Risk Science Contributions: Three Illustrating Examples

This article aims to demonstrate that risk science is important for society, industry and all of us. Rather few people today, including scientists and managers, are familiar with what this science is about—its foundation and main features—and how it is used to gain knowledge and improve communication and decision making in real-life situations. The article seeks to meet this challenge, by presenting three examples, showing how risk science works to gain new generic, fundamental knowledge on risk concepts, principles, and methods, as well as supporting the practical tackling of actual risk problems.     

State transition modeling of complex monitored health data

This article considers the analysis of complex monitored health data, where often one or several signals are reflecting the current health status that can be represented by a finite number of states, in addition to a set of covariates. In particular, we consider a novel application of a non-parametric state intensity regression method in order to study time-dependent effects of covariates on the state transition intensities. The method can handle baseline, time varying as well as dynamic covariates. Because of the non-parametric nature, the method can handle different data types and challenges under minimal assumptions. If the signal that is reflecting the current health status is of continuous nature, we propose the application of a weighted median and a hysteresis filter as data pre-processing steps in order to facilitate robust analysis. In intensity regression, covariates can be aggregated by a suitable functional form over a time history window. We propose to study the estimated cumulative regression parameters for different choices of the time history window in order to investigate short- and long-term effects of the given covariates. The proposed framework is discussed and applied to resuscitation data of newborns collected in Tanzania.     

Nonparametric regression estimation in a null recurrent time series

We derive an asymptotic theory of nonparametric estimation for a time series regression model Z_t=f(X_t)+W_t, where {X_t} and {Z_t} are observed nonstationary processes, and {W_t} is an unobserved stationary process. The class of nonstationary processes allowed for {X_t} is a subclass of the class of null recurrent Markov chains. This subclass contains the random walk, unit root processes and nonlinear processes. The process {W_t} is assumed to be linear and stationary.     

A Scoping Review of Challenges in Adult Intimate Relationships After Childhood Sexual Abuse

Childhood sexual abuse is a severe problem worldwide. Childhood sexual abuse can be detrimental to children and their abilities to cope with and communicate in their subsequent adult intimate relationships. The aim of this review was to generate and summarize knowledge about how childhood sexual abuse manifests in adult intimate relationships so healthcare professionals can incorporate this knowledge into treatment and care. A scoping review methodology was selected because it supports examination of the extent, range, and nature of research activity. A content analysis of the studies included in this review led to three thematic categories of challenges in adult intimate relationships after childhood sexual abuse: (a) relationship satisfaction, (b) sexual satisfaction, and (c) communication and trust.     

Covariate Order Tests for Covariate Effect

A new approach for constructing tests for association between a random right censored life time variable and a covariate is proposed. The basic idea is to first arrange the observations in increasing order of the covariate and then base the test on a certain point process defined by the observation times. Tests constructed by this approach are robust against outliers in the covariate values or misspecification of the covariate scale since they only use the ordering of the covariate. Of particular interest is a test based on the Anderson-Darling statistic. This test has good power properties both against monotonic and nonmonotonic dependencies between the covariate and the life time variable.     

On the Need for Restricting the Probabilistic Analysis in Risk Assessments to Variability

It is common perspective in risk analysis that there are two kinds of uncertainties: i) variability as resulting from heterogeneity and stochasticity (aleatory uncertainty) and ii) partial ignorance or epistemic uncertainties resulting from systematic measurement error and lack of knowledge. Probability theory is recognized as the proper tool for treating the aleatory uncertainties, but there are different views on what is the best approach for describing partial ignorance and epistemic uncertainties. Subjective probabilities are often used for representing this type of ignorance and uncertainties, but several alternative approaches have been suggested, including interval analysis, probability bound analysis, and bounds based on evidence theory. It is argued that probability theory generates too precise results when the background knowledge of the probabilities is poor. In this article, we look more closely into this issue. We argue that this critique of probability theory is based on a conception of risk assessment being a tool to objectively report on the true risk and variabilities. If risk assessment is seen instead as a method for describing the analysts’ (and possibly other stakeholders’) uncertainties about unknown quantities, the alternative approaches (such as the interval analysis) often fail in providing the necessary decision support.     

On Some Recent Definitions and Analysis Frameworks for Risk,Vulnerability, and Resilience

Recently, considerable attention has been paid to a systems‐based approach to risk, vulnerability, and resilience analysis. It is argued that risk, vulnerability, and resilience are inherently and fundamentally functions of the states of the system and its environment. Vulnerability is defined as the manifestation of the inherent states of the system that can be subjected to a natural hazard or be exploited to adversely affect that system, whereas resilience is defined as the ability of the system to withstand a major disruption within acceptable degradation parameters and to recover within an acceptable time, and composite costs, and risks. Risk, on the other hand, is probability based, defined by the probability and severity of adverse effects (i.e., the consequences). In this article, we look more closely into this approach. It is observed that the key concepts are inconsistent in the sense that the uncertainty (probability) dimension is included for the risk definition but not for vulnerability and resilience. In the article, we question the rationale for this inconsistency. The suggested approach is compared with an alternative framework that provides a logically defined structure for risk, vulnerability, and resilience, where all three concepts are incorporating the uncertainty (probability) dimension.     

Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation

It is well known that the traditional Pearson correlation in many cases fails to capture non-linear dependence structures in bivariate data. Other scalar measures capable of capturing non-linear dependence exist. A common disadvantage of such measures, however, is that they cannot distinguish between negative and positive dependence, and typically the alternative hypothesis of the accompanying test of independence is simply “dependence”. This paper discusses how a newly developed local dependence measure, the local Gaussian correlation, can be used to construct local and global tests of independence. A global measure of dependence is constructed by aggregating local Gaussian correlation on subsets of \(\mathbb{R}^{2}\) , and an accompanying test of independence is proposed. Choice of bandwidth is based on likelihood cross-validation. Properties of this measure and asymptotics of the corresponding estimate are discussed. A bootstrap version of the test is implemented and tried out on both real and simulated data. The performance of the proposed test is compared to the Brownian distance covariance test. Finally, when the hypothesis of independence is rejected, local independence tests are used to investigate the cause of the rejection.