Implementation of a Commitment Machine for an Adaptive and Robust Expected Shortfall Estimation

This study proposes a metaheuristic for the selection of models among different Expected Shortfall (ES) estimation methods. The proposed approach, denominated “Commitment Machine” (CM), has a strong focus on assets cross-correlation and allows to measure adaptively the ES, dynamically evaluating which is the most performing method through the minimization of a loss function. The CM algorithm compares four different ES estimation techniques which all take into account the interaction effects among assets: a Bayesian Vector autoregressive model, Stochastic Differential Equation (SDE) numerical schemes with Exponential Weighted Moving Average (EWMA), a Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) volatility model and a hybrid method that integrates Dynamic Recurrent Neural Networks together with a Monte Carlo approach. The integration of traditional Monte Carlo approaches with Machine Learning technologies and the heterogeneity of dynamically selected methodologies lead to an improved estimation of the ES. The study describes the techniques adopted by the CM and the logic behind model selection; moreover, it provides a market application case of the proposed metaheuristic, by simulating an equally weighted multi-asset portfolio.

Machine learning to extract physiological parameters from multispectral diffuse reflectance spectroscopy

Significance: Physiological parameters extracted from diffuse reflectance spectroscopy (DRS) provide clinicians quantitative information about tissue that helps aid in diagnosis. There is a great need for an accurate and cost-effective method for extracting parameters from DRS measurements.

Aim: The aim is to explore the accuracy and speed of physiological parameter extraction using machine learning models compared to that of the widely used Monte Carlo lookup table (MCLUT) inverse model.

Approach: Diffuse reflectance spectra were simulated using a light transport model based on Monte Carlo simulations and weighted to six wavelengths. Deep learning (DL), random forest (RF), gradient boosting machine (GBM), and generalized linear model (GLM) machine learning models were built using a training set of 10,000 spectra from the simulated data. The MCLUT and machine learning models were used to predict physiological parameters from a separate test set of 30,000 simulated spectra. Mean absolute errors were calculated to evaluate the accuracy and compare it among MCLUT and machine learning models. In addition, the computational time to predict parameters from the test set was recorded to compare the speed among MCLUT and machine learning models.

Results: The DL, RF, GBM, and GLM models all had significantly lower errors than the MCLUT inverse method for six wavelengths. The DL model proved to have the lowest errors, with all absolute percent errors under 10%. The DL model had much faster runtimes than the MCLUT.

Conclusions: Machine learning is promising for extracting physiological parameters from six-wavelength DRS data, with both lower errors and a faster runtime than the widely used MCLUT model.

Real-time 4D dose reconstruction for tracked dynamic MLC deliveries for lung SBRT

PURPOSE

This study provides a proof of concept for real-time 4D dose reconstruction for lung stereotactic body radiation therapy (SBRT) with multileaf collimator (MLC) tracking and assesses the impact of tumor tracking on the size of target margins.

METHODS

The authors have implemented real-time 4D dose reconstruction by connecting their tracking and delivery software to an Agility MLC at an Elekta Synergy linac and to their in-house treatment planning software (TPS). Actual MLC apertures and (simulated) target positions are reported to the TPS every 40 ms. The dose is calculated in real-time from 4DCT data directly after each reported aperture by utilization of precalculated dose-influence data based on a Monte Carlo algorithm. The dose is accumulated onto the peak-exhale (reference) phase using energy-mass transfer mapping. To investigate the impact of a potentially reducible safety margin, the authors have created and delivered treatment plans designed for a conventional internal target volume (ITV) + 5 mm, a midventilation approach, and three tracking scenarios for four lung SBRT patients. For the tracking plans, a moving target volume (MTV) was established by delineating the gross target volume (GTV) on every 4DCT phase. These were rigidly aligned to the reference phase, resulting in a unified maximum GTV to which a 1, 3, or 5 mm isotropic margin was added. All scenarios were planned for 9-beam step-and-shoot IMRT to meet the criteria of RTOG 1021 (3 × 18 Gy). The GTV 3D center-of-volume shift varied from 6 to 14 mm.

RESULTS

Real-time dose reconstruction at 25 Hz could be realized on a single workstation due to the highly efficient implementation of dose calculation and dose accumulation. Decreased PTV margins resulted in inadequate target coverage during untracked deliveries for patients with substantial tumor motion. MLC tracking could ensure the GTV target dose for these patients. Organ-at-risk (OAR) doses were consistently reduced by decreased PTV margins. The tracked MTV + 1 mm deliveries resulted in the following OAR dose reductions: lung V20 up to 3.5%, spinal cord D2 up to 0.9 Gy/Fx, and proximal airways D2 up to 1.4 Gy/Fx.

CONCLUSIONS

The authors could show that for patient data at clinical resolution and realistic motion conditions, the delivered dose could be reconstructed in 4D for the whole lung volume in real-time. The dose distributions show that reduced margins yield lower doses to healthy tissue, whilst target dose can be maintained using dynamic MLC tracking.

Prediction of Growth Factor-Dependent Cleft Formation During Branching Morphogenesis Using A Dynamic Graph-Based Growth Model

This study considers the problem of describing and predicting cleft formation during the early stages of branching morphogenesis in mouse submandibular salivary glands (SMG) under the influence of varied concentrations of epidermal growth factors (EGF). Given a time-lapse video of a growing SMG, first we build a descriptive model that captures the underlying biological process and quantifies the ground truth. Tissue-scale (global) and morphological features related to regions of interest (local features) are used to characterize the biological ground truth. Second, we devise a predictive growth model that simulates EGF-modulated branching morphogenesis using a dynamic graph algorithm, which is driven by biological parameters such as EGF concentration, mitosis rate, and cleft progression rate. Given the initial configuration of the SMG, the evolution of the dynamic graph predicts the cleft formation, while maintaining the local structural characteristics of the SMG. We determined that higher EGF concentrations cause the formation of higher number of buds and comparatively shallow cleft depths. Third, we compared the prediction accuracy of our model to the Glazier-Graner-Hogeweg (GGH) model, an on-lattice Monte-Carlo simulation model, under a specific energy function parameter set that allows new rounds of de novo cleft formation. The results demonstrate that the dynamic graph model yields comparable simulations of gland growth to that of the GGH model with a significantly lower computational complexity. Fourth, we enhanced this model to predict the SMG morphology for an EGF concentration without the assistance of a ground truth time-lapse biological video data; this is a substantial benefit of our model over other similar models that are guided and terminated by information regarding the final SMG morphology. Hence, our model is suitable for testing the impact of different biological parameters involved with the process of branching morphogenesis in silico, while reducing the requirement of in vivo experiments.

Estimated number of infants detected and missed by critical congenital heart defect screening

BACKGROUND AND OBJECTIVES

In 2011, the US Secretary of Health and Human Services recommended universal screening of newborns for critical congenital heart defects (CCHDs), yet few estimates of the number of infants with CCHDs likely to be detected through universal screening exist. Our objective was to estimate the number of infants with nonsyndromic CCHDs in the United States likely to be detected (true positives) and missed (false negatives) through universal newborn CCHD screening.

METHODS

We developed a simulation model based on estimates of birth prevalence, prenatal diagnosis, late detection, and sensitivity of newborn CCHD screening through pulse oximetry to estimate the number of true-positive and false-negative nonsyndromic cases of the 7 primary and 5 secondary CCHD screening targets identified through screening.

RESULTS

We estimated that 875 (95% uncertainty interval [UI]: 705-1060) US infants with nonsyndromic CCHDs, including 470 (95% UI: 360-585) infants with primary CCHD screening targets, will be detected annually through newborn CCHD screening. An additional 880 (UI: 700-1080) false-negative screenings, including 280 (95% UI: 195-385) among primary screening targets, are expected. We estimated that similar numbers of CCHDs would be detected under scenarios comparing "lower" (∼19%) and "higher" (∼41%) than current prenatal detection prevalences.

CONCLUSIONS

A substantial number of nonsyndromic CCHD cases are likely to be detected through universal CCHD screening; however, an equal number of false-negative screenings, primarily among secondary targets of screening, are likely to occur. Future efforts should document the true impact of CCHD screening in practice.

Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry

PURPOSE

The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements.

METHODS

MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for all exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy.

RESULTS

The calculated mean percent difference between TLD measurements and Monte Carlo simulations was -4.9% with standard deviation of 8.7% and a range of -22.7% to 5.7%.

CONCLUSIONS

The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.

Multiscale computational models in physical systems biology of intracellular trafficking

In intracellular trafficking, a definitive understanding of the interplay between protein binding and membrane morphology remains incomplete. The authors describe a computational approach by integrating coarse-grained molecular dynamics (CGMD) simulations with continuum Monte Carlo (CM) simulations of the membrane to study protein-membrane interactions and the ensuing membrane curvature. They relate the curvature field strength discerned from the molecular level to its effect at the cellular length-scale. They perform thermodynamic integration on the CM model to describe the free energy landscape of vesiculation in clathrin-mediated endocytosis. The method presented here delineates membrane morphologies and maps out the free energy changes associated with membrane remodeling due to varying coat sizes, coat curvature strengths, membrane bending rigidities, and tensions; furthermore several constraints on mechanisms underlying clathrin-mediated endocytosis have also been identified, Their CGMD simulations have revealed the importance of PIP2 for stable binding of proteins essential for curvature induction in the bilayer and have provided a molecular basis for the positive curvature induction by the epsin N-terminal homology (EIMTH) domain. Calculation of the free energy landscape for vesicle budding has identified the critical size and curvature strength of a clathrin coat required for nucleation and stabilisation of a mature vesicle.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

BACKGROUND

Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences.

RESULTS

Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints.

CONCLUSION

Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.

Evaluation of imaging systems using the posterior variance of emission counts

We investigate an approach to evaluation of emission-tomography (ET) imaging systems used for region-of-interest (ROI) estimation tasks. In the evaluation we employ the concept of "emission counts" (EC), which are the number of events per voxel emitted during a scan. We use the reduction in posterior variance of ROI EC, compared to the prior ROI EC variance, as the metric of primary interest, which we call the "posterior variance reduction index" (PVRI). Systems that achieve a higher PVRI are considered superior to systems with lower PVRI. The approach is independent of the reconstruction method and is applicable to all photon-limited data types including list-mode data. We analyzed this approach using a model of 2-D tomography, and compared our results to the classical theory of tomographic sampling. We found that performance evaluations using the PVRI index were consistent with the classical theory. System evaluation based on EC posterior variance is an intuitively appealing and physically meaningful method that is useful for evaluation of system performance in ROI quantitation tasks.

The phylogenetic Kantorovich-Rubinstein metric for environmental sequence samples

It is now common to survey microbial communities by sequencing nucleic acid material extracted in bulk from a given environment. Comparative methods are needed that indicate the extent to which two communities differ given data sets of this type. UniFrac, which gives a somewhat ad hoc phylogenetics-based distance between two communities, is one of the most commonly used tools for these analyses. We provide a foundation for such methods by establishing that, if we equate a metagenomic sample with its empirical distribution on a reference phylogenetic tree, then the weighted UniFrac distance between two samples is just the classical Kantorovich-Rubinstein, or earth mover's, distance between the corresponding empirical distributions. We demonstrate that this Kantorovich-Rubinstein distance and extensions incorporating uncertainty in the sample locations can be written as a readily computable integral over the tree, we develop L(p) Zolotarev-type generalizations of the metric, and we show how the p-value of the resulting natural permutation test of the null hypothesis 'no difference between two communities' can be approximated by using a Gaussian process functional. We relate the L(2)-case to an analysis-of-variance type of decomposition, finding that the distribution of its associated Gaussian functional is that of a computable linear combination of independent [Formula: see text] random variables.

Structure-factor analysis of femtosecond microdiffraction patterns from protein nanocrystals

A complete set of structure factors has been extracted from hundreds of thousands of femtosecond single-shot X-ray microdiffraction patterns taken from randomly oriented nanocrystals. The method of Monte Carlo integration over crystallite size and orientation was applied to experimental data from Photosystem I nanocrystals. This arrives at structure factors from many partial reflections without prior knowledge of the particle-size distribution. The data were collected at the Linac Coherent Light Source (the first hard-X-ray laser user facility), to which was fitted a hydrated protein nanocrystal injector jet, according to the method of serial crystallography. The data are single 'still' diffraction snapshots, each from a different nanocrystal with sizes ranging between 100 nm and 2 µm, so the angular width of Bragg peaks was dominated by crystal-size effects. These results were compared with single-crystal data recorded from large crystals of Photosystem I at the Advanced Light Source and the quality of the data was found to be similar. The implications for improving the efficiency of data collection by allowing the use of very small crystals, for radiation-damage reduction and for time-resolved diffraction studies at room temperature are discussed.

Modeling the performance characteristics of computed radiography (CR) systems

Computed radiography (CR) using storage phosphors is widely used in digital radiography and mammography. A cascaded linear systems approach wherein several parameter values were estimated using Monte Carlo methods was used to model the image formation process of a single-side read ;;flying spot'' CR system using a granular phosphor. Objective image quality metrics such as modulation transfer function and detective quantum efficiency were determined using this model and show good agreement with published empirical data. A model such as that addressed in this work could allow for improved understanding of the effect of storage phosphor physical properties and CR reader parameters on objective image quality metrics for existing and evolving CR systems.

Condensed history Monte Carlo methods for photon transport problems

We study methods for accelerating Monte Carlo simulations that retain most of the accuracy of conventional Monte Carlo algorithms. These methods - called Condensed History (CH) methods - have been very successfully used to model the transport of ionizing radiation in turbid systems. Our primary objective is to determine whether or not such methods might apply equally well to the transport of photons in biological tissue. In an attempt to unify the derivations, we invoke results obtained first by Lewis, Goudsmit and Saunderson and later improved by Larsen and Tolar. We outline how two of the most promising of the CH models - one based on satisfying certain similarity relations and the second making use of a scattering phase function that permits only discrete directional changes - can be developed using these approaches. The main idea is to exploit the connection between the space-angle moments of the radiance and the angular moments of the scattering phase function. We compare the results obtained when the two CH models studied are used to simulate an idealized tissue transport problem. The numerical results support our findings based on the theoretical derivations and suggest that CH models should play a useful role in modeling light-tissue interactions.

Method for Fast CT/SPECT-Based 3D Monte Carlo Absorbed Dose Computations in Internal Emitter Therapy

The DPM (Dose Planning Method) Monte Carlo electron and photon transport program, designed for fast computation of radiation absorbed dose in external beam radiotherapy, has been adapted to the calculation of absorbed dose in patient-specific internal emitter therapy. Because both its photon and electron transport mechanics algorithms have been optimized for fast computation in 3D voxelized geometries (in particular, those derived from CT scans), DPM is perfectly suited for performing patient-specific absorbed dose calculations in internal emitter therapy. In the updated version of DPM developed for the current work, the necessary inputs are a patient CT image, a registered SPECT image, and any number of registered masks defining regions of interest. DPM has been benchmarked for internal emitter therapy applications by comparing computed absorption fractions for a variety of organs using a Zubal phantom with reference results from the Medical Internal Radionuclide Dose (MIRD) Committee standards. In addition, the β decay source algorithm and the photon tracking algorithm of DPM have been further benchmarked by comparison to experimental data. This paper presents a description of the program, the results of the benchmark studies, and some sample computations using patient data from radioimmunotherapy studies using (131)I.

Independent sources of quantal variability at single glutamatergic synapses

Variability in the size of single postsynaptic responses is a feature of most central neurons, although the source of this variability is not completely understood. The dominant source of variability could be either intersynaptic or intrasynaptic. To quantitatively examine this question, a biophysically realistic model of an idealized central axospinous synapse was used to assess mechanisms underlying synaptic variability measurements. Three independent sources of variability were considered: stochasticity of postsynaptic receptors ("channel noise"), variations of glutamate concentration in the synaptic cleft (Deltaq), and differences in the potency of vesicles released from different locations on the active zone [release-location dependence (RLD)]. As expected, channel noise was small (8% of the total variance) and Deltaq was the dominant source of variability (58% of total variance). Surprisingly, RLD accounted for a significant amount of variability (36%). Our simulations show that potency of release sites decreased with a length constant of approximately 100 nm, and that receptors were not activated by release events >300 nm away, which is consistent with the observation that single active zones are rarely >300 nm. RLD also predicts that the manner in which receptors are added or removed from synapses can dramatically affect the nature of the synaptic response, with increasing receptor density being more efficient than merely increasing synaptic area. Saturation levels and synaptic geometry were also important in determining the size and shape of the distribution of amplitudes recorded at different synapses.