arXiv subjects

Weiguo Lu

Publications and source records attributed to Weiguo Lu.

34 records · Page 2Linked to original sources

arXiv2021

Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

During the COVID-19 pandemic, many institutions have announced that their counterparties are struggling to fulfill contracts.Therefore, it is necessary to consider the counterparty default risk when pricing options. After the 2008 financial crisis, a variety of value adjustments have been emphasized in the financial industry. The total value adjustment (XVA) is the sum of multiple value adjustments, which is also investigated in many stochastic models such as Heston and Bates models. In this work, a widely used pure jump Lévy process, the CGMY process has been considered for pricing a Bermudan option with various value adjustments. Under a pure jump Lévy process, the value of derivatives satisfies a fractional partial differential equation(FPDE). Therefore, we construct a method which combines Monte Carlo with finite difference of FPDE (MC-FF) to find the numerical approximation of exposure, and compare it with the benchmark Monte Carlo-COS (MC-COS) method. We use the discrete energy estimate method, which is different with the existing works, to derive the convergence of the numerical scheme.Based on the numerical results, the XVA is computed by the financial

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arXiv2021

Registration-Guided Deep Learning Image Segmentation for Cone Beam CT-based Online Adaptive Radiotherapy

Adaptive radiotherapy (ART), especially online ART, effectively accounts for positioning errors and anatomical changes. One key component of online ART is accurately and efficiently delineating organs at risk (OARs) and targets on online images, such as CBCT, to meet the online demands of plan evaluation and adaptation. Deep learning (DL)-based automatic segmentation has gained great success in segmenting planning CT, but its applications to CBCT yielded inferior results due to the low image quality and limited available contour labels for training. To overcome these obstacles to online CBCT segmentation, we propose a registration-guided DL (RgDL) segmentation framework that integrates image registration algorithms and DL segmentation models. The registration algorithm generates initial contours, which were used as guidance by DL model to obtain accurate final segmentations. We had two implementations the proposed framework--Rig-RgDL (Rig for rigid body) and Def-RgDL (Def for deformable)--with rigid body (RB) registration or deformable image registration (DIR) as the registration algorithm respectively and U-Net as DL model architecture. The two implementations of RgDL framework were trained and evaluated on seven OARs in an institutional clinical Head and Neck (HN) dataset. Compared to the baseline approaches using the registration or the DL alone, RgDL achieved more accurate segmentation, as measured by higher mean Dice similarity coefficients (DSC) and other distance-based metrics. Rig-RgDL achieved a DSC of 84.5% on seven OARs on average, higher than RB or DL alone by 4.5% and 4.7%. The DSC of Def-RgDL is 86.5%, higher than DIR or DL alone by 2.4% and 6.7%. The inference time took by the DL model to generate final segmentations of seven OARs is less than one second in RgDL. The resulting segmentation accuracy and efficiency show the promise of applying RgDL framework for online ART.

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arXiv2021

Volumetric dose extension for isodose tuning

Purpose: To develop a model to generate volumetric dose distribution from two isodose surfaces (iso-surfaces), and to interactively tune dose distribution by iso-surface dragging. Methods: We model volumetric dose distribution as analytical extension of two iso-surfaces with the extension variables as distances to iso-surfaces. We built a 3D lookup table (LUT) which are generated based on clinical dose distributions. Two LUT tables store the mean and standard deviation of voxel dose values of clinical doses and binned as distance to 100% iso-surface, reference iso-surface and reference dose level. The process of interactive tuning starts from a given base plan. A user drags iso-surface for a desired carving. Our method responds with tuned dose. The derivation of tuned dose follows two steps. Dose is extended from the two user-desired iso-surfaces (eg.100% and 50%) to the whole patient volume by table lookup, using distances to two iso-surfaces and reference dose level as keys. Then we fine tune the extended dose by a correction strategy utilizing the information of base plan. Results: We validated this method on coplanar VMAT doses of post-operative prostate plans. The LUT was populated by dose distributions of 27 clinical plans. We optimized two plans with different rectum sparing for an independent case to mimic the process of dose tuning. The plan with less rectum sparing is set as base plan. The 50% iso-surface of the more-sparing plan is defined as the desired iso-surface input. The dose output by our method (expansion and correction) agrees with the more-sparing plan obtained by optimization, in terms of gamma (97.2%), DVH and profiles. The overall dose reconstruction time is within two seconds. Conclusion: We developed a distance-to-isosurface based volumetric dose reconstruction method, and applied it to interactive tuning with iso-surface dragging.

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arXiv2021

Saliency-Guided Deep Learning Network for Automatic Tumor Bed Volume Delineation in Post-operative Breast Irradiation

Efficient, reliable and reproducible target volume delineation is a key step in the effective planning of breast radiotherapy. However, post-operative breast target delineation is challenging as the contrast between the tumor bed volume (TBV) and normal breast tissue is relatively low in CT images. In this study, we propose to mimic the marker-guidance procedure in manual target delineation. We developed a saliency-based deep learning segmentation (SDL-Seg) algorithm for accurate TBV segmentation in post-operative breast irradiation. The SDL-Seg algorithm incorporates saliency information in the form of markers' location cues into a U-Net model. The design forces the model to encode the location-related features, which underscores regions with high saliency levels and suppresses low saliency regions. The saliency maps were generated by identifying markers on CT images. Markers' locations were then converted to probability maps using a distance-transformation coupled with a Gaussian filter. Subsequently, the CT images and the corresponding saliency maps formed a multi-channel input for the SDL-Seg network. Our in-house dataset was comprised of 145 prone CT images from 29 post-operative breast cancer patients, who received 5-fraction partial breast irradiation (PBI) regimen on GammaPod. The performance of the proposed method was compared against basic U-Net. Our model achieved mean (standard deviation) of 76.4 %, 6.76 mm, and 1.9 mm for DSC, HD95, and ASD respectively on the test set with computation time of below 11 seconds per one CT volume. SDL-Seg showed superior performance relative to basic U-Net for all the evaluation metrics while preserving low computation cost. The findings demonstrate that SDL-Seg is a promising approach for improving the efficiency and accuracy of the on-line treatment planning procedure of PBI, such as GammaPod based PBI.

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arXiv2021

Generalizability of deep learning based fluence map prediction as an inverse planning approach

Deep learning-based fluence map prediction(DL-FMP) method has been reported in the literature, which generated fluence maps for desired dose by deep neural network(DNN)-based inverse mapping. We hypothesized that DL-FMP is similar to general fluence map optimization(FMO) because it's theoretically based on a general inverse mapping. We designed four experiments to validate the generalizability of DL-FMP to other types of plans apart from the training data, which contained only clinical head and neck(HN) full-arc VMAT plans. The first three experiments quantified the generalizability of DL-FMP to multiple anatomical sites, different delivery modalities, and various degree of modulation(DOM), respectively. The fourth experiment explored the generalizability and stability to infeasible dose inputs. Results of the first experiment manifested that DL-FMP can generalize to lung, liver, esophagus and prostate, with gamma passing rates (GPR) higher than 95%(2%/2mm). The second experiment showed that DL-FMP can generalize to partial-arc plans and predict partial-arc fluences. GPR(3mm/3%) ranged from 96% to 99%. DL-FMP cannot generate fluence maps in discrete beam angles for IMRT input. But the predicted dose still agreed with ground truth dose with 93% GPR(5%/5mm). The third experiment demonstrated that DL-FMP can generalize to various DOMs, with GPRs(3%/3mm) ranged in 94%-98%. Moreover, the DOM of predicted fluence maps correlated to the optimality of the input dose accordingly. The fourth experiment exemplified that DL-FMP can make stable predictions for infeasible dose input. In conclusion, we validated that DL-FMP can generalize to plans for multiple anatomical sites, plans of different delivery modalities and plans with various DOM. It can also make stable prediction for infeasible input.

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arXiv2021

A Feasibility Study on Deep Learning Based Individualized 3D Dose Distribution Prediction

Purpose: Radiation therapy treatment planning is a trial-and-error, often time-consuming process. An optimal dose distribution based on a specific anatomy can be predicted by pre-trained deep learning (DL) models. However, dose distributions are often optimized based on not only patient-specific anatomy but also physician preferred trade-offs between planning target volume (PTV) coverage and organ at risk (OAR) sparing. Therefore, it is desirable to allow physicians to fine-tune the dose distribution predicted based on patient anatomy. In this work, we developed a DL model to predict the individualized 3D dose distributions by using not only the anatomy but also the desired PTV/OAR trade-offs, as represented by a dose volume histogram (DVH), as inputs. Methods: The desired DVH, fine-tuned by physicians from the initially predicted DVH, is first projected onto the Pareto surface, then converted into a vector, and then concatenated with mask feature maps. The network output for training is the dose distribution corresponding to the Pareto optimal DVH. The training/validation datasets contain 77 prostate cancer patients, and the testing dataset has 20 patients. Results: The trained model can predict a 3D dose distribution that is approximately Pareto optimal. We calculated the difference between the predicted and the optimized dose distribution for the PTV and all OARs as a quantitative evaluation. The largest average error in mean dose was about 1.6% of the prescription dose, and the largest average error in the maximum dose was about 1.8%. Conclusions: In this feasibility study, we have developed a 3D U-Net model with the anatomy and desired DVH as inputs to predict an individualized 3D dose distribution. The predicted dose distributions can be used as references for dosimetrists and physicians to rapidly develop a clinically acceptable treatment plan.

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arXiv2020

Breast Ultrasound Computer-Aided Diagnosis Using Structure-Aware Triplet Path Networks

Breast ultrasound (US) is an effective imaging modality for breast cancer detec-tion and diagnosis. The structural characteristics of breast lesion play an im-portant role in Computer-Aided Diagnosis (CAD). In this paper, a novel struc-ture-aware triplet path networks (SATPN) was designed to integrate classifica-tion and two image reconstruction tasks to achieve accurate diagnosis on US im-ages with small training dataset. Specifically, we enhance clinically-approved breast lesion structure characteristics though converting original breast US imag-es to BIRADS-oriented feature maps (BFMs) with a distance-transformation coupled Gaussian filter. Then, the converted BFMs were used as the inputs of SATPN, which performed lesion classification task and two unsupervised stacked convolutional Auto-Encoder (SCAE) networks for benign and malignant image reconstruction tasks, independently. We trained the SATPN with an alter-native learning strategy by balancing image reconstruction error and classification label prediction error. At the test stage, the lesion label was determined by the weighted voting with reconstruction error and label prediction error. We com-pared the performance of the SATPN with TPN using original image as input and our previous developed semi-supervised deep learning methods using BFMs as inputs. Experimental results on two breast US datasets showed that SATPN ranked the best among the three networks, with classification accuracy around 93.5%. These findings indicated that SATPN is promising for effective breast US lesion CAD using small datasets.

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arXiv2020

Boosting radiotherapy dose calculation accuracy with deep learning

In radiotherapy, a trade-off exists between computational workload/speed and dose calculation accuracy. Calculation methods like pencil-beam convolution can be much faster than Monte-Carlo methods, but less accurate. The dose difference, mostly caused by inhomogeneities and electronic disequilibrium, is highly correlated with the dose distribution and the underlying anatomical tissue density. We hypothesize that a conversion scheme can be established to boost low-accuracy doses to high-accuracy, using intensity information obtained from computed tomography (CT) images. A deep learning-driven framework was developed to test the hypothesis by converting between two commercially-available dose calculation methods: AAA (anisotropic-analytic-algorithm) and AXB (Acuros XB).A hierarchically-dense U-Net model was developed to boost the accuracy of AAA dose towards the AXB level. The network contained multiple layers of varying feature sizes to learn their dose differences, in relationship to CT, both locally and globally. AAA and AXB doses were calculated in pairs for 120 lung radiotherapy plans covering various treatment techniques, beam energies, tumor locations, and dose levels.

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arXiv2020

Robustness study of noisy annotation in deep learning based medical image segmentation

Partly due to the use of exhaustive-annotated data, deep networks have achieved impressive performance on medical image segmentation. Medical imaging data paired with noisy annotation are, however, ubiquitous, but little is known about the effect of noisy annotation on deep learning-based medical image segmentation. We studied the effects of noisy annotation in the context of mandible segmentation from CT images. First, 202 images of Head and Neck cancer patients were collected from our clinical database, where the organs-at-risk were annotated by one of 12 planning dosimetrists. The mandibles were roughly annotated as the planning avoiding structure. Then, mandible labels were checked and corrected by a physician to get clean annotations. At last, by varying the ratios of noisy labels in the training data, deep learning-based segmentation models were trained, one for each ratio. In general, a deep network trained with noisy labels had worse segmentation results than that trained with clean labels, and fewer noisy labels led to better segmentation. When using 20% or less noisy cases for training, no significant difference was found on the prediction performance between the models trained by noisy or clean. This study suggests that deep learning-based medical image segmentation is robust to noisy annotations to some extent. It also highlights the importance of labeling quality in deep learning

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arXiv2019

A Feasibility Study on Deep Learning-Based Radiotherapy Dose Calculation

Purpose: Various dose calculation algorithms are available for radiation therapy for cancer patients. However, these algorithms are faced with the tradeoff between efficiency and accuracy. The fast algorithms are generally less accurate, while the accurate dose engines are often time consuming. In this work, we try to resolve this dilemma by exploring deep learning (DL) for dose calculation. Methods: We developed a new radiotherapy dose calculation engine based on a modified Hierarchically Densely Connected U-net (HD U-net) model and tested its feasibility with prostate intensity-modulated radiation therapy (IMRT) cases. Mapping from an IMRT fluence map domain to a 3D dose domain requires a deep neural network of complicated architecture and a huge training dataset. To solve this problem, we first project the fluence maps to the dose domain using a modified ray-tracing algorithm, and then we use the HD U-net to map the ray-tracing dose distribution into an accurate dose distribution calculated using a collapsed cone convolution/superposition (CS) algorithm. Results: It takes about one second to compute a 3D dose distribution for a typical 7-field prostate IMRT plan, which can be further reduced to achieve real-time dose calculation by optimizing the network. For all eight testing patients, evaluation with Gamma Index and various clinical goals for IMRT optimization shows that the DL dose distributions are clinically identical to the CS dose distributions. Conclusions: We have shown the feasibility of using DL for calculating radiotherapy dose distribution with high accuracy and efficiency.

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arXiv2019

Three-Dimensional Dose Prediction for Lung IMRT Patients with Deep Neural Networks: Robust Learning from Heterogeneous Beam Configurations

The use of neural networks to directly predict three-dimensional dose distributions for automatic planning is becoming popular. However, the existing methods only use patient anatomy as input and assume consistent beam configuration for all patients in the training database. The purpose of this work is to develop a more general model that, in addition to patient anatomy, also considers variable beam configurations, to achieve a more comprehensive automatic planning with a potentially easier clinical implementation, without the need of training specific models for different beam settings.

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arXiv2019

BIRADS Features-Oriented Semi-supervised Deep Learning for Breast Ultrasound Computer-Aided Diagnosis

Breast ultrasound (US) is an effective imaging modality for breast cancer detection and diagnosis. US computer-aided diagnosis (CAD) systems have been developed for decades and have employed either conventional hand-crafted features or modern automatic deep-learned features, the former relying on clinical experience and the latter demanding large datasets. In this paper, we have developed a novel BIRADS-SDL network that integrates clinically-approved breast lesion characteristics (BIRADS features) into semi-supervised deep learning (SDL) to achieve accurate diagnoses with a small training dataset. Breast US images are converted to BIRADS-oriented feature maps (BFMs) using a distance-transformation coupled with a Gaussian filter. Then, the converted BFMs are used as the input of an SDL network, which performs unsupervised stacked convolutional auto-encoder (SCAE) image reconstruction guided by lesion classification. We trained the BIRADS-SDL network with an alternative learning strategy by balancing reconstruction error and classification label prediction error. We compared the performance of the BIRADS-SDL network with conventional SCAE and SDL methods that use the original images as inputs, as well as with an SCAE that use BFMs as inputs. Experimental results on two breast US datasets show that BIRADS-SDL ranked the best among the four networks, with classification accuracy around 92.00% and 83.90% on two datasets. These findings indicate that BIRADS-SDL could be promising for effective breast US lesion CAD using small datasets.

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arXiv2018

A feasibility study for predicting optimal radiation therapy dose distributions of prostate cancer patients from patient anatomy using deep learning

With the advancement of treatment modalities in radiation therapy for cancer patients, outcomes have improved, but at the cost of increased treatment plan complexity and planning time. The accurate prediction of dose distributions would alleviate this issue by guiding clinical plan optimization to save time and maintain high quality plans. We have modified a convolutional deep network model, U-net (originally designed for segmentation purposes), for predicting dose from patient image contours of the planning target volume (PTV) and organs at risk (OAR). We show that, as an example, we are able to accurately predict the dose of intensity-modulated radiation therapy (IMRT) for prostate cancer patients, where the average Dice similarity coefficient is 0.91 when comparing the predicted vs. true isodose volumes between 0% and 100% of the prescription dose. The average value of the absolute differences in [max, mean] dose is found to be under 5% of the prescription dose, specifically for each structure is [1.80%, 1.03%](PTV), [1.94%, 4.22%](Bladder), [1.80%, 0.48%](Body), [3.87%, 1.79%](L Femoral Head), [5.07%, 2.55%](R Femoral Head), and [1.26%, 1.62%](Rectum) of the prescription dose. We thus managed to map a desired radiation dose distribution from a patient's PTV and OAR contours. As an additional advantage, relatively little data was used in the techniques and models described in this paper.

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arXiv2018

Accurate Real Time Localization Tracking in A Clinical Environment using Bluetooth Low Energy and Deep Learning

Deep learning has started to revolutionize several different industries, and the applications of these methods in medicine are now becoming more commonplace. This study focuses on investigating the feasibility of tracking patients and clinical staff wearing Bluetooth Low Energy (BLE) tags in a radiation oncology clinic using artificial neural networks (ANNs) and convolutional neural networks (CNNs). The performance of these networks was compared to relative received signal strength indicator (RSSI) thresholding and triangulation. By utilizing temporal information, a combined CNN+ANN network was capable of correctly identifying the location of the BLE tag with an accuracy of 99.9%. It outperformed a CNN model (accuracy = 94%), a thresholding model employing majority voting (accuracy = 95%), and a triangulation classifier utilizing majority voting (accuracy = 95%). Future studies will seek to deploy this affordable real time location system in hospitals to improve clinical workflow, efficiency, and patient safety.

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arXiv2017

Towards automated patient data cleaning using deep learning: A feasibility study on the standardization of organ labeling

Data cleaning consumes about 80% of the time spent on data analysis for clinical research projects. This is a much bigger problem in the era of big data and machine learning in the field of medicine where large volumes of data are being generated. We report an initial effort towards automated patient data cleaning using deep learning: the standardization of organ labeling in radiation therapy. Organs are often labeled inconsistently at different institutions (sometimes even within the same institution) and at different time periods, which poses a problem for clinical research, especially for multi-institutional collaborative clinical research where the acquired patient data is not being used effectively. We developed a convolutional neural network (CNN) to automatically identify each organ in the CT image and then label it with the standardized nomenclature presented at AAPM Task Group 263. We tested this model on the CT images of 54 patients with prostate and 100 patients with head and neck cancer who previously received radiation therapy. The model achieved 100% accuracy in detecting organs and assigning standardized labels for the patients tested. This work shows the feasibility of using deep learning in patient data cleaning that enables standardized datasets to be generated for effective intra- and interinstitutional collaborative clinical research.

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arXiv2015

A divisive spectral method for network community detection

Community detection is a fundamental problem in the domain of complex-network analysis. It has received great attention, and many community detection methods have been proposed in the last decade. In this paper, we propose a divisive spectral method for identifying community structures from networks, which utilizes a sparsification operation to pre-process the networks first, and then uses a repeated bisection spectral algorithm to partition the networks into communities. The sparsification operation makes the community boundaries more clearer and more sharper, so that the repeated spectral bisection algorithm extract high-quality community structures accurately from the sparsified networks. Experiments show that the combination of network sparsification and spectral bisection algorithm is highly successful, the proposed method is more effective in detecting community structures from networks than the others.

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