Survival Prediction Based on Compound Covariate under Cox Proportional Hazard Models
|
|
- Ralf Smith
- 5 years ago
- Views:
Transcription
1 Ieraoal Bomerc Coferece 22/8/3, Kobe JAPAN Survval Predco Based o Compoud Covarae uder Co Proporoal Hazard Models PLoS ONE 7. do:.37/oural.poe hp://d.plos.org/.37/oural.poe Takesh Emura Graduae Isue of Sascs, Naoal Ceral Uversy, Tawa Jo work wh Y-Hau Che ad Dr. Hsua-Yu Che Isue of Sascal Scece, Academa Sca, Tawa
2 h Survval Daa wh Mcroarrays p gees h,..., pae : Survval me Cesorg dcaor Lug cacer daa from Beer e al., 22
3 Esg mehods for hgh-dmesoal survval daa Lasso Co-regresso wh L pealy Gu & L 25 Boformacs, Segal 26 Bosascs Rdge regresso Co-regresso wh L 2 pealy Verve & va Howelge994 Sa. Med., Zhao e al. 2 PLoS ONE Gee seleco va uvarae Co-regresso Jesse e al. 22 Naure Med., Che e al. 27 NEJM, ame bu a few Ohers PC, supervsed PC, paral lease square, ec. Amog above mehods, rdge regresso has he bes performace erms of survval predco Bovelsad e al., 27; va Weerge e al., 29; Bovelsad ad Borga, 2
4 Two obecves of our sudy:. Revve compoud covarae predco mehod *Prevously used mcroarrays daases Tukey 993 Corolled Clcal Tral, Beer e al. 22 Naure Med. Che e al. 27 NEJM, Radamacher e al 22 J. of Theorecal Bo. Masu 26 BMC Boformacs *Bu, o heorecal aalyss ad comparave sudes have o ye repored 2. Propose o refe he compoud covarae predco va shrkage echque
5 Se up Survval daa : {,, ;,..., } : eher me o deah or f deah f cesorg,..., p, possbly cesorg p Eample: Lug cacer daa Che e al., 27 =25, p=672, Cesored proporo = 7% Daa aalyss laer
6 Compoud covarae predco Sep: For each gee,..., p, f a uvarae Co model Pr d, / d h ep Sep2: A se of p regresso coeffces βˆ ˆ,..., ˆ, where ˆ p Remark: Ths s possble eve whe p > Sep 3: Compoud covarae predco βˆ argma c Good progoss ; βˆ ep For a fuure pae wh gees,...,, l p ep l c Poor progoss
7 Compoud covarae mehod: A smple mehod o resolve he hgh dmesoaly Is heorecal usfcao has o bee dscussed he leraure
8 Assumpo: The Co model holds wh h h ep β h ep p β β,, a he rue parameer p,, p Remark: Uder he mulvarae Co model assumpo, he uvarae Co model does o hold,.e, h log S log E[ep{ H ep. ep β } ]
9 Uvarae Co model for each gee s a msspecfed model a workg model Ref: Sruhers & Kalbflesch 986 Msspecfed proporoal hazard models, Bomerka 73 pp Uvarae paral lkelhood equao ep /, Pr h d d,..., p I I U ep ep o Soluo : ˆ o Soluo * P U u
10 ˆ P * rue value he Assumpo Remark I: If all gees,..., p are depede * * sg sg, Remark II: Le β The, * β * * *,, p s bewee ad β,, ad.. Above resuls deduced from : Sruhers & Kalbflesch 986 Bomerka ; Breagolle & Huber-Carol988 Scad. JS
11 Proposed esmaor Uvarae compoud lkelhood uque mama p ep L β ep l l Mulvarae lkelhood fely may mama whe p > L β ep β ep β lr Idea: Mure of uvarae ad mulvarae lkelhood β a l a log L β alog L β, a [,] ˆ argma Specal case a : βˆ a se of p uverae esmaors call "compoud covarae esmaor"
12 Compoud shrkage esmaor : βˆ a argma a log L β alog L β a a β rue ˆβ Ifely may soluos for a mulvara e Co regresso { β L β maθ L θ} Rdge ad Lasso boh shrk oward zero
13 Proposo 2: our paper βˆ aˆ β, wh ˆ N Σ β a argma CV a. CV = Cross-Valdaed lkelhood of Verve & Houwelge 993 Plug- varace esmaor Σ A h a a Σ aˆ ˆ β aˆ a a a β A β{ V β / } A β a β V β h 2 β{ d CV a / da β U 2 } h β / a, where d CV a Esmag fuco of a, da a V β observed Fsher formao a β I β Score fuco *Reasoable performace eve whe p >. U a p
14 βˆ Numercal comparso s obaed by 4 mehods. Compoud covarae CC esmaor βˆ ˆ,..., ˆ, where ˆ p 2. Compoud shrkage CS esmaor a log L 3. Rdge esmaor log 4. Lasso esmaor log L L β alog L β / 2 β p p 2 β uvarae Co regresso esmaors * â or ˆ s obaed by cross-valdao Verve & Houwelge 993 Sa.Med.
15 Smulao se up Co model: h ep,, Cesorg: U,, moderae cesorg 54~63% Trag se {,, ;,, } Tesg se { * * ˆ * c Good progoss ; ˆ β β compoud covarae ˆ compoud shrkage β Rdge regresso Lasso *,, ;,, } Poor progoss P-value from a wo-sample Log-rak es Smaller P-value correspods o beer predco power Evaluao crero Bovelsa e al. 27 Boformacs: Meda P-value amog 5 replcaos c R compoud.co package Emura & Che 22 R pealzed package Goema 2
16 Table. Smulao resuls uder sparse cases. CC = compoud covarae, CS = compoud shrkage. LR-es = Log P-value for dscrmag poor / good paes. Scearo : Tag gee / Scearo 2: Gee pahway β.5,.5,,..., 98 CC CS Rdge Lasso Scearo LR-es Scearo2 LR-es β.8,...,.8, 5,..., 95 CC CS Rdge Lasso Scearo LR-es Scearo2 LR-es
17 Table 2. Smulao resuls uder No-sparse cases. CC = compoud covarae, CS = compoud shrkage. LR-es = Log P-value for dscrmag poor / good paes. Scearo : Tag gee / Scearo 2: Gee pahway β.2,...,.2,.2,...,.2,,..., 8 CC CS Rdge Lasso Scearo LR-es Scearo2 LR-es β.,...,., 5.,...,., 5,..., 7 CC CS Rdge Lasso Scearo LR-es Scearo2 LR-es Mosly, βˆ for Lasso
18 Smulao resuls: Summary Rdge s wors sparse cases Lasso s wors o-sparse cases Compoud covarae ad compoud shrkage performed smlar o or slghly beer ha Rdge Sce Rdge s repored as he bes mehod Bovelsad e al., 27; va Weerge e al., 29; Bovelsad ad Borga, 2 he compoud covarae ad compoud shrkage are compeve mehods
19 Daa: Lug cacer daa Che e al., 27 NEJM =25, p=672 β ˆ =63, p=97 Trag se compoud covarae compoud shrkage Rdge Lasso Predc Good progoss =62, p=97 es se {,...,62 } Poor progoss βˆ c wherec Good progoss ; s he meda of { βˆ βˆ c Poor progoss,,,..., }
20 Survval curves for Poor vs. Good progoss groups for =62 esg daa; p-value for Log-rak es
21 Survval curves for Poor, Medum, Good progoss groups for =62 esg daa; p-value for Log-rak red es Thak you for your aeo
Predicting Survival Outcomes Based on Compound Covariate Method under Cox Proportional Hazard Models with Microarrays
Predctg Survvl Outcomes Bsed o Compoud Covrte Method uder Cox Proportol Hzrd Models wth Mcrorrys PLoS ONE 7(10). do:10.1371/ourl.poe.0047627. http://dx.plos.org/10.1371/ourl.poe.0047627 Tkesh Emur Grdute
More informationθ = θ Π Π Parametric counting process models θ θ θ Log-likelihood: Consider counting processes: Score functions:
Paramerc coug process models Cosder coug processes: N,,..., ha cou he occurreces of a eve of eres for dvduals Iesy processes: Lelhood λ ( ;,,..., N { } λ < Log-lelhood: l( log L( Score fucos: U ( l( log
More informationCOMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION
COMPARISON OF ESTIMATORS OF PARAMETERS FOR THE RAYLEIGH DISTRIBUTION Eldesoky E. Affy. Faculy of Eg. Shbee El kom Meoufa Uv. Key word : Raylegh dsrbuo, leas squares mehod, relave leas squares, leas absolue
More informationChapter 8. Simple Linear Regression
Chaper 8. Smple Lear Regresso Regresso aalyss: regresso aalyss s a sascal mehodology o esmae he relaoshp of a respose varable o a se of predcor varable. whe here s jus oe predcor varable, we wll use smple
More informationRegression Approach to Parameter Estimation of an Exponential Software Reliability Model
Amerca Joural of Theorecal ad Appled Sascs 06; 5(3): 80-86 hp://www.scecepublshggroup.com/j/ajas do: 0.648/j.ajas.060503. ISSN: 36-8999 (Pr); ISSN: 36-9006 (Ole) Regresso Approach o Parameer Esmao of a
More informationComparison of the Bayesian and Maximum Likelihood Estimation for Weibull Distribution
Joural of Mahemacs ad Sascs 6 (2): 1-14, 21 ISSN 1549-3644 21 Scece Publcaos Comarso of he Bayesa ad Maxmum Lkelhood Esmao for Webull Dsrbuo Al Omar Mohammed Ahmed, Hadeel Salm Al-Kuub ad Noor Akma Ibrahm
More informationSolution set Stat 471/Spring 06. Homework 2
oluo se a 47/prg 06 Homework a Whe he upper ragular elemes are suppressed due o smmer b Le Y Y Y Y A weep o he frs colum o oba: A ˆ b chagg he oao eg ad ec YY weep o he secod colum o oba: Aˆ YY weep o
More informationLinear Regression Linear Regression with Shrinkage
Lear Regresso Lear Regresso h Shrkage Iroduco Regresso meas predcg a couous (usuall scalar oupu from a vecor of couous pus (feaures x. Example: Predcg vehcle fuel effcec (mpg from 8 arbues: Lear Regresso
More informationThe Poisson Process Properties of the Poisson Process
Posso Processes Summary The Posso Process Properes of he Posso Process Ierarrval mes Memoryless propery ad he resdual lfeme paradox Superposo of Posso processes Radom seleco of Posso Pos Bulk Arrvals ad
More informationInternational Journal Of Engineering And Computer Science ISSN: Volume 5 Issue 12 Dec. 2016, Page No.
www.jecs. Ieraoal Joural Of Egeerg Ad Compuer Scece ISSN: 19-74 Volume 5 Issue 1 Dec. 16, Page No. 196-1974 Sofware Relably Model whe mulple errors occur a a me cludg a faul correco process K. Harshchadra
More informationDetermination of Antoine Equation Parameters. December 4, 2012 PreFEED Corporation Yoshio Kumagae. Introduction
refeed Soluos for R&D o Desg Deermao of oe Equao arameers Soluos for R&D o Desg December 4, 0 refeed orporao Yosho Kumagae refeed Iroduco hyscal propery daa s exremely mpora for performg process desg ad
More informationFault Tolerant Computing. Fault Tolerant Computing CS 530 Probabilistic methods: overview
Probably 1/19/ CS 53 Probablsc mehods: overvew Yashwa K. Malaya Colorado Sae Uversy 1 Probablsc Mehods: Overvew Cocree umbers presece of uceray Probably Dsjo eves Sascal depedece Radom varables ad dsrbuos
More informationMoments of Order Statistics from Nonidentically Distributed Three Parameters Beta typei and Erlang Truncated Exponential Variables
Joural of Mahemacs ad Sascs 6 (4): 442-448, 200 SSN 549-3644 200 Scece Publcaos Momes of Order Sascs from Nodecally Dsrbued Three Parameers Bea ype ad Erlag Trucaed Expoeal Varables A.A. Jamoom ad Z.A.
More information4. THE DENSITY MATRIX
4. THE DENSTY MATRX The desy marx or desy operaor s a alerae represeao of he sae of a quaum sysem for whch we have prevously used he wavefuco. Alhough descrbg a quaum sysem wh he desy marx s equvale o
More informationFinal Exam Applied Econometrics
Fal Eam Appled Ecoomercs. 0 Sppose we have he followg regresso resl: Depede Varable: SAT Sample: 437 Iclded observaos: 437 Whe heeroskedasc-cosse sadard errors & covarace Varable Coeffce Sd. Error -Sasc
More informationKey words: Fractional difference equation, oscillatory solutions,
OSCILLATION PROPERTIES OF SOLUTIONS OF FRACTIONAL DIFFERENCE EQUATIONS Musafa BAYRAM * ad Ayd SECER * Deparme of Compuer Egeerg, Isabul Gelsm Uversy Deparme of Mahemacal Egeerg, Yldz Techcal Uversy * Correspodg
More informationSupplement Material for Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
Suppleme Maeral for Iverse Probably Weged Esmao of Local Average Treame Effecs: A Hger Order MSE Expaso Sepe G. Doald Deparme of Ecoomcs Uversy of Texas a Aus Yu-C Hsu Isue of Ecoomcs Academa Sca Rober
More informationEE 6885 Statistical Pattern Recognition
EE 6885 Sascal Paer Recogo Fall 005 Prof. Shh-Fu Chag hp://www.ee.columba.edu/~sfchag Lecure 5 (9//05 4- Readg Model Parameer Esmao ML Esmao, Chap. 3. Mure of Gaussa ad EM Referece Boo, HTF Chap. 8.5 Teboo,
More informationReal-time Classification of Large Data Sets using Binary Knapsack
Real-me Classfcao of Large Daa Ses usg Bary Kapsack Reao Bru bru@ds.uroma. Uversy of Roma La Sapeza AIRO 004-35h ANNUAL CONFERENCE OF THE ITALIAN OPERATIONS RESEARCH Sepember 7-0, 004, Lecce, Ialy Oule
More informationMathematical Formulation
Mahemacal Formulao The purpose of a fe fferece equao s o appromae he paral ffereal equao (PE) whle maag he physcal meag. Eample PE: p c k FEs are usually formulae by Taylor Seres Epaso abou a po a eglecg
More informationOther Topics in Kernel Method Statistical Inference with Reproducing Kernel Hilbert Space
Oher Topcs Kerel Mehod Sascal Iferece wh Reproducg Kerel Hlber Space Kej Fukumzu Isue of Sascal Mahemacs, ROIS Deparme of Sascal Scece, Graduae Uversy for Advaced Sudes Sepember 6, 008 / Sascal Learg Theory
More informationRATIO ESTIMATORS USING CHARACTERISTICS OF POISSON DISTRIBUTION WITH APPLICATION TO EARTHQUAKE DATA
The 7 h Ieraoal as of Sascs ad Ecoomcs Prague Sepember 9-0 Absrac RATIO ESTIMATORS USING HARATERISTIS OF POISSON ISTRIBUTION WITH APPLIATION TO EARTHQUAKE ATA Gamze Özel Naural pulaos bolog geecs educao
More informationThe algebraic immunity of a class of correlation immune H Boolean functions
Ieraoal Coferece o Advaced Elecroc Scece ad Techology (AEST 06) The algebrac mmuy of a class of correlao mmue H Boolea fucos a Jgla Huag ad Zhuo Wag School of Elecrcal Egeerg Norhwes Uversy for Naoales
More informationCyclone. Anti-cyclone
Adveco Cycloe A-cycloe Lorez (963) Low dmesoal aracors. Uclear f hey are a good aalogy o he rue clmae sysem, bu hey have some appealg characerscs. Dscusso Is he al codo balaced? Is here a al adjusme
More information(1) Cov(, ) E[( E( ))( E( ))]
Impac of Auocorrelao o OLS Esmaes ECON 3033/Evas Cosder a smple bvarae me-seres model of he form: y 0 x The four key assumpos abou ε hs model are ) E(ε ) = E[ε x ]=0 ) Var(ε ) =Var(ε x ) = ) Cov(ε, ε )
More informationThe Linear Regression Of Weighted Segments
The Lear Regresso Of Weghed Segmes George Dael Maeescu Absrac. We proposed a regresso model where he depede varable s made o up of pos bu segmes. Ths suao correspods o he markes hroughou he da are observed
More informationChapter 3: Maximum-Likelihood & Bayesian Parameter Estimation (part 1)
Aoucemes Reags o E-reserves Proec roosal ue oay Parameer Esmao Bomercs CSE 9-a Lecure 6 CSE9a Fall 6 CSE9a Fall 6 Paer Classfcao Chaer 3: Mamum-Lelhoo & Bayesa Parameer Esmao ar All maerals hese sles were
More informationLeast Squares Fitting (LSQF) with a complicated function Theexampleswehavelookedatsofarhavebeenlinearintheparameters
Leas Squares Fg LSQF wh a complcaed fuco Theeampleswehavelookedasofarhavebeelearheparameers ha we have bee rg o deerme e.g. slope, ercep. For he case where he fuco s lear he parameers we ca fd a aalc soluo
More informationNature and Science, 5(1), 2007, Han and Xu, Multi-variable Grey Model based on Genetic Algorithm and its Application in Urban Water Consumption
Naure ad Scece, 5, 7, Ha ad u, ul-varable Grey odel based o Geec Algorhm ad s Applcao Urba Waer Cosumpo ul-varable Grey odel based o Geec Algorhm ad s Applcao Urba Waer Cosumpo Ha Ya*, u Shguo School of
More informationAn Efficient Dual to Ratio and Product Estimator of Population Variance in Sample Surveys
"cece as True Here" Joural of Mahemacs ad ascal cece, Volume 06, 78-88 cece gpos Publshg A Effce Dual o Rao ad Produc Esmaor of Populao Varace ample urves ubhash Kumar Yadav Deparme of Mahemacs ad ascs
More informationThe Mean Residual Lifetime of (n k + 1)-out-of-n Systems in Discrete Setting
Appled Mahemacs 4 5 466-477 Publshed Ole February 4 (hp//wwwscrporg/oural/am hp//dxdoorg/436/am45346 The Mea Resdual Lfeme of ( + -ou-of- Sysems Dscree Seg Maryam Torab Sahboom Deparme of Sascs Scece ad
More informationAs evident from the full-sample-model, we continue to assume that individual errors are identically and
Maxmum Lkelhood smao Greee Ch.4; App. R scrp modsa, modsb If we feel safe makg assumpos o he sascal dsrbuo of he error erm, Maxmum Lkelhood smao (ML) s a aracve alerave o Leas Squares for lear regresso
More informationOn the computation of mass-change trends from GRACE gravity field time-series
Geodäsche Woche 0 Nürberg, 7. 9. Sepember 0 O he compuao of mass-chage reds from GRACE gravy feld me-seres Olver Baur Isu für Welraumforschug, Öserrechsche Aademe der Wsseschafe Movao Greelad lear mass-chage
More informationVARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS. Hunan , China,
Mahemacal ad Compuaoal Applcaos Vol. 5 No. 5 pp. 834-839. Assocao for Scefc Research VARIATIONAL ITERATION METHOD FOR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS Hoglag Lu Aguo Xao Yogxag Zhao School of Mahemacs
More informationDensity estimation III. Linear regression.
Lecure 6 Mlos Hauskrec mlos@cs.p.eu 539 Seo Square Des esmao III. Lear regresso. Daa: Des esmao D { D D.. D} D a vecor of arbue values Obecve: r o esmae e uerlg rue probabl srbuo over varables X px usg
More informationLecture 3 Topic 2: Distributions, hypothesis testing, and sample size determination
Lecure 3 Topc : Drbuo, hypohe eg, ad ample ze deermao The Sude - drbuo Coder a repeaed drawg of ample of ze from a ormal drbuo of mea. For each ample, compue,,, ad aoher ac,, where: The ac he devao of
More informationSpike-and-Slab Dirichlet Process Mixture Models
Ope oural of Sascs 5-58 hp://dxdoorg/436/os566 Publshed Ole December (hp://wwwscrporg/oural/os) Spke-ad-Slab Drchle Process Mxure Models Ka Cu Wesha Cu Deparme of Sascal Scece Duke Uversy Durham USA School
More informationIMPROVED PORTFOLIO OPTIMIZATION MODEL WITH TRANSACTION COST AND MINIMAL TRANSACTION LOTS
Vol.7 No.4 (200) p73-78 Joural of Maageme Scece & Sascal Decso IMPROVED PORTFOLIO OPTIMIZATION MODEL WITH TRANSACTION COST AND MINIMAL TRANSACTION LOTS TIANXIANG YAO AND ZAIWU GONG College of Ecoomcs &
More informationFALL HOMEWORK NO. 6 - SOLUTION Problem 1.: Use the Storage-Indication Method to route the Input hydrograph tabulated below.
Jorge A. Ramírez HOMEWORK NO. 6 - SOLUTION Problem 1.: Use he Sorage-Idcao Mehod o roue he Ipu hydrograph abulaed below. Tme (h) Ipu Hydrograph (m 3 /s) Tme (h) Ipu Hydrograph (m 3 /s) 0 0 90 450 6 50
More informationUSING INPUT PROCESS INDICATORS FOR DYNAMIC DECISION MAKING
Proceedgs of he 999 Wer Smulao Coferece P. A. Farrgo, H. B. Nembhard, D. T. Surrock, ad G. W. Evas, eds. USING INPUT PROCESS INDICATORS FOR DYNAMIC DECISION MAKING Mchael Fremer School of Operaos Research
More informationUse of Non-Conventional Measures of Dispersion for Improved Estimation of Population Mean
Amerca Joural of Operaoal esearch 06 6(: 69-75 DOI: 0.59/.aor.06060.0 Use of o-coveoal Measures of Dsperso for Improve Esmao of Populao Mea ubhash Kumar aav.. Mshra * Alok Kumar hukla hak Kumar am agar
More informationFundamentals of Speech Recognition Suggested Project The Hidden Markov Model
. Projec Iroduco Fudameals of Speech Recogo Suggesed Projec The Hdde Markov Model For hs projec, s proposed ha you desg ad mpleme a hdde Markov model (HMM) ha opmally maches he behavor of a se of rag sequeces
More informationPractice Final Exam (corrected formulas, 12/10 11AM)
Ecoomc Meze. Ch Fall Socal Scece 78 Uvery of Wco-Mado Pracce Fal Eam (correced formula, / AM) Awer all queo he (hree) bluebook provded. Make cera you wre your ame, your ude I umber, ad your TA ame o all
More informationTo Estimate or to Predict
Raer Schwabe o Esmae or o Predc Implcaos o he esg or Lear Mxed Models o Esmae or o Predc - Implcaos o he esg or Lear Mxed Models Raer Schwabe, Marya Prus raer.schwabe@ovgu.de suppored by SKAVOE Germa ederal
More informationSome Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables
Joural of Sceces Islamc epublc of Ira 6(: 63-67 (005 Uvers of ehra ISSN 06-04 hp://scecesuacr Some Probabl Iequales for Quadrac Forms of Negavel Depede Subgaussa adom Varables M Am A ozorga ad H Zare 3
More informationInterval Estimation. Consider a random variable X with a mean of X. Let X be distributed as X X
ECON 37: Ecoomercs Hypohess Tesg Iervl Esmo Wh we hve doe so fr s o udersd how we c ob esmors of ecoomcs reloshp we wsh o sudy. The queso s how comforble re we wh our esmors? We frs exme how o produce
More informationLinear Minimum Variance Unbiased Estimation of Individual and Population slopes in the presence of Informative Right Censoring
Ieraoal Joural of Scefc ad Research Pulcaos Volue 4 Issue Ocoer 4 ISSN 5-353 Lear Mu Varace Uased Esao of Idvdual ad Populao slopes he presece of Iforave Rgh Cesorg VswaahaN * RavaaR ** * Depare of Sascs
More informationEfficient Estimators for Population Variance using Auxiliary Information
Global Joural of Mahemacal cece: Theor ad Praccal. IN 97-3 Volume 3, Number (), pp. 39-37 Ieraoal Reearch Publcao Houe hp://www.rphoue.com Effce Emaor for Populao Varace ug Aular Iformao ubhah Kumar Yadav
More informationThe Optimal Combination Forecasting Based on ARIMA,VAR and SSM
Advaces Compuer, Sgals ad Sysems (206) : 3-7 Clausus Scefc Press, Caada The Opmal Combao Forecasg Based o ARIMA,VAR ad SSM Bebe Che,a, Mgya Jag,b* School of Iformao Scece ad Egeerg, Shadog Uversy, Ja,
More informationForecasting Stock Prices Using a Hierarchical Bayesian Approach
Joural of Forecasg J. Forecas. 4, 39 59 (005) Publshed ole Wle IerScece (www.erscece.wle.com). DOI: 0.00/for.933 Forecasg Sock Prces Usg a Herarchcal Baesa Approach JUN YING, LYNN KUO * AND GIM S. SEOW
More informationThe Properties of Probability of Normal Chain
I. J. Coep. Mah. Sceces Vol. 8 23 o. 9 433-439 HIKARI Ld www.-hkar.co The Properes of Proaly of Noral Cha L Che School of Maheacs ad Sascs Zheghou Noral Uversy Zheghou Cy Hea Provce 4544 Cha cluu6697@sa.co
More informationApplication of the stochastic self-training procedure for the modelling of extreme floods
The Exremes of he Exremes: Exraordary Floods (Proceedgs of a symposum held a Reyjav, Icelad, July 000). IAHS Publ. o. 7, 00. 37 Applcao of he sochasc self-rag procedure for he modellg of exreme floods
More informationA New Algorithm about Market Demand Prediction of Automobile
Ieraoal Joural of areg Sudes; Vol. 6, No. 4; 04 ISSN 98-79X E-ISSN 98-703 Publshed by Caada Ceer of Scece ad Educao A New Algorhm abou are Demad Predco of Auomoble Zhmg Zhu, Tao Che & Tamao She Busess
More informationStability Criterion for BAM Neural Networks of Neutral- Type with Interval Time-Varying Delays
Avalable ole a www.scecedrec.com Proceda Egeerg 5 (0) 86 80 Advaced Corol Egeergad Iformao Scece Sably Crero for BAM Neural Neworks of Neural- ype wh Ierval me-varyg Delays Guoqua Lu a* Smo X. Yag ab a
More informationComputer Life (CPL) ISSN: Research on IOWHA Operator Based on Vector Angle Cosine
Copuer Lfe (CPL) ISS: 1819-4818 Delverg Qualy Scece o he World Research o IOWHA Operaor Based o Vecor Agle Cose Megg Xao a, Cheg L b Shagha Uversy of Egeerg Scece, Shagha 0160, Cha a x18065415@163.co,
More informationQR factorization. Let P 1, P 2, P n-1, be matrices such that Pn 1Pn 2... PPA
QR facorzao Ay x real marx ca be wre as AQR, where Q s orhogoal ad R s upper ragular. To oba Q ad R, we use he Householder rasformao as follows: Le P, P, P -, be marces such ha P P... PPA ( R s upper ragular.
More informationON TESTING EXPONENTIALITY AGAINST NBARFR LIFE DISTRIBUTIONS
STATISTICA, ao LII,. 4, ON TESTING EPONENTIALITY AGAINST NBARR LIE DISTRIBUTIONS M. A. W. Mahmoud, N. A. Abdul Alm. INTRODUCTION AND DEINITIONS Tesg expoealy agas varous classes of lfe dsrbuos has go a
More informationMixed Integral Equation of Contact Problem in Position and Time
Ieraoal Joural of Basc & Appled Sceces IJBAS-IJENS Vol: No: 3 ed Iegral Equao of Coac Problem Poso ad me. A. Abdou S. J. oaquel Deparme of ahemacs Faculy of Educao Aleadra Uversy Egyp Deparme of ahemacs
More informationBACKTESTING VAR ESTIMATION UNDER GARCH AND GJR-GARCH MODELS
The 7 h Ieraoal Days of Sascs ad Ecoomcs, Prague, Sepember 9-, 3 BACKTESTING VAR ESTIMATION UNDER GARCH AND GJR-GARCH MODELS Aleš Kresa Absrac The mpora ad o less eresg par of facal rsk maageme s he rsk
More informationAsymptotic Behavior of Solutions of Nonlinear Delay Differential Equations With Impulse
P a g e Vol Issue7Ver,oveber Global Joural of Scece Froer Research Asypoc Behavor of Soluos of olear Delay Dffereal Equaos Wh Ipulse Zhag xog GJSFR Classfcao - F FOR 3 Absrac Ths paper sudes he asypoc
More informationJournal of Mathematical Psychology
Joural of Mahemacal sychology 56 (22) 34 355 Coes lss avalable a ScVerse SceceDrec Joural of Mahemacal sychology oural homepage: www.elsever.com/locae/mp Sascal measures for workload capacy aalyss Joseph
More informationOptimal Eye Movement Strategies in Visual Search (Supplement)
Opmal Eye Moveme Sraeges Vsual Search (Suppleme) Jr Naemk ad Wlso S. Gesler Ceer for Percepual Sysems ad Deparme of Psychology, Uversy of exas a Aus, Aus X 787 Here we derve he deal searcher for he case
More informationBy choosing to view this document, you agree to all provision of the copyright laws protecting it.
Copyrgh 4 by he Isue of Elecrcal ad Elecrocs Egeers. Repred from "4 PROCEEDINGS Aual RELIABILITY ad MAINTAINABILITY Symposum," Los Ageles, Calfora, USA, Jauary 6-9, 4. Ts maeral s posed here wh permsso
More informationContinuous Time Markov Chains
Couous me Markov chas have seay sae probably soluos f a oly f hey are ergoc, us lke scree me Markov chas. Fg he seay sae probably vecor for a couous me Markov cha s o more ffcul ha s he scree me case,
More informationIn the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!
ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal
More informationEE 6885 Statistical Pattern Recognition
EE 6885 Sascal Paer Recogo Fall 005 Prof. Shh-Fu Chag hp://.ee.columba.edu/~sfchag Lecure 8 (/8/05 8- Readg Feaure Dmeso Reduco PCA, ICA, LDA, Chaper 3.8, 0.3 ICA Tuoral: Fal Exam Aapo Hyväre ad Erkk Oja,
More informationFresnel Equations cont.
Lecure 12 Chaper 4 Fresel quaos co. Toal eral refleco ad evaesce waves Opcal properes of meals Laer: Famlar aspecs of he eraco of lgh ad maer Fresel quaos r 2 Usg Sell s law, we ca re-wre: r s s r a a
More informationSolving fuzzy linear programming problems with piecewise linear membership functions by the determination of a crisp maximizing decision
Frs Jo Cogress o Fuzzy ad Iellge Sysems Ferdows Uversy of Mashhad Ira 9-3 Aug 7 Iellge Sysems Scefc Socey of Ira Solvg fuzzy lear programmg problems wh pecewse lear membershp fucos by he deermao of a crsp
More informationThe ray paths and travel times for multiple layers can be computed using ray-tracing, as demonstrated in Lab 3.
C. Trael me cures for mulple reflecors The ray pahs ad rael mes for mulple layers ca be compued usg ray-racg, as demosraed Lab. MATLAB scrp reflec_layers_.m performs smple ray racg. (m) ref(ms) ref(ms)
More informationReliability Analysis of Sparsely Connected Consecutive-k Systems: GERT Approach
Relably Aalyss of Sparsely Coece Cosecuve- Sysems: GERT Approach Pooa Moha RMSI Pv. L Noa-2131 poalovely@yahoo.com Mau Agarwal Deparme of Operaoal Research Uversy of Delh Delh-117, Ia Agarwal_maulaa@yahoo.com
More informationA Novel ACO with Average Entropy
J. Sofware Egeerg & Applcaos, 2009, 2: 370-374 do:10.4236/jsea.2009.25049 Publshed Ole December 2009 (hp://www.scrp.org/joural/jsea) A Novel ACO wh Average Eropy Yacag LI College of Cvl Egeerg, Hebe Uversy
More information-distributed random variables consisting of n samples each. Determine the asymptotic confidence intervals for
Assgme Sepha Brumme Ocober 8h, 003 9 h semeser, 70544 PREFACE I 004, I ed o sped wo semesers o a sudy abroad as a posgraduae exchage sude a he Uversy of Techology Sydey, Ausrala. Each opporuy o ehace my
More informationSurvival Analysis for Randomized Clinical Trials II Cox Regression. Ziad Taib Biostatistics AstraZeneca February 26, 2008
Survval alyss for Raomz Clcal rals II Cox Rgrsso a ab osascs sraca Fbruary 6, 8 la Irouco o proporoal azar mol H aral lkloo Comparg wo groups umrcal xampl Comparso w log-rak s mol xp z + + k k z Ursag
More informationBilinear estimation of pollution source profiles in receptor models. Clifford H Spiegelman Ronald C. Henry NRCSE
Blear esmao of olluo source rofles receor models Eu Sug Park Clfford H Segelma Roald C Hery NRCSE T e c h c a l R e o r S e r e s NRCSE-TRS No 9 Blear esmao of olluo source rofles receor models Eu Sug
More informationAdvanced Machine Learning & Perception
Advanced Machne Learnng & Percepon Insrucor: Tony Jebara SVM Feaure & Kernel Selecon SVM Eensons Feaure Selecon (Flerng and Wrappng) SVM Feaure Selecon SVM Kernel Selecon SVM Eensons Classfcaon Feaure/Kernel
More informationCyclically Interval Total Colorings of Cycles and Middle Graphs of Cycles
Ope Joural of Dsree Mahemas 2017 7 200-217 hp://wwwsrporg/joural/ojdm ISSN Ole: 2161-7643 ISSN Pr: 2161-7635 Cylally Ierval Toal Colorgs of Cyles Mddle Graphs of Cyles Yogqag Zhao 1 Shju Su 2 1 Shool of
More informationFaculty Research Interest Seminar Department of Biostatistics, GSPH University of Pittsburgh. Gong Tang Feb. 18, 2005
Faculty Research Iterest Semar Departmet of Bostatstcs, GSPH Uversty of Pttsburgh Gog ag Feb. 8, 25 Itroducto Joed the departmet 2. each two courses: Elemets of Stochastc Processes (Bostat 24). Aalyss
More informationCHAPTER 10: LINEAR DISCRIMINATION
CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g
More informationFourth Order Runge-Kutta Method Based On Geometric Mean for Hybrid Fuzzy Initial Value Problems
IOSR Joural of Mahemacs (IOSR-JM) e-issn: 2278-5728, p-issn: 29-765X. Volume, Issue 2 Ver. II (Mar. - Apr. 27), PP 4-5 www.osrjourals.org Fourh Order Ruge-Kua Mehod Based O Geomerc Mea for Hybrd Fuzzy
More informationReal-Time Systems. Example: scheduling using EDF. Feasibility analysis for EDF. Example: scheduling using EDF
EDA/DIT6 Real-Tme Sysems, Chalmers/GU, 0/0 ecure # Updaed February, 0 Real-Tme Sysems Specfcao Problem: Assume a sysem wh asks accordg o he fgure below The mg properes of he asks are gve he able Ivesgae
More informationLinear Regression Linear Regression with Shrinkage. Some slides are due to Tommi Jaakkola, MIT AI Lab
Lear Regresso Lear Regresso th Shrkage Some sldes are due to Tomm Jaakkola, MIT AI Lab Itroducto The goal of regresso s to make quattatve real valued predctos o the bass of a vector of features or attrbutes.
More informationNew M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study)
Inernaonal Mahemacal Forum, Vol. 8, 3, no., 7 - HIKARI Ld, www.m-hkar.com hp://dx.do.org/.988/mf.3.3488 New M-Esmaor Objecve Funcon n Smulaneous Equaons Model (A Comparave Sudy) Ahmed H. Youssef Professor
More informationNew Guaranteed H Performance State Estimation for Delayed Neural Networks
Ieraoal Joural of Iformao ad Elecrocs Egeerg Vol. o. 6 ovember ew Guaraeed H Performace ae Esmao for Delayed eural eworks Wo Il Lee ad PooGyeo Park Absrac I hs paper a ew guaraeed performace sae esmao
More informationCS 2750 Machine Learning. Lecture 8. Linear regression. CS 2750 Machine Learning. Linear regression. is a linear combination of input components x
CS 75 Mache Learg Lecture 8 Lear regresso Mlos Hauskrecht mlos@cs.ptt.edu 539 Seott Square CS 75 Mache Learg Lear regresso Fucto f : X Y s a lear combato of put compoets f + + + K d d K k - parameters
More informationDevelopment of Hybrid-Coded EPSO for Optimal Allocation of FACTS Devices in Uncertain Smart Grids
Avalable ole a www.scecedrec.com Proceda Compuer Scece 6 (011) 49 434 Complex Adapve Sysems, Volume 1 Cha H. Dagl, Edor Chef Coferece Orgazed by ssour Uversy of Scece ad Techology 011- Chcago, IL Developme
More informationImputation Based on Local Linear Regression for Nonmonotone Nonrespondents in Longitudinal Surveys
Ope Joural of Sascs, 6, 6, 38-54 p://www.scrp.org/joural/ojs SSN Ole: 6-798 SSN Pr: 6-78X mpuao Based o Local Lear Regresso for Nomoooe Norespodes Logudal Surves Sara Pee, Carles K. Sego, Leo Odogo, George
More informationThe Bernstein Operational Matrix of Integration
Appled Mahemacal Sceces, Vol. 3, 29, o. 49, 2427-2436 he Berse Operaoal Marx of Iegrao Am K. Sgh, Vee K. Sgh, Om P. Sgh Deparme of Appled Mahemacs Isue of echology, Baaras Hdu Uversy Varaas -225, Ida Asrac
More informationEvolutionary Method of Population Classification According to Level of Social Resilience
(JACSA) eraoal Joural of Advaced Compuer Scece ad Applcaos, Evoluoary Mehod of Populao Classfcao Accordg o Level of Socal Reslece Coulbaly Kpa Tekoura Research Laboraory Compuer Scece ad Telecommucaos
More informationAssessing Normality. Assessing Normality. Assessing Normality. Assessing Normality. Normal Probability Plot for Normal Distribution.
Assessg Normaly No All Couous Radom Varables are Normally Dsrbued I s Impora o Evaluae how Well he Daa Se Seems o be Adequaely Approxmaed by a Normal Dsrbuo Cosruc Chars Assessg Normaly For small- or moderae-szed
More information( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model
BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng
More informationA Constitutive Model for Multi-Line Simulation of Granular Material Behavior Using Multi-Plane Pattern
Joural of Compuer Scece 5 (): 8-80, 009 ISSN 549-009 Scece Publcaos A Cosuve Model for Mul-Le Smulao of Graular Maeral Behavor Usg Mul-Plae Paer S.A. Sadread, A. Saed Darya ad M. Zae KN Toos Uversy of
More informationBILINEAR GARCH TIME SERIES MODELS
BILINEAR GARCH TIME SERIES MODELS Mahmoud Gabr, Mahmoud El-Hashash Dearme of Mahemacs, Faculy of Scece, Alexadra Uversy, Alexadra, Egy Dearme of Mahemacs ad Comuer Scece, Brdgewaer Sae Uversy, Brdgewaer,
More informationThe textbook expresses the stock price as the present discounted value of the dividend paid and the price of the stock next period.
ublc Affars 974 Meze D. Ch Fall Socal Sceces 748 Uversy of Wscos-Madso Sock rces, News ad he Effce Markes Hypohess (rev d //) The rese Value Model Approach o Asse rcg The exbook expresses he sock prce
More informationProbability Bracket Notation and Probability Modeling. Xing M. Wang Sherman Visual Lab, Sunnyvale, CA 94087, USA. Abstract
Probably Bracke Noao ad Probably Modelg Xg M. Wag Sherma Vsual Lab, Suyvale, CA 94087, USA Absrac Ispred by he Drac oao, a ew se of symbols, he Probably Bracke Noao (PBN) s proposed for probably modelg.
More informationTHEORETICAL AUTOCORRELATIONS. ) if often denoted by γ. Note that
THEORETICAL AUTOCORRELATIONS Cov( y, y ) E( y E( y))( y E( y)) ρ = = Var( y) E( y E( y)) =,, L ρ = and Cov( y, y ) s ofen denoed by whle Var( y ) f ofen denoed by γ. Noe ha γ = γ and ρ = ρ and because
More informationQuantum Mechanics II Lecture 11 Time-dependent perturbation theory. Time-dependent perturbation theory (degenerate or non-degenerate starting state)
Pro. O. B. Wrgh, Auum Quaum Mechacs II Lecure Tme-depede perurbao heory Tme-depede perurbao heory (degeerae or o-degeerae sarg sae) Cosder a sgle parcle whch, s uperurbed codo wh Hamloa H, ca exs a superposo
More information14. Poisson Processes
4. Posso Processes I Lecure 4 we roduced Posso arrvals as he lmg behavor of Bomal radom varables. Refer o Posso approxmao of Bomal radom varables. From he dscusso here see 4-6-4-8 Lecure 4 " arrvals occur
More informationThe t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management
The copula wh Mulple Parameers of Degrees of Freedom: Bvarae Characerscs ad Applcao o Rsk Maageme Ths s a prepr of a arcle publshed Quaave Face November 9 DOI: 8/4697689385544 wwwadfcouk/jourals/rquf Xaol
More informationComputational Functional Anatomy
Compuaoal Fucoal Aaomy Aq Qu Dvso of Boegeerg Compuaoal Fucoal Aaomy CFA s he mahemacal sudy of aaomcal cofguraos ad sgals assocaed wh aaomy ad fucos aaomcal coordaes. ulmodal Images MRI DTI fmri 5 Sascal
More information1. Introduction. 2. Feature selection
Face Deeco Usg Adaboosed RVM-based Compoe Classfer Al Reza Bayeseh ashk, Abolghassem Sayadya, SeyyedMajd Valollahzadeh Elecrcal Egeerg Deparme, Amrkabr Uversy of echology, 594 ehra, Ira Bayeseh_ar@yahoo.com,eea35@au.ac.r,valollahzadeh@yahoo.com
More information