Markov Chain Monte Carlo Based on Deterministic Transformations

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based Markov chain Monte Carlo (TMCMC). One of the remarkable advantages of our proposal is that even if the underlying target distribution is very high-dimensional, deterministic transformation of a one-dimensional random variable is sufficient to generate an appropriate Markov chain that is guaranteed to converge to the high-dimensional target distribution. Apart from clearly leading to massive computational savings, this idea of deterministically transforming a single random variable very generally leads to excellent acceptance rates, even though all the random variables associated with the high-dimensional target distribution are updated in a single block. Since it is well-known that joint updating of many random variables using Metropolis-Hastings (MH) algorithm generally leads to poor acceptance rates, TMCMC, in this regard, seems to provide a significant advance. We validate our proposal theoretically, establishing the convergence properties. Furthermore, we show that TMCMC can be very effectively adopted for simulating from doubly intractable distributions. TMCMC is compared with MH using the well-known Challenger data, demonstrating the effectiveness of of the former in the case of highly correlated variables. Moreover, we apply our methodology to a challenging posterior simulation problem associated with the geostatistical model of Diggle et al. (1998), updating 160 unknown parameters jointly, using a deterministic transformation of a one-dimensional random variable. Remarkable computational savings as well as good convergence properties and acceptance rates are the results.Comment: 28 pages, 3 figures; Longer abstract inside articl

Cost impact of procalcitonin-guided decision making on duration of antibiotic therapy for suspected early-onset sepsis in neonates

Abstract Backgrounds The large, international, randomized controlled NeoPInS trial showed that procalcitonin (PCT)-guided decision making was superior to standard care in reducing the duration of antibiotic therapy and hospitalization in neonates suspected of early-onset sepsis (EOS), without increased adverse events. This study aimed to perform a cost-minimization study of the NeoPInS trial, comparing health care costs of standard care and PCT-guided decision making based on the NeoPInS algorithm, and to analyze subgroups based on country, risk category and gestational age. Methods Data from the NeoPInS trial in neonates born after 34 weeks of gestational age with suspected EOS in the first 72 h of life requiring antibiotic therapy were used. We performed a cost-minimization study of health care costs, comparing standard care to PCT-guided decision making. Results In total, 1489 neonates were included in the study, of which 754 were treated according to PCT-guided decision making and 735 received standard care. Mean health care costs of PCT-guided decision making were not significantly different from costs of standard care (€3649 vs. €3616). Considering subgroups, we found a significant reduction in health care costs of PCT-guided decision making for risk category ‘infection unlikely’ and for gestational age ≥ 37 weeks in the Netherlands, Switzerland and the Czech Republic, and for gestational age < 37 weeks in the Czech Republic. Conclusions Health care costs of PCT-guided decision making of term and late-preterm neonates with suspected EOS are not significantly different from costs of standard care. Significant cost reduction was found for risk category ‘infection unlikely,’ and is affected by both the price of PCT-testing and (prolonged) hospitalization due to SAEs

Machine learning used to compare the diagnostic accuracy of risk factors, clinical signs and biomarkers and to develop a new prediction model for neonatal early-onset sepsis

Background: Current strategies for risk stratification and prediction of neonatal early-onset sepsis (EOS) are inefficient and lack diagnostic performance. The aim of this study was to use machine learning to analyze the diagnostic accuracy of risk factors (RFs), clinical signs and biomarkers and to develop a prediction model for culture-proven EOS. We hypothesized that the contribution to diagnostic accuracy of biomarkers is higher than of RFs or clinical signs. Study Design: Secondary analysis of the prospective international multicenter NeoPInS study. Neonates born after completed 34 weeks of gestation with antibiotic therapy due to suspected EOS within the first 72 hours of life participated. Primary outcome was defined as predictive performance for culture-proven EOS with variables known at the start of antibiotic therapy. Machine learning was used in form of a random forest classifier. Results: One thousand six hundred eighty-five neonates treated for suspected infection were analyzed. Biomarkers were superior to clinical signs and RFs for prediction of culture-proven EOS. C-reactive protein and white blood cells were most important for the prediction of the culture result. Our full model achieved an area-under-the-receiver-operating-characteristic-curve of 83.41% (±8.8%) and an area-under-the-precision-recall-curve of 28.42% (±11.5%). The predictive performance of the model with RFs alone was comparable with random. Conclusions: Biomarkers have to be considered in algorithms for the management of neonates suspected of EOS. A 2-step approach with a screening tool for all neonates in combination with our model in the preselected population with an increased risk for EOS may have the potential to reduce the start of unnecessary antibiotics

Effects of repeat prenatal corticosteroids given to women at risk of preterm birth: An individual participant data meta-analysis

BACKGROUND:Infants born preterm compared with infants born at term are at an increased risk of dying and of serious morbidities in early life, and those who survive have higher rates of neurological impairments. It remains unclear whether exposure to repeat courses of prenatal corticosteroids can reduce these risks. This individual participant data (IPD) meta-analysis (MA) assessed whether repeat prenatal corticosteroid treatment given to women at ongoing risk of preterm birth in order to benefit their infants is modified by participant or treatment factors. METHODS AND FINDINGS:Trials were eligible for inclusion if they randomised women considered at risk of preterm birth who had already received an initial, single course of prenatal corticosteroid seven or more days previously and in which corticosteroids were compared with either placebo or no placebo. The primary outcomes for the infants were serious outcome, use of respiratory support, and birth weight z-scores; for the children, they were death or any neurosensory disability; and for the women, maternal sepsis. Studies were identified using the Cochrane Pregnancy and Childbirth search strategy. Date of last search was 20 January 2015. IPD were sought from investigators with eligible trials. Risk of bias was assessed using criteria from the Cochrane Collaboration. IPD were analysed using a one-stage approach. Eleven trials, conducted between 2002 and 2010, were identified as eligible, with five trials being from the United States, two from Canada, and one each from Australia and New Zealand, Finland, India, and the United Kingdom. All 11 trials were included, with 4,857 women and 5,915 infants contributing data. The mean gestational age at trial entry for the trials was between 27.4 weeks and 30.2 weeks. There was no significant difference in the proportion of infants with a serious outcome (relative risk [RR] 0.92, 95% confidence interval [CI] 0.82 to 1.04, 5,893 infants, 11 trials, p = 0.33 for heterogeneity). There was a reduction in the use of respiratory support in infants exposed to repeat prenatal corticosteroids compared with infants not exposed (RR 0.91, 95% CI 0.85 to 0.97, 5,791 infants, 10 trials, p = 0.64 for heterogeneity). The number needed to treat (NNT) to benefit was 21 (95% CI 14 to 41) women/fetus to prevent one infant from needing respiratory support. Birth weight z-scores were lower in the repeat corticosteroid group (mean difference -0.12, 95%CI -0.18 to -0.06, 5,902 infants, 11 trials, p = 0.80 for heterogeneity). No statistically significant differences were seen for any of the primary outcomes for the child (death or any neurosensory disability) or for the woman (maternal sepsis). The treatment effect varied little by reason the woman was considered to be at risk of preterm birth, the number of fetuses in utero, the gestational age when first trial treatment course was given, or the time prior to birth that the last dose was given. Infants exposed to between 2-5 courses of repeat corticosteroids showed a reduction in both serious outcome and the use of respiratory support compared with infants exposed to only a single repeat course. However, increasing numbers of repeat courses of corticosteroids were associated with larger reductions in birth z-scores for weight, length, and head circumference. Not all trials could provide data for all of the prespecified subgroups, so this limited the power to detect differences because event rates are low for some important maternal, infant, and childhood outcomes. CONCLUSIONS:In this study, we found that repeat prenatal corticosteroids given to women at ongoing risk of preterm birth after an initial course reduced the likelihood of their infant needing respiratory support after birth and led to neonatal benefits. Body size measures at birth were lower in infants exposed to repeat prenatal corticosteroids. Our findings suggest that to provide clinical benefit with the least effect on growth, the number of repeat treatment courses should be limited to a maximum of three and the total dose to between 24 mg and 48 mg.Caroline A. Crowther, Philippa F. Middleton, Merryn Voysey, Lisa Askie, Sasha Zhang, Tanya K. Martlo

Repeat prenatal corticosteroid prior to preterm birth: a systematic review and individual participant data meta-analysis for the PRECISE study group

The aim of this individual participant data (IPD) meta-analysis is to assess whether the effects of repeat prenatal corticosteroid treatment given to women at risk of preterm birth to benefit their babies are modified in a clinically meaningful way by factors related to the women or the trial protocol. The Prenatal Repeat Corticosteroid International IPD Study Group: assessing the effects using the best level of Evidence (PRECISE) Group will conduct an IPD meta-analysis. The PRECISE International Collaborative Group was formed in 2010 and data collection commenced in 2011. Eleven trials with up to 5,000 women and 6,000 infants are eligible for the PRECISE IPD meta-analysis. The primary study outcomes for the infants will be serious neonatal outcome (defined by the PRECISE International IPD Study Group as one of death (foetal, neonatal or infant); severe respiratory disease; severe intraventricular haemorrhage (grade 3 and 4); chronic lung disease; necrotising enterocolitis; serious retinopathy of prematurity; and cystic periventricular leukomalacia); use of respiratory support (defined as mechanical ventilation or continuous positive airways pressure or other respiratory support); and birth weight (Z-scores). For the children, the primary study outcomes will be death or any neurological disability (however defined by trialists at childhood follow up and may include developmental delay or intellectual impairment (developmental quotient or intelligence quotient more than one standard deviation below the mean), cerebral palsy (abnormality of tone with motor dysfunction), blindness (for example, corrected visual acuity worse than 6/60 in the better eye) or deafness (for example, hearing loss requiring amplification or worse)). For the women, the primary outcome will be maternal sepsis (defined as chorioamnionitis; pyrexia after trial entry requiring the use of antibiotics; puerperal sepsis; intrapartum fever requiring the use of antibiotics; or postnatal pyrexia). Data analyses are expected to commence in 2011 with results publicly available in 2012

C-Reactive Protein, Procalcitonin, and White Blood Count to Rule Out Neonatal Early-onset Sepsis Within 36 Hours: A Secondary Analysis of the Neonatal Procalcitonin Intervention Study.

BACKGROUND: Neonatal early-onset sepsis (EOS) is one of the main causes of global neonatal mortality and morbidity, and initiation of early antibiotic treatment is key. However, antibiotics may be harmful. METHODS: We performed a secondary analysis of results from the Neonatal Procalcitonin Intervention Study, a prospective, multicenter, randomized, controlled intervention study. The primary outcome was the diagnostic accuracy of serial measurements of C-reactive protein (CRP), procalcitonin (PCT), and white blood count (WBC) within different time windows to rule out culture-positive EOS (proven sepsis). RESULTS: We analyzed 1678 neonates with 10 899 biomarker measurements (4654 CRP, 2047 PCT, and 4198 WBC) obtained within the first 48 hours after the start of antibiotic therapy due to suspected EOS. The areas under the curve (AUC) comparing no sepsis vs proven sepsis for maximum values of CRP, PCT, and WBC within 36 hours were 0.986, 0.921, and 0.360, respectively. The AUCs for CRP and PCT increased with extended time frames up to 36 hours, but there was no further difference between start to 36 hours vs start to 48 hours. Cutoff values at 16 mg/L for CRP and 2.8 ng/L for PCT provided a sensitivity of 100% for discriminating no sepsis vs proven sepsis. CONCLUSIONS: Normal serial CRP and PCT measurements within 36 hours after the start of empiric antibiotic therapy can exclude the presence of neonatal EOS with a high probability. The negative predictive values of CRP and PCT do not increase after 36 hours

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for new particles in events with energetic jets and large missing transverse momentum in proton-proton collisions at root s=13 TeV

A search is presented for new particles produced at the LHC in proton-proton collisions at root s = 13 TeV, using events with energetic jets and large missing transverse momentum. The analysis is based on a data sample corresponding to an integrated luminosity of 101 fb(-1), collected in 2017-2018 with the CMS detector. Machine learning techniques are used to define separate categories for events with narrow jets from initial-state radiation and events with large-radius jets consistent with a hadronic decay of a W or Z boson. A statistical combination is made with an earlier search based on a data sample of 36 fb(-1), collected in 2016. No significant excess of events is observed with respect to the standard model background expectation determined from control samples in data. The results are interpreted in terms of limits on the branching fraction of an invisible decay of the Higgs boson, as well as constraints on simplified models of dark matter, on first-generation scalar leptoquarks decaying to quarks and neutrinos, and on models with large extra dimensions. Several of the new limits, specifically for spin-1 dark matter mediators, pseudoscalar mediators, colored mediators, and leptoquarks, are the most restrictive to date.Peer reviewe

Combined searches for the production of supersymmetric top quark partners in proton-proton collisions at root s=13 TeV

A combination of searches for top squark pair production using proton-proton collision data at a center-of-mass energy of 13 TeV at the CERN LHC, corresponding to an integrated luminosity of 137 fb(-1) collected by the CMS experiment, is presented. Signatures with at least 2 jets and large missing transverse momentum are categorized into events with 0, 1, or 2 leptons. New results for regions of parameter space where the kinematical properties of top squark pair production and top quark pair production are very similar are presented. Depending on themodel, the combined result excludes a top squarkmass up to 1325 GeV for amassless neutralino, and a neutralinomass up to 700 GeV for a top squarkmass of 1150 GeV. Top squarks with masses from 145 to 295 GeV, for neutralino masses from 0 to 100 GeV, with a mass difference between the top squark and the neutralino in a window of 30 GeV around the mass of the top quark, are excluded for the first time with CMS data. The results of theses searches are also interpreted in an alternative signal model of dark matter production via a spin-0 mediator in association with a top quark pair. Upper limits are set on the cross section for mediator particle masses of up to 420 GeV