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作者：Gavrilov, Yulia; Benjamini, Yoav; Sarkar, Sanat K.
作者单位：Tel Aviv University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：In this work we study an adaptive step-down procedure for testing m hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical constants iq/[(m + 1 - i (1 - q)], i = 1,..., m. Motivated by its success as a model selection procedure, as well as by its asymptotic optimality, we are interested in its false discovery rate (FDR) controlling properties for a finite number of hypotheses. We prove...
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作者：Nussbaum, Michael; Szkola, Arleta
作者单位：Cornell University; Max Planck Society
摘要：We consider symmetric hypothesis testing in quantum statistics, where the hypotheses are density operators on a finite-dimensional complex Hilbert space, representing states of a finite quantum system. We prove a lower bound on the asymptotic rate exponents of Bayesian error probabilities. The bound represents a quantum extension of the Chernoff bound, which gives the best asymptotically achievable error exponent in classical discrimination between two probability measures on a finite set. In ...
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作者：Hsing, Tailen; Ren, Haobo
作者单位：University of Michigan System; University of Michigan; Sanofi-Aventis; Sanofi USA
摘要：Suppose that Y is a scalar and X is a second-order stochastic process, where Y and X are conditionally independent given the random variables xi(1), ..., xi(p) which belong to the closed span L-X(2) of X. This paper investigates a unified framework for the inverse regression dimension-reduction problem. It is found that the identification of L-X(2) with the reproducing kernel Hilbert space of X provides a platform for a seamless extension from the finite- to infinite-dimensional settings. It a...
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作者：Marchetti, Giovanni M.; Wermuth, Nanny
作者单位：University of Florence; Chalmers University of Technology
摘要：For a directed acyclic graph, there are two known criteria to decide whether any specific conditional independence statement is implied for all distributions factorized according to the given graph. Both criteria are based on special types of path in graphs. They are called separation criteria because independence holds whenever the conditioning set is a separating set in a graph theoretical sense. We introduce and discuss an alternative approach using binary matrix representations of graphs i...
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作者：Dudley, R. M.; Sidenk, Sergiy; Wang, Zuoqin
作者单位：Massachusetts Institute of Technology (MIT); Johns Hopkins University
摘要：The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector mu and scatter matrix Sigma of an elliptically symmetric t distribution off R-d with degrees of freedom nu > 1 extends to an M-functional defined off all probability distributions P in a weakly open, weakly dense domain U. Here U consists of P Putting not too much mass in hyperplanes of dimension < d, as shown for em...
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作者：Andrieu, Christophe; Roberts, Gareth O.
作者单位：University of Bristol; University of Warwick
摘要：We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139-1160], showing how algorithms which are approximations to an idealized marginal algorithm, can share the same marginal stationary distribution as the idealized method. Theoretical results are given describing the convergence properties of the proposed method, and simple numerical examples are given to illustrate the prom...
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作者：Baraud, Yannick; Giraud, Christophe; Huet, Sylvie
作者单位：Universite Cote d'Azur; INRAE
摘要：Let Y be a Gaussian vector whose components are independent with a common unknown variance. We consider the problem of estimating the mean p of Y by model selection. More precisely, we start with a collection S = {S(m), m is an element of M} of linear subspaces of R(n) and associate to each of these the least-squares estimator of mu on S(m). Then, we use a data driven penalized criterion in order to select one estimator among these. Our first objective is to analyze the performance of estimato...
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作者：Jongbloed, Geurt; van der Meulen, Frank H.
作者单位：Delft University of Technology
摘要：We consider two nonparametric procedures for estimating a concave distribution function based on data corrupted with additive noise generated by a bounded decreasing density on (0, infinity). For the maximum likelihood (ML) estimator and least squares (LS) estimator, we state qualitative properties, prove consistency and propose a computational algorithm. For the LS estimator and its derivative, we also derive the pointwise asymptotic distribution. Moreover, the rate n(-2/5) achieved by the LS...
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作者：Finner, Helmut; Dickhaus, Thorsten; Roters, Markus
作者单位：Leibniz Association; Deutsches Diabetes-Zentrum (DDZ)
摘要：In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some procedures related to it. Then we introduce a set of possible assumptions and give a unifying short proof of FDR control for procedures based on Simes' critical values, whereby certain types of dependency are allowed. This methodology of proof is then applied to...
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作者：Muler, Nora; Pena, Daniel; Yohai, Victor J.
作者单位：Universidad Carlos III de Madrid
摘要：This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period where it occurs. These estimates are closely related to those based on a robust filter, but they have two important advantages: they are consistent and the asymptotic theory is tractable. We perform a Monte Carlo where we show that these estimates compare favorably with respect to standard M-estimates and to estimates ...
