L'analyse de données d'observation de survie des patients dialysés pose le problème de la modélisation de la modalité de dialyse. Nous avons montré que l'effet associé à une modalité de dialyse sur la survie variait au cours du temps, que l'ajustement sur la variable « insuffisance rénale terminale rapidement progressive (<6 mois) » permettait de débiaiser en partie l'effet observé en faveur de la dialyse péritonéale la 1ère année après 1ère dialyse, et que l'ajustement sur la variable « inscription sur liste d'attente de transplantation rénale » permettait de débiaiser en partie l'effet observé en faveur de l'hémodialyse après la 1ère année. L'analyse en sous-groupe a montré qu'ils existaient des interactions entre l'âge, le diabète, les comorbidités cardiovasculaires et l'effet de la modalité de dialyse sur la survie. Les différents codages de la modalité de dialyse, l'utilisation de scores de propension ou d'un modèle de survie relative ne modifiaient pas ces résultats.

http://orcid.org/0000-0002-1641-5388 / Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope that quantum computers will be able to price options more efficiently than classical computers. This research extends the quantum binomial option pricing model proposed by Zeqian Chen to European put options and to Barrier options and develops a quantum algorithm to price them. This research produced three key results. First, when Maxwell-Boltzmann statistics are assumed, the quantum binomial model option prices are equivalent to the classical binomial model. Second, options can be priced efficiently on a quantum computer after the circuit has been built. The time complexity is O((N − τ)log(N − τ)) and it is in the BQP quantum computational complexity class. Finally, challenges extending the quantum binomial model to American, Asian and Bermudan options exist as the quantum binomial model does not take early exercise into account. / May 2009

In the dissertation, we study the statistical evaluation of treatment comparisons by evaluating the relative comparison of survival experiences between two treatment groups. We construct confidence interval and simultaneous confidence bands for the ratio and odds ratio of two survival functions through both parametric and nonparametric approaches.We first construct empirical likelihood confidence interval and simultaneous confidence bands for the odds ratio of two survival functions to address small sample efficacy and sufficiency. The empirical log-likelihood ratio is developed, and the corresponding asymptotic distribution is derived. Simulation studies show that the proposed empirical likelihood band has outperformed the normal approximation band in small sample size cases in the sense that it yields closer coverage probabilities to chosen nominal levels.Furthermore, in order to incorporate prognostic factors for the adjustment of survival functions in the comparison, we construct simultaneous confidence bands for the ratio and odds ratio of survival functions based on both the Cox model and the additive risk model. We develop simultaneous confidence bands by approximating the limiting distribution of cumulative hazard functions by zero-mean Gaussian processes whose distributions can be generated through Monte Carlo simulations. Simulation studies are conducted to evaluate the performance for proposed models. Real applications on published clinical trial data sets are also studied for further illustration purposes.In the end, the population attributable fraction function is studied to measure the impact of risk factors on disease incidence in the population. We develop semiparametric estimation of attributable fraction functions for cohort studies with potentially censored event time under the additive risk model.

Background Studies based on a cohort design requires access to both subject-specific and period-specific information. In order to conduct an occupational cohort study, access to exposure information and the possibility and permission to link information on outcomes from other registers are generally necessary. The analysis phase is also aggravated by its added complexity because of the longitudinal dimension of the cohort’s data.This thesis aims at increasing the knowledge on hazards from work on fatalities and cancer within the domain of cohort studies on miners and metal refiners and to study the complexity of the analysis by discussing and suggesting analytical strategies. Methods The study population for this thesis consisted of a cohort of 2264 blue-collar aluminium smelter workers (paper I) and a cohort of 13000 blue-collar iron-ore miners (papers II-IV), both followed for over 50 years. The outcomes were collected from the Swedish Cause of Death Register and the Swedish Cancer Register. The primary methods of analysis were either Standardized Morbidity Ratios (SMR) or internal comparisons based on Cox or Poisson regression modeling. In paper IV, a g-estimation based on an accelerated failure-time model was performed to estimate the survival ratio. Results The results from paper I suggested that working as a blue-collar worker metal refiner was associated with increased rates of incidental lung cancer. Elevated rates among short term workers were observed for several outcomes. Paper I also showed that the choice of reference population when calculating SMR could influence the conclusions of the results. In paper II, several outcomes were elevated among the miners compared to the reference population from northern Sweden. However, no outcome except lung cancer was associated with cumulative employment time. The most recurrent pattern of the results was the negative association between cumulative employment time underground and several outcomes. The results from paper III showed that cumulative employment time working outdoors was associated with increased rates of cerebrovascular disease mortality. However, employment with heavy physical workloads did not explain the previously observed decreasing rates in the selected groups of outcomes. The adjustment for the healthy worker survivor effect by g-estimation in paper IV suggested that exposure from respirable dust was associated with elevated mortality risks that could not be observed with standard analytical methods. Conclusion Our studies found several rates from the cohorts that were elevated compared to external refererence populations but also that long term employments generally were associated with decreasing rates. Furthermore, incidental lung cancer rates was found elevated for the metal refiners. Among the miners, mortality rates of cerebrovascular diseases depended on if work was performed outdoor (higher rates) or underground (lower rates). Methodologically, this thesis has discussed different analytical strategies for handling confounding in occupational cohort studies. Paper IV showed that the healthy worker survivor effect could be adjusted for by performing g-estimation.

Mirtingumo nuo įvairių ligų įvertinimas ir prognozavimas pagal atlikto tyrimo duomenis – dažnas statistinės analizės uždavinys medicinoje. Juose siekiama prognozuoti tikėtiną mirčių nuo tiriamos ligos skaičių, susirgimo tam tikra liga tikimybę ar išskirti rizikos grupes, įvertinant tyrimo metu surinktų stebimos populiacijos imties kintamųjų duomenis ir nustatant, kokia priklausomybę juos sieja. Pagrindiniai šio darbo tikslai: susipažinti su statistikos metodais, taikomais mirtingumo duomenų analizei; sudaryti statistinės analizės modelius turimiems mirtingumo duomenims; realizuoti sudarytus modelius programiškai, panaudojant SAS sistemą ir SAS makro programavimo galimybes. Panaudojus Puasono, logistinės ir Kokso regresin��s analizės metodus sudaryti mirtingumo nuo galvos smegenų insulto (GSI) prognozavimo modeliai. Sudaryti modeliai realizuoti programiškai, panaudojus SAS programavimo kalbą, SAS/IML posistemės galimybes ir SAS makro programavimo priemones. Sukurti regresinės analizės modeliai ir programines priemonės panaudotos Kauno medicinos universiteto Kardiologijos instituto 1980-2004 metais atliktų tyrimų metu surinktų Kauno miesto 25-64 m. amžiaus gyventojų mirtingumo nuo GSI duomenų analizei atlikti. / Estimation and forecasting of mortality from various diseases are very frequent data analysis tasks in medicine nowadays. In order to estimate expected number of deaths, probability to die from a disease or trends in mortality we should apply the most suitable statistical methods. Data analysis models were created using Poisson, logistic, Cox regression methods and realized in SAS macros. Created software also contains models for goodness of fit analysis, graphical visualization and prepares a report of data analysis in RTF (Rich Text Format) format. Analysis was made for mortality from stroke data among Kaunas population aged 25 to 64 during the period 1980-2004. The study contains the description of applying created data analysis models, SAS macros and received results.

Darbo metu buvo išnagrinėta įvairių faktorių (kovariančių) įtaka reumatoidiniu artritu sergančio 531 ligonio mirtingumui. Buvo taikomas vienas iš regresinių išgyvenamumo modelių – Cox’o modelis. Iš minėtos 531 ligonio imties mirę buvo 32 ligoniai. Iš pradžių buvo tiriama ligonių imtis laiko nuo ligos pradžios aspektu. Šiuo atveju prognozuojantys veiksniai buvo amžius, kada liga buvo diagnozuota (AMZDGN), lytis (LYTKOD), gydymas Metotreksatu (GYD_MTX) ir gydymas Azatriopinu/Imuranu (AZA_IMUR). Vėliau, tiriant ligonių mirtingumą kaip amžiaus funkciją, nustatyti svarbiausi lemiantys veiksniai buvo šie: ligonių lytis (LYTKOD) ir gydymas Azatriopinu/Imuranu (AZA_IMUR). Gauti rezultatai, t.y. ligonių išgyvenamumą lemiančios kovariantės (veiksniai), beveik visiškai sutampa su gydytojų nurodytais. Tai dar kartą patvirtina matematinių statistinių modelių, šiuo atveju nagrinėjamo Cox‘o modelio, taikymo realiame gyvenime, svarbą. Kitai duomenų imčiai, t.y. vėžiu sergančių ligonių duomenų aibei, buvo taikomas Persikertančių mirimų intensyvumų (SCE) modelis, t.y. tikrinama Cox‘o modelio adekvatumo duomenims hipotezė. Hipotezė buvo atmesta, nes minėtiems duomenims Cox‘o modelis negalioja. Pagrindinis darbo rezultatas yra šis: gautas kriterijus Cox‘o modelio adekvatumui tikrinti, naudojant nupjautus iš kairės ir cenzūruotus iš dešinės duomenis, sudarytos programos kriterijui realizuoti. Reumatoidinio artrito ligonių duomenų aibei, t.y. nupjautiems iš kairės ir cenzūruotiems iš dešinės... [toliau žr. visą tekstą] / In this work the Cox proportional hazards model was applied to investigate the influence of various factors (covariates) to mortality of rheumatoid arthritis patients of Vilnius. In the first case, the sample of 531 patients was analysed. Analysing survival of patients of the sample as function of time from the beginnig of the disease, the prognostic factors were LYTKOD (the sex of patients), AMZDGN (patients‘ age, when the rheumatoid arthritis was diagnosed), GYD_MTX (treatment with metotrexat) and AZA_IMUR (treatment with Azatriopin/Imuran). When survival was analysed as function of age then the prognostic factor were LYTKOD (the sex of patients) and AZA_IMUR (treatment with Azatriopin/Imuran). The results are almost identical to those, which doctors suggested. This fact confirms the importance of using mathematical statistical models to solve the problems of the real life. In this case, the importance of using the Cox model. On the other hand, Simple cross-effects (SCE) model was aplied for the sample of canser patients. In the case of this model the hypothesis of Cox model fiting for canser patients‘ data was rejected. The most important result of this work is that the criterion of Cox model fitting to left truncated and right censored data was constructed. Also a program of SAS for the criterion was created. The the hypothesis of Cox model fiting for the rheumatoid arthritis patients wasn‘t rejected, because Cox model fit for these data.

In the dissertation, we study the statistical evaluation of treatment comparisons by evaluating the relative comparison of survival experiences between two treatment groups. We construct confidence interval and simultaneous confidence bands for the ratio and odds ratio of two survival functions through both parametric and nonparametric approaches.We first construct empirical likelihood confidence interval and simultaneous confidence bands for the odds ratio of two survival functions to address small sample efficacy and sufficiency. The empirical log-likelihood ratio is developed, and the corresponding asymptotic distribution is derived. Simulation studies show that the proposed empirical likelihood band has outperformed the normal approximation band in small sample size cases in the sense that it yields closer coverage probabilities to chosen nominal levels.Furthermore, in order to incorporate prognostic factors for the adjustment of survival functions in the comparison, we construct simultaneous confidence bands for the ratio and odds ratio of survival functions based on both the Cox model and the additive risk model. We develop simultaneous confidence bands by approximating the limiting distribution of cumulative hazard functions by zero-mean Gaussian processes whose distributions can be generated through Monte Carlo simulations. Simulation studies are conducted to evaluate the performance for proposed models. Real applications on published clinical trial data sets are also studied for further illustration purposes.In the end, the population attributable fraction function is studied to measure the impact of risk factors on disease incidence in the population. We develop semiparametric estimation of attributable fraction functions for cohort studies with potentially censored event time under the additive risk model.

Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope that quantum computers will be able to price options more efficiently than classical computers. This research extends the quantum binomial option pricing model proposed by Zeqian Chen to European put options and to Barrier options and develops a quantum algorithm to price them. This research produced three key results. First, when Maxwell-Boltzmann statistics are assumed, the quantum binomial model option prices are equivalent to the classical binomial model. Second, options can be priced efficiently on a quantum computer after the circuit has been built. The time complexity is O((N − τ)log(N − τ)) and it is in the BQP quantum computational complexity class. Finally, challenges extending the quantum binomial model to American, Asian and Bermudan options exist as the quantum binomial model does not take early exercise into account.

Il est difficile d'explorer et d'estimer des gisements secondaires de diamants en raison du manque de fiabilité des données et/ou de leur rareté. Des efforts soutenus sont nécessaires pour maintenir une bonne compréhension de ces types de dépôts lors de leur exploration, leur échantillonnage et leur exploitation. Cette thèse traite des sujets suivants : - L'existence de regroupements entre cheminées kimberlites est établie, et leur extension moyenne déterminée. - Des données d'exploration d'indicateurs minéraux sont analysées par arbre de classification. Un modèle est ensuite bâti à partir de sites kimberlitiques connus pour identifier de nouveaux sites. - Les milieux maritimes comportent des mécanismes de piégeage complexes, ce qui les rend difficiles à échantillonner. Dans certaines situations, on dispose de peu, voire d'aucune information de qualité, alors qu'une étude d'optimisation de l'échantillonnage est nécessaire. Dans ce cas, une esquisse au crayon est utilisée pour construire des simulations, lesquelles servent à une première optimisation de l'échantillonnage. - Dans les dépôts sous-marins profonds, les échantillons doivent dépasser une taille minimale critique pour être représentatifs. L'établissement de cette taille passe par une modélisation selon un processus de Cox, bien adapté à la nature discrète de la minéralisation. L'impact de l'échantillonnage sur la qualité de l'estimation par blocs ou par panneaux peut ainsi être testé par simulation. - Ces dernières années, certains terrils sont redevenus économiquement viables. Pour en obtenir une estimation locale par blocs, une procédure de détermination de la taille optimale des échantillons et de leur espacement a été développée et mise en oeuvre sur un terril de kimberlite.

[Truncated abstract] Hepatocellular carcinoma (HCC) is the major malignancy complicating chronic liver disease. New therapies for the prevention of HCC are required due to the limited success and high tumour recurrence rates of existing treatments. Emerging evidence suggests that HCC arise from the transformation of adult liver progenitor cells (LPCs), which have the capacity to differentiate into hepatocytes and biliary cells during liver regeneration. LPC activation precedes neoplasia in experimental hepatocarcinogenesis. LPCs share antigenic epitopes with HCCs, including α-fetoprotein (AFP) and M2- pyruvate kinase (M2PK). In animal models of hepatocarcinogenesis, attenuation of the LPC response reduces the incidence of HCC following prolonged liver injury via a tumour necrosis factor (TNF) dependent mechanism. As TNF is a pro-inflammatory cytokine, these data suggest that anti-inflammatory agents may be effective in inhibiting LPC activation and hepatocarcinogenesis. Cyclo-oxygenase-2 (COX-2) is an inducible enzyme that mediates the production of many prostaglandins during inflammation and carcinogenesis. Recent investigations show that the administration of selective COX-2 inhibitors (SC2Is) may reduce the incidence of a variety of tumours including breast, colon and skin. The broad aim of this thesis was to conduct a series of detailed studies on the effects of a SC2I on LPC activation and the hepatic pathologies associated with hepatocarcinogenesis in order to test the hypothesis that S2CIs may be a beneficial therapy that can reduce liver injury and pre-neoplastic changes in the choline-deficient, ethionine supplemented (CDE) murine model of hepatocarcinogenesis. Administration of a SC2I (SC-236) significantly inhibited a variety of hepatic cell populations that expand during the first month of the CDE mouse model of hepatocarcinogenesis (a choline deficient, ethionine supplemented diet). Numbers of M2PK-positive LPCs (which are more hepatocytic in morphology and are also COX-2 positive) and inflammatory cells were all significantly reduced by SC-236. In contrast, numbers of A6-positive LPCs (which are more biliary cell-like in morphology and do not express COX-2) were unchanged. ... In summary, these data suggest that COX-2 inhibitors such as SC-236 inhibit LPC activation and a variety of pre-neoplastic liver pathologies as a result of COX-2 dependent and independent mechanisms that may be mediated through inhibition of Akt phosphorylation and induction of apoptosis. Moreover, SC2Is may be useful as preventative treatment strategies for HCC in patients with chronic liver disease.