This paper summarizes the parameter estimation of systems with set-valued signals, which can be classified to three catalogs: one-time completed algorithms, iterative methods and recursive algorithms. For one-time com...This paper summarizes the parameter estimation of systems with set-valued signals, which can be classified to three catalogs: one-time completed algorithms, iterative methods and recursive algorithms. For one-time completed algorithms, empirical measure method is one of the earliest methods to estimate parameters by using set-valued signals, which has been applied to the adaptive tracking of periodic target signals. The iterative methods seek numerical solutions of the maximum likelihood estimation, which have been applied to both complex diseases diagnosis and radar target recognition. The recursive algorithms are constructed via stochastic approximation and stochastic gradient methods, which have been applied to adaptive tracking of non-periodic signals.展开更多
目的:本文介绍等级结构保留失效时间模型(rank preserving structural failure time models,RPSFT)和BW法(the method of Branson and Whitehead)在临床试验转组研究中的应用,并对两种方法进行比较。方法:以部分对照组受试者在试验中途...目的:本文介绍等级结构保留失效时间模型(rank preserving structural failure time models,RPSFT)和BW法(the method of Branson and Whitehead)在临床试验转组研究中的应用,并对两种方法进行比较。方法:以部分对照组受试者在试验中途转至试验组为例,采用计算机模拟试验,查看不同截尾率、转组率水平下,RPSFT法和BW法估计试验药疗效的效果。以及探讨与传统的ITT法相比,RPSFT法和BW法的检验效能和Ⅰ类错误控制情况。结果:RPSFT法和BW法估计试验药疗效的准确性高,与传统的分析方法比较,引入的偏倚小。随着转组率和截尾率增大,RPSFT法与BW法的偏倚逐渐增大,估计的试验药疗效低于真实疗效,但RPSFT法的偏倚比BW法小。两种方法估计的均方误差(MSE)十分接近。当截尾率较大(40%)时,RPSFT法的MSE比BW小。随着转组率增大,两种方法的Ⅰ类错误不断升高,普遍高于0.05。与ITT法相比,RPSFT法与BW法的检验效能受转组率的影响小,下降趋势缓慢。结论:在估计试验药疗效的临床试验中,若存在对照组受试者转组到试验组的情况,统计分析以ITT法分析为主,RPSFT法和BW法作为辅助分析方法。RPSFT法和BW法相比,当截尾率和转组率均较高时,参数估计优先考虑选择使用RPSFT法。展开更多
基金Supported by the National Natural Science Foundation of China(Nos.61803370,61622309)the China Postdoctoral Science Foundation(No.2018M630216)the National Key Research and Development Program of China(No.2016YFB0901902)
文摘This paper summarizes the parameter estimation of systems with set-valued signals, which can be classified to three catalogs: one-time completed algorithms, iterative methods and recursive algorithms. For one-time completed algorithms, empirical measure method is one of the earliest methods to estimate parameters by using set-valued signals, which has been applied to the adaptive tracking of periodic target signals. The iterative methods seek numerical solutions of the maximum likelihood estimation, which have been applied to both complex diseases diagnosis and radar target recognition. The recursive algorithms are constructed via stochastic approximation and stochastic gradient methods, which have been applied to adaptive tracking of non-periodic signals.
文摘目的:本文介绍等级结构保留失效时间模型(rank preserving structural failure time models,RPSFT)和BW法(the method of Branson and Whitehead)在临床试验转组研究中的应用,并对两种方法进行比较。方法:以部分对照组受试者在试验中途转至试验组为例,采用计算机模拟试验,查看不同截尾率、转组率水平下,RPSFT法和BW法估计试验药疗效的效果。以及探讨与传统的ITT法相比,RPSFT法和BW法的检验效能和Ⅰ类错误控制情况。结果:RPSFT法和BW法估计试验药疗效的准确性高,与传统的分析方法比较,引入的偏倚小。随着转组率和截尾率增大,RPSFT法与BW法的偏倚逐渐增大,估计的试验药疗效低于真实疗效,但RPSFT法的偏倚比BW法小。两种方法估计的均方误差(MSE)十分接近。当截尾率较大(40%)时,RPSFT法的MSE比BW小。随着转组率增大,两种方法的Ⅰ类错误不断升高,普遍高于0.05。与ITT法相比,RPSFT法与BW法的检验效能受转组率的影响小,下降趋势缓慢。结论:在估计试验药疗效的临床试验中,若存在对照组受试者转组到试验组的情况,统计分析以ITT法分析为主,RPSFT法和BW法作为辅助分析方法。RPSFT法和BW法相比,当截尾率和转组率均较高时,参数估计优先考虑选择使用RPSFT法。