Approximate Bayesian Computation in State Space Models

A new approach to inference in state space models is proposed, based on approximate Bayesian computation (ABC). ABC avoids evaluation of the likelihood function by matching observed summary statistics with statistics computed from data simulated from the true process; exact inference being feasible only if the statistics are sufficient. With finite sample sufficiency unattainable in the state space setting, we seek asymptotic sufficiency via the maximum likelihood estimator (MLE) of the parameters of an auxiliary model. We prove that this auxiliary model-based approach achieves Bayesian consistency, and that - in a precise limiting sense - the proximity to (asymptotic) sufficiency yielded by the MLE is replicated by the score. In multiple parameter settings a separate treatment of scalar parameters, based on integrated likelihood techniques, is advocated as a way of avoiding the curse of dimensionality. Some attention is given to a structure in which the state variable is driven by a continuous time process, with exact inference typically infeasible in this case as a result of intractable transitions. The ABC method is demonstrated using the unscented Kalman filter as a fast and simple way of producing an approximation in this setting, with a stochastic volatility model for financial returns used for illustration

Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with statistics computed from data simulated from the true process, based on parameter draws from the prior. Draws that produce a 'match' between observed and simulated summaries are retained, and used to estimate the inaccessible posterior. With no reduction to a low-dimensional set of sufficient statistics being possible in the state space setting, we define the summaries as the maximum of an auxiliary likelihood function, and thereby exploit the asymptotic sufficiency of this estimator for the auxiliary parameter vector. We derive conditions under which this approach - including a computationally efficient version based on the auxiliary score - achieves Bayesian consistency. To reduce the well-documented inaccuracy of ABC in multi-parameter settings, we propose the separate treatment of each parameter dimension using an integrated likelihood technique. Three stochastic volatility models for which exact Bayesian inference is either computationally challenging, or infeasible, are used for illustration. We demonstrate that our approach compares favorably against an extensive set of approximate and exact comparators. An empirical illustration completes the paper.Comment: This paper is forthcoming at the Journal of Computational and Graphical Statistics. It also supersedes the earlier arXiv paper "Approximate Bayesian Computation in State Space Models" (arXiv:1409.8363

Developing the practice context to enable more effective pain management with older people: an action research approach

Background\ud \ud This paper, which draws upon an Emancipatory Action Research (EAR) approach, unearths how the complexities of context influence the realities of nursing practice. While the intention of the project was to identify and change factors in the practice context that inhibit effective person-centred pain management practices with older people (65 years or older), reflective critical engagement with the findings identified that enhancing pain management practices with older people was dependent on cultural change in the unit as a whole. \ud \ud Methods\ud \ud An EAR approach was utilised. The project was undertaken in a surgical unit that conducted complex abdominal surgery. Eighty-five percent (n = 48) of nursing staff participated in the two-year project (05/NIR02/107). Data were obtained through the use of facilitated critical reflection with nursing staff. \ud \ud Results\ud \ud Three key themes (psychological safety, leadership, oppression) and four subthemes (power, horizontal violence, distorted perceptions, autonomy) were found to influence the way in which effective nursing practice was realised. Within the theme of 'context,' effective leadership and the creation of a psychologically safe environment were key elements in the enhancement of all aspects of nursing practice. \ud \ud Conclusions\ud \ud Whilst other research has identified the importance of 'practice context' and models and frameworks are emerging to address this issue, the theme of 'psychological safety' has been given little attention in the knowledge translation/implementation literature. Within the principles of EAR, facilitated reflective sessions were found to create 'psychologically safe spaces' that supported practitioners to develop effective person-centred nursing practices in complex clinical environments

The state of the Martian climate

60°N was +2.0°C, relative to the 1981–2010 average value (Fig. 5.1). This marks a new high for the record. The average annual surface air temperature (SAT) anomaly for 2016 for land stations north of starting in 1900, and is a significant increase over the previous highest value of +1.2°C, which was observed in 2007, 2011, and 2015. Average global annual temperatures also showed record values in 2015 and 2016. Currently, the Arctic is warming at more than twice the rate of lower latitudes

State of the climate in 2018

In 2018, the dominant greenhouse gases released into Earth’s atmosphere—carbon dioxide, methane, and nitrous oxide—continued their increase. The annual global average carbon dioxide concentration at Earth’s surface was 407.4 ± 0.1 ppm, the highest in the modern instrumental record and in ice core records dating back 800 000 years. Combined, greenhouse gases and several halogenated gases contribute just over 3 W m−2 to radiative forcing and represent a nearly 43% increase since 1990. Carbon dioxide is responsible for about 65% of this radiative forcing. With a weak La Niña in early 2018 transitioning to a weak El Niño by the year’s end, the global surface (land and ocean) temperature was the fourth highest on record, with only 2015 through 2017 being warmer. Several European countries reported record high annual temperatures. There were also more high, and fewer low, temperature extremes than in nearly all of the 68-year extremes record. Madagascar recorded a record daily temperature of 40.5°C in Morondava in March, while South Korea set its record high of 41.0°C in August in Hongcheon. Nawabshah, Pakistan, recorded its highest temperature of 50.2°C, which may be a new daily world record for April. Globally, the annual lower troposphere temperature was third to seventh highest, depending on the dataset analyzed. The lower stratospheric temperature was approximately fifth lowest. The 2018 Arctic land surface temperature was 1.2°C above the 1981–2010 average, tying for third highest in the 118-year record, following 2016 and 2017. June’s Arctic snow cover extent was almost half of what it was 35 years ago. Across Greenland, however, regional summer temperatures were generally below or near average. Additionally, a satellite survey of 47 glaciers in Greenland indicated a net increase in area for the first time since records began in 1999. Increasing permafrost temperatures were reported at most observation sites in the Arctic, with the overall increase of 0.1°–0.2°C between 2017 and 2018 being comparable to the highest rate of warming ever observed in the region. On 17 March, Arctic sea ice extent marked the second smallest annual maximum in the 38-year record, larger than only 2017. The minimum extent in 2018 was reached on 19 September and again on 23 September, tying 2008 and 2010 for the sixth lowest extent on record. The 23 September date tied 1997 as the latest sea ice minimum date on record. First-year ice now dominates the ice cover, comprising 77% of the March 2018 ice pack compared to 55% during the 1980s. Because thinner, younger ice is more vulnerable to melting out in summer, this shift in sea ice age has contributed to the decreasing trend in minimum ice extent. Regionally, Bering Sea ice extent was at record lows for almost the entire 2017/18 ice season. For the Antarctic continent as a whole, 2018 was warmer than average. On the highest points of the Antarctic Plateau, the automatic weather station Relay (74°S) broke or tied six monthly temperature records throughout the year, with August breaking its record by nearly 8°C. However, cool conditions in the western Bellingshausen Sea and Amundsen Sea sector contributed to a low melt season overall for 2017/18. High SSTs contributed to low summer sea ice extent in the Ross and Weddell Seas in 2018, underpinning the second lowest Antarctic summer minimum sea ice extent on record. Despite conducive conditions for its formation, the ozone hole at its maximum extent in September was near the 2000–18 mean, likely due to an ongoing slow decline in stratospheric chlorine monoxide concentration. Across the oceans, globally averaged SST decreased slightly since the record El Niño year of 2016 but was still far above the climatological mean. On average, SST is increasing at a rate of 0.10° ± 0.01°C decade−1 since 1950. The warming appeared largest in the tropical Indian Ocean and smallest in the North Pacific. The deeper ocean continues to warm year after year. For the seventh consecutive year, global annual mean sea level became the highest in the 26-year record, rising to 81 mm above the 1993 average. As anticipated in a warming climate, the hydrological cycle over the ocean is accelerating: dry regions are becoming drier and wet regions rainier. Closer to the equator, 95 named tropical storms were observed during 2018, well above the 1981–2010 average of 82. Eleven tropical cyclones reached Saffir–Simpson scale Category 5 intensity. North Atlantic Major Hurricane Michael’s landfall intensity of 140 kt was the fourth strongest for any continental U.S. hurricane landfall in the 168-year record. Michael caused more than 30 fatalities and $25 billion (U.S. dollars) in damages. In the western North Pacific, Super Typhoon Mangkhut led to 160 fatalities and$6 billion (U.S. dollars) in damages across the Philippines, Hong Kong, Macau, mainland China, Guam, and the Northern Mariana Islands. Tropical Storm Son-Tinh was responsible for 170 fatalities in Vietnam and Laos. Nearly all the islands of Micronesia experienced at least moderate impacts from various tropical cyclones. Across land, many areas around the globe received copious precipitation, notable at different time scales. Rodrigues and Réunion Island near southern Africa each reported their third wettest year on record. In Hawaii, 1262 mm precipitation at Waipā Gardens (Kauai) on 14–15 April set a new U.S. record for 24-h precipitation. In Brazil, the city of Belo Horizonte received nearly 75 mm of rain in just 20 minutes, nearly half its monthly average. Globally, fire activity during 2018 was the lowest since the start of the record in 1997, with a combined burned area of about 500 million hectares. This reinforced the long-term downward trend in fire emissions driven by changes in land use in frequently burning savannas. However, wildfires burned 3.5 million hectares across the United States, well above the 2000–10 average of 2.7 million hectares. Combined, U.S. wildfire damages for the 2017 and 2018 wildfire seasons exceeded $40 billion (U.S. dollars)

Adding 6 months of androgen deprivation therapy to postoperative radiotherapy for prostate cancer: a comparison of short-course versus no androgen deprivation therapy in the RADICALS-HD randomised controlled trial

Background Previous evidence indicates that adjuvant, short-course androgen deprivation therapy (ADT) improves metastasis-free survival when given with primary radiotherapy for intermediate-risk and high-risk localised prostate cancer. However, the value of ADT with postoperative radiotherapy after radical prostatectomy is unclear. Methods RADICALS-HD was an international randomised controlled trial to test the efficacy of ADT used in combination with postoperative radiotherapy for prostate cancer. Key eligibility criteria were indication for radiotherapy after radical prostatectomy for prostate cancer, prostate-specific antigen less than 5 ng/mL, absence of metastatic disease, and written consent. Participants were randomly assigned (1:1) to radiotherapy alone (no ADT) or radiotherapy with 6 months of ADT (short-course ADT), using monthly subcutaneous gonadotropin-releasing hormone analogue injections, daily oral bicalutamide monotherapy 150 mg, or monthly subcutaneous degarelix. Randomisation was done centrally through minimisation with a random element, stratified by Gleason score, positive margins, radiotherapy timing, planned radiotherapy schedule, and planned type of ADT, in a computerised system. The allocated treatment was not masked. The primary outcome measure was metastasis-free survival, defined as distant metastasis arising from prostate cancer or death from any cause. Standard survival analysis methods were used, accounting for randomisation stratification factors. The trial had 80% power with two-sided α of 5% to detect an absolute increase in 10-year metastasis-free survival from 80% to 86% (hazard ratio [HR] 0·67). Analyses followed the intention-to-treat principle. The trial is registered with the ISRCTN registry, ISRCTN40814031, and ClinicalTrials.gov, NCT00541047. Findings Between Nov 22, 2007, and June 29, 2015, 1480 patients (median age 66 years [IQR 61–69]) were randomly assigned to receive no ADT (n=737) or short-course ADT (n=743) in addition to postoperative radiotherapy at 121 centres in Canada, Denmark, Ireland, and the UK. With a median follow-up of 9·0 years (IQR 7·1–10·1), metastasis-free survival events were reported for 268 participants (142 in the no ADT group and 126 in the short-course ADT group; HR 0·886 [95% CI 0·688–1·140], p=0·35). 10-year metastasis-free survival was 79·2% (95% CI 75·4–82·5) in the no ADT group and 80·4% (76·6–83·6) in the short-course ADT group. Toxicity of grade 3 or higher was reported for 121 (17%) of 737 participants in the no ADT group and 100 (14%) of 743 in the short-course ADT group (p=0·15), with no treatment-related deaths. Interpretation Metastatic disease is uncommon following postoperative bed radiotherapy after radical prostatectomy. Adding 6 months of ADT to this radiotherapy did not improve metastasis-free survival compared with no ADT. These findings do not support the use of short-course ADT with postoperative radiotherapy in this patient population

Duration of androgen deprivation therapy with postoperative radiotherapy for prostate cancer: a comparison of long-course versus short-course androgen deprivation therapy in the RADICALS-HD randomised trial

Background Previous evidence supports androgen deprivation therapy (ADT) with primary radiotherapy as initial treatment for intermediate-risk and high-risk localised prostate cancer. However, the use and optimal duration of ADT with postoperative radiotherapy after radical prostatectomy remains uncertain. Methods RADICALS-HD was a randomised controlled trial of ADT duration within the RADICALS protocol. Here, we report on the comparison of short-course versus long-course ADT. Key eligibility criteria were indication for radiotherapy after previous radical prostatectomy for prostate cancer, prostate-specific antigen less than 5 ng/mL, absence of metastatic disease, and written consent. Participants were randomly assigned (1:1) to add 6 months of ADT (short-course ADT) or 24 months of ADT (long-course ADT) to radiotherapy, using subcutaneous gonadotrophin-releasing hormone analogue (monthly in the short-course ADT group and 3-monthly in the long-course ADT group), daily oral bicalutamide monotherapy 150 mg, or monthly subcutaneous degarelix. Randomisation was done centrally through minimisation with a random element, stratified by Gleason score, positive margins, radiotherapy timing, planned radiotherapy schedule, and planned type of ADT, in a computerised system. The allocated treatment was not masked. The primary outcome measure was metastasis-free survival, defined as metastasis arising from prostate cancer or death from any cause. The comparison had more than 80% power with two-sided α of 5% to detect an absolute increase in 10-year metastasis-free survival from 75% to 81% (hazard ratio [HR] 0·72). Standard time-to-event analyses were used. Analyses followed intention-to-treat principle. The trial is registered with the ISRCTN registry, ISRCTN40814031, and ClinicalTrials.gov , NCT00541047 . Findings Between Jan 30, 2008, and July 7, 2015, 1523 patients (median age 65 years, IQR 60–69) were randomly assigned to receive short-course ADT (n=761) or long-course ADT (n=762) in addition to postoperative radiotherapy at 138 centres in Canada, Denmark, Ireland, and the UK. With a median follow-up of 8·9 years (7·0–10·0), 313 metastasis-free survival events were reported overall (174 in the short-course ADT group and 139 in the long-course ADT group; HR 0·773 [95% CI 0·612–0·975]; p=0·029). 10-year metastasis-free survival was 71·9% (95% CI 67·6–75·7) in the short-course ADT group and 78·1% (74·2–81·5) in the long-course ADT group. Toxicity of grade 3 or higher was reported for 105 (14%) of 753 participants in the short-course ADT group and 142 (19%) of 757 participants in the long-course ADT group (p=0·025), with no treatment-related deaths. Interpretation Compared with adding 6 months of ADT, adding 24 months of ADT improved metastasis-free survival in people receiving postoperative radiotherapy. For individuals who can accept the additional duration of adverse effects, long-course ADT should be offered with postoperative radiotherapy. Funding Cancer Research UK, UK Research and Innovation (formerly Medical Research Council), and Canadian Cancer Society