Improved Transferability of Data‐Driven Damage Models Through Sample Selection Bias Correction

Damage models for natural hazards are used for decision making on reducing and transferring risk. The damage estimates from these models depend on many variables and their complex sometimes nonlinear relationships with the damage. In recent years, data‐driven modeling techniques have been used to capture those relationships. The available data to build such models are often limited. Therefore, in practice it is usually necessary to transfer models to a different context. In this article, we show that this implies the samples used to build the model are often not fully representative for the situation where they need to be applied on, which leads to a “sample selection bias.” In this article, we enhance data‐driven damage models by applying methods, not previously applied to damage modeling, to correct for this bias before the machine learning (ML) models are trained. We demonstrate this with case studies on flooding in Europe, and typhoon wind damage in the Philippines. Two sample selection bias correction methods from the ML literature are applied and one of these methods is also adjusted to our problem. These three methods are combined with stochastic generation of synthetic damage data. We demonstrate that for both case studies, the sample selection bias correction techniques reduce model errors, especially for the mean bias error this reduction can be larger than 30%. The novel combination with stochastic data generation seems to enhance these techniques. This shows that sample selection bias correction methods are beneficial for damage model transfer.     

Statistical testing strategies for assessing treatment efficacy and marker accuracy in phase III trials

When a candidate predictive marker is available, but evidence on its predictive ability is not sufficiently reliable, all‐comers trials with marker stratification are frequently conducted. We propose a framework for planning and evaluating prospective testing strategies in confirmatory, phase III marker‐stratified clinical trials based on a natural assumption on heterogeneity of treatment effects across marker‐defined subpopulations, where weak rather than strong control is permitted for multiple population tests. For phase III marker‐stratified trials, it is expected that treatment efficacy is established in a particular patient population, possibly in a marker‐defined subpopulation, and that the marker accuracy is assessed when the marker is used to restrict the indication or labelling of the treatment to a marker‐based subpopulation, ie, assessment of the clinical validity of the marker. In this paper, we develop statistical testing strategies based on criteria that are explicitly designated to the marker assessment, including those examining treatment effects in marker‐negative patients. As existing and developed statistical testing strategies can assert treatment efficacy for either the overall patient population or the marker‐positive subpopulation, we also develop criteria for evaluating the operating characteristics of the statistical testing strategies based on the probabilities of asserting treatment efficacy across marker subpopulations. Numerical evaluations to compare the statistical testing strategies based on the developed criteria are provided.     

Blinded continuous monitoring in clinical trials with recurrent event endpoints

In studies with recurrent event endpoints, misspecified assumptions of event rates or dispersion can lead to underpowered trials or overexposure of patients. Specification of overdispersion is often a particular problem as it is usually not reported in clinical trial publications. Changing event rates over the years have been described for some diseases, adding to the uncertainty in planning. To mitigate the risks of inadequate sample sizes, internal pilot study designs have been proposed with a preference for blinded sample size reestimation procedures, as they generally do not affect the type I error rate and maintain trial integrity. Blinded sample size reestimation procedures are available for trials with recurrent events as endpoints. However, the variance in the reestimated sample size can be considerable in particular with early sample size reviews. Motivated by a randomized controlled trial in paediatric multiple sclerosis, a rare neurological condition in children, we apply the concept of blinded continuous monitoring of information, which is known to reduce the variance in the resulting sample size. Assuming negative binomial distributions for the counts of recurrent relapses, we derive information criteria and propose blinded continuous monitoring procedures. The operating characteristics of these are assessed in Monte Carlo trial simulations demonstrating favourable properties with regard to type I error rate, power, and stopping time, ie, sample size.     

On the estimation of non linear functions in stochastic volatility models

Abstract

This paper focuses on the inference of suitable generally non linear functions in stochastic volatility models. In this context, in order to estimate the variance of the proposed estimators, a moving block bootstrap (MBB) approach is suggested and discussed. Under mild assumptions, we show that the MBB procedure is weakly consistent. Moreover, a methodology to choose the optimal length block in the MBB is proposed. Some examples and simulations on the model are also made to show the performance of the proposed procedure.     

Modifications of sequential designs in bioequivalence trials

Bioequivalence (BE) studies are designed to show that two formulations of one drug are equivalent and they play an important role in drug development. When in a design stage, it is possible that there is a high degree of uncertainty on variability of the formulations and the actual performance of the test versus reference formulation. Therefore, an interim look may be desirable to stop the study if there is no chance of claiming BE at the end (futility), or claim BE if evidence is sufficient (efficacy), or adjust the sample size. Sequential design approaches specially for BE studies have been proposed previously in publications. We applied modification to the existing methods focusing on simplified multiplicity adjustment and futility stopping. We name our method modified sequential design for BE studies (MSDBE). Simulation results demonstrate comparable performance between MSDBE and the original published methods while MSDBE offers more transparency and better applicability. The R package MSDBE is available at https://sites.google.com/site/modsdbe/ . Copyright © 2015 John Wiley & Sons, Ltd.     

脊波导宽频带电磁参数测试技术

针对高损耗介质材料电磁参数的宽频带测试问题,提出了利用脊波导进行测试的新方法,建立了电磁参数测试系统,并采用TRL技术进行了系统校准。该方法仅用3个波段的脊波导即可覆盖2.0～18.0GHz宽频带范围内的电磁参数测试,具有频带宽、体积小、测试精确度高等优点。     

用声学测量预报等温淬火球墨铸铁强度

等温淬火球墨铸铁的机械性能与其声学性能相关。本文将两种碳当量球铁在８４５，８９９和９４５℃温度进行奥氏体处理，在２６０，３１６和３７１℃温度进行等温淬火得到证实。声学性能测量包括共振频率，声速和内耗。由共振频率转换成动态模量表示出这种关系可以用来预报球墨铸铁不同热处理条件下的机械性能。     

酚酞型聚醚砜膜的制备与性能研究

本文利用水相沉淀聚合法成功地合成了丙烯腈(AN)-(二丙烯酰胺基)-二甲基丙烷磺酸(AM PS)共聚物,然后将其作为添加剂制备酚酞型聚醚砜膜,并进一步研究了添加剂用量对膜通量,膜截留率以及膜形态的影响.研究表明,随着添加剂用量的增加(从0到5%),膜在100 kPa下的水通量从230 L/m2.hr下降到125 L/m2.hr,对PEG 35000的截留率分别从0.5528增加到0.75.另外,利用场发射电子显微镜观察了膜断面,发现随着PAN-co-AM PS含量的增加,膜表皮层逐渐变厚,指状孔逐渐减少.     

Proportional reversed hazard rate model and its applications

The purpose of this paper is to study the structure and properties of the proportional reversed hazard rate model (PRHRM) in contrast to the celebrated proportional hazard model (PHM). The monotonicity of the hazard rate and the reversed hazard rate of the model is investigated. Some criteria of aging are presented and the inheritance of the aging notions (of the base distribution) by the PRHRM is studied. Characterizations of the model involving Fisher information are presented and the statistical inference of the parameters is discussed. Finally, it is shown that several members of the proportional reversed hazard rate class have been found to be useful and flexible in real data analysis.     

彩票的法学解析

彩票是国家为筹集社会公益资金而发行的供人们自愿购买并据以取得获奖机会的凭证。汇集闲散资金,造福社会公益事业,是彩票的本质特征,也是彩票的道德生命和法律生命所在。彩票具有国家性、财产性、合同性、社会性等法律性质。彩票运作中包含着多重法律关系,其核心问题是发行人与购彩人之间的权利、义务如何配置。