amounts to saying that chaos of random initial states propagates if it propagates for pure initial states. Our proof of this result relies on the weak convergence approach to the study of chaos due to Sztitman and Tanaka. We assume that the space in which the particles live is homomorphic to a complete and separable metric space so that we may invoke Prohorov's theorem in our proof. We also show that, if the particles can be in only finitely many states, then molecular chaos implies that the specific entropies in the n-particle distributions converge to the entropy of the limiting single-particle distribution

  16. Asymptotic evolution of quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Novotny, Jaroslav [FNSPE, CTU in Prague, 115 19 Praha 1 - Stare Mesto (Czech Republic); Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)

    2012-07-01

    The iterated quantum operations, so called quantum Markov chains, play an important role in various branches of physics. They constitute basis for many discrete models capable to explore fundamental physical problems, such as the approach to thermal equilibrium, or the asymptotic dynamics of macroscopic physical systems far from thermal equilibrium. On the other hand, in the more applied area of quantum technology they also describe general characteristic properties of quantum networks or they can describe different quantum protocols in the presence of decoherence. A particularly, an interesting aspect of these quantum Markov chains is their asymptotic dynamics and its characteristic features. We demonstrate there is always a vector subspace (typically low-dimensional) of so-called attractors on which the resulting superoperator governing the iterative time evolution of quantum states can be diagonalized and in which the asymptotic quantum dynamics takes place. As the main result interesting algebraic relations are presented for this set of attractors which allow to specify their dual basis and to determine them in a convenient way. Based on this general theory we show some generalizations concerning the theory of fixed points or asymptotic evolution of random quantum operations.

  17. Monotone measures of ergodicity for Markov chains

    Directory of Open Access Journals (Sweden)

    J. Keilson

    1998-01-01

    Full Text Available The following paper, first written in 1974, was never published other than as part of an internal research series. Its lack of publication is unrelated to the merits of the paper and the paper is of current importance by virtue of its relation to the relaxation time. A systematic discussion is provided of the approach of a finite Markov chain to ergodicity by proving the monotonicity of an important set of norms, each measures of egodicity, whether or not time reversibility is present. The paper is of particular interest because the discussion of the relaxation time of a finite Markov chain [2] has only been clean for time reversible chains, a small subset of the chains of interest. This restriction is not present here. Indeed, a new relaxation time quoted quantifies the relaxation time for all finite ergodic chains (cf. the discussion of Q1(t below Equation (1.7]. This relaxation time was developed by Keilson with A. Roy in his thesis [6], yet to be published.

  18. Approximating Markov Chains: What and why

    International Nuclear Information System (INIS)

    Pincus, S.

    1996-01-01

    Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to open-quote open-quote solve,close-quote close-quote or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the attractor, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. copyright 1996 American Institute of Physics

  19. Anonymous non-response analysis in the ABCD cohort study enabled by probabilistic record linkage

    NARCIS (Netherlands)

    Tromp, M.; van Eijsden, M.; Ravelli, A. C. J.; Bonsel, G. J.

    2009-01-01

    Selective non-response is an important threat to study validity as it can lead to selection bias. The Amsterdam Born Children and their Development study (ABCD-study) is a large cohort study addressing the relationship between life style, psychological conditions, nutrition and sociodemographic

  20. Cohort change and the diffusion of environmental concern: A cross-national analysis.

    Science.gov (United States)

    Nawrotzki, Raphael J; Pampel, Fred C

    2013-09-01

    This study explores value change across cohorts for a multinational population sample. Employing a diffusion-of-innovations approach, we combine competing theories predicting the relationship between socio-economic status (SES) and environmentalism: post-materialism and affluence theories, and global environmentalism theory. The diffusion argument suggests that high-SES groups first adopt pro-environmental views, but as time passes by, environmentalism diffuses to lower-SES groups. We test the diffusion argument using a sample of 18 countries for two waves (years 1993 and 2000) from the International Social Survey Project (ISSP). Cross-classified multilevel modeling allows us to identify a non-linear interaction between cohort and education, our core measure of SES, in predicting environmental concern, while controlling for age and period. We find support for the diffusion argument and demonstrate that the positive effect of education on environmental concern first increases among older cohorts, then starts to level off until a bend-point is reached for individuals born around 1940 and becomes progressively weaker for younger cohorts.

  1. Using the entire history in the analysis of nested case cohort samples.

    Science.gov (United States)

    Rivera, C L; Lumley, T

    2016-08-15

    Countermatching designs can provide more efficient estimates than simple matching or case-cohort designs in certain situations such as when good surrogate variables for an exposure of interest are available. We extend pseudolikelihood estimation for the Cox model under countermatching designs to models where time-varying covariates are considered. We also implement pseudolikelihood with calibrated weights to improve efficiency in nested case-control designs in the presence of time-varying variables. A simulation study is carried out, which considers four different scenarios including a binary time-dependent variable, a continuous time-dependent variable, and the case including interactions in each. Simulation results show that pseudolikelihood with calibrated weights under countermatching offers large gains in efficiency if compared to case-cohort. Pseudolikelihood with calibrated weights yielded more efficient estimators than pseudolikelihood estimators. Additionally, estimators were more efficient under countermatching than under case-cohort for the situations considered. The methods are illustrated using the Colorado Plateau uranium miners cohort. Furthermore, we present a general method to generate survival times with time-varying covariates. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  2. Dairy foods, calcium, and colorectal cancer: A pooled analysis of 10 cohort studies

    NARCIS (Netherlands)

    Cho, E.; Smith-Warner, S.A.; Spiegelman, D.; Beeson, W.L.; Brandt, P.A. van den; Colditz, G.A.; Folsom, A.R.; Fraser, G.E.; Freudenheim, J.L.; Giovannucci, E.; Goldbohm, R.A.; Graham, S.; Miller, A.B.; Pietinen, P.; Potter, J.D.; Rohan, T.E.; Terry, P.; Toniolo, P.; Virtanen, M.J.; Willet, W.C.; Wolk, A.; Wu, K.; Yaun, S.-S.; Zeleniuch-Jacquotte, A.; Hunter, D.J.

    2004-01-01

    Background: Studies in animals have suggested that calcium may reduce the risk of colorectal cancer. However, results from epidemiologic studies of intake of calcium or dairy foods and colorectal cancer risk have been inconclusive. Methods: We pooled the primary data from 10 cohort studies in five

  3. Cohort change and the diffusion of environmental concern: A cross-national analysis

    Science.gov (United States)

    Nawrotzki, Raphael J.; Pampel, Fred C.

    2013-01-01

    This study explores value change across cohorts for a multinational population sample. Employing a diffusion-of-innovations approach, we combine competing theories predicting the relationship between socio-economic status (SES) and environmentalism: post-materialism and affluence theories, and global environmentalism theory. The diffusion argument suggests that high-SES groups first adopt pro-environmental views, but as time passes by, environmentalism diffuses to lower-SES groups. We test the diffusion argument using a sample of 18 countries for two waves (years 1993 and 2000) from the International Social Survey Project (ISSP). Cross-classified multilevel modeling allows us to identify a non-linear interaction between cohort and education, our core measure of SES, in predicting environmental concern, while controlling for age and period. We find support for the diffusion argument and demonstrate that the positive effect of education on environmental concern first increases among older cohorts, then starts to level off until a bend-point is reached for individuals born around 1940 and becomes progressively weaker for younger cohorts. PMID:24179313

  4. Cost effectiveness of ovarian reserve testing in in vitro fertilization: a Markov decision-analytic model.

    Science.gov (United States)

    Moolenaar, Lobke M; Broekmans, Frank J M; van Disseldorp, Jeroen; Fauser, Bart C J M; Eijkemans, Marinus J C; Hompes, Peter G A; van der Veen, Fulco; Mol, Ben Willem J

    2011-10-01

    To compare the cost effectiveness of ovarian reserve testing in in vitro fertilization (IVF). A Markov decision model based on data from the literature and original patient data. Decision analytic framework. Computer-simulated cohort of subfertile women aged 20 to 45 years who are eligible for IVF. [1] No treatment, [2] up to three cycles of IVF limited to women under 41 years and no ovarian reserve testing, [3] up to three cycles of IVF with dose individualization of gonadotropins according to ovarian reserve, and [4] up to three cycles of IVF with ovarian reserve testing and exclusion of expected poor responders after the first cycle, with no treatment scenario as the reference scenario. Cumulative live birth over 1 year, total costs, and incremental cost-effectiveness ratios. The cumulative live birth was 9.0% in the no treatment scenario, 54.8% for scenario 2, 70.6% for scenario 3 and 51.9% for scenario 4. Absolute costs per woman for these scenarios were €0, €6,917, €6,678, and €5,892 for scenarios 1, 2, 3, and 4, respectively. Incremental cost-effectiveness ratios (ICER) for scenarios 2, 3, and 4 were €15,166, €10,837, and €13,743 per additional live birth. Sensitivity analysis showed the model to be robust over a wide range of values. Individualization of the follicle-stimulating hormone dose according to ovarian reserve is likely to be cost effective in women who are eligible for IVF, but this effectiveness needs to be confirmed in randomized clinical trials. Copyright © 2011 American Society for Reproductive Medicine. Published by Elsevier Inc. All rights reserved.

  5. Life-course and cohort trajectories of mental health in the UK, 1991-2008--a multilevel age-period-cohort analysis.

    Science.gov (United States)

    Bell, Andrew

    2014-11-01

    There is ongoing debate regarding the shape of life-course trajectories in mental health. Many argue the relationship is U-shaped, with mental health declining with age to mid-life, then improving. However, I argue that these models are beset by the age-period-cohort (APC) identification problem, whereby age, cohort and year of measurement are exactly collinear and their effects cannot be meaningfully separated. This means an apparent life-course effect could be explained by cohorts. This paper critiques two sets of literature: the substantive literature regarding life-course trajectories in mental health, and the methodological literature that claims erroneously to have 'solved' the APC identification problem statistically (e.g. using Yang and Land's Hierarchical APC-HAPC-model). I then use a variant of the HAPC model, making strong but justified assumptions that allow the modelling of life-course trajectories in mental health (measured by the General Health Questionnaire) net of any cohort effects, using data from the British Household Panel Survey, 1991-2008. The model additionally employs a complex multilevel structure that allows the relative importance of spatial (households, local authority districts) and temporal (periods, cohorts) levels to be assessed. Mental health is found to increase throughout the life-course; this slows at mid-life before worsening again into old age, but there is no evidence of a U-shape--I argue that such findings result from confounding with cohort processes (whereby more recent cohorts have generally worse mental health). Other covariates were also evaluated; income, smoking, education, social class, urbanity, ethnicity, gender and marriage were all related to mental health, with the latter two in particular affecting life-course and cohort trajectories. The paper shows the importance of understanding APC in life-course research generally, and mental health research in particular. Copyright © 2014 Elsevier Ltd. All rights

  6. Changing Attitudes Toward Euthanasia and Suicide for Terminally Ill Persons, 1977 to 2016: An Age-Period-Cohort Analysis.

    Science.gov (United States)

    Attell, Brandon K

    2017-01-01

    Several longitudinal studies show that over time the American public has become more approving of euthanasia and suicide for terminally ill persons. Yet, these previous findings are limited because they derive from biased estimates of disaggregated hierarchical data. Using insights from life course sociological theory and cross-classified logistic regression models, I better account for this liberalization process by disentangling the age, period, and cohort effects that contribute to longitudinal changes in these attitudes. The results of the analysis point toward a continued liberalization of both attitudes over time, although the magnitude of change was greater for suicide compared with euthanasia. More fluctuation in the probability of supporting both measures was exhibited for the age and period effects over the cohort effects. In addition, age-based differences in supporting both measures were found between men and women and various religious affiliations.

  7. Markov switching of the electricity supply curve and power prices dynamics

    Science.gov (United States)

    Mari, Carlo; Cananà, Lucianna

    2012-02-01

    Regime-switching models seem to well capture the main features of power prices behavior in deregulated markets. In a recent paper, we have proposed an equilibrium methodology to derive electricity prices dynamics from the interplay between supply and demand in a stochastic environment. In particular, assuming that the supply function is described by a power law where the exponent is a two-state strictly positive Markov process, we derived a regime switching dynamics of power prices in which regime switches are induced by transitions between Markov states. In this paper, we provide a dynamical model to describe the random behavior of power prices where the only non-Brownian component of the motion is endogenously introduced by Markov transitions in the exponent of the electricity supply curve. In this context, the stochastic process driving the switching mechanism becomes observable, and we will show that the non-Brownian component of the dynamics induced by transitions from Markov states is responsible for jumps and spikes of very high magnitude. The empirical analysis performed on three Australian markets confirms that the proposed approach seems quite flexible and capable of incorporating the main features of power prices time-series, thus reproducing the first four moments of log-returns empirical distributions in a satisfactory way.

  8. Viral Determinants of FeLV Infection and Pathogenesis: Lessons Learned from Analysis of a Natural Cohort

    Directory of Open Access Journals (Sweden)

    Laura S. Levy

    2011-09-01

    Full Text Available Detailed analysis has been performed over many years of a geographic and temporal cohort of cats naturally infected with feline leukemia virus (FeLV. Molecular analysis of FeLV present in the diseased tissues and application of those viruses to experimental systems has revealed unique isolates with distinctive disease potential, previously uncharacterized virus-receptor interactions, information about the role of recombinant viruses in disease induction, and novel viral and cellular oncogenes implicated in pathogenesis, among other findings. The studies have contributed to an understanding of the selective forces that lead to predominance of distinctive FeLV isolates and disease outcomes in a natural population.

  9. Pathwise duals of monotone and additive Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sturm, A.; Swart, Jan M.

    -, - (2018) ISSN 0894-9840 R&D Projects: GA ČR GAP201/12/2613 Institutional support: RVO:67985556 Keywords : pathwise duality * monotone Markov process * additive Markov process * interacting particle system Subject RIV: BA - General Mathematics Impact factor: 0.854, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/swart-0465436.pdf

  10. An introduction to hidden Markov models for biological sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1998-01-01

    A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....

  11. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  12. Efficient Incorporation of Markov Random Fields in Change Detection

    DEFF Research Database (Denmark)

    Aanæs, Henrik; Nielsen, Allan Aasbjerg; Carstensen, Jens Michael

    2009-01-01

    of noise, implying that the pixel-wise classifier is also noisy. There is thus a need for incorporating local homogeneity constraints into such a change detection framework. For this modelling task Markov Random Fields are suitable. Markov Random Fields have, however, previously been plagued by lack...

  13. Markov trace on the Yokonuma-Hecke algebra

    International Nuclear Information System (INIS)

    Juyumaya, J.

    2002-11-01

    The objective of this note is to prove that there exists a Markov trace on the Yokonuma-Hecke algebra. A motivation to define a Markov trace is to get polynomial invariants for knots in the sense of Jones construction. (author)

  14. Compositionality for Markov reward chains with fast and silent transitions

    NARCIS (Netherlands)

    Markovski, J.; Sokolova, A.; Trcka, N.; Vink, de E.P.

    2009-01-01

    A parallel composition is defined for Markov reward chains with stochastic discontinuity, and with fast and silent transitions. In this setting, compositionality with respect to the relevant aggregation preorders is established. For Markov reward chains with fast transitions the preorders are

  15. Model Checking Markov Reward Models with Impulse Rewards

    NARCIS (Netherlands)

    Cloth, Lucia; Katoen, Joost-Pieter; Khattri, Maneesh; Pulungan, Reza; Bondavalli, Andrea; Haverkort, Boudewijn; Tang, Dong

    This paper considers model checking of Markov reward models (MRMs), continuous-time Markov chains with state rewards as well as impulse rewards. The reward extension of the logic CSL (Continuous Stochastic Logic) is interpreted over such MRMs, and two numerical algorithms are provided to check the

  16. Recursive smoothers for hidden discrete-time Markov chains

    Directory of Open Access Journals (Sweden)

    Lakhdar Aggoun

    2005-01-01

    Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

  17. First hitting probabilities for semi markov chains and estimation

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos

    2017-01-01

    We first consider a stochastic system described by an absorbing semi-Markov chain with finite state space and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible semi-Markov chain...

  18. ANALYTIC WORD RECOGNITION WITHOUT SEGMENTATION BASED ON MARKOV RANDOM FIELDS

    NARCIS (Netherlands)

    Coisy, C.; Belaid, A.

    2004-01-01

    In this paper, a method for analytic handwritten word recognition based on causal Markov random fields is described. The words models are HMMs where each state corresponds to a letter; each letter is modelled by a NSHP­HMM (Markov field). Global models are build dynamically, and used for recognition

  19. A Markov decision model for optimising economic production lot size ...

    African Journals Online (AJOL)

    Adopting such a Markov decision process approach, the states of a Markov chain represent possible states of demand. The decision of whether or not to produce additional inventory units is made using dynamic programming. This approach demonstrates the existence of an optimal state-dependent EPL size, and produces ...

  20. Portfolio allocation under the vendor managed inventory: A Markov ...

    African Journals Online (AJOL)

    Portfolio allocation under the vendor managed inventory: A Markov decision process. ... Journal of Applied Sciences and Environmental Management ... This study provides a review of Markov decision processes and investigates its suitability for solutions to portfolio allocation problems under vendor managed inventory in ...