Browsing by Author "Niu, Wei-Fang"

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Association of IL28B gene variations with mathematical modeling of viral kinetics in chronic hepatitis C patients with IFN plus ribavirin therapy
(2011-03-01)
Hsu, Ching-Sheng
;
Hsu, Shih-Jer
;
Chen, Hung-Chia
;
Tseng, Tai-Chung
;
Liu, Chen-Hua
Asian patients with chronic hepatitis C (CHC) are known to have better virological responses to pegylated (Peg) IFN-based therapy than Western patients. Although IL28B gene polymorphisms may contribute to this difference, whether favorable hepatitis C virus (HCV) kinetics during treatment plays a role remains unclear. We enrolled 145 consecutive Taiwanese patients with CHC receiving Peg-IFN alpha-2a plus ribavirin for the study. Blood samples were taken more frequently at defined intervals in the first 3 d. Peg-IFN was administered at week 1. It was then administered weekly in combination with daily ribavirin for 24 or 48 wk. A mathematical model fitted to the observed HCV kinetics was constructed, which could interpret the transient HCV titer elevation after Peg-IFN treatment. The results demonstrated a comparable viral clearance rate (c = 3.45 +/- 3.73) (day(-1), mean +/- SD) but lower daily viral production rate (P = 10(6)-10(12)) in our patients than those reported previously in Western patients. Of 110 patients with a sustained virological response (SVR), 47 (43%) had a transient elevation of viral titer within 12 h (proportion of 12 h/3 d: 44% in non-SVR vs. 70% in SVR; P = 0.029). Among 91 patients with available rs8099917 data, patients with the TT genotype had an early surge of viral titer after therapy and a higher SVR and viral clearance rate than those with the GT genotype. In conclusion, Taiwanese patients with CHC receiving Peg-IFN plus ribavirin therapy have a lower daily viral production rate than Western patients, and the rs8099917 TT genotype may contribute to the increased viral clearance rate and better virological responses in these patients.
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
(2013)
Niu, Wei-Fang
;
統計學研究所
;
Institute of Statistics
This paper proposes a method for the maximum likelihood estimation of continuous time stochastic volatility models. The key step is to introduce approximating GARCH processes that have higher frequencies of construction but are observed at lower frequencies. The latency of the volatility process is retained by augmenting data points between price observations. The convergence of the likelihood function can be obtained with mild regularity conditions. Such an approach reconciles discrete and continuous time models, and it can be implemented easily under the context of the simulated maximum likelihood. As an extension to the commonly used modified Brownian bridge sampler, we propose generating paths with skewed density to match the dynamics of the volatilities.