3.3AIDec 11, 2025
COMPARE: Clinical Optimization with Modular Planning and Assessment via RAG-Enhanced AI-OCT: Superior Decision Support for Percutaneous Coronary Intervention Compared to ChatGPT-5 and Junior OperatorsWei Fang, Chiyao Wang, Wenshuai Ma et al.
Background: While intravascular imaging, particularly optical coherence tomography (OCT), improves percutaneous coronary intervention (PCI) outcomes, its interpretation is operator-dependent. General-purpose artificial intelligence (AI) shows promise but lacks domain-specific reliability. We evaluated the performance of CA-GPT, a novel large model deployed on an AI-OCT system, against that of the general-purpose ChatGPT-5 and junior physicians for OCT-guided PCI planning and assessment. Methods: In this single-center analysis of 96 patients who underwent OCT-guided PCI, the procedural decisions generated by the CA-GPT, ChatGPT-5, and junior physicians were compared with an expert-derived procedural record. Agreement was assessed using ten pre-specified metrics across pre-PCI and post-PCI phases. Results: For pre-PCI planning, CA-GPT demonstrated significantly higher median agreement scores (5[IQR 3.75-5]) compared to both ChatGPT-5 (3[2-4], P<0.001) and junior physicians (4[3-4], P<0.001). CA-GPT significantly outperformed ChatGPT-5 across all individual pre-PCI metrics and showed superior performance to junior physicians in stent diameter (90.3% vs. 72.2%, P<0.05) and length selection (80.6% vs. 52.8%, P<0.01). In post-PCI assessment, CA-GPT maintained excellent overall agreement (5[4.75-5]), significantly higher than both ChatGPT-5 (4[4-5], P<0.001) and junior physicians (5[4-5], P<0.05). Subgroup analysis confirmed CA-GPT's robust performance advantage in complex scenarios. Conclusion: The CA-GPT-based AI-OCT system achieved superior decision-making agreement versus a general-purpose large language model and junior physicians across both PCI planning and assessment phases. This approach provides a standardized and reliable method for intravascular imaging interpretation, demonstrating significant potential to augment operator expertise and optimize OCT-guided PCI.
4.4LGJun 25, 2021
Bayesian Inference in High-Dimensional Time-Serieswith the Orthogonal Stochastic Linear Mixing ModelRui Meng, Kristofer Bouchard
Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response to sensory stimuli. Multi-output Gaussian process models leverage the nonparametric nature of Gaussian processes to capture structure across multiple outputs. However, this class of models typically assumes that the correlations between the output response variables are invariant in the input space. Stochastic linear mixing models (SLMM) assume the mixture coefficients depend on input, making them more flexible and effective to capture complex output dependence. However, currently, the inference for SLMMs is intractable for large datasets, making them inapplicable to several modern time-series problems. In this paper, we propose a new regression framework, the orthogonal stochastic linear mixing model (OSLMM) that introduces an orthogonal constraint amongst the mixing coefficients. This constraint reduces the computational burden of inference while retaining the capability to handle complex output dependence. We provide Markov chain Monte Carlo inference procedures for both SLMM and OSLMM and demonstrate superior model scalability and reduced prediction error of OSLMM compared with state-of-the-art methods on several real-world applications. In neurophysiology recordings, we use the inferred latent functions for compact visualization of population responses to auditory stimuli, and demonstrate superior results compared to a competing method (GPFA). Together, these results demonstrate that OSLMM will be useful for the analysis of diverse, large-scale time-series datasets.
3.1LGJun 1, 2021
Stochastic Collapsed Variational Inference for Structured Gaussian Process Regression NetworkRui Meng, Herbie Lee, Kristofer Bouchard
This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and jointly treats both the distributions of the inducing variables and hyper-parameters as variational parameters. Then we propose structured variable distributions and marginalize latent variables, which enables the decomposability of a tractable variational lower bound and leads to stochastic optimization. Our inference approach is able to model data in which outputs do not share a common input set with a computational complexity independent of the size of the inputs and outputs and thus easily handle datasets with missing values. We illustrate the performance of our method on synthetic data and real datasets and show that our model generally provides better imputation results on missing data than the state-of-the-art. We also provide a visualization approach for time-varying correlation across outputs in electrocoticography data and those estimates provide insight to understand the neural population dynamics.
6.6MEOct 13, 2019
Nonstationary Multivariate Gaussian Processes for Electronic Health RecordsRui Meng, Braden Soper, Herbert Lee et al.
We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time dependent. We perform posterior inference via Hamiltonian Monte Carlo (HMC). We also provide methods for obtaining computationally efficient gradient-based maximum a posteriori (MAP) estimates. We validate our model on synthetic data as well as on electronic health records (EHR) data from Kaiser Permanente (KP). We show that the proposed model provides better predictive performance over a stationary model as well as uncovers interesting latent correlation processes across vitals which are potentially predictive of patient risk.
1.2MLOct 13, 2019
Regularized Sparse Gaussian ProcessesRui Meng, Herbert Lee, Soper Braden et al.
Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse Gaussian processes (SGP) are attractive. An issue faced by SGP, especially in latent variable models, is the inefficient learning of the inducing inputs, which leads to poor model prediction. We propose a regularization approach by balancing the reconstruction performance of data and the approximation performance of the model itself. This regularization improves both inference and prediction performance. We extend this regularization approach into latent variable models with SGPs and show that performing variational inference (VI) on those models is equivalent to performing VI on a related empirical Bayes model.