30 research outputs found
Dose Selection Balancing Efficacy and Toxicity Using Bayesian Model Averaging
Successful pharmaceutical drug development requires finding correct doses
that provide an optimum balance between efficacy and toxicity. Competing
responses to dose such as efficacy and toxicity often will increase with dose,
and it is important to identify a range of doses to provide an acceptable
efficacy response (minimum effective dose) while not causing unacceptable
intolerance or toxicity (maximum tolerated dose). How this should be done is
not self-evident. Relating efficacy to dose conditionally on possible toxicity
may be problematic because whether toxicity occurs will not be known when a
dose for a patient needs to be chosen. Copula models provide an appealing
approach for incorporating an efficacy-toxicity association when the functional
forms of the efficacy and toxicity dose-response models are known but may be
less appealing in practice when the functional forms of the dose-response
models and the particular copula association model are unknown. This paper
explores the use of the BMA-Mod Bayesian model averaging framework that
accommodates efficacy and toxicity responses to provide a statistically valid,
distributionally flexible, and operationally practical model-agnostic strategy
for predicting efficacy and toxicity outcomes both in terms of expected
responses and in terms of predictions for individual patients. The performance
of the approach is evaluated via simulation when efficacy and toxicity outcomes
are considered marginally, when they are associated via gaussian and
Archimedean copulas, and when they are expressed in terms of clinically
meaningful categories. In all cases, the BMA-Mod strategy identified consistent
ranges of acceptable doses.Comment: 23 pages, 14 figures. R code, annotated session log, and datasets
available from [email protected]
Search for ADD Direct Graviton Emission in Photon plus Missing Transverse Energy Final State at CMS
The exclusive gamma and met signature is used as a probe for the discovery reach of ADD large extra dimensions at the CMS detector. Signal samples for various model parameters as well as possible backgrounds have beensimulated partially using the CMS fast detector simulation. The reconstruction performance and efficiency obtained with the fast simulation has been compared with the detailed full simulation. A normalisation method is proposed to measure the main background Z (rightarrow nunubar) +gamma with high precision using reference spectra from Z (rightarrow mu^+mu^-) + gamma and Z (rightarrow e^+ e^-) + gamma. The discovery reach at the LHC with CMS is presented and the potential to determine parameters of the underlying model is discussed
Models for income protection insurance incorporating cause of sickness
The Continuous Mortality Investigation (CMI) of the Institute of Actuaries and the
Faculty of Actuaries in the UK established, in CMI Report 12 (1991), a multiple state
model consisting of three states (Healthy, Sick and Dead) for the analysis of Income
Protection Insurance (IPI) data. The transition intensities between states, estimated
using a set of homogeneous male IPI data from 1975-78, are also presented in this re-
port. Based on these estimated transition intensities, premium and reserve in respect
of IPI business can be calculated. By using this model, in which there is only one Sick
state to represent all causes of sickness, a whole portfolio of claims, regardless of their
cause of sickness, will be subject to the same termination assumption. With cause
of sickness as an important source of heterogeneity among IPI claimants, Cordeiro
(1998, 2002) further developed this model so that it can be used to analyse IPI data
by cause of sickness and obtained approximations to the cause-specific transition in-
tensities defined in this new model. The main application of obtaining cause-specific
termination assumptions is in the area of reserving more reliably for a portfolio of
claims consisting of different causes of sickness.
In this thesis, we present methods and results for the estimation of the recovery and
mortality intensities from sick by cause of sickness using IPI data provided by the CMI.
There are 70 possible causes of sickness. The recovery intensity model for each cause
of sickness assumes a multiplicative structure and is estimated in a structured manner
with the use of the Cox model (Cox, 1972) and generalised linear models (GLM). The
mortality intensity from sick is modelled using an additive relative survival model
in which the excess mortality as a result of being sick is measured relative to the
mortality intensity for a standard population. Finally, two applications of the recovery
and mortality intensities from sick by cause of sickness are presented
A Superficial Working Guide to Deformations and Moduli
This is the first part of a guide to deformations and moduli, especially
viewed from the perspective of algebraic surfaces (the simplest higher
dimensional varieties). It contains also new results, regarding the question of
local homeomorphism between Kuranishi and Teichmueller space, and a survey of
new results with Ingrid Bauer, concerning the discrepancy between the
deformation of the action of a group G on a minimal models S, respectively the
deformation of the action of G on the canonical model X. Here Def(S) maps
properly onto Def(X), but the same does not hold for pairs: Def(S,G) does not
map properly onto Def(X,G). Indeed the connected components of Def(S), in the
case of tertiary Burniat surfaces, only map to locally closed sets. The last
section contains anew result on some surfaces whise Albanese map has generic
degree equal to 2.Comment: 56 pages, revision to appear in the Handbook of Moduli, in honour of
David Mumford, to be published by International press, editors Gavril Farkas
and Ian Morrison. The former theorem 29 on moduli spaces for minimal surfaces
has been correcte
Estimation of volumetric flow rate through a circular duct: Equal area versus Log-Tchebycheff method.
Proper control of airflow through a duct is critical in HVAC application. At present, the airflow rate is typically estimated by means of Equal Area and Log-Tchebycheff methods. Both methods deduce the flow rate based on velocities measured at discrete locations in a cross section; the difference is associated with the rules that prescribe the specific locations. This research aims at making a step towards resolving the existing debate as to which method is preferable for a given situation. To achieve this, two-dimensional numerical simulations of air at a uniform velocity entering a straight circular duct of 60D length were performed over a range of Re from 200 to 54000. It was revealed that in the absence of imperfections that are encountered in a real environment, the Equal Area method estimates the volumetric flow rate better in the laminar flow regime, whereas the Log-Tchebycheff method provides greater accuracy in the turbulent regime. In addition, experiments were conducted for Re of 24400, 54800 and 99400 in a straight circular duct of 32D (D = 0.266 m) length. (Abstract shortened by UMI.)Dept. of Mechanical, Automotive, and Materials Engineering. Paper copy at Leddy Library: Theses & Major Papers - Basement, West Bldg. / Call Number: Thesis2005 .A34. Source: Masters Abstracts International, Volume: 44-03, page: 1482. Thesis (M.A.Sc.)--University of Windsor (Canada), 2005
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Projection of mortality rates with specific reference to immediate annuitants and life office pensioners
This thesis investigates the use of parametric models for projecting mortality rates. The basic framework used is that of generalised linear models and can be considered as an extension of the Gompertz-Makeham models (Forfar, McCutcheon and Wilkie, 1988) to include calendar period. The data considered are the CMI ultimate experience for immediate annuitants (male and female) over the period 1946 to 1994 and for life office pensioners (male and female) over the period 1983 to 1996.
The modelling structure suggested by Renshaw, Haberman and Hatzopoulos (1996) is used to investigate the data sets and to determine a range of suitable models, analysing the data by age and calendar period. The properties of these models are investigated and recommendations are made on which models are appropriate for use in projections.
Mortality improvement models are derived from the recommended models and the associated reduction factors are compared with CMI mortality reduction factors.
In addition, the female annuitants’ ultimate experience is investigated using a method that combines parametric and time series models to generate forecasts. The procedure used by McNown and Rogers (1989) is used to project forces of mortality over time. The parametric models (Gompertz-Makeham type) are fitted in the framework of generalised linear models. Projected forces of mortality based on the combined parametric-time series model are compared with the projected forces of mortality recommended on the basis of the parametric models
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Komplexe Algebraische Geometrie
The Conference focused on several classical theories in the realm of complex algebraic geometry, such as Abelian Varieties, Jacobians and Pryms, Moduli spaces, Variation of Hodge structures and Algebraic surfaces. New inputs concerned the minimal model program, resp. the Hodge conjecture, and algebraic fundamental groups. New insights relate to arithmetic (integrality, hyperbolicity) and physics (Mirror Symmetry, quantization)