Integer-valued data are frequently encountered in time series studies.A pth-order mixed dependence-driven random coefficient integervalued autoregressive time series model(Po-MDDRCINAR(p))in view of binomial and negat...Integer-valued data are frequently encountered in time series studies.A pth-order mixed dependence-driven random coefficient integervalued autoregressive time series model(Po-MDDRCINAR(p))in view of binomial and negative binomial operators,where the innovation sequence follows a Poisson distribution,is investigated to provide meaningful theoretical explanations.Strict stationary and ergodicity of the model are demonstrated.Furthermore,the conditional leastsquares and conditional maximum-likelihood methods are adopted to estimate the parameters,where the asymptotic characterization of the estimators is derived.Finite-sample properties of the conditional maximum-likelihood estimator are examined in relation to the widely used conditional least-squares estimator.The conclusion is that,if the Poisson assumption of the innovation sequence can be justified,conditional maximum-likelihood method performs better in terms of MADE and MSE.Finally,the practical performance of the model is illustrated by a set of COVID-19 data of suspected cases in China with a comparison with relevant models that exist so far in the literature.展开更多
目的系统阐述靶向最大似然估计(targeted maximum likelihood estimation,TMLE)的基本原理和实施流程,为观察性研究的因果推断问题提供方法学指导。方法基于Diabetes数据集构建模拟数据,设置正确设定和双重误设两类情景,分别采用传统方...目的系统阐述靶向最大似然估计(targeted maximum likelihood estimation,TMLE)的基本原理和实施流程,为观察性研究的因果推断问题提供方法学指导。方法基于Diabetes数据集构建模拟数据,设置正确设定和双重误设两类情景,分别采用传统方法(G计算、逆处理概率加权)、TMLE、TMLE结合超级学习(super learner,SL)估计因果效应的边际比值比(marginal odds ratio,MOR)及其95%CI,并通过偏差、均方误差及95%CI覆盖率评估其性能。进一步基于Lindner数据集分析经皮冠状动脉介入联合阿昔单抗治疗与6个月生存状态之间的关联,以验证该方法在实例数据中的因果推断效果。结果模拟研究表明,在正确设定条件下,所有方法均表现良好;而在双重误设情况下,TMLE及TMLE+SL均表现出较小的偏差(TMLE:0.018;TMLE+SL:0.012)和均方误差(TMLE:0.173;TMLE+SL:0.066),95%CI覆盖率最接近名义水平,均为96.00%,准确性和稳健性优于传统方法。实例分析中,4种方法结果均显示,经皮冠状动脉介入联合阿昔单抗具有保护作用(MOR<1),其中TMLE+SL的95%CI最窄(MOR=0.201,95%CI:0.093~0.436),估计精度最高。结论TMLE,尤其是TMLE+SL,能够有效优化目标参数的偏差-方差权衡,为观察性研究提供更精确且稳健的因果效应估计,具有重要的方法学价值。展开更多
Channel estimation and synchronization are crucial problems in coherent ultra wideband （UWB） receiver designs. A joint maximum-likelihood （ML） and minimum-mean-square-error （MMSE） channel esti- mation scheme was...Channel estimation and synchronization are crucial problems in coherent ultra wideband （UWB） receiver designs. A joint maximum-likelihood （ML） and minimum-mean-square-error （MMSE） channel esti- mation scheme was developed for more precise channel estimates based on the assumption of exponential multipath decay. The performance improvement was analyzed theoretically with a computer simulation using IEEE 802.15.3a ultra-wideband channel models. Theoretical and simulation results show that the scheme further improves the estimation performance of channel gains and multipath delays compared with the traditional ML channel estimator.展开更多
基金supported by Fundamental Research Program of Shanxi Province[Grant No.202103021223084]National Natural Science Foundation of China[Grant No.12271231]+1 种基金Natural Science Foundation ofHenan Province[GrantNo.222300420127]2023Graduate Education Innovation Program Various Projects and Special Funds for Innovation and Entrepreneurship[Grant No.RC2300003332].
文摘Integer-valued data are frequently encountered in time series studies.A pth-order mixed dependence-driven random coefficient integervalued autoregressive time series model(Po-MDDRCINAR(p))in view of binomial and negative binomial operators,where the innovation sequence follows a Poisson distribution,is investigated to provide meaningful theoretical explanations.Strict stationary and ergodicity of the model are demonstrated.Furthermore,the conditional leastsquares and conditional maximum-likelihood methods are adopted to estimate the parameters,where the asymptotic characterization of the estimators is derived.Finite-sample properties of the conditional maximum-likelihood estimator are examined in relation to the widely used conditional least-squares estimator.The conclusion is that,if the Poisson assumption of the innovation sequence can be justified,conditional maximum-likelihood method performs better in terms of MADE and MSE.Finally,the practical performance of the model is illustrated by a set of COVID-19 data of suspected cases in China with a comparison with relevant models that exist so far in the literature.
基金Supported by the National Natural Science Foundation of China (No. 90204001)
文摘Channel estimation and synchronization are crucial problems in coherent ultra wideband （UWB） receiver designs. A joint maximum-likelihood （ML） and minimum-mean-square-error （MMSE） channel esti- mation scheme was developed for more precise channel estimates based on the assumption of exponential multipath decay. The performance improvement was analyzed theoretically with a computer simulation using IEEE 802.15.3a ultra-wideband channel models. Theoretical and simulation results show that the scheme further improves the estimation performance of channel gains and multipath delays compared with the traditional ML channel estimator.
