arXiv subjects

Alice Cleynen

Publications and source records attributed to Alice Cleynen.

12 recordsLinked to original sources

arXiv2025

Estimating relapse time distribution from longitudinal biomarker trajectories using iterative regression and continuous time Markov processes

Biomarker measurements obtained by blood sampling are often used as a non-invasive means of monitoring tumour progression in cancer patients. Diseases evolve dynamically over time, and studying longitudinal observations of specific biomarkers can help to understand patients response to treatment and predict disease progression. We propose a novel iterative regression-based method to estimate changes in patients status within a cohort that includes censored patients, and illustrate it on clinical data from myeloma cases. We formulate the relapse time estimation problem in the framework of Piecewise Deterministic Markov processes (PDMP), where the Euclidean component is a surrogate biomarker for patient state. This approach enables continuous-time estimation of the status-change dates, which in turn allows for accurate inference of the relapse time distribution. A key challenge lies in the partial observability of the process, a complexity that has been rarely addressed in previous studies. . We evaluate the performance of our procedure through a simulation study and compare it with different approaches. This work is a proof of concept on biomarker trajectories with simple behaviour, but our method can easily be extended to more complex dynamics.

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arXiv2025

Bridging Impulse Control of Piecewise Deterministic Markov Processes and Markov Decision Processes: Frameworks, Extensions, and Open Challenges

Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key frameworks that have emerged for modeling and solving control problems in stochastic systems are piecewise deterministic Markov processes (PDMPs) and Markov decision processes (MDPs). Each framework has its unique strengths, and their intersection offers promising opportunities for tackling a broad class of problems, particularly in the context of impulse controls and decision-making in complex systems. The relationship between PDMPs and MDPs is a natural subject of exploration, as embedding impulse control problems for PDMPs into the MDP framework could open new avenues for their analysis and resolution. Specifically, this integration would allow leveraging the computational and theoretical tools developed for MDPs to address the challenges inherent in PDMPs. On the other hand, PDMPs can offer a versatile and simple paradigm to model continuous time problems that are often described as discrete-time MDPs parametrized by complex transition kernels. This transformation has the potential to bridge the gap between the two frameworks, enabling solutions to previously intractable problems and expanding the scope of both fields. This paper presents a comprehensive review of two research domains, illustrated through a recurring medical example. The example is revisited and progressively formalized within the framework of thevarious concepts and objects introduced

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arXiv2024

Medical follow-up optimization: A Monte-Carlo planning strategy

Designing patient-specific follow-up strategy is a crucial step towards personalized medicine in cancer. Tools to help doctors deciding on treatment allocation together with next visit date, based on patient preferences and medical observations, would be particularly beneficial. Such tools should be based on realistic models of disease progress under the impact of medical treatments, involve the design of (multi-)objective functions that a treatment strategy should optimize along the patient's medical journey, and include efficient resolution algorithms to optimize personalized follow-up by taking the patient's history and preferences into account. We propose to model cancer evolution with a Piecewise Deterministic Markov Process where patients alternate between remission and relapse phases with disease-specific tumor evolution. This model is controlled via the online optimization of a long-term cost function accounting for treatment side-effects, hospital visits burden and disease impact on the quality of life. Optimization is based on noisy measurements of blood markers at visit dates. We leverage the Partially-Observed Monte-Carlo Planning algorithm to solve this continuous-time, continuous-state problem, taking advantage of the nearly-deterministic nature of cancer evolution. We show that this approximate solution approach of the exact model performs better than the counterpart exact resolution of the discrete model, while allowing for more versatility in the cost function model.

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arXiv2021

Numerical method to solve impulse control problems for partially observed piecewise deterministic Markov processes

Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks. In this paper we focus on the numerical solution of a subclass of impulse control problem for piecewise deterministic Markov process (PDMP) when the jump times are hidden. We first state the problem as a partially observed Markov decision process (POMDP) on a continuous state space and with controlled transition kernels corresponding to some specific skeleton chains of the PDMP. Then we proceed to build a numerically tractable approximation of the POMDP by tailor-made discretizations of the state spaces. The main difficulty in evaluating the discretization error comes from the possible random jumps of the PDMP between consecutive epochs of the POMDP and requires special care. Finally we discuss the practical construction of discretization grids and illustrate our method on simulations.

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arXiv2019

Evaluation of mineralogy per geological layers by Approximate Bayesian Computation

We propose a new methodology to perform mineralogic inversion from wellbore logs based on a Bayesian linear regression model. Our method essentially relies on three steps. The first step makes use of Approximate Bayesian Computation (ABC) and selects from the Bayesian generator a set of candidates-volumes corresponding closely to the wellbore data responses. The second step gathers these candidates through a density-based clustering algorithm. A mineral scenario is assigned to each cluster through direct mineralogical inversion, and we provide a confidence estimate for each lithological hypothesis. The advantage of this approach is to explore all possible mineralogy hypotheses that match the wellbore data. This pipeline is tested on both synthetic and real datasets.

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arXiv2017

Change-point detection for Piecewise Deterministic Markov Processes

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to accurately detect both the date of the change of dynamics and the new regime after the change. To do so, we state the problem as an optimal stopping problem for a partially observed discrete-time Markov decision process taking values in a continuous state space and provide a discretization of the state space based on quantization to approximate the value function and build a tractable stopping policy. We provide error bounds for the approximation of the value function and numerical simulations to assess the performance of our candidate policy.

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arXiv2015

Model selection for the segmentation of multiparameter exponential family distributions

We consider the segmentation problem of univariate distributions from the exponential family with multiple parameters. In segmentation, the choice of the number of segments remains a difficult issue due to the discrete nature of the change-points. In this general exponential family distribution framework, we propose a penalized log-likelihood estimator where the penalty is inspired by papers of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. We then further study the particular case of categorical variables by comparing the values of the key constants when derived from the specification of our general approach and when obtained by working directly with the characteristics of this distribution. Finally, a simulation study is conducted to assess the performance of our criterion for the exponential distribution, and an application on real data modelled by the categorical distribution is provided.

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arXiv2013

Comparing change-point locations of independent profiles with application to gene annotation

We are interested in the comparison of transcript boundaries from cells which originated in different environments. The goal is to assess whether this phenomenon, called differential splicing, is used to modify the transcription of the genome in response to stress factors. We address this question by comparing the change-points locations in the individual segmentation of each profile, which correspond to the RNA-Seq data for a gene in one growth condition. This requires the ability to evaluate the uncertainty of the change-point positions, and the work of Rigaill et. al. (2011) provides an appropriate framework in such case. Building on their approach, we propose two methods for the comparison of change-points, and illustrate our results on a dataset from the yeast specie. We show that the UTR boundaries are subject to differential splicing, while the intron boundaries are conserved in all profiles. Our approach is implemented in an R package called EBS which is available on the CRAN.

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arXiv2013

Segmentor3IsBack: an R package for the fast and exact segmentation of Seq-data

Genome annotation is an important issue in biology which has long been addressed with gene prediction methods and manual experiments requiring biological expertise. The expanding Next Generation Sequencing technologies and their enhanced precision allow a new approach to the domain: the segmentation of RNA-Seq data to determine gene boundaries. Because of its almost linear complexity, we propose to use the Pruned Dynamic Programming Algorithm, which performances had been acknowledged for CGH arrays, for Seq-experiment outputs. This requires the adaptation of the algorithm to the negative binomial distribution with which we model the data. We show that if the dispersion in the signal is known, the PDP algorithm can be used and we provide an estimator for this dispersion. We then propose to estimate the number of segments, which can be associated to coding or non-coding regions of the genome, using an oracle penalty. We illustrate the results of our approach on a real data-set and show its good performance. Our algorithm is available as an R package on the CRAN repository.

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arXiv2013

Fast estimation of the ICL criterion for change-point detection problems with applications to Next-Generation Sequencing data

In this paper, we consider the Integrated Completed Likelihood (ICL) as a useful criterion for estimating the number of changes in the underlying distribution of data in problems where detecting the precise location of these changes is the main goal. The exact computation of the ICL requires O(Kn2) operations (with K the number of segments and n the number of data-points) which is prohibitive in many practical situations with large sequences of data. We describe a framework to estimate the ICL with O(Kn) complexity. Our approach is general in the sense that it can accommodate any given model distribution. We checked the run-time and validity of our approach on simulated data and demonstrate its good performance when analyzing real Next-Generation Sequencing (NGS) data using a negative binomial model.

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arXiv2013

Finite state space non parametric Hidden Markov Models are in general identifiable

In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly independent. We then propose several non parametric likelihood based estimation methods, which we apply to models used in applications. We finally show on examples that the use of non parametric modeling and estimation may improve the classification performances.

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arXiv2013

Segmentation of the Poisson and negative binomial rate models: a penalized estimator

We consider the segmentation problem of Poisson and negative binomial (i.e. overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized log-likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using simulated and real datasets in the RNA-seq data analysis context.

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