A review of dynamic Bayesian network techniques with applications in healthcare risk modelling

Coping with an ageing population is a major concern for healthcare organisations around the world. The average cost of hospital care is higher than social care for older and terminally ill patients. Moreover, the average cost of social care increases with the age of the patient. Therefore, it is important to make efficient and fair capacity planning which also incorporates patient centred outcomes. Predictive models can provide predictions which their accuracy can be understood and quantified. Predictive modelling can help patients and carers to get the appropriate support services, and allow clinical decision-makers to improve care quality and reduce the cost of inappropriate hospital and Accident and Emergency admissions. The aim of this study is to provide a review of modelling techniques and frameworks for predictive risk modelling of patients in hospital, based on routinely collected data such as the Hospital Episode Statistics database. A number of sub-problems can be considered such as Length-of-Stay and End-of-Life predictive modelling. The methodologies in the literature are mainly focused on addressing the problems using regression methods and Markov models, and the majority lack generalisability. In some cases, the robustness, accuracy and re-usability of predictive risk models have been shown to be improved using Machine Learning methods. Dynamic Bayesian Network techniques can represent complex correlations models and include small probabilities into the solution. The main focus of this study is to provide a review of major time-varying Dynamic Bayesian Network techniques with applications in healthcare predictive risk modelling

Modeling sequences and temporal networks with dynamic community structures

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and links that change over time, they remain highly complex. It is therefore often necessary to use methods that extract the temporal networks' large-scale dynamic community structure. However, such methods are subject to overfitting or suffer from effects of arbitrary, a priori imposed timescales, which should instead be extracted from data. Here we simultaneously address both problems and develop a principled data-driven method that determines relevant timescales and identifies patterns of dynamics that take place on networks as well as shape the networks themselves. We base our method on an arbitrary-order Markov chain model with community structure, and develop a nonparametric Bayesian inference framework that identifies the simplest such model that can explain temporal interaction data.Comment: 15 Pages, 6 figures, 2 table

(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate

Following the 2000 stockmarket crash, have US interest rates been held "too low" in relation to their natural level? Most likely, yes. Using a structural neo-Keynesian model, this paper attempts a real-time evaluation of the US monetary policy stance while ensuring consistency between the specification of price adjustments and the evolution of the econ- omy under flexible prices. To do this, the model's likelihood function is evaluated using a Sequential Monte Carlo algorithm providing inference about the time-varying distribution of structural parameters and unobservable, nonstationary state variables. Tracking down the evolution of underlying stochastic processes in real time is found crucial (i) to explain postwar Fed's policy and (ii) to replicate salient features of the data. JEL Classification: E43, C11, C15Bayesian Analysis, DSGE Models, Natural Interest Rate, Particle Filters

Towards a dynamic view of genetic networks: A Kalman filtering framework for recovering temporally-rewiring stable networks from undersampled data

It is widely accepted that cellular requirements and environmental conditions dictate the architecture of genetic regulatory networks. Nonetheless, the status quo in regulatory network modeling and analysis assumes an invariant network topology over time. We refocus on a dynamic perspective of genetic networks, one that can uncover substantial topological changes in network structure during biological processes such as developmental growth and cancer progression. We propose a novel outlook on the inference of time-varying genetic networks, from a limited number of noisy observations, by formulating the networks estimation as a target tracking problem. Assuming linear dynamics, we formulate a constrained Kalman ltering framework, which recursively computes the minimum mean-square, sparse and stable estimate of the network connectivity at each time point. The sparsity constraint is enforced using the weighted l1-norm; and the stability constraint is incorporated using the Lyapounov stability condition. The proposed constrained Kalman lter is formulated to preserve the convex nature of the problem. The algorithm is applied to estimate the time-varying networks during the life cycle of the Drosophila Melanogaster (fruit fly)