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作者：Li, Degui; Ke, Yuan; Zhang, Wenyang
作者单位：University of York - UK
摘要：In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is allowed to be larger than the sample size. We first propose a penalised likelihood method with the LASSO penalty function to obtain the preliminary estimates of the functional coefficients. Then, using the quadratic approximation for the local log-likelihood function and the adaptive group LASSO penalty (or the local l...
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作者：Gao, Chao; Lu, Yu; Zhou, Harrison H.
作者单位：Yale University
摘要：Network analysis is becoming one of the most active research areas in statistics Significant advances have been made recently on developing theories, methodologies and algorithms for analyzing networks. However, there has been little fundamental study on optimal estimation. In this paper, we establish optimal rate of convergence for graphon estimation. For the stochastic block model with k clusters, we show that the optimal rate under the mean squared error is n(-1) log k + k(2)/n(2). The mini...
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作者：Chauvet, Guillaume
作者单位：Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要：Multistage sampling is commonly used for household surveys when there exists no sampling frame, or when the population is scattered over a wide area. Multistage sampling usually introduces a complex dependence in the selection of the final units, which makes asymptotic results quite difficult to prove. In this work, we consider multistage sampling with simple random without replacement sampling at the first stage, and with an arbitrary sampling design for further stages. We consider coupling m...
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作者：Jirak, Moritz
作者单位：Humboldt University of Berlin
摘要：Consider d dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size n and d tend to infinity. We achieve this either by a consistent bootstrap or an appropriate limit distribution. This allows for the construction of simultaneous confidence bands for dependent change point tests, and explicitly allows us to determine the location of the change both in time and coordina...
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作者：Castillo, Ismael; Rousseau, Judith
作者单位：Sorbonne Universite; Universite Paris Cite; Institut Polytechnique de Paris; ENSAE Paris; Universite PSL; Universite Paris-Dauphine
摘要：A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems in i.i.d. and non-i.i.d. situations. In particular, new tools are developed to handle semiparametric bias, in particular for nonlinear functionals and in cases where regularity is possibly low. Examples include the squared L-2-norm in Gaussian white noise, nonlinear functionals in density estimation, as well as functionals in autoregressive models. For ...
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作者：Cheng, Ching-Shui; Kao, Ming-Hung
作者单位：Academia Sinica - Taiwan; University of California System; University of California Berkeley; Arizona State University; Arizona State University-Tempe
摘要：Functional magnetic resonance imaging (fMRI) technology is popularly used in many fields for studying how the brain reacts to mental stimuli. The identification of optimal fMRI experimental designs is crucial for rendering precise statistical inference on brain functions, but research on this topic is very lacking. We develop a general theory to guide the selection of fMRI designs for estimating a hemodynamic response function (HRF) that models the effect over time of the mental stimulus, and ...
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作者：Albert, Melisande; Bouret, Yann; Fromont, Magalie; Reynaud-Bouret, Patricia
作者单位：Universite Cote d'Azur; Universite Cote d'Azur; Universite Rennes 2; Universite de Rennes
摘要：Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce nonparametric test statistics, which are resealed general U-statistics, whose corresponding critical values are constructed from bootstrap and randomization/permutation approaches, making as few assumptions as possible on the underlying distribution of the point processes. We derive general consistency results for the bootstrap ...
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作者：Fan, Jianqing; Rigollet, Philippe; Wang, Weichen
作者单位：Princeton University; Massachusetts Institute of Technology (MIT)
摘要：High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other l(r) norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are spar...
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作者：Einmahl, John H. J.; Li, Jun; Lui, Regina Y.
作者单位：Tilburg University; University of California System; University of California Riverside; Rutgers University System; Rutgers University New Brunswick
摘要：Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis scheme. In particular, the half-space depth is shown to have many desirable properties and broad applicability. However, the empirical half-space depth is zero outside the convex hull of the data. This property has rendered the empirical half-space depth usel...
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作者：Tuo, Rui; Wu, C. F. Jeff
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University System of Georgia; Georgia Institute of Technology
摘要：Many computer models contain unknown parameters which need to be estimated using physical observations. Tuo and Wu (2014) show that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan [J. R. Stat. Soc. Ser. B. Stat. Methodol. 63 (2001) 425-464] may lead to an unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L-2 calibration, and...
