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

Bayesian hierarchical model for the prediction of football results

The problem of modelling football data has become increasingly popular in the last few years and many different models have been proposed with the aim of estimating the characteristics that bring a team to lose or win a game, or to predict the score of a particular match. We propose a Bayesian hierarchical model to fulfil both these aims and test its predictive strength based on data about the Italian Serie A 1991-1992 championship. To overcome the issue of overshrinkage produced by the Bayesian hierarchical model, we specify a more complex mixture model that results in a better fit to the observed data. We test its performance using an example of the Italian Serie A 2007-2008 championship

Estimating weekly excess mortality at sub-national level in Italy during the COVID-19 pandemic

In this study we present the first comprehensive analysis of the spatio-temporal differences in excess mortality during the COVID-19 pandemic in Italy. We used a population-based design on all-cause mortality data, for the 7,904 Italian municipalities. We estimated sex-specific weekly mortality rates for each municipality, based on the first four months of 2016-2019, while adjusting for age, localised temporal trends and the effect of temperature. Then, we predicted all-cause weekly deaths and mortality rates at municipality level for the same period in 2020, based on the modelled spatio-temporal trends. Lombardia showed higher mortality rates than expected from the end of February, with 23,946 (23,013 to 24,786) total excess deaths. North-West and North-East regions showed one week lag, with higher mortality from the beginning of March and 6,942 (6,142 to 7,667) and 8,033 (7,061 to 9,044) total excess deaths respectively. We observed marked geographical differences also at municipality level. For males, the city of Bergamo (Lombardia) showed the largest percent excess, 88.9% (81.9% to 95.2%), at the peak of the pandemic. An excess of 84.2% (73.8% to 93.4%) was also estimated at the same time for males in the city of Pesaro (Central Italy), in stark contrast with the rest of the region, which does not show evidence of excess deaths. We provided a fully probabilistic analysis of excess mortality during the COVID-19 pandemic at sub-national level, suggesting a differential direct and indirect effect in space and time. Our model can be used to help policy-makers target measures locally to contain the burden on the health-care system as well as reducing social and economic consequences. Additionally, this framework can be used for real-time mortality surveillance, continuous monitoring of local temporal trends and to flag where and when mortality rates deviate from the expected range, which might suggest a second wave of the pandemic

Estimating weekly excess mortality at sub-national level in Italy during the COVID-19 pandemic

In this study we present the first comprehensive analysis of the spatio-temporal differences in excess mortality during the COVID-19 pandemic in Italy. We used a population-based design on all-cause mortality data, for the 7,904 Italian municipalities. We estimated sex-specific weekly mortality rates for each municipality, based on the first four months of 2016-2019, while adjusting for age, localised temporal trends and the effect of temperature. Then, we predicted all-cause weekly deaths and mortality rates at municipality level for the same period in 2020, based on the modelled spatio-temporal trends. Lombardia showed higher mortality rates than expected from the end of February, with 23,946 (23,013 to 24,786) total excess deaths. North-West and North-East regions showed one week lag, with higher mortality from the beginning of March and 6,942 (6,142 to 7,667) and 8,033 (7,061 to 9,044) total excess deaths respectively. We observed marked geographical differences also at municipality level. For males, the city of Bergamo (Lombardia) showed the largest percent excess, 88.9% (81.9% to 95.2%), at the peak of the pandemic. An excess of 84.2% (73.8% to 93.4%) was also estimated at the same time for males in the city of Pesaro (Central Italy), in stark contrast with the rest of the region, which does not show evidence of excess deaths. We provided a fully probabilistic analysis of excess mortality during the COVID-19 pandemic at sub-national level, suggesting a differential direct and indirect effect in space and time. Our model can be used to help policy-makers target measures locally to contain the burden on the health-care system as well as reducing social and economic consequences. Additionally, this framework can be used for real-time mortality surveillance, continuous monitoring of local temporal trends and to flag where and when mortality rates deviate from the expected range, which might suggest a second wave of the pandemic

A bayesian nonparametric model for white blood cells in patients with lower urinary tract symptoms

Lower Urinary Tract Symptoms (LUTS) affect a significant proportion of the population and often lead to a reduced quality of life. LUTS overlap across a wide variety of diseases, which makes the diagnostic process extremely complicated. In this work we focus on the relation between LUTS and Urinary Tract Infection (UTI). The latter is detected through the number of White Blood Cells (WBC) in a sample of urine: WBC≥ 1 indicates UTI and high levels may indicate complications. The objective of this work is to provide the clinicians with a tool for supporting the diagnostic process, deepening the available knowledge about LUTS and UTI. We analyze data recording both LUTS profile and WBC count for each patient. We propose to model the WBC using a random partition model in which we specify a prior distribution over the partition of the patients which includes the clustering information contained in the LUTS profile. Then, within each cluster, the WBC counts are assumed to be generated by a zero-inflated Poisson distribution. The results of the predictive distribution allows to identify the symptoms configuration most associated with the presence of UTI as well as with severe infections

A Virtual Conversational Agent for Teens with Autism: Experimental Results and Design Lessons

We present the design of an online social skills development interface for teenagers with autism spectrum disorder (ASD). The interface is intended to enable private conversation practice anywhere, anytime using a web-browser. Users converse informally with a virtual agent, receiving feedback on nonverbal cues in real-time, and summary feedback. The prototype was developed in consultation with an expert UX designer, two psychologists, and a pediatrician. Using the data from 47 individuals, feedback and dialogue generation were automated using a hidden Markov model and a schema-driven dialogue manager capable of handling multi-topic conversations. We conducted a study with nine high-functioning ASD teenagers. Through a thematic analysis of post-experiment interviews, identified several key design considerations, notably: 1) Users should be fully briefed at the outset about the purpose and limitations of the system, to avoid unrealistic expectations. 2) An interface should incorporate positive acknowledgment of behavior change. 3) Realistic appearance of a virtual agent and responsiveness are important in engaging users. 4) Conversation personalization, for instance in prompting laconic users for more input and reciprocal questions, would help the teenagers engage for longer terms and increase the system's utility

Optomechanical transport of cold atoms induced by structured light

Optomechanical pattern forming instabilities in a cloud of cold atoms lead to self-organized spatial structures of light and atoms. Here, we consider the optomechanical self-structuring of a cold atomic cloud in the presence of a phase structured input field, carrying orbital angular momentum. For a planar ring cavity setup, a model of coupled cavity field and atomic density equations describes a wide range of drifting modulation instabilities in the transverse plane. This leads to the formation of rotating self-organized rings of light-atom lattices. Using linear stability analysis and numerical simulations of the coupled atomic and optical dynamics, we demonstrate the presence of macroscopic atomic transport corresponding to the pattern rotation, induced by the structured pump phase profile

Spatial and spatio-temporal models with R-INLA

During the last three decades, Bayesian methods have developed greatly in the field of epidemiology. Their main challenge focusses around computation, but the advent of Markov Chain Monte Carlo methods (MCMC) and in particular of the WinBUGS software has opened the doors of Bayesian modelling to the wide research community. However model complexity and database dimension still remain a constraint.Recently the use of Gaussian random fields has become increasingly popular in epidemiology as very often epidemiological data are characterised by a spatial and/or temporal structure which needs to be taken into account in the inferential process. The Integrated Nested Laplace Approximation (INLA) approach has been developed as a computationally efficient alternative to MCMC and the availability of an R package (R-INLA) allows researchers to easily apply this method.In this paper we review the INLA approach and present some applications on spatial and spatio-temporal data. © 2012 Elsevier Ltd