Inference for SDE models via Approximate Bayesian Computation

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard tool to model e.g. financial, neuronal and population growth dynamics. However inference for multidimensional SDE models is still very challenging, both computationally and theoretically. Approximate Bayesian computation (ABC) allow to perform Bayesian inference for models which are sufficiently complex that the likelihood function is either analytically unavailable or computationally prohibitive to evaluate. A computationally efficient ABC-MCMC algorithm is proposed, halving the running time in our simulations. Focus is on the case where the SDE describes latent dynamics in state-space models; however the methodology is not limited to the state-space framework. Simulation studies for a pharmacokinetics/pharmacodynamics model and for stochastic chemical reactions are considered and a MATLAB package implementing our ABC-MCMC algorithm is provided.Comment: Version accepted for publication in Journal of Computational & Graphical Statistic

Factors That Influence Radioactive Iodine Use for Thyroid Cancer

Background: There is variation in the use of radioactive iodine (RAI) as treatment for well-differentiated thyroid cancer. The factors involved in physician decision-making for RAI remain unknown. Methods: We surveyed physicians involved in postsurgical management of patients with thyroid cancer from 251 hospitals. Respondents were asked to rate the factors important in influencing whether a thyroid cancer patient receives RAI. Multivariable analyses controlling for physician age, gender, specialty, case volume, and whether they personally administer RAI, were performed to determine correlates of importance placed on patients' and physicians' worry about death from cancer and differences between low? versus higher?case-volume physicians. Results: The survey response rate was 63% (534/853). Extent of disease, adequacy of surgical resection, patients' willingness to receive RAI, and patients' age were the factors physicians were most likely to report as quite or very important in influencing recommendations for RAI to patients with thyroid cancer. Interestingly, both physicians' and patients' worry about death from thyroid cancer were also important in determining RAI use. Physicians with less thyroid cancer cases per year were more likely than higher-volume physicians to report patients' (p<0.001) and physicians' worry about death (p=0.016) as quite or very important in decision-making. Other factors more likely to be of greater importance in determining RAI use for physicians with lower thyroid cancer patient volume versus higher include the accepted standard at the affiliated hospital (p=0.020), beliefs about RAI expressed by colleagues comanaging patients (p=0.003), and patient distance from the nearest facility administering RAI (p=0.012). Conclusion: In addition to the extent of disease and adequacy of surgical resection, physicians place importance on physician and patient worry about death from thyroid cancer when deciding whether to treat a patient with RAI. The factors important to physician decision-making differ based on physician thyroid-cancer case-volume, with worry about death being more influential for low?case-volume physicians. As the mortality from thyroid cancer is low, the importance placed on death in decision making may be unwarranted.Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/140258/1/thy.2012.0380.pd

An Energy Savings Model for the Heat Treatment of Castings

An integrated system of software, databases, and design rules have been developed, verified, and to be marketed to enable quantitative prediction and optimization of the heat treatment of aluminum castings to increase quality, increase productivity, reduce heat treatment cycle times and reduce energy consumption. The software predicts the thermal cycle in critical locations of individual components in a furnace, the evolution of microstructure, and the attainment of properties in heat treatable aluminum alloy castings. The model takes into account the prior casting process and the specific composition of the component. The heat treatment simulation modules can be used in conjunction with software packages for simulation of the casting process. The system is built upon a quantitative understanding of the kinetics of microstructure evolution in complex multicomponent alloys, on a quantitative understanding of the interdependence of microstructure and properties, on validated kinetic and thermodynamic databases, and validated quantitative models

Practical Dosimetry of 131I in Patients with Thyroid Carcinoma

Radioiodine treatments of patients with well-differentiated thyroid carcinoma have generally been safe and beneficial. Safety can be ensured while efficacy is increased through practical methods of dosimetry that measure body retention of 131I. Prescriptions for therapeutic 131I can be decreased when the retention level is high and increased when the level is low. Assays of serum free T4 will alert the physician to possible increased radiation to blood and bone marrow, and appreciable concentrations of free T4 are indications to reduce the therapeutic 131I. Carcinomas ≥1 cm in diameter that are not visible on diagnostic scintigraphy are unlikely to respond to the commonly prescribed mCi of 131I. Biologic responses to commonly prescribed levels of therapeutic 131I, as seen in toxic changes of normal tissues and in indices of tumor size, will be the final dosimeters. With lower levels of prescribed diagnostic 131I, stunning should not impair dosimetry. Thus, readily obtained measurements make dosimetry a practical method for improving carcinoma therapy with 131I.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/63166/1/10849780252824118.pd

Dextran Penetration Through Nonkeratinized and Keratinized Epithelia in Monkeys

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/142019/1/jper0424.pd

Specific Heat of Zn-Doped YBa_{2}Cu_3O_{6.95}: Possible Evidence for Kondo Screening in the Superconducting State

The magnetic field dependence of the specific heat of Zn-doped single crystals of YBa_{2}Cu_3O_{6.95} was measured between 2 and 10 K and up to 8 Tesla. Doping levels of 0, 0.15%, 0.31%, and 1% were studied and compared. In particular we searched for the Schottky anomaly associated with the Zn-induced magnetic moments.Comment: 5 pages, 6 figure

Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.Comment: 26 pages, 2 figures, accepted in Journal of Computational and Graphical Statistics (http://www.amstat.org/publications/jcgs.cfm

Thermal Conductivity of the Spin Peierls Compound CuGeO_3

The thermal conductivity of the Spin-Peierls (SP) compound CuGeO_3 was measured in magnetic fields up to 16 T. Above the SP transition, the heat transport due to spin excitations causes a peak at around 22 K, while below the transition the spin excitations rapidly diminish and the heat transport is dominated by phonons; however, the main scattering process of the phonons is with spin excitations, which demonstrates itself in an unusual peak in the thermal conductivity at about 5.5 K. This low-temperature peak is strongly suppressed with magnetic fields in excess of 12.5 T.Comment: 6 pages, including 2 postscript figure

Quantifying gas emissions from the "Millennium Eruption" of Paektu volcano, Democratic Peoples Republic of Korea/China

Paektu volcano (Changbaishan) is a rhyolitic caldera that straddles the border between the Democratic People’s Republic of Korea and China. Its most recent large eruption was the Millennium Eruption (ME; 23 km$^{3}$ dense rock equivalent) circa 946 CE, which resulted in the release of copious magmatic volatiles (H$_{2}$O, CO$_{2}$, sulfur, and halogens). Accurate quantification of volatile yield and composition is critical in assessing volcanogenic climate impacts but is challenging, particularly for events before the satellite era. We use a geochemical technique to quantify volatile composition and upper bounds to yields for the ME by examining trends in incompatible trace and volatile element concentrations in crystal-hosted melt inclusions. We estimate that the ME could have emitted as much as 45 Tg of S to the atmosphere. This is greater than the quantity of S released by the 1815 eruption of Tambora, which contributed to the “year without a summer.” Our maximum gas yield estimates place the ME among the strongest emitters of climate-forcing gases in the Common Era. However, ice cores from Greenland record only a relatively weak sulfate signal attributed to the ME. We suggest that other factors came into play in minimizing the glaciochemical signature. This paradoxical case in which high S emissions do not result in a strong glacial sulfate signal may present a way forward in building more https://symplectic.admin.cam.ac.uk/objectedit.html?cid=1&oid=876954generalized models for interpreting which volcanic eruptions have produced large climate impacts.K.I. was supported by the NSF under award no. 1349486 and by AAAS. Fieldwork was supported by the Richard Lounsbery Foundation