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作者：He, Yuanzhen; Tang, Boxin
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Simon Fraser University
摘要：In an early paper, He and Tang [Biometrika 100 (2013) 254-260] introduced and studied a new class of designs, strong orthogonal arrays, for computer experiments, and characterized such arrays through generalized orthogonal arrays. The current paper presents a simple characterization for strong orthogonal arrays of strength three. Besides being simple, this new characterization through a notion of semi-embeddability is more direct and penetrating in terms of revealing the structure of strong or...
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作者：Shi, Ce; Tang, Yu; Yin, Jianxing
作者单位：Soochow University - China
摘要：As a type of search design, a detecting array can be used to generate test suites to identify and detect faults caused by interactions of factors in a component-based system. Recently, the construction and optimality of detecting arrays have been investigated in depth in the case where all the factors are assumed to have the same number of levels. However, for real world applications, it is more desirable to use detecting arrays in which the various factors may have different numbers of levels...
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作者：Pazman, Andrej; Pronzato, Luc
作者单位：Comenius University Bratislava; Centre National de la Recherche Scientifique (CNRS); Universite Cote d'Azur
摘要：Among the major difficulties that one may encounter when estimating parameters in a nonlinear regression model are the nonuniqueness of the estimator, its instability with respect to small perturbations of the observations and the presence of local optimizers of the estimation criterion. We show that these estimability issues can be taken into account at the design stage, through the definition of suitable design criteria. Extensions of E-, c- and G-optimality criteria are considered, which wh...
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作者：Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
作者单位：Humboldt University of Berlin; University of Vienna; Humboldt University of Berlin
摘要：An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach relies on an asymptotically equivalent continuous-time observation model where a local generalised method of moments in the spectral domain turns out to be optimal. Asymptotic semi-parametric efficiency is established in the Cramer-Rao sense. Main findings are ...
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作者：Genovese, Christopher R.; Perone-Pacifico, Marco; Verdinelli, Isabella; Wasserman, Larry
作者单位：Carnegie Mellon University; Sapienza University Rome
摘要：We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud data. We show that, under mild regularity conditions, the ridges of the kernel density estimator consistently estimate the ridges of the true density. When the data are noisy measurements of a manifold, we show that the ridges are close and topologically simil...
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作者：Chen, Xian; Ma, Zhi-Ming; Wang, Ying
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：Genetic recombination is one of the most important mechanisms that can generate and maintain diversity, and recombination information plays an important role in population genetic studies. However, the phenomenon of recombination is extremely complex, and hence simulation methods are indispensable in the statistical inference of recombination. So far there are mainly two classes of simulation models practically in wide use: back-in-time models and spatially moving models. However, the statisti...
