Muscle oxygenation measurement in humans by noninvasive optical spectroscopy and Locally Weighted Regression

We have developed a method to make real-time, continuous, noninvasive measurements of muscle oxygenation (Mox) from the surface of the skin. A key development was measurement in both the visible and near infrared (NIR) regions. Measurement of both oxygenated and deoxygenated myoglobin and hemoglobin resulted in a more accurate measurement of Mox than could be achieved with measurement of only the deoxygenated components, as in traditional near-infrared spectroscopy (NIRS). Using the second derivative with respect to wavelength reduced the effects of scattering on the spectra and also made oxygenated and deoxygenated forms more distinguishable from each other. Selecting spectral bands where oxygenated and deoxygenated forms absorb filtered out noise and spectral features unrelated to Mox. NIR and visible bands were scaled relative to each other in order to correct for errors introduced by normalization. Multivariate Curve Resolution (MCR) was used to estimate Mox from spectra within each data set collected from healthy subjects. A Locally Weighted Regression (LWR) model was built from calibration set spectra and associated Mox values from 20 subjects using 2562 spectra. LWR and Partial Least Squares (PLS) allow accurate measurement of Mox despite variations in skin pigment or fat layer thickness in different subjects. The method estimated Mox in five healthy subjects with an RMSE of 5.4%.     

Boosted leave-many-out cross-validation: the effect of training and test set diversity on PLS statistics

It is becoming increasingly common in quantitative structure/activity relationship (QSAR) analyses to use external test sets to evaluate the likely stability and predictivity of the models obtained. In some cases, such as those involving variable selection, an internal test set – i.e., a cross-validation set – is also used. Care is sometimes taken to ensure that the subsets used exhibit response and/or property distributions similar to those of the data set as a whole, but more often the individual observations are simply assigned `at random.' In the special case of MLR without variable selection, it can be analytically demonstrated that this strategy is inferior to others. Most particularly, D-optimal design performs better if the form of the regression equation is known and the variables involved are well behaved. This report introduces an alternative, non-parametric approach termed `boosted leave-many-out' (boosted LMO) cross-validation. In this method, relatively small training sets are chosen by applying optimizable k-dissimilarity selection (OptiSim) using a small subsample size (k = 4, in this case), with the unselected observations being reserved as a test set for the corresponding reduced model. Predictive errors for the full model are then estimated by aggregating results over several such analyses. The countervailing effects of training and test set size, diversity, and representativeness on PLS model statistics are described for CoMFA analysis of a large data set of COX2 inhibitors.     

Cross-validation and the smoothing of orthogonal series density estimators

We describe a class of smoothed orthogonal series density estimates, including the classical sequential-series introduced by [6], Soviet Math. Dokl. 3 1559–1562) and [16], Ann. Math. Statist. 38 1261–1265), and [23], Ann. Statist 9 146–156) two-parameter smoothing. The Bowman-Rudemo method of least-squares cross-validation (1982, Manchester-Sheffield School of Probability and Statistics Research Report 84/AWB/1; 1984, Biometrika 71 353–360; [14], Scand. J. Statist. 9 65–78), is suggested as a practical way of choosing smoothing parameters automatically. Using techniques of [18], Ann. Statist. 12 1285–1297), that method is shown to perform asymptotically optimally in the case of cosine and Hermite series estimators. The same argument may be used for other types of series.     

V-fold交叉验证和BP神经网络在信用评价中的应用

研究关于公司神经网络信用评估问题的现状，提出一套甄选方法准则。用于建立适合于我国企业的信用评分指标体系；然后依据该指标体系建立了基于BP回归神经网络的信用评估模型；采用V—fold交叉验证技术，利用样本公司实际指标数据对该模型的评分效果进行了实证研究。     

On regression model selection for the data with correlated errors

A class of regression model selection criteria for the data with correlated errors is proposed. The proposed class of selection criteria is an estimator of weighted prediction risk. In addition, the proposed selection criteria are the generalizations of several commonly used criteria in statistical analysis. The theoretical and asymptotic properties for the class of criteria are established. Further, in the medium-sample case, the results based on a simulation study are quite consistent with the theoretical ones. The proposed criteria perform well in the simulations. Several applications are also given for a variety of statistical models.     

对部分线性模型用惩罚最小二乘估计时最优光滑化的注记

部分线性模型也就是响应变量关于一个或者多个协变量是线性的, 但对于其他的协变量是非线性的关系\bd 对于部分线性模型中的参数和非参数部分的估计方法, 惩罚最小二乘估计是重要的估计方法之一\bd 对于这种估计方法, 广义交叉验证法提供了一种确定光滑参数的方法\bd 但是, 在部分线性模型中, 用广义交叉验证法确定光滑参数的最优性还没有被证明\bd 本文证明了利用惩罚最小二乘估计对于部分线性模型估计时, 用广义交叉验证法选择光滑参数的最优性\bd 通过模拟验证了本文中所提出的用广义交叉验证法选择光滑参数具有很好的效果, 同时, 本文在模拟部分比较了广义交叉验证和最小二乘交叉验证的优劣.     

Exact Misclassification Probabilities for Plug-In Normal Quadratic Discriminant Functions: II. The Heterogeneous Case

We consider the problem of discriminating between two independent multivariate normal populations, N_p(μ₁, Σ₁) and N_p(μ₂, Σ₂), having distinct mean vectors μ₁ and μ₂ and distinct covariance matrices Σ₁ and Σ₂. The parameters μ₁, μ₂, Σ₁, and Σ₂ are unknown and are estimated by means of independent random training samples from each population. We derive a stochastic representation for the exact distribution of the “plug-in” quadratic discriminant function for classifying a new observation between the two populations. The stochastic representation involves only the classical standard normal, chi-square, and F distributions and is easily implemented for simulation purposes. Using Monte Carlo simulation of the stochastic representation we provide applications to the estimation of misclassification probabilities for the well-known iris data studied by Fisher (Ann. Eugen.7 (1936), 179–188); a data set on corporate financial ratios provided by Johnson and Wichern (Applied Multivariate Statistical Analysis, 4th ed., Prentice–Hall, Englewood Cliffs, NJ, 1998); and a data set analyzed by Reaven and Miller (Diabetologia16 (1979), 17–24) in a classification of diabetic status.     

白骨化尸体死亡时间的推断

本文分析了15具白骨化尸体标本的股骨汞(Hg),铅(Pb),镉(Cd)元素含量数据,在三年的时间内采集了3次,一共收集到45个数据。首先将这组数据看着纵向数据,利用线性随机效应混合模型、Cox随机混合效应模型进行分析,结果显示,如果对每个白骨化尸体标本建立线性模型,可以精确预测出死亡时间,而且不需要采集铅元素含量数据。混合效应模型的预测效果也很好,最大误差不会超过1个月。其次我们对数据不作任何假设,利用机器学习中随机森林方法分析数据,并利用5折交叉验证方法来判断结果的可靠性,训练集和测试集的NMSE分别为0.1205944,0.5604286,因此可以用训练出的模型来预测死亡时间。     

On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction

We consider a proteomic mass spectrometry case-control study for the calibration of a diagnostic rule for the detection of early-stage breast cancer. For each patient, a pair of two distinct mass spectra is recorded, each of which is derived from a different prior fractionation procedure on the available patient serum. We propose a procedure for combining the distinct spectral expressions from patients for the calibration of a diagnostic discriminant rule. This is achieved by first calibrating two distinct prediction rules separately, each on only one of the two available spectral data sources. A double cross-validatory approach is used to summarize the available spectral data using the two classifiers to posterior class probabilities, on which a combined predictor can be calibrated.