The Bayesian paradigm provides an ideal platform to update uncertainties and carry them over into the future in the presence of data. Bayesian predictive power (BPP) reflects our belief in the eventual success of a clinical trial to meet its goals. In this paper we derive mathematical expressions for the most common types of outcomes, to make the BPP accessible to practitioners, facilitate fast computations in adaptive trial design simulations that use interim futility monitoring, and propose an organized BPP-based phase II-to-phase III design framework. 相似文献
Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {Xij, j ? 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference ∑n1(t)j = 1X1j ? ∑n2(t)j = 1X2j and random difference ∑N1(t)j = 1X1j ? ∑N2(t)j = 1X2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained. 相似文献
For survival endpoints in subgroup selection, a score conversion model is often used to convert the set of biomarkers for each patient into a univariate score and using the median of the univariate scores to divide the patients into biomarker‐positive and biomarker‐negative subgroups. However, this may lead to bias in patient subgroup identification regarding the 2 issues: (1) treatment is equally effective for all patients and/or there is no subgroup difference; (2) the median value of the univariate scores as a cutoff may be inappropriate if the sizes of the 2 subgroups are differ substantially. We utilize a univariate composite score method to convert the set of patient's candidate biomarkers to a univariate response score. We propose applying the likelihood ratio test (LRT) to assess homogeneity of the sampled patients to address the first issue. In the context of identification of the subgroup of responders in adaptive design to demonstrate improvement of treatment efficacy (adaptive power), we suggest that subgroup selection is carried out if the LRT is significant. For the second issue, we utilize a likelihood‐based change‐point algorithm to find an optimal cutoff. Our simulation study shows that type I error generally is controlled, while the overall adaptive power to detect treatment effects sacrifices approximately 4.5% for the simulation designs considered by performing the LRT; furthermore, the change‐point algorithm outperforms the median cutoff considerably when the subgroup sizes differ substantially. 相似文献
Response‐adaptive randomisation (RAR) can considerably improve the chances of a successful treatment outcome for patients in a clinical trial by skewing the allocation probability towards better performing treatments as data accumulates. There is considerable interest in using RAR designs in drug development for rare diseases, where traditional designs are not either feasible or ethically questionable. In this paper, we discuss and address a major criticism levelled at RAR: namely, type I error inflation due to an unknown time trend over the course of the trial. The most common cause of this phenomenon is changes in the characteristics of recruited patients—referred to as patient drift. This is a realistic concern for clinical trials in rare diseases due to their lengthly accrual rate. We compute the type I error inflation as a function of the time trend magnitude to determine in which contexts the problem is most exacerbated. We then assess the ability of different correction methods to preserve type I error in these contexts and their performance in terms of other operating characteristics, including patient benefit and power. We make recommendations as to which correction methods are most suitable in the rare disease context for several RAR rules, differentiating between the 2‐armed and the multi‐armed case. We further propose a RAR design for multi‐armed clinical trials, which is computationally efficient and robust to several time trends considered. 相似文献
AbstractIn this paper, we propose a discrete-time risk model with the claim number following an integer-valued autoregressive conditional heteroscedasticity (ARCH) process with Poisson deviates. In this model, the current claim number depends on the previous observations. Within this framework, the equation for finding the adjustment coefficient is derived. Numerical studies are also carried out to examine the impact of the Poisson ARCH dependence structure on the ruin probability. 相似文献
In the contemporary multicentric world, sovereign states have to manage carefully the construction of their image, defining their role and aspirations. With the re-definition of the state centric politics, stories become relevant: communication is a form of power, and networked forms of communication are becoming progressively a way to conquer the transnational public spheres. Through strategic narratives of foreign politics, states try to set up the ‘tales’ of international affairs and foreign strategies, to suggest a world vision, a causal interpretation, determining frames that affect transnational actors’ position in the international environment. Sovereign states develop these kind of frame using tools and theories referred to the commercial branding tradition to promote and support their own policies and identity. We decided to investigate how that process is made through information diffusion on digital platforms.
In this work, it has been analyzed the content presented through Twitter posts by the Foreign Ministries accounts of four different States dissimilar for geopolitical positioning and security concerns (USA; Israel; France; Sweden), for a period of three months (9/1/2015-11/30/2015); leading to the identification of different models and characteristic patterns of self-representation.
The thematic content analysis, based on the identification of macrocategories and micro-issues, has led to the identification of different models and characteristic patterns of self-representation, determined by domestic vicissitudes, and has shown some regularities, caused by the branding vocation of autobiographical online contents. 相似文献
In this article, an agent‐based framework to quantify the seismic resilience of an electric power supply system (EPSS) and the community it serves is presented. Within the framework, the loss and restoration of the EPSS power generation and delivery capacity and of the power demand from the served community are used to assess the electric power deficit during the damage absorption and recovery processes. Damage to the components of the EPSS and of the community‐built environment is evaluated using the seismic fragility functions. The restoration of the community electric power demand is evaluated using the seismic recovery functions. However, the postearthquake EPSS recovery process is modeled using an agent‐based model with two agents, the EPSS Operator and the Community Administrator. The resilience of the EPSS–community system is quantified using direct, EPSS‐related, societal, and community‐related indicators. Parametric studies are carried out to quantify the influence of different seismic hazard scenarios, agent characteristics, and power dispatch strategies on the EPSS–community seismic resilience. The use of the agent‐based modeling framework enabled a rational formulation of the postearthquake recovery phase and highlighted the interaction between the EPSS and the community in the recovery process not quantified in resilience models developed to date. Furthermore, it shows that the resilience of different community sectors can be enhanced by different power dispatch strategies. The proposed agent‐based EPSS–community system resilience quantification framework can be used to develop better community and infrastructure system risk governance policies. 相似文献
Public support for nuclear power generation has decreased in Japan since the Fukushima Daiichi nuclear accident in March 2011. This study examines how the factors influencing public acceptance of nuclear power changed after this event. The influence factors examined are perceived benefit, perceived risk, trust in the managing bodies, and pro‐environmental orientation (i.e., new ecological paradigm). This study is based on cross‐sectional data collected from two online nationwide surveys: one conducted in November 2009, before the nuclear accident, and the other in October 2011, after the accident. This study's target respondents were residents of Aomori, Miyagi, and Fukushima prefectures in the Tohoku region of Japan, as these areas were the epicenters of the Great East Japan Earthquake and the locations of nuclear power stations. After the accident, trust in the managing bodies was found to have a stronger influence on perceived risk, and pro‐environmental orientation was found to have a stronger influence on trust in the managing bodies; however, perceived benefit had a weaker positive influence on public acceptance. We also discuss the theoretical and practical implications of these findings. 相似文献
Seasonal fractional ARIMA (ARFISMA) model with infinite variance innovations is used in the analysis of seasonal long-memory time series with large fluctuations (heavy-tailed distributions). Two methods, which are the empirical characteristic function (ECF) procedure developed by Knight and Yu [The empirical characteristic function in time series estimation. Econometric Theory. 2002;18:691–721] and the Two-Step method (TSM) are proposed to estimate the parameters of stable ARFISMA model. The ECF method estimates simultaneously all the parameters, while the TSM considers in the first step the Markov Chains Monte Carlo–Whittle approach introduced by Ndongo et al. [Estimation of long-memory parameters for seasonal fractional ARIMA with stable innovations. Stat Methodol. 2010;7:141–151], combined with the maximum likelihood estimation method developed by Alvarez and Olivares [Méthodes d'estimation pour des lois stables avec des applications en finance. Journal de la Société Française de Statistique. 2005;1(4):23–54] in the second step. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques. 相似文献