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作者：Mueller, Hans-Georg
作者单位：University of California System; University of California Davis
摘要：Functional data analysis has become a major branch of nonparametric statistics and is a fast evolving field. Peter Hall has made fundamental contributions to this area and its theoretical underpinnings. He wrote more than 25 papers in functional data analysis between 1998 and 2016 and from 2005 on was a tenured faculty member with a 25% appointment in the Department of Statistics at the University of California, Davis. This article describes aspects of his appointment and academic life in Davi...
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作者：Song, Rui; Banerjee, Moulinath; Kosorok, Michael R.
作者单位：North Carolina State University; University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill
摘要：Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point model is correctly specified, such estimates generally converge at a fast rate (n) and are asymptotically described by minimizers of a jump process. Under complete mis-specification by a smooth curve, that is, when a change-point model is fitted to data descr...
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作者：Cai, T. Tony; Li, Xiaodong; Ma, Zongming
作者单位：University of Pennsylvania; University of California System; University of California Davis
摘要：This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal x is an element of R-P from noisy quadratic measurements y(j) = (a(j)'x)(2) + epsilon(j), j = 1,... m, with independent sub-exponential noise epsilon(j). The goals are to understand the effect of the sparsity of x on the estimation precision and to construct a computationally feasible estimator to achieve the optimal rates adaptively. Inspired by the Wirtinger Flow [IEEE Trans. Inform. Theory 61 (2015) 19...
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作者：Cai, T. Tony; Liang, Tengyuan; Rakhlin, Alexander
作者单位：University of Pennsylvania
摘要：This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix estimation and noisy matrix completion. We propose computationally feasible convex programs for statistical inference including estimation, confidence intervals and hypothesis testing. A theoretical framework is developed to characterize the local estimation ...
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作者：Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu
作者单位：Yale University; Chinese University of Hong Kong; University of Chicago; University of Macau
摘要：We establish a Cramer-type moderate deviation result for self-normalized sums of weakly dependent random variables, where the moment requirement is much weaker than the non-self-normalized counterpart. The range of the moderate deviation is shown to depend on the moment condition and the degree of dependence of the underlying processes. We consider three types of self-normalization: the equal-block scheme, the big-block-small-block scheme and the interlacing scheme. Simulation study shows that...
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作者：Ke, Yuan; Li, Jialiang; Zhang, Wenyang
作者单位：Princeton University; National University of Singapore; University of York - UK
摘要：Panel data analysis is an important topic in statistics and econometrics. In such analysis, it is very common to assume the impact of a covariate on the response variable remains constant across all individuals. While the modelling based on this assumption is reasonable when only the global effect is of interest, in general, it may overlook some individual/subgroup attributes of the true covariate impact. In this paper, we propose a data driven approach to identify the groups in panel data wit...
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作者：Su, Yu-Ru; Wang, Jane-Ling
作者单位：Fred Hutchinson Cancer Center; University of California System; University of California Davis
摘要：In this paper, we investigate frailty models for clustered survival data that are subject to both left- and right-censoring, termed doubly-censored data. This model extends current survival literature by broadening the application of frailty models from right-censoring to a more complicated situation with additional left-censoring. Our approach is motivated by a recent Hepatitis B study where the sample consists of families. We adopt a likelihood approach that aims at the non parametric maximu...
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作者：Yoo, William Weimin; Ghosal, Subhashis
作者单位：Universite PSL; Universite Paris-Dauphine; North Carolina State University
摘要：In the setting of nonparametric multivariate regression with unknown error variance sigma(2), we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a prior for f, and sigma is either estimated using the empirical Bayes approach or is endowed with a suitable prior in a hierarchical Bayes approach. We establish pointwise, L-2 and L-infini...
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作者：Jin, Jiashun; Wang, Wanjie
作者单位：Carnegie Mellon University; National University of Singapore
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作者：Xie, Xianchao; Kou, S. C.; Brown, Lawrence
作者单位：Harvard University; University of Pennsylvania
摘要：This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semiparametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of the proposed methods...
