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risk analysis and extreme uncertainty in Beijing

I attended the International Conference on Risk Analysis, Decision Analysis, and Security at Tsinghua University in Beijing on July 21-23, 2017.
The conference was organized by Mavis Chen and Jun Zhuang in honor of my UW-Madison Industrial and Systems Engineering colleague Vicki Bier. The conference was attended by Vicki Bier’s collaborators and former students.

I enjoyed listening to Vicki’s keynote talk about her career in risk analysis and extreme uncertainty. Vicki talked about drawing conclusions with a sample size of one (or fewer!). In her career, Vicki has studied a variety of applications in low-probability, high consequence events such as nuclear power and security, terrorism, natural disasters, and pandemic preparedness. She stressed the importance of math modeling in applications in which the phenomenon you are studying hasn’t happened yet. In fact, you never want these phenomena to happen. Vicki told us, “I am a decision analyst by religion,” meaning that decision analysis is the lens through which she views the world and how she first starts thinking about problems, always recognizing that other methods may in the end provide the right tools for the problem.

Vicki has collaborated with many people of the years, and she shared several stories about her collaborations with her former students. I enjoyed hearing the stories about how her students challenged her and pushed her research in new directions. For example, Vicki told us, “Jun Zhuang made me confront my lifelong distaste for dynamic programming.” Vicki ended her keynote outlining her future work, noting that is not yet ready to retire.

Several conference attendees took a field trip to the Great Wall of China and to visit the tomb of the thirteenth emperor of the Ming dynasty, the only tomb that has been excavated underground, and the Ming dynasty’s summer palace. Many thanks to Mavis Chen and Jun Zhuang for their outstanding organization of the conference!

Pictures from the conference and its side trips are below.

At the #greatwall outside of #Beijing #china

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At #Tsinghua university in #beijing #China

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Outside of #Tiananmen Square in #Beijing #China from Madison #OnWisconsin

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More #gorgeous #lotus flowers in #Tsinghua university in #Beijing #China

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Among the #lotus flowers in #Tsinghua university in #Beijing #China

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At the #SummerPalace in #beijing #China enjoying #lotus flowers 🌺

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#peace signs at #Tiananmen #Square in #Beijing #China

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Outside the 13th #ming #dynasty #tomb in #beijing #china

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I ate a #popsicle made out of #greenbeans in #Beijing #China and it was #delicious

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optimization for medicine: past, present, and future

I am still at the INFORMS Healthcare Conference in Rotterdam.  Brian Denton gave a plenary talk entitled “Optimization for medicine: past, present, and future,” where he made the case for applying more optimization to healthcare problems. He started his talk by introducing the number of papers in PubMed that use operations research methodologies to healthcare problems, and he noted that optimization methodologies were the least used (but not the least valuable!)

Denton introduced several optimization problems from the 1960s that applied optimization to healthcare problems, including linear programming for optimization chemotherapy and nonlinear optimization for optimizing dialysis decisions (e.g., when to change the bath). One dared to solve a linear program with 72 variables! (To be fair, that was tough using 1968 computers). It’s always interesting to learn where operations research gained traction early on. I once learned that the The US Forest Service had been using linear programming models to plan long-range harvesting and tree rotations since the 1960s (see my post here).

Denton highlighted some current optimization applications in healthcare, including Timothy Chan’s work in inverse optimization, Sommer Gentry’s work on matching problems for optimizing kidney exchanges, and his own work on Markov decision processes (MDPs) for optimizing treatment policies for type II diabetes. Denton discussed the importance of personalized medicine, since physicians may adopt many different treatment protocols to treat their patients without nearly enough guidance. “No one can ever agree what to do in medicine,” Denton told us and noted that despite so much disagreement among physicians about treatment options, we end up with non-personalized, one-size-fits-all treatment recommendations. He has been using robust MDPs to identify personalized type II diabetes treatment protocols in an adversarial setting, where the adversary chooses the transition probabilities in an uncertainty set subject to a budget.

Denton ended his talk with several opportunities for research, including how to make inter-related sequential decisions over time. Some research has been done in this area, but much of the research assumes that we know what will happen downstream, which is used to inform decisions we need to make now. He also argued that medical devices provides many challenging opportunities for optimal control problems for delivering dosage, such as an artificial pancreas that delivers insulin. And finally, he mentioned that most research considers a single disease and medical specialty. The next challenge is optimizing across multiple medical “silos” and multiple types of medical specialties, with perhaps a fixed “budget.”

The INFORMS Healthcare conference was really great and was filled with high quality talks. It was a nice mixture of theory and application, with plenty of discussion about how healthcare systems work in international settings.

Related post:

I’m ending my post with a couple of pictures from Rotterdam



Data analytics for personalized healthcare

I am at the INFORMS Healthcare Conference in Rotterdam. Dimitris Bertsimas at MIT delivered the opening plenary entitled “Personalized Medicine: A Vision for Research and Education.” He talked about research in operations research, healthcare analytics, and opportunities for analytics education. It was a great talk, where Bertsimas discussed how analytical methods could and should be used for making personalized medical decisions. He was frank and honest about some of the mistakes he made along the way, and those confessions were the best parts of the talk. I captured the talk outline in a picture.

Bertsimas claimed that data is often an afterthought in many models. I agree. His main takeaway that generated a lot of questions dealt with model transparency. Bertsimas stressed the need to make models transparent so that they can be adopted by physicians and healthcare service providers. He warned that models will be “dead on arrival” if they are not transparent. However, transparency can be a challenge when using many machine learning methodologies such as neural networks. He confessed he learned that transparency is far more important than accuracy the “hard way.”

Side note: transparency is not just a sticking point with physicians. The New York City Police Department’s Domain Awareness System was a 2016 Edelman finalist. Police officers also demanded model transparency. This limited the kinds of analytics that could be used within the tool, but the 30,000 police officers bought into the transparency, used the tool, and kept New York City safer.

Have you ever been required to sacrifice accuracy for transparency?

Roller derby names inspired by operations research

I’ve been reading the graphic novel Roller Girl by Victoria Jamieson with my nine year old daughter. It’s great! My daughter reads while I listen and fantasize about optimization inspired roller derby names. Here is what I came up with so far.

Optimization Roller derby names I’m considering:

Convex Hell
Facility Laceration
Benders Deconstruction
Carnage Generation
Linear Aggression (or Logistic Aggression!)
Branch & Bomb
… or maybe Branch & Kill  or  Branch & Punish
Quadratic Assault Problem
Sublinear Rage of Convergence
Cutting Plane (this is probably OK as is)

I don’t roller derby, but I’d like to. What would you add?

evaluating systems according to their inputs vs. outputs

I am an avid runner and I am often asked how many miles I run in my shoes before getting a new pair. I don’t keep track of this because (a) it takes too much time and effort to keep a running total of mileage and (b) I prefer to evaluate the outputs by examining the wear on the shoe soles.

Rules of thumb suggest replacing running shoes every 500 miles or less. These rules of thumb make assumptions about the relationship between the inputs (mileage) and outputs (shoe wear). Running style effects how quickly a shoe wears out, so your mileage may vary. I am a hard-core heel striker with high arches, so I accumulate wear more quickly than the average runner. A back of the envelope calculation suggests that I run about 400-500 miles on each pair of running shoes before replacing them. Perhaps I wait too long to replace my shoes.

I prefer to assess shoe wear directly instead of approximating it with my mileage. Ultimately, runners should replace their shoes when they no longer give proper support, regardless of the mileage. Using mileage as a proxy for wear can work when evaluating inputs is easier than evaluating outputs. Some runners find that is easy to calculate their mileage if they closely follow training plans or record their mileage using an app.

Alternative rules of thumb based on outputs are often less quantitative than the rules of thumb based on inputs. For example, Runners World recommends to “go by feel” and replace shoes when it does not feel like they are supporting and cushioning enough. I also check out the wear to the soles and the tears in the fabric as signs that the shoes have had enough. Going by mileage is more clear cut and involves less interpretation, which many seem to prefer.

Replacing running shoes is not the only time I prefer evaluating outputs to inputs. I breastfed all three of my children. Women who formula fed their children would often ask me how I knew if the babies had enough milk because they had measured the formula they gave to the babies (the inputs). I could not directly measure how much milk my babies were drinking, but the outputs helped me confirm that the babies were feeding enough. The outputs in this case were diaper changes, and they were easy to measure. I started keeping an eye on the outputs during my hospital stays after the deliveries. I continued to evaluate the outputs until I returned to work and started to pump, when I could directly measure how much milk I pumped and the babies fed.

For more reading on inputs and outputs, I recommend John D. Cook’s blog post about evaluating people in hierarchical organizations by their inputs or outputs.

When do you evaluate a system according to its inputs or its outputs? How do you decide when to replace your running shoes?

I should have replaced these shoes a bit earlier

What healthcare can learn from aviation security

For decades, every commercial air traveler was asked two standard questions:

  1. “Has your luggage been in your possession at all times?”
  2. “Has anyone given you anything or asked you to carry on or check any items for them?”

Eventually, this stopped after billions of passengers kept saying no. I remember the airlines and/or the Transportation Security Administration stopped asking these questions because they required resources (employee time) without adding to security. I couldn’t find much documentation about this process, so if you find some, please leave a comment.

I wish my doctor’s office would adopt this strategy. I recently had to verify my insurance information and identity three times for a simple doctor’s appointment:

  1. when making my appointment,
  2. upon check-in for my appointment,
  3. with the nurse who took my vitals during my visit,

I realize that my identity needs to be verified at each appointment to insure that my healthcare provider is treating the right person. However, most of the effort seems to be redundant checks to ensure that my insurance information is correct to facilitate billing.

The National Academies released a report entitled The Healthcare Imperative: Lowering Costs and Improving Outcomes: Workshop Series Summary. The chapter entitled “Excess Administrative Costs” starts as follows.

Administrative costs in the United States consumed an estimated $156 billion in 2007, with projections to reach $315 billion by 2018 (Collins et al., 2009). With the time, costs, and personnel necessary to process billing and insurance-related (BIR) activities from contracting to payment validation on the provider side and the needs of payers to process claims and credential providers, significant redundancy and inefficiency arises from healthcare administration.


The recommendations don’t specifically mention that my service provider should not ask me if my insurance has changed three times or more for each visit, but it’s definitely consistent with the part about “significant redundancy.”

I don’t have the solution. I am just pointing out that the healthcare industry seems to be slower in fixing its inefficiencies than other industries. If you have the solution, let me know.

What are other opportunities for improvement in healthcare operations?


advanced #analytics for supporting public policy, bracketology, and beyond!

On Monday I gave a keynote talk at the tech conference WiscNet Connections (formerly known as the Future Technologies Conference) in Madison, Wisconsin.

The title of my talk was “Advanced analytics for supporting public policy, bracketology, and beyond!” I talked about advanced analytics as well as my research in aviation security, emergency response, and bracketology. My slides are below.