Estimating the Expected Value of Partial Perfect Information in Health Economic Evaluations using Integrated Nested Laplace Approximation

The Expected Value of Perfect Partial Information (EVPPI) is a decision-theoretic measure of the "cost" of parametric uncertainty in decision making used principally in health economic decision making. Despite this decision-theoretic grounding, the uptake of EVPPI calculations in practice has been slow. This is in part due to the prohibitive computational time required to estimate the EVPPI via Monte Carlo simulations. However, recent developments have demonstrated that the EVPPI can be estimated by non-parametric regression methods, which have significantly decreased the computation time required to approximate the EVPPI. Under certain circumstances, high-dimensional Gaussian Process regression is suggested, but this can still be prohibitively expensive. Applying fast computation methods developed in spatial statistics using Integrated Nested Laplace Approximations (INLA) and projecting from a high-dimensional into a low-dimensional input space allows us to decrease the computation time for fitting these high-dimensional Gaussian Processes, often substantially. We demonstrate that the EVPPI calculated using our method for Gaussian Process regression is in line with the standard Gaussian Process regression method and that despite the apparent methodological complexity of this new method, R functions are available in the package BCEA to implement it simply and efficiently

Additive energy forward curves in a Heath-Jarrow-Morton framework

One of the peculiarities of power and gas markets is the delivery mechanism of forward contracts. The seller of a futures contract commits to deliver, say, power, over a certain period, while the classical forward is a financial agreement settled on a maturity date. Our purpose is to design a Heath-Jarrow-Morton framework for an additive, mean-reverting, multicommodity market consisting of forward contracts of any delivery period. The main assumption is that forward prices can be represented as affine functions of a universal source of randomness. This allows us to completely characterize the models which prevent arbitrage opportunities: this boils down to finding a density between a risk-neutral measure $\mathbb{Q}$, such that the prices of traded assets like forward contracts are true $\mathbb{Q}$-martingales, and the real world probability measure $\mathbb{P}$, under which forward prices are mean-reverting. The Girsanov kernel for such a transformation turns out to be stochastic and unbounded in the diffusion part, while in the jump part the Girsanov kernel must be deterministic and bounded: thus, in this respect, we prove two results on the martingale property of stochastic exponentials. The first allows to validate measure changes made of two components: an Esscher-type density and a Girsanov transform with stochastic and unbounded kernel. The second uses a different approach and works for the case of continuous density. We apply this framework to two models: a generalized Lucia-Schwartz model and a cross-commodity cointegrated market.Comment: 28 page

The prevalence of polycystic ovary syndrome in reproductive-aged women of different ethnicity: a systematic review and meta-analysis

The prevalence of PCOS was investigated in many studies in different continents. However, there is no established prevalence of PCOS for distinct ethnic groups. In the current analysis, we conducted searches in PubMed, The Cochrane Library, EMBASE, CINAHL up to Jan. 2017 to identify studies reporting prevalence of PCOS in the general female population. Forty-two studies were identified, with 13 eligible for evidence synthesis. The prevalence among different ethnicity was estimated using random effect modelling. Our results suggested the lowest prevalence in Chinese women(2003 Rotterdam criterion: 5.6% 95% interval: 4.4–7.3%), and then in an ascending order for Caucasians (1990 NIH criterion: 5.5% 95% interval: 4.8–6.3%), Middle Eastern (1990 NIH 6.1% 95% interval: 5.3–7.1%; 2003 Rotterdam 16.0% 95% interval: 13.8–18.6%; 2006 AES 12.6% 95% interval: 11.3–14.2%), and Black women (1990 NIH: 6.1% 95% interval: 5.3–7.1%).There is variation in prevalence of PCOS under different diagnostic criteria and across ethnic groups. This emphasises the need for ethnicity-specific guidelines for PCOS to prevent under- or over-diagnosis of the condition given that under-diagnosis may lead to rapid conversion of metabolic disorders for patients whereas over-diagnosis may exert negative psychological effects on patients which worsens the major symptoms of PCOS

Research protocol: investigating the feasibility of a group self-management intervention for stroke (the GUSTO study).

BACKGROUND: Life after stroke can be an ongoing struggle with over half of all survivors reporting unmet emotional and social needs. In the United Kingdom's (UK) national clinical guidelines for stroke, self-management is suggested as one approach which can support long-term needs. In the UK NHS, self-management interventions are delivered in various ways. Regardless of the delivery mechanism, a tailored approach and ways to integrate peer support are advocated. Group delivery offers a platform for peer support and has the potential to remain individualised. However, before the efficacy of a group self-management intervention can be tested, the feasibility must be explored. This research investigates the feasibility of a GroUp Self-management intervention for sTrOke (GUSTO). METHODS: A randomised waitlist control design will be used to investigate the feasibility of a group self-management intervention adapted from an existing one-to-one intervention called Bridges. A mixed methods approach will be used. Qualitative work will capture participant experience, while quantitative work will allow preliminary comparison between the intervention and waitlist groups (between subjects) and pre-post intervention measures (within subjects). Interviews will be conducted with stroke survivors and focus groups with family and friends to assess acceptability of the intervention. DISCUSSION: There is a growing interest in group-based self-management interventions for stroke as a method of supporting stroke survivors' ongoing unmet needs. This is an area with limited research to date. This study will inform design of a fully powered trial which would assess the efficacy of a group self-management intervention following stroke. TRIAL REGISTRATION: ISRCTN19867168

Effects of miRNA-15 and miRNA-16 expression replacement in chronic lymphocytic leukemia : implication for therapy

This work was supported by: Associazione Italiana Ricerca sul Cancro (AIRC) Grant 5 x mille n.9980, (to M.F., F.M. A. N., P.T. and M.N.) ; AIRC I.G. n. 14326 (to M.F.), n.10136 and 16722 (A.N.), n.15426 (to F.F.). AIRC and Fondazione CaRiCal co-financed Multi Unit Regional Grant 2014 n.16695 (to F.M.). Italian Ministry of Health 5x1000 funds (to S.Z. and F.F). A.G R. was supported by Associazione Italiana contro le Leucemie-Linfomi-Mielomi (AIL) Cosenza - Fondazione Amelia Scorza (FAS). S.M. C.M., M.C., L.E., S.B. were supported by AIRC.Peer reviewedPostprin

Aquifer architecture of the Quaternary alluvial succession of the southern lambro basin (Lombardy-Italy)

Aquifer stratigraphy of the sector of the Pleistocene - Holocene alluvial plain of Lombardy, run by the Lambro valley system south of Milan, has been reconstructed on the basis of geological mapping at 1:10.000 and subsurface interpretation and correlation of more than 150 among water wells, boreholes and deep excavations. The Middle (?) - Late Pleistocene sedimentary evolution of this sector includes four major progradation cycles of alluvial depositional systems that migrated from the alpine northern side towards the axial palaeo-Po depositional system. These cycles were governed by Pleistocene glacial cycles, in combination with ramp-folding of the San Colombano - Salerano apenninic anticlines and minor uplift of the alpine side. Every major cycle is soled by an erosion surface, and is shaped by minor fining upward sequences. Both major and minor sequences record at first the advance of coarse-grained units (distal braided alluvial fan or sandy braid plain) which fringe-out south-eastwards into meandering fluvial systems, and are replaced upwards by alluvial plain fines, which close the sequences. Physical stratigraphy and geomorphology, analysis of facies associations, characterisation of gravel composition, radiocarbon dating on 4 peat and plant relic samples and findings of transported artefacts allowed the correlation of the four cycles with the regional evolution. The Post Glacial meandering depositional systems of the deeply entrenched Lambro valley system (Unit 4, Holocene; Unit 5, historical), are cut into the braided stream to meandering depositional systems that developed during L.G.M. times, at present outside the Lambro valley (Unit 3, Late Pleistocene). These represent the uppermost aquifer unit, i.e. the phreatic - non saturated zone. The underlying Unit 2 (Late Pleistocene) can be correlated with the Besnate Allogroup, and therefore developed during the corresponding glaciations. It is formed by three stacked sequences, controlled by glacial cycles, which are deeply scoured into the lowermost succession that could be studied (Unit 1 Middle ? - Late Pleistocene ?). It represents the most important and permeable intermediate aquifer unit, that is only partly confined by the flood-plain fines of the uppermost sub-unit 2C

Modeling outcomes of soccer matches

We compare various extensions of the Bradley–Terry model and a hierarchical Poisson log-linear model in terms of their performance in predicting the outcome of soccer matches (win, draw, or loss). The parameters of the Bradley–Terry extensions are estimated by maximizing the log-likelihood, or an appropriately penalized version of it, while the posterior densities of the parameters of the hierarchical Poisson log-linear model are approximated using integrated nested Laplace approximations. The prediction performance of the various modeling approaches is assessed using a novel, context-specific framework for temporal validation that is found to deliver accurate estimates of the test error. The direct modeling of outcomes via the various Bradley–Terry extensions and the modeling of match scores using the hierarchical Poisson log-linear model demonstrate similar behavior in terms of predictive performance

The association between psychological stress and miscarriage: A systematic review and meta-analysis

This systematic review and meta-analysis was designed to investigate whether maternal psychological stress and recent life events are associated with an increased risk of miscarriage. A literature search was conducted to identify studies reporting miscarriage in women with and without history of exposure to psychological stress (the only exposure considered). The search produced 1978 studies; 8 studies were suitable for analysis. A meta-analysis was performed using a random-effects model with effect sizes weighted by the sampling variance. The risk of miscarriage was significantly higher in women with a history of exposure to psychological stress (OR 1.42, 95% CI 1.19-1.70). These findings remained after controlling for study type (cohort and nested case-control study OR 1.33 95% CI 1.14-1.54), exposure types (work stress OR 1.27, 95% CI 1.10-1.47), types of controls included (live birth OR 2.82 95% CI: 1.64-4.86). We found no evidence that publication bias or study heterogeneity significantly influenced the results. Our finding provides the most robust evidence to date, that prior psychological stress is harmful to women in early pregnancy

Computing the Expected Value of Sample Information Efficiently: Practical Guidance and Recommendations for Four Model-Based Methods

Value of information (VOI) analyses can help policy makers make informed decisions about whether to conduct and how to design future studies. Historically a computationally expensive method to compute the expected value of sample information (EVSI) restricted the use of VOI to simple decision models and study designs. Recently, 4 EVSI approximation methods have made such analyses more feasible and accessible. Members of the Collaborative Network for Value of Information (ConVOI) compared the inputs, the analyst's expertise and skills, and the software required for the 4 recently developed EVSI approximation methods. Our report provides practical guidance and recommendations to help inform the choice between the 4 efficient EVSI estimation methods. More specifically, this report provides: (1) a step-by-step guide to the methods' use, (2) the expertise and skills required to implement the methods, and (3) method recommendations based on the features of decision-analytic problems