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Risk Analysis at UQ in 2009
[2008|2007]
Research Priorities
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Calibrating population models -
how do we efficiently calibrate
Markovian models from discrete-sampled abundance data?
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Quantitative risk stratification -
how do we characterize patient risk in clinical trials and predict
outcomes for other populations of risk?
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Quasi stationarity in Markovian models -
can we model quasi stationarity and the risk of extinction in
populations that can be modelling using reducible Markov chains?
Researchers
- Chief Investigator: Phil Pollett
- Research Fellow: Iadine Chadès
- Research Fellow: Ross McVinish
- PhD student: Robert Cope
- PhD student: Daniel Pagendam
- PhD student: Nimmy Thaliath
- Coursework Masters student: Chung Kai Chan
Collaborating Researchers
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Prof Erik van Doorn, University of Twente
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Dr Banti Fentie, Queensland Department of Environment and Resource Management
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Dr D. Roberts, Queensland Department of Environment and Resource Management
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Dr Joshua Ross, University of Cambridge
Research Projects
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Calibrating population models
[images]
Project leader: Phil Pollett (UQ)
Researchers: Daniel Pagendam (UQ)
and Joshua Ross (University of Cambridge)
We have derived a computationally efficient method for calibrating
a wide class of Markovian models from discrete-sampled abundance data, thus
extending our earlier work
[Ross, J.V., Taimre, T. and P.K. Pollett (2006)
On parameter estimation in population models. Theoretical Population
Biology 70, 498-510]
to multi-dimensional
and non-stationary processes. They are illustrated with reference to
disease and population models, including application to infectious
count data from an outbreak of Russian influenza (A/USSR/1977 H1N1)
in an educational institution. The methodology is also shown to provide
an efficient, simple and yet rigorous approach to calibrating disease
processes with a gamma-distributed infectious period.
Research outputs
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Fentie, B., Pagendam, D. and D. Roberts (2009) Visual comparison of
spatial patterns of annual suspended sediment loads estimated by two
water quality modelling approaches. In (Eds. Anderssen, R.S., Braddock,
R.D. and Newham, L.T.H.) Proceedings of the 18th World IMACS Congress and
MODSIM09 International Congress on Modelling and Simulation, Modelling
and Simulation Society of Australia and New Zealand and International
Association for Mathematics and Computers in Simulation, July 2009,
pp. 3315-3321.
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Pagendam, D.E. and P.K. Pollett (2009)
Optimal sampling and problematic likelihood functions in a simple population
model. Environmental Modeling & Assessment 14, 759-767.
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Ross, J.V., Pagendam, D.E. and P.K. Pollett (2009)
On parameter estimation in population models II: multi-dimensional processes
and transient dynamics.
Theoretical Population Biology 75, 123-132.
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Quantitative patient risk stratification
Project leader: Phil Pollett (UQ)
Researchers: David Chan (Massachusetts Institute of Technology),
Milton Weinstein (Harvard University)
Many clinical decisions require patient risk stratification. We
introduce the concept of limiting conditional distributions to
describe the proportion of surviving patients occupying
each disease state.
Such distributions can
quantitatively describe risk stratification.
Using recently established conditions
for the existence of a positive limiting conditional
distribution in a general Markov chain, we describe a framework for risk
stratification using the limiting conditional distribution. We
apply this framework to a clinical example of a treatment indicated
for high-risk patients, first to infer the risk of patients selected for
treatment in clinical trials and then to predict the outcomes of expanding
treatment to other populations of risk. A
positive limiting conditional distribution exists only if patients in the
earliest state have the lowest combined risk of progression or death.
We show that outcomes and population
risk are interchangeable. For the clinical example, we suggest that
previous clinical trials have selected the upper quintile of patient
risk for this treatment, but also show that expanded treatment
would weakly dominate this degree of targeted treatment, and universal
treatment may be cost effective. We have shown that limiting conditional
distributions exist for most Markovian models of progressive diseases and
are well suited to represent risk stratification quantitatively. This
framework can characterize patient risk in clinical trials and predict
outcomes for other populations of risk.
Research outputs
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Chan, D.C., Pollett, P.K. and M.C. Weinstein (2009)
Quantitative risk stratification in Markov chains with limiting
conditional distributions.
Medical Decision Making 29, 532-540.
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Quasi-stationarity in discrete-time Markovian models
Project leader: Phil Pollett (UQ)
Researchers: Erik van Doorn (University of Twente)
We have studied Markov chains in discrete time with a single absorbing
state and a finite set S of transient states. We determined
the limiting behaviour of such a chain as time n tends to
infinity, conditional on survival up to n. It is known that,
when S is irreducible, the limiting conditional distribution of
the chain equals the (unique) quasi-stationary distribution of the chain,
while the latter is the (unique) r-invariant
distribution for the one-step transition probability matrix of the
(sub)Markov chain on S, r being
the Perron-Frobenius eigenvalue of this matrix. Addressing similar
issues in a setting in which S may be reducible, we have
identified all quasi-stationary distributions and obtain a necessary
and sufficient condition for one of them to be the unique r-invariant distribution. We also revealed conditions
under which the limiting conditional distribution equals the
r-invariant distribution if it is unique.
Research outputs
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Van Doorn, E.A and P.K. Pollett (2009)
Quasi-stationary distributions for reducible absorbing Markov chains
in discrete time.
Markov Processes and Related Fields 12, 191-204.
Awards and Achievements
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Research Fellow Iadine Chadès
(with Tara Martin, CSIRO Sustainable Ecosystems)
was awarded a grant of CAD$13,000 from the World Wildlife Fund Canada
Endangered Species Recovery Fund
for a project titled "Can sea otter and abalone co-exist at not
at risk levels?" (2008-2009)
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Research Fellow Iadine Chadès
was awarded a grant of €4,000
from Réseau National des Systèmes Complexes
to build collaborations on the theme of spatial POMDP (2008-2010)
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Research Fellow Ross McVinish was awarded a grant of $11,910 under the
UQ New Staff Research Start-up Fund Scheme for a project titled "Bayesian
nonparametric methods for system identification"
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AMSI-MASCOS PhD Scholar Thomas Taimre
completed his PhD degree (awarded May 2009)
at the University of Queensland: thesis title
"Advances in Cross-Entropy Methods"
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