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An enrichment model using regular health examination data for early detection of colorectal cancer 被引量:3
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作者 Qiang Shi Zhaoya Gao +8 位作者 Pengze Wu Fanxiu Heng Fuming Lei Yanzhao Wang Qingkun Gao Qingmin Zeng Pengfei Niu Cheng Li Jin Gu 《Chinese Journal of Cancer Research》 SCIE CAS CSCD 2019年第4期686-698,共13页
Objective: Challenges remain in current practices of colorectal cancer(CRC) screening, such as low compliance,low specificities and expensive cost. This study aimed to identify high-risk groups for CRC from the genera... Objective: Challenges remain in current practices of colorectal cancer(CRC) screening, such as low compliance,low specificities and expensive cost. This study aimed to identify high-risk groups for CRC from the general population using regular health examination data.Methods: The study population consist of more than 7,000 CRC cases and more than 140,000 controls. Using regular health examination data, a model detecting CRC cases was derived by the classification and regression trees(CART) algorithm. Receiver operating characteristic(ROC) curve was applied to evaluate the performance of models. The robustness and generalization of the CART model were validated by independent datasets. In addition, the effectiveness of CART-based screening was compared with stool-based screening.Results: After data quality control, 4,647 CRC cases and 133,898 controls free of colorectal neoplasms were used for downstream analysis. The final CART model based on four biomarkers(age, albumin, hematocrit and percent lymphocytes) was constructed. In the test set, the area under ROC curve(AUC) of the CART model was 0.88 [95%confidence interval(95% CI), 0.87-0.90] for detecting CRC. At the cutoff yielding 99.0% specificity, this model’s sensitivity was 62.2%(95% CI, 58.1%-66.2%), thereby achieving a 63-fold enrichment of CRC cases. We validated the robustness of the method across subsets of test set with diverse CRC incidences, aging rates, genders ratio, distributions of tumor stages and locations, and data sources. Importantly, CART-based screening had the higher positive predictive value(1.6%) than fecal immunochemical test(0.3%).Conclusions: As an alternative approach for the early detection of CRC, this study provides a low-cost method using regular health examination data to identify high-risk individuals for CRC for further examinations. The approach can promote early detection of CRC especially in developing countries such as China, where annual health examination is popular but regular CRC-specific screening is rare. 展开更多
关键词 Classification and regression trees COLORECTAL cancer REGULAR health examination DATA ROUTINE lab test biomarkers
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Estimating the value of a statistical life in China: A contingent valuation study in six representative cities 被引量:2
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作者 Chaoji Cao Xinke Song +5 位作者 Wenjia Cai Yichao Li Jianhui Cong Xueying Yu Mengzhao Gao Can Wang 《Chinese Journal of Population,Resources and Environment》 2023年第4期269-278,共10页
The value of a statistical life(VSL)is a crucial tool for monetizing health impacts.To explore the VSL in China,this study examines people’s willingness to pay(WTP)to reduce death risk from air pollution in six repre... The value of a statistical life(VSL)is a crucial tool for monetizing health impacts.To explore the VSL in China,this study examines people’s willingness to pay(WTP)to reduce death risk from air pollution in six representative cities in China based on face-to-face contingent valuation interviews(n=3936)from March 7,2019 to September 30,2019.The results reveal that the WTP varied from CNY 455 to 763 in 2019(USD 66-111),corresponding to a VSL range of CNY 3.79-6.36 million(USD 549395-921940).The VSL in China in 2019 is estimated to be CNY 4.76 million(USD 689659).The statistics indicate that monthly expenditure levels,environmental concerns,risk attitudes,and assumed market acceptance,which have seldom been dis‐cussed in previous studies,significantly impact WTP and VSL.These findings will serve as a reference for ana‐lyzing mortality risk reduction benefits in future research and for policymaking. 展开更多
关键词 Air pollution Contingent valuation method Willingness to pay Value of a statistical life China
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Spatial transcriptomics:a new frontier in cancer research 被引量:2
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作者 Siyuan Huang Linkun Ouyang +5 位作者 Junjie Tang Kun Qian Xuanwei Chen Zijie Xu Jingsi Ming Ruibin Xi 《Clinical Cancer Bulletin》 2024年第1期107-132,共26页
Tumor research is a fundamental focus of medical science,yet the intrinsic heterogeneity and complexity of tumors present challenges in understanding their biological mechanisms of initiation,progression,and metastasi... Tumor research is a fundamental focus of medical science,yet the intrinsic heterogeneity and complexity of tumors present challenges in understanding their biological mechanisms of initiation,progression,and metastasis.Recent advancements in single-cell transcriptomic sequencing have revolutionized the way researchers explore tumor biology by providing unprecedented resolution.However,a key limitation of single-cell sequencing is the loss of spatial information during single-cell preparation.Spatial transcriptomics(ST)emerges as a cutting-edge technology in tumor research that preserves the spatial information of RNA transcripts,thereby facilitating a deeper understanding of the tumor heterogeneity,the intricate interplay between tumor cells and the tumor microenvironment.This review systematically introduces ST technologies and summarizes their latest applications in tumor research.Furthermore,we provide a thorough overview of the bioinformatics analysis workflow for ST data and offer an online tutorial(https://github.com/Siyua nHuan g1/ST_Analy sis_Handb ook).Lastly,we discuss the potential future directions of ST.We believe that ST will become a powerful tool in unraveling tumor biology and offer new insights for effective treatment and precision medicine in oncology. 展开更多
关键词 Spatial transcriptomics CANCER Tumor heterogeneity Tumor microenvironment Bioinformatics analysis
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Concentration Inequalities for Statistical Inference 被引量:1
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作者 Huiming Zhang Song Xi Chen 《Communications in Mathematical Research》 CSCD 2021年第1期1-85,共85页
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in awide range of settings,fromdistribution-free to distribution-dependent,from... This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in awide range of settings,fromdistribution-free to distribution-dependent,from sub-Gaussian to sub-exponential,sub-Gamma,and sub-Weibull random variables,and from the mean to the maximum concentration.This review provides results in these settings with some fresh new results.Given the increasing popularity of high-dimensional data and inference,results in the context of high-dimensional linear and Poisson regressions are also provided.We aim to illustrate the concentration inequalities with known constants and to improve existing bounds with sharper constants. 展开更多
关键词 Constants-specified inequalities sub-Weibull randomvariables heavy-tailed distributions high-dimensional estimation and testing finite-sample theory randommatrices
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Exploring medication rules in Chinese randomized controlled trials of type 2 diabetes based on data mining technology
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作者 Zhi-Li Dou Hao-Nan Sun +6 位作者 Yu-Nan Zhang Lei Zhao Zhe Huang Shu-Jing Xu Yi-Xing Liu Dong-Ran Han Jin-Zhu Jia 《Medical Data Mining》 2023年第4期46-57,共12页
Background:To systematically summarize and categorize the Chinese herbal medicine in the domestic traditional Chinese medicine(TCM)literature on type 2 diabetes mellitus(T2DM),in this paper,we mine traditional Chinese... Background:To systematically summarize and categorize the Chinese herbal medicine in the domestic traditional Chinese medicine(TCM)literature on type 2 diabetes mellitus(T2DM),in this paper,we mine traditional Chinese medicine data for relationships and provide for future practitioners and researchers.Methods:Taking randomized controlled trials on the treatment of T2DM in TCM as the research theme,we searched for full-text literature in three major clinical databases,including CNKI,Wan Fang,and VIP,published between 1990 and 2020.We then conducted frequency statistics,cluster analysis,association rules extraction,and principal component analysis based on a corpus of medical academic words extracted from 1116 research articles.Results:The most frequently used is Astragali Radix,and the most commonly used two-herb combination in T2DM treatment consisted of Coptidis Rhizoma and Moutan Cortex.Moutan Cortex,Alismatis Rhizoma,and Dioscoreae Rhizoma were the most frequently used three-herb combination.We found a“lung”and“liver”and“kidney”model and confirmed the value of classical meridian tropism theory and pattern identification.The treatment is mainly to fill deficiency and clear heat and consider water infiltration,dampness,blood circulation,and silt.Conclusion:This study provides an in-depth perspective on the TCM medication rules for T2DM and offers practitioners and researchers valuable information about the current status and frontier trends of TCM research on T2DM in terms of diagnosis and treatment. 展开更多
关键词 type 2 diabetes mellitus traditional Chinese medicine syndromes Chinese herbal medicine data mining
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Transient chemical-mediated epigenetic modulation confers unrestricted lineage potential on human primed pluripotent stem cells
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作者 Shi Chen Yuanyuan He +4 位作者 Lejun Lv Bei Liu Cheng Li Hongkui Deng Jun Xu 《Science China(Life Sciences)》 2025年第4期1084-1101,共18页
Human primed pluripotent stem cells are capable of generating all the embryonic lineages.However,their extraembryonic trophectoderm potentials are limited.It remains unclear how to expand their developmental potential... Human primed pluripotent stem cells are capable of generating all the embryonic lineages.However,their extraembryonic trophectoderm potentials are limited.It remains unclear how to expand their developmental potential to trophectoderm lineages.Here we show that transient treatment with a cocktail of small molecule epigenetic modulators imparts trophectoderm lineage potentials to human primed pluripotent stem cells while preserving their embryonic potential.These chemically treated cells can generate trophectoderm-like cells and downstream trophoblast stem cells,diverging into syncytiotrophoblast and extravillous trophoblast lineages.Transcriptomic and CUT&Tag analyses reveal that these induced cells share transcriptional profiles with in vivo trophectoderm and cytotrophoblast,and exhibit reduced H3K27me3 modification at gene loci specific to trophoblast lineages compared with primed pluripotent cells.Mechanistic exploration highlighted the critical roles of epigenetic modulators HDAC2,EZH1/2,and KDM5s in the activation of trophoblast lineage potential.Our findings demonstrate that transient epigenetic resetting activates unrestricted lineage potential in human primed pluripotent stem cells,and offer new mechanistic insights into human trophoblast lineage specification and in vitro models for studying placental development and related disorders. 展开更多
关键词 trophectoderm lineages human primed pluripotent stem cells epigenetic regulation small molecules
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L log L criterion for a class of multitype superdiffusions with non-local branching mechanisms 被引量:3
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作者 Zhen-Qing Chen Yan-Xia Ren Renming Song 《Science China Mathematics》 SCIE CSCD 2019年第8期1439-1462,共24页
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a neces... In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a necessary and sufficient condition(called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012),Kyprianou and Murillo-Salas(2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau(2018) for super Markov chains. 展开更多
关键词 multitype SUPERDIFFUSION NON-LOCAL branching mechanism SWITCHED diffusion SPINE decomposition MARTINGALE
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Architectural proteins for the formation and maintenance of the 3D genome 被引量:7
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作者 Mengfan Li Jingbo Gan +4 位作者 Yuao Sun Zihan Xu Junsheng Yang Yujie Sun Cheng Li 《Science China(Life Sciences)》 SCIE CAS CSCD 2020年第6期795-810,共16页
Eukaryotic genomes are densely packaged into hierarchical three-dimensional(3D) structures that contain information about gene regulation and many other biological processes. With the development of imaging and sequen... Eukaryotic genomes are densely packaged into hierarchical three-dimensional(3D) structures that contain information about gene regulation and many other biological processes. With the development of imaging and sequencing-based technologies, 3D genome studies have revealed that the high-order chromatin structure is composed of hierarchical levels, including chromosome territories, A/B compartments, topologically associated domains, and chromatin loops. However, how this chromatin architecture is formed and maintained is not completely clear. In this review, we introduce experimental methods to investigate the 3D genome, review major architectural proteins that regulate 3D chromatin organization in mammalian cells, such as CTCF(CCCTC-binding factor), cohesin, lamins, and transcription factors, and discuss relevant mechanisms such as phase separation. 展开更多
关键词 3D genome architectural protein Hi-C
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Nuclear peripheral chromatin-lamin B1 interaction is required for global integrity of chromatin architecture and dynamics in human cells 被引量:2
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作者 Lei Chang Mengfan Li +10 位作者 Shipeng Shao Chen Li Shanshan Ai Boxin Xue Yingping Hou Yiwen Zhang Ruifeng Li Xiaoying Fan Aibin He Cheng Li Yujie Sun 《Protein & Cell》 SCIE CSCD 2022年第4期258-280,共23页
The eukaryotic genome is folded into higher-order conformation accompanied with constrained dynamics for coordinated genome functions.However,the molecular machinery underlying these hierarchically organized three-dim... The eukaryotic genome is folded into higher-order conformation accompanied with constrained dynamics for coordinated genome functions.However,the molecular machinery underlying these hierarchically organized three-dimensional(3D)chromatin architecture and dynamics remains poorly understood.Here by combining imaging and sequencing,we studied the role of lamin B1 in chromatin architecture and dynamics.We found that lamin B1 depletion leads to detachment of lamina-associated domains(LADs)from the nuclear periphery accompanied with global chromatin redistribution and decompaction.Consequently,the interchromosomal as well as inter-compartment interactions are increased,but the structure of topologically associating domains(TADs)is not affected.Using live-cell genomic loci tracking,we further proved that depletion of lamin B1 leads to increased chromatin dynamics,owing to chromatin decompaction and redistribution toward nucleoplasm.Taken together,our data suggest that lamin B1 and chromatin interactions at the nuclear periphery promote LAD maintenance,chromatin compaction,genomic compartmentalization into chromosome territories and A/B compartments and confine chromatin dynamics,supporting their crucial roles in chromatin higher-order structure and chromatin dynamics. 展开更多
关键词 lamin B1 3D genome Hi-C chromatin dynamics chromosome territories A/B compartments livecell imaging super-resolution imaging
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Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses 被引量:1
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作者 Xiaowei YANG Shuang SONG Huiming ZHANG 《Frontiers of Mathematics in China》 SCIE CSCD 2021年第3期825-856,共32页
We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with independent or weakly dependent (ρ-mix... We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with independent or weakly dependent (ρ-mixing) responses under mild conditions. The LIL is useful to derive the asymptotic bounds for the discrepancy between the empirical process of the log-likelihood function and the true log-likelihood. The strong consistency of some penalized likelihood-based model selection criteria can be shown as an application of the LIL. Under some regularity conditions, the model selection criterion will be helpful to select the simplest correct model almost surely when the penalty term increases with the model dimension, and the penalty term has an order higher than O(log log n) but lower than O(n). Simulation studies are implemented to verify the selection consistency of Bayesian information criterion. 展开更多
关键词 Generalized linear models(GLMs) weighted scores method non-natural link function model selection CONSISTENCY weakly dependent
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Combining multiple imperfect data sources for small area estimation:a Bayesian model of provincial fertility rates in Cambodia 被引量:1
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作者 Junni L.Zhang John Bryant 《Statistical Theory and Related Fields》 2019年第2期178-185,共8页
Demographic estimation becomes a problem of small area estimation when detaileddisaggregation leads to small cell counts.The usual difficulties of small area estimation are compounded when the available data sources c... Demographic estimation becomes a problem of small area estimation when detaileddisaggregation leads to small cell counts.The usual difficulties of small area estimation are compounded when the available data sources contain measurement errors.We present a Bayesianapproach to the problem of small area estimation with imperfect data sources.The overall modelcontains separate submodels for underlying demographic processes and for measurement processes.All unknown quantities in the model,including coverage ratios and demographic rates,are estimated jointly via Markov chain Monte Carlo methods.The approach is illustrated usingthe example of provincial fertility rates in Cambodia. 展开更多
关键词 Measurement error Bayesian hierarchical model coverage errors FERTILITY Cambodia small area estimation
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Strong law of large numbers for supercritical superprocesses under second moment condition 被引量:1
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作者 Zhen-Qing CHEN Yan-Xia REN +1 位作者 Renmlng SONG Rui ZHANG 《Frontiers of Mathematics in China》 SCIE CSCD 2015年第4期807-838,共32页
Consider a supercritical superprocess X = {Xt, t 〉~ O} on a locally compact separable metric space (E, m). Suppose that the spatial motion of X is a Hunt process satisfying certain conditions and that the branching... Consider a supercritical superprocess X = {Xt, t 〉~ O} on a locally compact separable metric space (E, m). Suppose that the spatial motion of X is a Hunt process satisfying certain conditions and that the branching mechanism is of the form 展开更多
关键词 SUPERPROCESS scaling limit theorem Hunt process spectral gap h-transform martingale measure
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Small value probabilities for continuous state branching processes with immigration 被引量:1
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作者 CHU WeiJuan LI WenBo V REN YanXia 《Science China Mathematics》 SCIE 2012年第11期2259-2271,共13页
We consider the small value probability of supercritical continuous state branching processes with immigration. From Pinsky (1972) it is known that under regularity condition on the branching mechanism and immigrati... We consider the small value probability of supercritical continuous state branching processes with immigration. From Pinsky (1972) it is known that under regularity condition on the branching mechanism and immigration mechanism, the normalized population size converges to a non-degenerate finite and positive limit PV as t tends to infinity. We provide sharp estimate on asymptotic behavior of P(W≤ε〈) as ε→ 0+ by studying the Laplace transform of W. Without immigration, we also give a simpler proof for the small value probability in the non-subordinator case via the prolific backbone decomposition. 展开更多
关键词 continuous state branching process small value probability IMMIGRATION
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Generalized T3-plot for testing high-dimensional normality 被引量:1
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作者 Mingyao AI Jiajuan LIANG Man-Lai TANG 《Frontiers of Mathematics in China》 SCIE CSCD 2016年第6期1363-1363,1364-1378,共16页
A new dimension-reduction graphical method for testing high- dimensional normality is developed by using the theory of spherical distributions and the idea of principal component analysis. The dimension reduction is r... A new dimension-reduction graphical method for testing high- dimensional normality is developed by using the theory of spherical distributions and the idea of principal component analysis. The dimension reduction is realized by projecting high-dimensional data onto some selected eigenvector directions. The asymptotic statistical independence of the plotting functions on the selected eigenvector directions provides the principle for the new plot. A departure from multivariate normality of the raw data could be captured by at least one plot on the selected eigenvector direction. Acceptance regions associated with the plots are provided to enhance interpretability of the plots. Monte Carlo studies and an illustrative example show that the proposed graphical method has competitive power performance and improves the existing graphical method significantly in testing high-dimensional normality. 展开更多
关键词 Dimension reduction graphical method high-dimensional data multivariate normality spherical distribution
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Lack of evolutionary changes identified in SARS-CoV-2 for the re-emerging outbreak of COVID-19 in Beijing,China 被引量:1
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作者 Yang Li Yunjun Zhang +4 位作者 Mifang Liang Yi Zhang Xuejun Maa Yong Zhang Xiaohua Zhou 《Biosafety and Health》 CSCD 2022年第1期1-5,共5页
Although significant achievements have shown that the coronavirus disease 2019(COVID‐19)resurgence in Beijing,China,was initiated by contaminated frozen products and transported via cold chain transportation,internat... Although significant achievements have shown that the coronavirus disease 2019(COVID‐19)resurgence in Beijing,China,was initiated by contaminated frozen products and transported via cold chain transportation,international travelers with asymptomatic symptoms or false‐negative nucleic acid may have another possible transmission mode that spread the virus to Beijing.One of the key differences between these two assumptions was whether the virus actively replicated since,so far,no reports showed viruses could stop evolution in alive hosts.We studied severe acute respiratory syndrome coronavirus 2(SARS‐CoV‐2)sequences in this outbreak by a modified leaf‐dating method with the Bayes factor.The numbers of single nucleotide variants(SNVs)found in SARS‐CoV‐2 sequences were significantly lower than those called from B.1.1 records collected at the matching time worldwide(P=0.047).In addition,results of the leaf‐dating method showed ages of viruses sampled from this outbreak were earlier than their recorded dates of collection(Bayes factors>10),while control sequences(selected randomly with ten replicates)showed no differences in their collection dates(Bayes factors<10).Our results which indicated that the re‐emergence of SARS‐CoV‐2 in Beijing in June 2020 was caused by a virus that exhibited a lack of evolutionary changes compared to viruses collected at the corresponding time,provided evolutionary evidence to the contaminated imported frozen food should be responsible for the reappearance of COVID‐19 cases in Beijing.The method developed here might also be helpful to provide the very first clues for potential sources of COVID‐19 cases in the future. 展开更多
关键词 Molecular clock Frozen virus Leaf‐dating Bayes factors SARS‐CoV‐2
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Change-point detection for expected shortfall in time series 被引量:1
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作者 Lingyu Sun Dong Li 《Journal of Management Science and Engineering》 2021年第3期324-335,共12页
Expected shortfall(ES)is a popular risk measure and plays an important role in risk and portfolio management.Recently,change-point detection of risk measures has been attracting much attention in finance.Based on the ... Expected shortfall(ES)is a popular risk measure and plays an important role in risk and portfolio management.Recently,change-point detection of risk measures has been attracting much attention in finance.Based on the self-normalized CUSUM statistic in Fan,Glynn and Pelger(2018)and the Wild Binary Segmentation(WBS)algorithm in Fryzlewicz(2014),this paper proposes a variant WBS procedure to detect and estimate change points of ES in time series.The strengthened Schwarz information criterion is also introduced to determine the number of change points.Monte Carlo simulation studies are conducted to assess the finite-sample performance of our variant WBS procedure about ES in time series.An empirical application is given to illustrate the usefulness of our procedure. 展开更多
关键词 Change point Expected shortfall Risk measure
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Forecasting using supervised factor models 被引量:1
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作者 Yundong Tu Tae-Hwy Lee 《Journal of Management Science and Engineering》 2019年第1期12-27,共16页
This paper examines the theoretical and empirical properties of a supervised factor model based on combining forecasts using principal components(CFPC),in comparison with two other supervised factor models(partial lea... This paper examines the theoretical and empirical properties of a supervised factor model based on combining forecasts using principal components(CFPC),in comparison with two other supervised factor models(partial least squares regression,PLS,and principal covariate regression,PCovR)and with the unsupervised principal component regression,PCR.The supervision refers to training the predictors for a variable to forecast.We compare the performance of the three supervised factor models and the unsupervised factor model in forecasting of U.S.CPI inflation.The main finding is that the predictive ability of the supervised factor models is much better than the unsupervised factor model.The computation of the factors can be doubly supervised together with variable selection,which can further improve the forecasting performance of the supervised factor models.Among the three supervised factor models,the CFPC best performs and is also most stable.While PCovR also performs well and is stable,the performance of PLS is less stable over different out-of-sample forecasting periods.The effect of supervision gets even larger as forecast horizon increases.Supervision helps to reduce the number of factors and lags needed in modelling economic structure,achieving more parsimony. 展开更多
关键词 COMBINING forecasts Principal components SUPERVISION MATRIX Fixed point Principal COVARIATE regression PARTIAL least SQUARES
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Opportunities and challenges of using big data for global health 被引量:1
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作者 Peng Jia Hong Xue +8 位作者 Shiyong Liu Hao Wang Lijian Yang Therese Hesketh Lu Ma Hongwei Cai Xin Liu Yaogang Wang Youfa Wang 《Science Bulletin》 SCIE EI CAS CSCD 2019年第22期1652-1654,共3页
The past two decades have witnessed the burgeoning of enormous digital technologies and data collected via countless channels.They are combined in numerous ways in different fields,including epidemiology,mHealth and m... The past two decades have witnessed the burgeoning of enormous digital technologies and data collected via countless channels.They are combined in numerous ways in different fields,including epidemiology,mHealth and modeling of health systems,with the intention to improve human health(e.g.,clinical decision support,electronic medical record management)[1-6].However,this is a new interdisciplinary area where no single scientific discipline knows how to take full advantage of these data and technologies to solve health problems[1]. 展开更多
关键词 witnessed EPIDEMIOLOGY enormous
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A new look at the Lagrange method for continuous-time stochastic optimization
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作者 CHENG Xue YAN JiaAn 《Science China Mathematics》 SCIE 2012年第11期2247-2258,共12页
We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied ... We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied to different types of problems.Some examples selected from control theory and economic theory are studied to test and illustrate the potential applications of the method. 展开更多
关键词 stochastic optimization Lagrange method extremal point optional projection Fr^chet derivative SUBDIFFERENTIAL
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Asymptotic Theory for Relative-Risk Models with Missing Time-Dependent Covariates
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作者 Zai-ying ZHOU Peng-cheng ZHANG Ying YANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第4期669-692,共24页
Relative-risk models are often used to characterize the relationship between survival time and time-dependent covariates. When the covariates are observed, the estimation and asymptotic theory for parameters of intere... Relative-risk models are often used to characterize the relationship between survival time and time-dependent covariates. When the covariates are observed, the estimation and asymptotic theory for parameters of interest are available; challenges remain when missingness occurs. A popular approach at hand is to jointly model survival data and longitudinal data. This seems efficient, in making use of more information, but the rigorous theoretical studies have long been ignored. For both additive risk models and relative-risk models, we consider the missing data nonignorable. Under general regularity conditions, we prove asymptotic normality for the nonparametric maximum likelihood estimators. 展开更多
关键词 relative-risk model missing time-dependent covariate nonparametric maximum likelihood esti-mation asymptotic normality
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