The joint node degree distribution in the Erdős-Rényi network

The Erd\H{o}s-R\'enyi random graph is the simplest model for node degree distribution, and it is one of the most widely studied. In this model, pairs of $n$ vertices are selected and connected uniformly at random with probability $p$, consequently, the degrees for a given vertex follow the binomial distribution. If the number of vertices is large, the binomial can be approximated by Normal using the Central Limit Theorem, which is often allowed when $\min (np, n(1-p)) > 5$. This is true for every node independently. However, due to the fact that the degrees of nodes in a graph are not independent, we aim in this paper to test whether the degrees of per node collectively in the Erd\H{o}s-R\'enyi graph have a multivariate normal distribution MVN. A chi square goodness of fit test for the hypothesis that binomial is a distribution for the whole set of nodes is rejected because of the dependence between degrees. Before testing MVN we show that the covariance and correlation between the degrees of any pair of nodes in the graph are $p(1-p)$ and $1/(n-1)$, respectively. We test MVN considering two assumptions: independent and dependent degrees, and we obtain our results based on the percentages of rejected statistics of chi square, the $p$-values of Anderson Darling test, and a CDF comparison. We always achieve a good fit of multivariate normal distribution with large values of $n$ and $p$, and very poor fit when $n$ or $p$ are very small. The approximation seems valid when $np \geq 10$. We also compare the maximum likelihood estimate of $p$ in MVN distribution where we assume independence and dependence. The estimators are assessed using bias, variance and mean square error.

Bayesian CART models for insurance claims frequency

Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. In recent years, the classification and regression trees (CARTs) and their ensembles have gained popularity in the actuarial literature, since they offer good prediction performance and are relatively easily interpretable. In this paper, we introduce Bayesian CART models for insurance pricing, with a particular focus on claims frequency modelling. Additionally to the common Poisson and negative binomial (NB) distributions used for claims frequency, we implement Bayesian CART for the zero-inflated Poisson (ZIP) distribution to address the difficulty arising from the imbalanced insurance claims data. To this end, we introduce a general MCMC algorithm using data augmentation methods for posterior tree exploration. We also introduce the deviance information criterion (DIC) for the tree model selection. The proposed models are able to identify trees which can better classify the policy-holders into risk groups. Some simulations and real insurance data will be discussed to illustrate the applicability of these models.

Morphology-based non-rigid registration of coronary computed tomography and intravascular images through virtual catheter path optimization

Coronary Computed Tomography Angiography (CCTA) provides information on the presence, extent, and severity of obstructive coronary artery disease. Large-scale clinical studies analyzing CCTA-derived metrics typically require ground-truth validation in the form of high-fidelity 3D intravascular imaging. However, manual rigid alignment of intravascular images to corresponding CCTA images is both time consuming and user-dependent. Moreover, intravascular modalities suffer from several non-rigid motion-induced distortions arising from distortions in the imaging catheter path. To address these issues, we here present a semi-automatic segmentation-based framework for both rigid and non-rigid matching of intravascular images to CCTA images. We formulate the problem in terms of finding the optimal \emph{virtual catheter path} that samples the CCTA data to recapitulate the coronary artery morphology found in the intravascular image. We validate our co-registration framework on a cohort of $n=40$ patients using bifurcation landmarks as ground truth for longitudinal and rotational registration. Our results indicate that our non-rigid registration significantly outperforms other co-registration approaches for luminal bifurcation alignment in both longitudinal (mean mismatch: 3.3 frames) and rotational directions (mean mismatch: 28.6 degrees). By providing a differentiable framework for automatic multi-modal intravascular data fusion, our developed co-registration modules significantly reduces the manual effort required to conduct large-scale multi-modal clinical studies while also providing a solid foundation for the development of machine learning-based co-registration approaches.