Jian Zou  Alan F. Karr  David Banks  Matthew J. Heaton  Gauri Datta  James Lynch  Francisco Vera 《Statistical Analysis and Data Mining》2012,5(3):194-204

Early and accurate detection of outbreaks is one of the most important objectives of syndromic surveillance systems. We propose a general Bayesian framework for syndromic surveillance systems. The methodology incorporates Gaussian Markov random field (GMRF) and spatio‐temporal conditional autoregressive (CAR) modeling. By contrast, most previous approaches have been based on only spatial or time series models. The model has appealing probabilistic representations as well as attractive statistical properties. Based on extensive simulation studies, the model is capable of capturing outbreaks rapidly, while still limiting false positives. © 2012 Wiley Periodicals, Inc. Statistical Analysis and Data Mining 5: 194–204, 2012  相似文献   

    

Yoshinobu Kawahara  Masashi Sugiyama 《Statistical Analysis and Data Mining》2012,5(2):114-127

Change‐point detection is the problem of discovering time points at which properties of time‐series data change. This covers a broad range of real‐world problems and has been actively discussed in the community of statistics and data mining. In this paper, we present a novel nonparametric approach to detecting the change of probability distributions of sequence data. Our key idea is to estimate the ratio of probability densities, not the probability densities themselves. This formulation allows us to avoid nonparametric density estimation, which is known to be a difficult problem. We provide a change‐point detection algorithm based on direct density‐ratio estimation that can be computed very efficiently in an online manner. The usefulness of the proposed method is demonstrated through experiments using artificial and real‐world datasets. © 2011 Wiley Periodicals, Inc. Statistical Analysis and Data Mining 2011  相似文献   

    

Mehmet Sahinoglu  Luis Cueva‐Parra  David Ang 《Wiley Interdisciplinary Reviews: Computational Statistics》2012,4(3):227-248

Risk analysis, comprising risk assessment and risk management stages, is one of the most popular and challenging topics of our times because security and privacy, and availability and usability culminating at the trustworthiness of cybersystems and cyber information is at stake. The precautionary need derives from the existence of defenders versus adversaries, in an everlasting Darwinian scenario dating back to early human history of warriors fighting for their sustenance to survive. Fast forwarding to today's information warfare, whether in networks or healthcare or national security, the currently dire situation necessitates more than a hand calculator to optimize (maximize gains or minimize losses) risk due to prevailing scarce economic resources. This article reviews the previous works completed on this specialized topic of game‐theoretic computing, its methods and applications toward the purpose of quantitative risk assessment and cost‐optimal management in many diverse disciplines including entire range of informatics‐related topics. Additionally, this review considers certain game‐theoretic topics in depth historically, and those computationally resourceful such as Neumann's two‐way zero‐sum pure equilibrium and optimal mixed strategy solutions versus Nash equilibria with pure and mixed strategies. Computational examples are provided to highlight the significance of game‐theoretic solutions used in risk assessment and management, particularly in reference to cybersystems and information security. WIREs Comput Stat 2012, 4:227–248. doi: 10.1002/wics.1205 This article is categorized under:

• Algorithms and Computational Methods > Linear Programming
• Algorithms and Computational Methods > Networks and Security

  相似文献   

    

Mark Janssens  Geert Molenberghs  René Kerstens 《Pharmaceutical statistics》2012,11(6):442-448

Missing data in clinical trials is a well‐known problem, and the classical statistical methods used can be overly simple. This case study shows how well‐established missing data theory can be applied to efficacy data collected in a long‐term open‐label trial with a discontinuation rate of almost 50%. Satisfaction with treatment in chronically constipated patients was the efficacy measure assessed at baseline and every 3 months postbaseline. The improvement in treatment satisfaction from baseline was originally analyzed with a paired t‐test ignoring missing data and discarding the correlation structure of the longitudinal data. As the original analysis started from missing completely at random assumptions regarding the missing data process, the satisfaction data were re‐examined, and several missing at random (MAR) and missing not at random (MNAR) techniques resulted in adjusted estimate for the improvement in satisfaction over 12 months. Throughout the different sensitivity analyses, the effect sizes remained significant and clinically relevant. Thus, even for an open‐label trial design, sensitivity analysis, with different assumptions for the nature of dropouts (MAR or MNAR) and with different classes of models (selection, pattern‐mixture, or multiple imputation models), has been found useful and provides evidence towards the robustness of the original analyses; additional sensitivity analyses could be undertaken to further qualify robustness. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

    

Pavan Vajjah  Stephen B Duffull 《Pharmaceutical statistics》2012,11(6):503-510

The T‐optimality criterion is used in optimal design to derive designs for model selection. To set up the method, it is required that one of the models is considered to be true. We term this local T‐optimality. In this work, we propose a generalisation of T‐optimality (termed robust T‐optimality) that relaxes the requirement that one of the candidate models is set as true. We then show an application to a nonlinear mixed effects model with two candidate non‐nested models and combine robust T‐optimality with robust D‐optimality. Optimal design under local T‐optimality was found to provide adequate power when the a priori assumed true model was the true model but poor power if the a priori assumed true model was not the true model. The robust T‐optimality method provided adequate power irrespective of which model was true. The robust T‐optimality method appears to have useful properties for nonlinear models, where both the parameter values and model structure are required to be known a priori, and the most likely model that would be applied to any new experiment is not known with certainty. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

    

Paola Rebora  Stefania Galimberti 《Pharmaceutical statistics》2012,11(6):494-502

In some exceptional circumstances, as in very rare diseases, nonrandomized one‐arm trials are the sole source of evidence to demonstrate efficacy and safety of a new treatment. The design of such studies needs a sound methodological approach in order to provide reliable information, and the determination of the appropriate sample size still represents a critical step of this planning process. As, to our knowledge, no method exists for sample size calculation in one‐arm trials with a recurrent event endpoint, we propose here a closed sample size formula. It is derived assuming a mixed Poisson process, and it is based on the asymptotic distribution of the one‐sample robust nonparametric test recently developed for the analysis of recurrent events data. The validity of this formula in managing a situation with heterogeneity of event rates, both in time and between patients, and time‐varying treatment effect was demonstrated with exhaustive simulation studies. Moreover, although the method requires the specification of a process for events generation, it seems to be robust under erroneous definition of this process, provided that the number of events at the end of the study is similar to the one assumed in the planning phase. The motivating clinical context is represented by a nonrandomized one‐arm study on gene therapy in a very rare immunodeficiency in children (ADA‐SCID), where a major endpoint is the recurrence of severe infections. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

    

Marc G. Genton  Mijeong Kim  Yanyuan Ma 《Stat》2012,1(1):1-11

We study a class of semiparametric skewed distributions arising when the sample selection process produces non‐randomly sampled observations. Based on semiparametric theory and taking into account the symmetric nature of the population distribution, we propose both consistent estimators, i.e. robust to model mis‐specification, and efficient estimators, i.e. reaching the minimum possible estimation variance, of the location of the symmetric population. We demonstrate the theoretical properties of our estimators through asymptotic analysis and assess their finite sample performance through simulations. We also implement our methodology on a real data example of ambulatory expenditures to illustrate the applicability of the estimators in practice. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

    

Timo Korkeamki  Tuomas Takalo 《European Management Review》2013,10(4):197-210

We use data on both daily stock returns and internet activity to estimate the value of Apple's iPhone and related intellectual property. We find the private value of iPhone to be 10%–13% of Apple's market cap. Grounded in the resource‐based theory, we argue that much of this value stems from Apple's managerial capabilities to capitalize on the product, as proprietary technology explains about 25% of the private value. This effect arises from patent applications, rather than grants or trademarks. Our analysis of the global supply chain of iPhone suggests that besides Apple, firms in the supply chain are able to capture very limited value from iPhone. These results support the theory of dynamic capabilities, maintaining that a firm's unique dynamic managerial and organizational capabilities are crucial for value creation in globally competitive innovative industries.  相似文献   

    

Amit Karna  Florian Tube  Petra Sonderegger 《European Management Review》2013,10(4):211-226

In this paper, we investigate the evolution of multinational corporation (MNC) research and development (R&D) subsidiaries through evolution of innovation networks. Their evolution within and outside MNC R&D subsidiaries has not been investigated in the context of MNCs that source innovation from emerging economies. We do so, using two dimensions: geographical and organizational boundaries. In order to identify a pattern, we chose the information technology (IT) cluster in Bangalore, India, as the context for a qualitative study; for there are MNC subsidiaries that operate and innovate within and outside organizational boundaries, and have strong links with firms within and outside of Bangalore cluster. The globalized nature of the cluster helps us infer the evolution of innovation networks by taking a knowledge flow perspective. We identify four distinct phases based on where and how knowledge flows. We find that the innovation networks of these MNC subsidiaries in emerging economies first develop as hierarchical networks and then extend to the local markets. Within the first part, the networks start with a non‐local nature (phase A) and get embedded into local networks (phase B and phase C), finally developing into non‐local (phase D) market ties that enable MNC headquarters to source innovation from the host country. In an emerging economy context, clusters can serve as a springboard by providing a local environment that can help overcome institutional voids.  相似文献   

    

Vronique Favre‐Bont  Catherine Thvenard‐Puthod 《European Management Review》2013,10(3):117-135

This paper investigates the link between resource and skill transfers and the long‐term performance of acquisitions. Rather than taking the more common acquirer's perspective, this research emphasizes the point of view of the acquired firm and focuses on a little‐studied type of business, namely, small and medium‐sized subcontractor firms. Through 14 case studies of subcontractor acquisitions, we show that those acquired firms can improve their long‐term performance in terms of turnover, profitability, number of employees and reduced dependency, if they receive certain types of new resources and skills from acquirers. Particularly, post‐acquisition performance is more closely related to the transfer of managerial and functional skills than to operational resources. Three factors (e.g., geographical, business and cultural proximity) also help facilitate some types of transfers. However, the degree of post‐acquisition integration does not play a key role in those transfers.  相似文献