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作者:Lin, C. Devon; Bingham, Derek; Sitter, Randy R.; Tang, Boxin
作者单位:Queens University - Canada; Simon Fraser University
摘要:We develop a new method for constructing good designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed usi...
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作者:Markaryan, Tigran; Rosenberger, William F.
作者单位:George Mason University
摘要:Efron [Biometrika 58 (1971) 403-417] developed a restricted randomization procedure to promote balance between two treatment groups in a sequential clinical trial. He called this the biased coin design. He also introduced the concept of accidental bias, and investigated properties of the procedure with respect to both accidental and selection bias, balance, and randomization-based inference using the steady-state properties of the induced Markov chain. In this paper we revisit this procedure, ...
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作者:Verzelen, Nicolas
作者单位:INRAE; Institut Agro; Montpellier SupAgro; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要:We study the nonparametric covariance estimation of a stationary Gaussian field X observed on a regular lattice. In the time series setting, some procedures like AIC are proved to achieve optimal model selection among autoregressive models. However, there exists no such equivalent results of adaptivity in a spatial setting. By considering collections of Gaussian Markov random fields (GMRF) as approximation sets for the distribution of X. we introduce a novel model selection procedure for spati...
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作者:Norets, Andriy
作者单位:Princeton University
摘要:This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback-Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and variances and mixing probabilities can depend on variables in the conditioning set (covariates). These models are a special case of models known as mixtures of experts in statistics and computer science literature. Flexible specifications include models in which...
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作者:Hormann, Siegfried; Kokoszka, Piotr
作者单位:Universite Libre de Bruxelles; Utah System of Higher Education; Utah State University
摘要:Functional data often arise from measurements on tine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, or example, days. The functions thus obtained form a functional time series, and the central issue in the analysis of such data consists in taking into account the temporal dependence of these functional observations. Examples include daily curves of financial transaction data and daily patterns of geophysical and environmental dat...
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作者:Huang, Yijian
作者单位:Emory University; Rollins School Public Health
摘要:Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may he covariate-dependent, particularly in the presence of continuously-distributed covariates. In spite of several recent advances, existing methods either involve algorithmic complications or impose a probability grid. The former leads to difficulties in the implementation and asymptotics, whereas the latter introduces...
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作者:Biau, Gerard; Cadre, Benoit; Rouviere, Laurent
作者单位:Sorbonne Universite; Sorbonne Universite; Universite Paris Cite; Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要:Collaborative recommendation is an information-filtering technique that attempts to present information items that are likely of interest to an Internet user. Traditionally, collaborative systems deal with situations with two types of variables, users and items. In its most common form, the problem is framed as trying to estimate ratings for items that have not yet been consumed by a user. Despite wide-ranging literature, little is known about the statistical properties of recommendation syste...
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作者:Liu, Weidong; Shao, Qi-Man
作者单位:Hong Kong University of Science & Technology
摘要:In this paper, Cramer-type moderate deviations for the maximum of the periodogram and its studentized version are derived. The results are then applied to a simultaneous testing problem in gene expression time series. It is shown that the level of the simultaneous tests is accurate provided that the number of genes C and the sample size n satisfy G = exp(o(n(1/3))).
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作者:Vimond, Myriam
作者单位:Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
摘要:In this paper, we observe a fixed number of unknown 2 pi-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name shape invariant model. While the common shape is unknown, we introduce an asymptotically efficient estimator of the unite-dimensional parameter (phases and amplitude) using the profile likelihood and the Fourier basis. Moreover, this estimation method leads to a consistent and asymptotically linear est...
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作者:Yu, Yaming
作者单位:University of California System; University of California Irvine
摘要:Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey, Titterington and Torsney [Comm. Statist. Theory Methods 14 (1978) 1379-1389] or computing optimal designs. A conjecture of Titterington [Appl. Stat. 27(1978) 227-234] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.