Imperialstan

Despite the map here, I'm not going to talk about yet another fraction of the former Soviet Empire which is taken the form of a people's republic, possibly with witty British Ambassadors.

In fact, I'm going to talk about the Stan workshop that I have be to, earlier today, which was held at Imperial College. My friend Lea organised it and Mike Betancourt (who's actually in my department at UCL) run the show (brilliantly, it has to be said).

In the morning, Mike gave a brief overview of MCMC and introduced the basics of Hamiltonian Monte Carlo (I think this by Radford Neal is just a great introduction to the topic). Then in the afternoon he concentrated on Stan and rstan in particular (which, unsurprisingly, is the R interface to the actual HMC engine).

I think this was kind of the first of a potential series of similar talks/workshops and I found it very useful. Of course it's always difficult to strike a balance between how in depth you want to go with the theory and the examples, so for instance, I think a little more on the actual NUTS algorithm would have been helpful $-$ but as I said, I know full well how hard it is to do this, so well done, Mike!

Keynote speaker

Earlier today, I was trying to finish preparing the poster for the Clinical Trials Methodology Conference $-$ I'll have both the poster presentation (on the Expected Value of Information under mixed strategies) and my talk on the Stepped Wedge design on the Monday, so by 3pm I'll be just wandering around the sessions having done my duty.

Luckily, XY slept a couple of hours, so I could actually do some work. But then he woke up and while he was playing in the living room, he found my badge from the Chemometrics Workshop and the latest copy of Significance. 

I did put the badge around his neck the first time, but he quickly learned to do it himself; at which point he kept putting it on, while carefully reading the magazine. I think he quite looks the part, doesn't he?

Rescue remedy

Interesting day, today. I woke up really early (3.45am) to catch my flight to Amsterdam to give my talk at the Chemometrics Workshop. The cab got me to the airport early enough so that I could clear security, have a coffee and slowly make my way to the gate. 

But when I arrived there, I realised that before leaving home, on the spur of the moment, I decided to take a different jacket $-$ you know, just to stir things up a little. Too bad that I had left my passport in the jacket that was at home... But, no matter; after all I still have my Italian ID card $-$ I don't often use it, but surely that would come to the rescue and allow me to board my flight. Except that it was kind of expired (well $-$ "kind of" meaning expired two years ago). And so they kindly escorted me outside the departures area.

At which point (it was about 6am), I decided it was time for desperate measures and called home. Thankfully, my sister-in-law Sara is visiting, so, I thought, if I can get Marta, she could come and bring me my passport and XY won't be alone at home. So all will be fine. Except that, of course, at that point I had missed my flight. But they assured me that the next one would still get me to Amsterdam on time. So I just needed to pay a reasonable "recovery fee" and get the passport in time to re-do the check in, re-clear security (and possibly re-take a coffee).

I can't really blame her, but it was kind of difficult to get hold of Marta and I had to ring quite a few times before she actually picked up the phone. And of course, she was quite upset too! (You know the kind of sleepy voice that basically sounds like: "I would probably kill you and then leave you if you were here"). But again, I don't think I can really blame her... Anyway, thankfully, enter super-wife to the rescue! She drove the 45 minutes from our house to the airport and managed to get me my passport on time.

Oh, did I mention that the flight they told me would get me to Amsterdam on time was actually full, so they couldn't rebook me on that one? Yeah $-$ that happened too... Luckily, just when I was about to give up, I thought I'd check with British Airways; I was half expecting they would ask charge £100,000 but in fact I only had to pay just a little more than the "recovery fee" would have been, so I bought a one-way ticket. 

In the end, I did manage to get to Utrecht on time. The talk was scheduled for 11.15 and I got to the conference centre with well over 10 minutes to spare! Because I didn't want to miss on any of the possible excitement of the day, I also witnessed a robbery on the train from Schipol $-$ an American guy got his backpack stolen by a lovely-looking (but clearly evil-acting) lady when the train stopped at one of the stations along the way.

By the way, the talk went well, I thought. It was probably a bit too long and I had to cut one of the examples short, but people seem to have liked it and asked me quite a few questions. I'm at the airport now, waiting to board my flight back home $-$ assuming I still have a home, that is. I did buy chocolate in the hope of placating my lovely, forgiving other half...

Bayesian Biostatistics 2014

This has to do with the ISBA Biostats section (I suppose it will be even more, if I am elected to the post of Program Chair, but I'll try and be involved even if I don't win!): the next Bayesian Biostatistics Conference has just been announced and will be held at MD Anderson (Houston, TX) this coming February (12-14).

I went to the 2009 edition, which was good. Most of the emphasis, as is obvious given the research interest of the organisers, was on clinical trials, in particular early phase. At that time I wasn't really working on that topic, so it was good for the academic experience, but it didn't have immediate impact on my personal work.

Now I am doing some work that is related to this, so this would probably be even more interesting (although it does happen in the middle of the teaching term, so I'm not sure I'll be able to go...). And in any case, the topics are quite diverse:

• Imaging analysis
• NGS data analysis
• Subgroup analysis
• Enrichment designs
• Integrative genomics
• Deconvolving tumor heterogeneity
• Biomarker-driven adaptive designs
• Drawing inferences from large databases
• Anti-infectives and other non-cancer therapeutic areas

so it wouldn't necessarily be just about clinical trials!

Typos in BMHE

No matter how many times you check and no matter how good the publishers are, I'm guessing there's no way out of getting typos in a publication, especially if it's a relatively long one, such as a book.

I've just discovered a couple in BMHE, which I thought I should try and correct (or at least point out) here.

1. Page 45, figure 2.5: the bottom part of the decision tree shows the possible outcomes when the operation does not go well. However, the headings for the branch out of the "Patient lives" random node are both "No". The top one should read "Yes" (much as in the top half of the tree).
2. Because of the changes in the R2jags package, the code in chapter 4 and 5 should be slightly modified to say attach.jags() instead of attach.bugs() $-$ I've already explained this in more details here.
3. Page 186: I don't really like that the transition matrix overflows to the very bottom of the page $-$ but that's not my fault... My original file didn't have that.

I'm sure there are more $-$ I'll post them when I catch them (or, more likely, when people make me notice them: I have to thank my student Shabai for noticing the mistake in the decision tree).

My talk @ the Dutch Chemometrics Symposium

For same reason, Paul Eilers really liked the talk I gave on INLA at the BayesPharma workshop earlier this year and so he invited me to talk at the Dutch Chemometrics Symposium.

Now: you may ask what have I got to do with chemometrics. And you would be right in doing that $-$ in fact, such is the extent of my ignorance on the subject, that I had to actually look "chemometrics" up... But Paul asked me to talk about Bayesian statistics in general, so that was very much up my street, which is why I gladly agreed.

The workshop is this coming Thursday (7th November) in Utrecht. I've put the slides of my talk: "Come to the dark side: we got cookies! An introduction to Bayesian statistics" here.

Fellow me

Last summer I have applied for a NIHR Research Methods fellowship. Earlier this week the results have come out and they have liked my proposal, which is of course great news. 

The idea of this project is to critically evaluate the stepped wedge design (SWD) in clinical trials. This is a relatively new design, effectively an extension of cross-over design, in which a given intervention is rolled out in clusters that unilaterally switch treatment at different time points. The first time point usually coincides with a baseline measurement where all the clusters are assigned to the control arm. Subsequently, clusters begin to receive the active treatment, but, unlike in a standard cross-over trial, once the intervention is given, it is not removed. The time at which the intervention is started is randomly determined.

This on the one hand typically increases the duration of the study (because several time points are usually needed to reach a fixed level of statistical power); however, on the other hand, the SWD has shown the potential to be more efficient than standard cluster randomised (CR) designs.

But of course, much as for standard cross-over designs, the actual gains depend on specific settings and parameters specifications (eg in terms of the the number of clusters and time points; the clusters size; the level of correlation between measurements in the same cluster and across time). So we'll try and investigate these issues and see under which conditions the SWD works better than other strategies. As part of the proposed outputs of this research, we have indicated that we'll produce a toolbox (in R) to perform sample size calculations and guide the analysis of the actual data.

The Big Bayes theorem theory

While we were eating a forkful of what was supposed to be a frittata, but turned out to be very fluffy mushroom scrambled eggs earlier, we were half watching an episode of The Big Bang Theory. 

Long story short, my eye was caught by Sheldon explaining how he is estimating his life expectancy, clearly using Bayes's theorem (although he didn't refer to it in his speech to Leonard).

Good stuff, Shelly!