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Previous studies highlighted the health benefits of coffee and tea, but they only focused on the comparisons between different consumptions. Consequently, the association estimate lacked a clear interpretation, as the substitution of beverages and distribution of doses were not explicitly prescribed. We focused on the ‘relative association’ to ascertain the optimal consumption strategy (including total intake and optimal allocation strategy) for coffee, tea and plain water associated with decreased mortality. Self-reported coffee, tea and plain water intake were used from the UK Biobank. Within a compositional data analysis framework, a multivariate Cox model was used to assess the relative associations after adjusting for a range of potential confounders. The lower mortality risk was observed with at least approximately 7–8 drinks/d of total consumption. When the total intake > 4 drinks/d, substituting plain water with coffee or tea was linked to reduced mortality; nevertheless, the benefit was not seen for ≤ 4 drinks/d. Besides, a balanced consumption of coffee and tea (roughly a ratio of 2:3) associated with the lowest hazard ratios of 0·55 (95 % CI 0·47, 0·64) for all-cause mortality, 0·59 (95 % CI 0·48, 0·72) for cancer mortality, 0·69 (95 % CI 0·49, 0·99) for CVD mortality, 0·28 (95 % CI 0·15, 0·52) for respiratory disease mortality and 0·35 (95 % CI 0·15, 0·82) for digestive disease mortality than other combinations. These results highlight the importance of the rational combination of coffee, tea and plain water, with particular emphasis on ensuring adequate total intake, offering more comprehensive and explicit guidance for individuals.
High gain greater than 106 is crucial for the preamplifiers of joule-class high-energy lasers. In this work, we present a specially designed compact amplifier using 0.5%Nd,5%Gd:SrF2 and 0.5%Nd,5%Y:SrF2 crystals. The irregular crystal shape enhances the gain length of the laser beam and helps suppress parasitic oscillations. The amplified spontaneous emission (ASE) induced by the high gain is analyzed through ray tracing. The balance between gain and ASE is estimated via numerical simulation. The gain spectral characteristics of the two-stage two-pass amplifier are examined, demonstrating the advantages of using different crystals, with bandwidths up to 8 nm and gains over 106. In addition, the temperature and stress distributions in the Nd,Gd:SrF2 crystal are simulated. This work is expected to contribute to the development of high-peak-power ($\ge$terawatt-class) high-energy (joule-class) laser devices.
Persistent malnutrition is associated with poor clinical outcomes in cancer. However, assessing its reversibility can be challenging. The present study aimed to utilise machine learning (ML) to predict reversible malnutrition (RM) in patients with cancer. A multicentre cohort study including hospitalised oncology patients. Malnutrition was diagnosed using an international consensus. RM was defined as a positive diagnosis of malnutrition upon patient admission which turned negative one month later. Time-series data on body weight and skeletal muscle were modelled using a long short-term memory architecture to predict RM. The model was named as WAL-net, and its performance, explainability, clinical relevance and generalisability were evaluated. We investigated 4254 patients with cancer-associated malnutrition (discovery set = 2977, test set = 1277). There were 2783 men and 1471 women (median age = 61 years). RM was identified in 754 (17·7 %) patients. RM/non-RM groups showed distinct patterns of weight and muscle dynamics, and RM was negatively correlated to the progressive stages of cancer cachexia (r = –0·340, P < 0·001). WAL-net was the state-of-the-art model among all ML algorithms evaluated, demonstrating favourable performance to predict RM in the test set (AUC = 0·924, 95 % CI = 0·904, 0·944) and an external validation set (n 798, AUC = 0·909, 95 % CI = 0·876, 0·943). Model-predicted RM using baseline information was associated with lower future risks of underweight, sarcopenia, performance status decline and progression of malnutrition (all P < 0·05). This study presents an explainable deep learning model, the WAL-net, for early identification of RM in patients with cancer. These findings might help the management of cancer-associated malnutrition to optimise patient outcomes in multidisciplinary cancer care.
Emission line galaxies (ELGs) are crucial for cosmological studies, particularly in understanding the large-scale structure of the Universe and the role of dark energy. ELGs form an essential component of the target catalogue for the Dark Energy Spectroscopic Instrument (DESI), a major astronomical survey. However, the accurate selection of ELGs for such surveys is challenging due to the inherent uncertainties in determining their redshifts with photometric data. In order to improve the accuracy of photometric redshift estimation for ELGs, we propose a novel approach CNN–MLP that combines convolutional neural networks (CNNs) with multilayer perceptrons (MLPs). This approach integrates both images and photometric data derived from the DESI Legacy Imaging Surveys Data Release 10. By leveraging the complementary strengths of CNNs (for image data processing) and MLPs (for photometric feature integration), the CNN–MLP model achieves a $\sigma_{\mathrm{NMAD}}$ (normalised median absolute deviation) of 0.0140 and an outlier fraction of 2.57%. Compared to other models, CNN–MLP demonstrates a significant improvement in the accuracy of ELG photometric redshift estimation, which directly benefits the target selection process for DESI. In addition, we explore the photometric redshifts of different galaxy types (Starforming, Starburst, AGN, and Broadline). Furthermore, this approach will contribute to more reliable photometric redshift estimation in ongoing and future large-scale sky surveys (e.g. LSST, CSST, and Euclid), enhancing the overall efficiency of cosmological research and galaxy surveys.
Regenerative involution is crucial for renewing the mammary gland and maximizing milk production. However, the temporal profiles indicators of oxidative status during this phase are still unclear. In this study, Experiment 1 aimed to investigate the dynamic changes in indicators of oxidative status in plasma during regenerative involution. The dairy goats were dried off at 8 weeks (wk) before kidding (−8 wk, n = 14) or −12 wk (n = 6). The blood samples taken at −8, −7, −6, −5, −4, −3, −2, −1 wk, on the day for kidding (0 wk) and the first week after kidding (+1 wk, milk production 1.28 ± 0.31 kg per day). Experiment 2 aimed to investigate the dynamic changes in indicators of oxidative status in mammary cells. Seven selected goats were biopsied for tissue collection and cell isolation at −8, −4, −1, +1 wk (milk production 1.28 ± 0.31 kg per day), respectively. Plasma analysis in Experiment 1 showed an increase in reactive oxygen species (ROS) levels, peaking at −4 wk (P < 0.01). No significant differences were observed between the dry-off treatments (P = 0.36). The activity of superoxide dismutase (SOD) in plasma remained stable from −7 wk to the first week after kidding (+1 wk), while glutathione peroxidase (GSH-Px) activity peaked at −4 wk. An increased catalase activity was observed at +1 wk (P < 0.01), indicating its response to lactation. In Experiment 2, an increase in ROS levels in isolated mammary cells was observed at −4 wk, while SOD, GSH-Px, and malondialdehyde levels in tissue homogenates rose around kidding (P < 0.01). The dynamic change of the oxidative status suggests that targeted antioxidant strategies would be helpful for regenerative involution of mammary gland in ruminants.
This chapter reviews alternative methods for estimating the integrated covariance matrix (ICM) using high-frequency data and their properties. The high-frequency data are assumed to come from a continuous-time model. The alternative estimators are justified by their asymptotic properties under the infill asymptotic scheme, which requires that the time interval Δ between any two consecutive observations go to zero. When reviewing the methods, we separate the methods that assume the dimension of the ICM is fixed and those that assume the dimension of the ICM goes to infinity with the sample size. Comparisons of the performances of alternative ICM estimators in portfolio choice are discussed.
In the presence of bubbles, asset prices consist of a fundamental and a component, with the bubble component following an explosive dynamic. The general idea for bubble identification is to apply explosive root tests to a proxy of the unobservable bubble. This chapter provides a theoretical framework that incorporates several definitions of bubbles (and fundamentals) and offers guidance for selecting proxies. For explosive root tests, we introduce the recursive evolving test of Phillips, Shi, and Yu (2015a,b) along with its asymptotic properties. This procedure can serve as a real-time monitoring device and has been shown to outperform several other tests. Like all other recursive testing procedures, the PSY algorithm faces the issue of multiplicity in testing. We propose a multiple-testing algorithm to determine appropriate test critical values and show its satisfactory performance in finite samples by simulations. To illustrate, we conduct a pseudo real-time bubble monitoring exercise in the S&P 500 stock market from January 1990 to June 2020. The empirical results reveal the importance of using a good proxy for bubbles and addressing the multiplicity issue.
This chapter provides an overview of posterior-based specification testing methods and model selection criteria that have been developed in recent years. For the specification testing methods, the first method is the posterior-based version of IOSA test. The second method is motivated by the power enhancement technique. For the model selection criteria, we first review the deviance information criterion (DIC). We discuss its asymptotic justification and shed light on the circumstances in which DIC fails to work. One practically relevant circumstance is when there are latent variables that are treated as parameters. Another important circumstance is when the candidate model is misspecified. We then review DICL for latent variable models and DICM for misspecified models.
This chapter reviews alternative methods proposed in the literature for estimating discrete-time stochastic volatility models and illustrates the details of their application. The methods reviewed are classified as either frequentist or Bayesian. The methods in the frequentist class include generalized method of moments, quasi-maximum likelihood, empirical characteristic function, efficient method of moments, and simulated maximum likelihood based on Laplace-based importance sampler. The Bayesian methods include single-move Markov chain Monte Carlo, multimove Markov chain Monte Carlo, and sequential Monte Carlo.
Limit theory is developed for least squares regression estimation of a model involving time trend polynomials and a moving average error process with a unit root. Models with these features can arise from data manipulation such as overdifferencing and model features such as the presence of multicointegration. The impact of such features on the asymptotic equivalence of least squares and generalized least squares is considered. Problems of rank deficiency that are induced asymptotically by the presence of time polynomials in the regression are also studied, focusing on the impact that singularities have on hypothesis testing using Wald statistics and matrix normalization. The chapter is largely pedagogical but contains new results, notational innovations, and procedures for dealing with rank deficiency that are useful in cases of wider applicability.
Continuous-time models have found broad applications in many core areas of economics and finance. This chapter first briefly introduces the applications of the continuous-time models for modeling the dynamics of the short-term interest rates. While many estimation methods have been proposed to estimate continuous-time models with discrete samples over the past 40 years, almost all suffer from finite-sample bias. The bias problem is particularly severe for the mean-reversion parameter, which measures the persistence level of the interest-rate process. Moreover, such bias propagates and leads to considerable bias in price calculations of the interest-rate contingent claims, such as bonds and bond options. The focus of this chapter is to give a detailed review of the bias issue. Two bias-correction methods are discussed: the jackknife method and the indirect inference method, which can effectively reduce the estimation bias of the mean-reversion parameter and the bias in pricing contingent claims. Monte Carlo studies are provided to illustrate the characteristics of the bias and investigate the performance of the two bias-correction methods.
Fractional Brownian motion is a continuous-time zero mean Gaussian process with stationary increments. It has gained much attention in empirical finance and asset pricing. For example, it has been used to model the time series of volatility and interest rates. This chapter first introduces the basic properties of fractional Brownian motions and then reviews the statistical models driven by the fractional Brownian motions that have been used in financial econometrics such as the fractional Ornstein–Uhlenbeck model and the fractional stochastic volatility models. We also review the parameter estimation methods proposed in the literature. These methods are based on either continuous-time observations or discrete-time observations.
This chapter discusses the nonstationary continuous-time models, including unit root and explosive regressors. The contents cover estimation methods, inferential theory, and empirical examples demonstrating the use of these models. It starts with a univariate framework and extends to multivariate cases for generality.
This chapter provides a selective review of the factor-augmented regression (FAR) models, where the factors are usually estimated from a large set of observed data, and then as “generated regressors” enter into the next stage of regression. It begins with an introduction to the large-dimensional factor models and the widely used principal component analysis (PCA) estimator. Then we review FAR models with time series data, the extensions of FAR to some nonlinear models, and the factor-augmented panel regressions. Lastly, we briefly introduce some applications of FAR to financial markets.