Bayesian Estimator of Vector-Autoregressive Model Under the Entropy Loss

The present study makes two contributions to the Bayesian Vector-Autoregression (VAR) literature. The first contribution is derivation of the Bayesian VAR estimator under the intrinsic entropy loss. The Bayesian estimator, which is distinctly different from the posterior mean, involves the frequentist expectation of a function of VAR variables. We find that the condition that allows for a closed-form expression of the frequentist expectation is violated even when the VAR is stationary, making it difficult to compute the Bayesian estimates via standard Markov Chain Monte Carlo (MCMC) procedures. The second contribution of the paper concerns MCMC simulation of the Bayesian estimator without using the closed-form expression of the frequentist expectation. A novelty of our MCMC algorithms is that they jointly simulate the posteriors of frequentist moments of VAR variables as well as the posteriors of VAR parameters. Numerical simulations show that the algorithms are surprisingly efficient

Noninformative Priors and Frequentist Risks of Bayesian Estimators of Vector-Autoregressive Models

In this study, we examine posterior properties and frequentist risks of Bayesian estimators based on several non-informative priors in Vector Autoregressive (VAR) models. We prove existence of the posterior distributions and posterior moments under a general class of priors. Using a variety of priors in this class we conduct numerical simulations of posteriors. We find that in most examples Bayesian estimators with a shrinkage prior on the VAR coefficients and the reference prior of Yang and Berger (1994) on the VAR covariance matrix dominate MLE, Bayesian estimators with the diffuse prior, and Bayesian estimators with the prior used in RATS. We also examine the informative Minnesota prior and find that its performance depends on the nature of the data sample and on the tightness of the Minnesota prior. A tightly set Minnesota prior is better when the data generating processes are similar to random walks, but the shrinkage prior or constant prior can be better otherwise

Alternative Bayesian Estimators for Vector-Autoregressive Models

This paper compares frequentist risks of several Bayesian estimators of the VAR lag parameters and covariance matrix under alternative priors. With the constant prior on the VAR lag parameters, the asymmetric LINEX estimator for the lag parameters does better overall than the posterior mean. The posterior mean of covariance matrix performs well in most cases. The choice of prior has more significant effects on the estimates than the form of estimators. The shrinkage prior on the VAR lag parameters dominates the constant prior, while Yang and Berger's reference prior on the covariance matrix dominates the Jeffreys prior. Estimation of a VAR using the U.S. macroeconomic data reveals significant differences between estimates under the shrinkage and constant priors

Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search

We propose a Bayesian stochastic search approach to selecting restrictions on multivariate regression models where the errors exhibit deterministic or stochastic conditional volatilities. We develop a Markov Chain Monte Carlo (MCMC) algorithm that generates posterior restrictions on the regression coefficients and Cholesky decompositions of the covariance matrix of the errors. Numerical simulations with artificially generated data show that the proposed method is effective in selecting the data-generating model restrictions and improving the forecasting performance of the model. Applying the method to daily foreign exchange rate data, we conduct stochastic search on a VAR model with stochastic conditional volatilities.Ni's research was supported by a grant from the MU Research Council and by Hong Kong Research Grant Council grant CUHK4128/03H. Sun's research was supported by the National Science Foundation grant SES-0720229, and NIH grants R01-MH071418 and R01-CA112159

Efficient, low-cost techniques to verify carrier aggregation in mobile devices

Carrier aggregation (CA) is a key feature of recent wireless standards (4G, 5G, NR, etc.) that enables combining of two or more carriers into a single data channel to increase capacity. The number of carrier combinations can be very large, and verifying all combinations, or even a representative fraction thereof, involves a time-consuming and expensive commitment of engineering resources and test equipment. Per the techniques described herein, for time-division duplex standards, a first mobile device under test (DUT) is verified for CA operation by a second DUT. For example, a transmit CA combination of a first DUT is verified by the proper detection of the CA combination by a second DUT. The techniques simplify CA testing and reduce verification/compliance costs

The Impact of Pharmacokinetic-Guided Prophylaxis on Clinical Outcomes and Healthcare Resource Utilization in Hemophilia A Patients: Real-World Evidence from the CHESS II Study.

From Europe PMC via Jisc Publications RouterHistory: ppub 2022-01-01, epub 2022-09-19Publication status: PublishedBackground: Using a pharmacokinetic (PK)-guided approach to personalize the dose and frequency of prophylactic treatment can help achieve and maintain targeted factor VIII (FVIII) trough levels in patients with hemophilia A. Objective: Investigate clinical and healthcare resource use outcomes in patients with hemophilia A treated with or without PK-guided prophylaxis using data from the Cost of Haemophilia in Europe: A Socioeconomic Survey (CHESS) II database. Methods: CHESS II was a cross-sectional, retrospective, burden-of-illness study incorporating data from eight European countries. Patients were eligible for this analysis if they were male, ≥18 years of age, and diagnosed with congenital hemophilia A of any severity. The clinical endpoints included annualized bleeding rate (ABR), presence and number of problem/target joints, and occurrence of joint surgeries. Healthcare resource utilization endpoints included the number of hematologist consultations and bleed-related hospitalizations or emergency department admissions. Data from November 2018 to October 2020 were included and were stratified according to treatment regimen and use of PK-guided dosing. Results: Altogether, 281 patients on prophylaxis had available FVIII trough level data. Mean (SD) age was 35.7 (13.8) years. A specific FVIII trough level was targeted in 120 (42.7%) patients and 47 (39.2%) received PK-guided dosing. Patients receiving PK-guided dosing had a mean (SD) ABR of 2.8 (2.1) and target joint number of 0.5 (0.7), compared with 3.9 (2.7) and 0.9 (1.4), respectively, for patients receiving non-PK-guided treatment. The mean (SD) number of hematologist consultations was 7.1 (5.3) for patients receiving PK-guided dosing versus 10.7 (5.7) for those who were not. A higher proportion of patients in the non-PK-guided group required hospitalization during their lifetime compared with the PK-guided group.ConclusionThis analysis of real-world data suggests that PK-guided dosing for prophylaxis has a beneficial impact on clinical and healthcare resource utilization outcomes in patients with hemophilia A

Stratification of eosinophilic asthma patients treated with reslizumab and GINA Step 4 or 5 therapy

Reslizumab, an anti-interleukin-5 monoclonal antibody, significantly reduces exacerbation frequency and improves lung function, asthma control and quality of life in adults with severe eosinophilic asthma, as demonstrated in Phase III studies. This secondary analysis assessed reslizumab's efficacy in patients receiving baseline treatment per Global Initiative for Asthma (GINA) Step 4 and Step 5 guidelines. Pooled data from duplicate, Phase III, reslizumab versus placebo studies in patients with severe eosinophilic asthma (blood eosinophils ≥400 cells·µL-1) were stratified by baseline therapy. Efficacy assessments were exacerbation rates and changes from baseline forced expiratory volume in 1 s (FEV1) and patient-reported outcomes. Of 953 patients, 69% (n=657) and 11% (n=106) were receiving Step 4 and Step 5 therapy, respectively. Compared with placebo, reslizumab reduced exacerbation rates by 53% (95% CI 0.36-0.62) and 72% (95% CI 0.15-0.52), in Step 4 and Step 5 groups respectively. By study end, reslizumab increased FEV1 in Step 4 and Step 5 groups by 103 mL (95% CI 52-154 mL) and 237 mL (95% CI 68-407 mL), respectively. Reslizumab also improved patient-reported outcomes compared with placebo in both groups. Reslizumab reduces exacerbation rates and improves lung function and patient-reported outcomes in patients with eosinophilic asthma receiving therapy per Steps 4 and 5 of the GINA guidelines

Dataset for large-scale, lateral-torsional buckling tests of continuous beams in a grillage system

A number of large-scale tests of a grillage system are summarized and reduced data are provided. The tests were completed in association with a Louisiana Transportation Research Center (LTRC) project for the Louisiana Department of Transportation and Development (LA DOTD) whose goal was to better quantify behavior and limit states of steel bridge floor systems to refine longitudinal member (stringer) load- rating calculations. A number of tests focused on the behavior of the stringers resting on transverse members (a floorbeam), a system akin to a grillage. The system was proportioned with the expectation that stringer lateral-torsional buckling, a key steel bridge beam design and load-rating limit state, would occur. The provided dataset includes specimen descriptions and output from 58 tests. Investigated parameters included: stringer unbraced lengths; bracing types (i.e., bolted steel diaphragms versus clamped timber struts); load locations; and support conditions. Sample tests are described and reduced results summarized and presented

The Current Landscape of Artificial Intelligence in Imaging for Transcatheter Aortic Valve Replacement

Purpose: This review explores the current landscape of AI applications in imaging for TAVR, emphasizing the potential and limitations of these tools for (1) automating the image analysis and reporting process, (2) improving procedural planning, and (3) offering additional insight into post-TAVR outcomes. Finally, the direction of future research necessary to bridge these tools towards clinical integration is discussed. Recent Findings: Transcatheter aortic valve replacement (TAVR) has become a pivotal treatment option for select patients with severe aortic stenosis, and its indication for use continues to broaden. Noninvasive imaging techniques such as CTA and MRA have become routine for patient selection, preprocedural planning, and predicting the risk of complications. As the current methods for pre-TAVR image analysis are labor-intensive and have significant inter-operator variability, experts are looking towards artificial intelligence (AI) as a potential solution. Summary: AI has the potential to significantly enhance the planning, execution, and post-procedural follow up of TAVR. While AI tools are promising, the irreplaceable value of nuanced clinical judgment by skilled physician teams must not be overlooked. With continued research, collaboration, and careful implementation, AI can become an integral part in imaging for TAVR, ultimately improving patient care and outcomes

Electrochemical Polishing of Chemical Vapor Deposited Niobium Thin Films

Combining chemical vapor deposition (CVD) with electrochemical polish (EP) operations is a promising route to producing performance-capable superconducting films for use in the fabrication of cost-effective components for superconducting radiofrequency (SRF) particle accelerators and superconducting quantum computers. The post-deposition EP process enables a critically necessary reduction in surface roughness of niobium thin films to promote optimal superconducting surface conditions. In this work, surface morphology, roughness, and crystal orientation of the CVD-grown and EP-polished niobium films were investigated. The grain growth and polishing mechanisms were analyzed. The CVD films were found to comprise steps, kinks, and pyramidal features, resulting in undesirable large peak-to-valley distances. The electrochemical polish was demonstrated to significantly diminish the height of pyramids and effectively minimize the overall surface roughness. In contrast to buffered chemical polishing (BCP), EP results showed a probable dependence on crystal orientation, suggesting this process was influenced by locally enhanced current density and thickness variations of oxide dielectrics. These understandings identify the EP principles tied to CVD-grown Nb films that allow further refinement of surface profiles for film-based SRF application