Comparison of different electrocardiography with vectorcardiography transformations

This paper deals with transformations from electrocardiographic (ECG) to vectorcardiographic (VCG) leads. VCG provides better sensitivity, for example for the detection of myocardial infarction, ischemia, and hypertrophy. However, in clinical practice, measurement of VCG is not usually used because it requires additional electrodes placed on the patient's body. Instead, mathematical transformations are used for deriving VCG from 12-leads ECG. In this work, Kors quasi-orthogonal transformation, inverse Dower transformation, Kors regression transformation, and linear regression-based transformations for deriving P wave (PLSV) and QRS complex (QLSV) are implemented and compared. These transformation methods were not yet compared before, so we have selected them for this paper. Transformation methods were compared for the data from the Physikalisch-Technische Bundesanstalt (PTB) database and their accuracy was evaluated using a mean squared error (MSE) and a correlation coefficient (R) between the derived and directly measured Frank's leads. Based on the statistical analysis, Kors regression transformation was significantly more accurate for the derivation of the X and Y leads than the others. For the Z lead, there were no statistically significant differences in the medians between Kors regression transformation and the PLSV and QLSV methods. This paper thoroughly compared multiple VCG transformation methods to conventional VCG Frank's orthogonal lead system, used in clinical practice.Web of Science1914art. no. 307

Penalized log-likelihood estimation for partly linear transformation models with current status data

We consider partly linear transformation models applied to current status data. The unknown quantities are the transformation function, a linear regression parameter and a nonparametric regression effect. It is shown that the penalized MLE for the regression parameter is asymptotically normal and efficient and converges at the parametric rate, although the penalized MLE for the transformation function and nonparametric regression effect are only $n^{1/3}$ consistent. Inference for the regression parameter based on a block jackknife is investigated. We also study computational issues and demonstrate the proposed methodology with a simulation study. The transformation models and partly linear regression terms, coupled with new estimation and inference techniques, provide flexible alternatives to the Cox model for current status data analysis.Comment: Published at http://dx.doi.org/10.1214/009053605000000444 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Conditional Transformation Models

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only estimate the conditional mean as a function of the explanatory variables and assume that higher moments are not affected by the regressors. The underlying reason for such a restriction is the assumption of additivity of signal and noise. We propose to relax this common assumption in the framework of transformation models. The novel class of semiparametric regression models proposed herein allows transformation functions to depend on explanatory variables. These transformation functions are estimated by regularised optimisation of scoring rules for probabilistic forecasts, e.g. the continuous ranked probability score. The corresponding estimated conditional distribution functions are consistent. Conditional transformation models are potentially useful for describing possible heteroscedasticity, comparing spatially varying distributions, identifying extreme events, deriving prediction intervals and selecting variables beyond mean regression effects. An empirical investigation based on a heteroscedastic varying coefficient simulation model demonstrates that semiparametric estimation of conditional distribution functions can be more beneficial than kernel-based non-parametric approaches or parametric generalised additive models for location, scale and shape

Density Regression Based on Proportional Hazards Family

This paper develops a class of density regression models based on proportional hazards family, namely, Gamma transformation proportional hazard (Gt-PH) model . Exact inference for the regression parameters and hazard ratio is derived. These estimators enjoy some good properties such as unbiased estimation, which may not be shared by other inference methods such as maximum likelihood estimate (MLE). Generalised confidence interval and hypothesis testing for regression parameters are also provided. The method itself is easy to implement in practice. The regression method is also extended to Lasso-based variable selection.National Natural Science Foundation of China (Grant No. 71490725, 71071087 and 11261048