4期

最新文章

• Asymptotic approximation of nonparametric regression experiments with unknown variances AI翻译
  作者：Carter, Andrew V.
  作者单位：University of California System; University of California Santa Barbara
  摘要：Asymptotic equivalence results for nonparametric regression experiments have always assumed that the variances of the observations are known. In practice, however the variance of each observation is generally considered to be an unknown nuisance parameter. We establish an asymptotic approximation to the nonparametric regression experiment when the value of the variance is an additional parameter to be estimated or tested. This asymptotically equivalent experiment has two components: the first ...
• On the performance of FDR control: Constraints and a partial solution AI翻译
  作者：Chi, Zhiyi
  作者单位：University of Connecticut
  摘要：The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini-Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a random effects model, we show that, in general, unlike the FDR, the positive FDR (pFDR) of the BH procedure cannot be controlled at an arbitrarily low level due to the limited evidence provided by the observations to separate false and true nulls. This results ...
• Size, power and false discovery rates AI翻译
  作者：Efron, Bradley
  作者单位：Stanford University
  摘要：Modern scientific technology has provided a new class of large-scale simultaneous inference problems, with thousands of hypothesis tests to consider at the same time. Microarrays epitomize this type of technology, but similar situations arise in proteomics, spectroscopy, imaging, and social science surveys. This paper uses false discovery rate methods to carry out both size and power calculations on large-scale problems. A simple empirical Bayes approach allows the false discovery rate (fdr) a...
• A Kiefer-Wolfowitz comparison theorem for wicksell's problem AI翻译
  作者：Wang, Xiao; Woodroofe, Michael
  作者单位：University System of Maryland; University of Maryland Baltimore County; University of Michigan System; University of Michigan
  摘要：We extend the isotonic analysis for Wicksell's problem to estimate a regression function, which is motivated by the problem of estimating dark matter distribution in astronomy. The main result is a version of the Kiefer-Wolfowitz theorem comparing the empirical distribution to its least concave majorant, but with a convergence rate n(-1) log n faster than n(-2/3) log n. The main result is useful in obtaining asymptotic distributions for estimators, such as isotonic and smooth estimators.
• Asymptotic spectral theory for nonlinear time series AI翻译
  作者：Shao, Xiaofeng; Wu, Wei Biao
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Chicago
  摘要：We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodograrn spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear time series.
• Marginal asymptotics for the large P, small N paradigm: With applications to microarray data AI翻译
  作者：Kosorok, Michael R.; Ma, Shuangge
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Yale University
  摘要：The large p, small n paradigm arises in microarray studies, image analysis, high throughput molecular screening, astronomy, and in many other high dimensional applications. False discovery rate (FDR) methods are useful for resolving the accompanying multiple testing problems. In cDNA microarray studies, for example, p-values may be computed for each of p genes using data from n arrays, where typically p is in the thousands and n is less than 30. For FDR methods to be valid in identifying diffe...
• Integral curves of noisy vector fields and statistical problems in diffusion tensor imaging: Nonparametric kernel estimation and hypotheses testing AI翻译
  作者：Koltchinskii, Vladimir; Sakhanenk, Lyudmila; Cai, Songhe
  作者单位：University of New Mexico; University System of Georgia; Georgia Institute of Technology; Michigan State University
  摘要：Let nu be a vector field in a bounded open set G subset of R-d. Suppose that nu is observed with a random noise at random points X-i, i = 1,..., n, that are independent and uniformly distributed in G. The problem is to estimate the integral curve of the differential equation dx(t)/dt = nu(x(t)), t >= 0, x(0) = x(0) epsilon G, starting at a given point x(0) = x0 epsilon G and to develop statistical tests for the hypothesis that the integral curve reaches a specified set Gamma subset of G. We de...
• Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments AI翻译
  作者：Li, Yehua; Wang, Naisyin; Hong, Meeyoung; Turner, Nancy D.; Lupton, Joanne R.; Carroll, Raymond J.
  作者单位：University System of Georgia; University of Georgia; Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
  摘要：In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous. We propose a nonparametric estimator of the correlation function in such data, using kernel methods. We develop a pointwise asymptotic normal distribution for the proposed estimator, when the number of subjects is fixed and the number of vectors or functions within each subject goes t...
• Optimal strategies for a class of sequential control problems with precedence relations AI翻译
  作者：Chan, Hock Peng; Fuh, Cheng-Der; Hu, Inchi
  作者单位：National University of Singapore; National Central University; Hong Kong University of Science & Technology
  摘要：Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each phase, one can pursue the projects in any order. When pursuing the project with one unit of resource, the project state changes according to a Markov chain. The probability distribution of the Markov chain is known up to an unknown parameter. When pursued, ...
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm AI翻译
  作者：Mokkadem, Abdelkader; Pelletier, Mariane
  作者单位：Universite Paris Saclay
  摘要：A stochastic algorithm for the recursive approximation of the location theta of a maximum of a regression function was introduced by Kiefer and Wolfowitz [Ann. Math. Statist. 23 (1952) 462-466] in the univariate framework, and by Blum [Ann. Math. Statist. 25 (1954) 737-744] in the multivariate case. The aim of this paper is to provide a companion algorithm to the Kiefer-Wolfowitz-Blum algorithm, which allows one to simultaneously recursively approximate the size p of the maximum of the regress...