Deep learning cardiac motion analysis for human survival prediction

Motion analysis is used in computer vision to understand the behaviour of moving objects in sequences of images. Optimising the interpretation of dynamic biological systems requires accurate and precise motion tracking as well as efficient representations of high-dimensional motion trajectories so that these can be used for prediction tasks. Here we use image sequences of the heart, acquired using cardiac magnetic resonance imaging, to create time-resolved three-dimensional segmentations using a fully convolutional network trained on anatomical shape priors. This dense motion model formed the input to a supervised denoising autoencoder (4Dsurvival), which is a hybrid network consisting of an autoencoder that learns a task-specific latent code representation trained on observed outcome data, yielding a latent representation optimised for survival prediction. To handle right-censored survival outcomes, our network used a Cox partial likelihood loss function. In a study of 302 patients the predictive accuracy (quantified by Harrell's C-index) was significantly higher (p < .0001) for our model C=0.73 (95$\%$ CI: 0.68 - 0.78) than the human benchmark of C=0.59 (95$\%$ CI: 0.53 - 0.65). This work demonstrates how a complex computer vision task using high-dimensional medical image data can efficiently predict human survival

Uncertainty Quantification Using Neural Networks for Molecular Property Prediction

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable time and resources. The need for UQ is especially acute for neural models, which are becoming increasingly standard yet are challenging to interpret. While several approaches to UQ have been proposed in the literature, there is no clear consensus on the comparative performance of these models. In this paper, we study this question in the context of regression tasks. We systematically evaluate several methods on five benchmark datasets using multiple complementary performance metrics. Our experiments show that none of the methods we tested is unequivocally superior to all others, and none produces a particularly reliable ranking of errors across multiple datasets. While we believe these results show that existing UQ methods are not sufficient for all common use-cases and demonstrate the benefits of further research, we conclude with a practical recommendation as to which existing techniques seem to perform well relative to others

Detecting and classifying lesions in mammograms with Deep Learning

In the last two decades Computer Aided Diagnostics (CAD) systems were developed to help radiologists analyze screening mammograms. The benefits of current CAD technologies appear to be contradictory and they should be improved to be ultimately considered useful. Since 2012 deep convolutional neural networks (CNN) have been a tremendous success in image recognition, reaching human performance. These methods have greatly surpassed the traditional approaches, which are similar to currently used CAD solutions. Deep CNN-s have the potential to revolutionize medical image analysis. We propose a CAD system based on one of the most successful object detection frameworks, Faster R-CNN. The system detects and classifies malignant or benign lesions on a mammogram without any human intervention. The proposed method sets the state of the art classification performance on the public INbreast database, AUC = 0.95 . The approach described here has achieved the 2nd place in the Digital Mammography DREAM Challenge with AUC = 0.85 . When used as a detector, the system reaches high sensitivity with very few false positive marks per image on the INbreast dataset. Source code, the trained model and an OsiriX plugin are availaible online at https://github.com/riblidezso/frcnn_cad

Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check

This paper examines short-horizon return predictability of ten largest international securitized real estate markets, with special attention paid to exploring possible nonlinearity-in-mean as well as nonlinearity-in-variance predictability. Although international securitized real estate returns are generally not predictable based on commonly used statistical criteria, there is much evidence for the predictability based on economic criteria (i.e., direction of price changes and trading rule profitability), which is more often due to nonlinearity-in-mean. The forecast combinations for various models appear to improve the forecasting performance, while the allowance of data-snooping bias using White’s Reality Check substantially mitigates spurious out-of-sample forecasting performance and weakens otherwise overwhelmingly strong predictability. Overall, there is robust evidence for the predictability in many international securitized real estate markets.

An improved cosmological parameter inference scheme motivated by deep learning

Dark matter cannot be observed directly, but its weak gravitational lensing slightly distorts the apparent shapes of background galaxies, making weak lensing one of the most promising probes of cosmology. Several observational studies have measured the effect, and there are currently running, and planned efforts to provide even larger, and higher resolution weak lensing maps. Due to nonlinearities on small scales, the traditional analysis with two-point statistics does not fully capture all the underlying information. Multiple inference methods were proposed to extract more details based on higher order statistics, peak statistics, Minkowski functionals and recently convolutional neural networks (CNN). Here we present an improved convolutional neural network that gives significantly better estimates of $\Omega_m$ and $\sigma_8$ cosmological parameters from simulated convergence maps than the state of art methods and also is free of systematic bias. We show that the network exploits information in the gradients around peaks, and with this insight, we construct a new, easy-to-understand, and robust peak counting algorithm based on the 'steepness' of peaks, instead of their heights. The proposed scheme is even more accurate than the neural network on high-resolution noiseless maps. With shape noise and lower resolution its relative advantage deteriorates, but it remains more accurate than peak counting

Comparison between random forests, artificial neural networks and gradient boosted machines methods of on-line vis-NIR spectroscopy measurements of soil total nitrogen and total carbon

Accurate and detailed spatial soil information about within-field variability is essential for variable-rate applications of farm resources. Soil total nitrogen (TN) and total carbon (TC) are important fertility parameters that can be measured with on-line (mobile) visible and near infrared (vis-NIR) spectroscopy. This study compares the performance of local farm scale calibrations with those based on the spiking of selected local samples from both fields into an European dataset for TN and TC estimation using three modelling techniques, namely gradient boosted machines (GBM), artificial neural networks (ANNs) and random forests (RF). The on-line measurements were carried out using a mobile, fiber type, vis-NIR spectrophotometer (305-2200 nm) (AgroSpec from tec5, Germany), during which soil spectra were recorded in diffuse reflectance mode from two fields in the UK. After spectra pre-processing, the entire datasets were then divided into calibration (75%) and prediction (25%) sets, and calibration models for TN and TC were developed using GBM, ANN and RF with leave-one-out cross-validation. Results of cross-validation showed that the effect of spiking of local samples collected from a field into an European dataset when combined with RF has resulted in the highest coefficients of determination (R-2) values of 0.97 and 0.98, the lowest root mean square error (RMSE) of 0.01% and 0.10%, and the highest residual prediction deviations (RPD) of 5.58 and 7.54, for TN and TC, respectively. Results for laboratory and on-line predictions generally followed the same trend as for cross-validation in one field, where the spiked European dataset-based RF calibration models outperformed the corresponding GBM and ANN models. In the second field ANN has replaced RF in being the best performing. However, the local field calibrations provided lower R-2 and RPD in most cases. Therefore, from a cost-effective point of view, it is recommended to adopt the spiked European dataset-based RF/ANN calibration models for successful prediction of TN and TC under on-line measurement conditions

Forecasting inflation with thick models and neural networks

This paper applies linear and neural network-based “thick” models for forecasting inflation based on Phillips–curve formulations in the USA, Japan and the euro area. Thick models represent “trimmed mean” forecasts from several neural network models. They outperform the best performing linear models for “real-time” and “bootstrap” forecasts for service indices for the euro area, and do well, sometimes better, for the more general consumer and producer price indices across a variety of countries. JEL Classification: C12, E31bootstrap, Neural Networks, Phillips Curves, real-time forecasting, Thick Models

Bootstraping financial time series

It is well known that time series of returns are characterized by volatility clustering and excess kurtosis. Therefore, when modelling the dynamic behavior of returns, inference and prediction methods, based on independent and/or Gaussian observations may be inadequate. As bootstrap methods are not, in general, based on any particular assumption on the distribution of the data, they are well suited for the analysis of returns. This paper reviews the application of bootstrap procedures for inference and prediction of financial time series. In relation to inference, bootstrap techniques have been applied to obtain the sample distribution of statistics for testing, for example, autoregressive dynamics in the conditional mean and variance, unit roots in the mean, fractional integration in volatility and the predictive ability of technical trading rules. On the other hand, bootstrap procedures have been used to estimate the distribution of returns which is of interest, for example, for Value at Risk (VaR) models or for prediction purposes. Although the application of bootstrap techniques to the empirical analysis of financial time series is very broad, there are few analytical results on the statistical properties of these techniques when applied to heteroscedastic time series. Furthermore, there are quite a few papers where the bootstrap procedures used are not adequate.Publicad