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作者：Atchade, Yves F.; Liu, Jun S.
作者单位：University of Ottawa; Harvard University
摘要：We congratulate Samuel Kou, Qing Zhou and Wing Wong (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Carlo computation. This discussion has two parts. First, we describe a very closely related method, multicanonical sampling (MCS), and report a simulation example that compares the equi-energy (EE) sampler with MCS. Overall, we found the two algorithms to be of comparable efficiency for the simulation problem considered. In the second pa...
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作者：Ho, Man-Wai
作者单位：National University of Singapore
摘要：A class of random hazard rates, which is defined as a mixture of an indicator kernel convolved with a completely random measure, is of interest. We provide an explicit characterization of the posterior distribution of this mixture hazard rate model via a finite mixture of S-paths. A closed and tractable Bayes estimator for the hazard rate is derived to be a finite sum over S-paths. The path characterization or the estimator is proved to be a Rao-Blackwellization of an existing partition charac...
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作者：Komaki, Fumiyasu
作者单位：University of Tokyo
摘要：We investigate shrinkage priors for constructing Bayesian predictive distributions. It is shown that there exist shrinkage predictive distributions asymptotically dominating Bayesian predictive distributions based on the Jeffreys prior or other vague priors if the model manifold satisfies some differential geometric conditions. Kullback-Leibler divergence from the true distribution to a predictive distribution is adopted as a loss function. Conformal transformations of model manifolds correspo...
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作者：Kulikov, Vladimir N.; Lopuhaa, Hendrik P.
作者单位：Delft University of Technology
摘要：We investigate the behavior of the nonparametric maximum likelihood estimator (f) over cap (n), for a decreasing density f near the boundaries of the support of f. We establish the limiting distribution of (f) over capn(n(-alpha)), where we need to distinguish between different values of 0 < alpha < 1. Similar results are obtained for the upper endpoint of the support, in the case it is finite. This yields consistent estimators for the values of f at the boundaries of the support. The limit di...
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作者：De Haan, L; Pereira, TT
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Universidade de Lisboa
摘要：The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477-492]. We propose three one-dimensional and three two-dimensional models. These models depend on just one parameter or a few parameters that measure the strength of tail dependence as a function of the di...
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作者：Boente, Graciela; He, Xuming; Zhou, Jianhui
作者单位：University of Buenos Aires; University of Buenos Aires; University of Illinois System; University of Illinois Urbana-Champaign; University of Virginia; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y(i)vertical bar(x(i), t(i)) similar to F (center dot, mu(i)) with mu(i) = H(eta(t(i)) +X-i(t) beta), for some known distribution function F and link function H. It is shown that the estimates of fi are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is com...
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作者：Koltchinskii, Vladimir
作者单位：University System of Georgia; Georgia Institute of Technology
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作者：Mammen, Enno; Park, Byeong U.
作者单位：University of Mannheim; Seoul National University (SNU)
摘要：In this paper a new smooth backfitting estimate is proposed for additive regression models. The estimate has the simple structure of Nadaraya-Watson smooth backfitting but at the same time achieves the oracle property of local linear smooth backfitting. Each component is estimated with the same asymptotic accuracy as if the other components were known.
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作者：Tai, Yu Chuan; Speed, Terence P.
作者单位：University of California System; University of California Berkeley
摘要：In this paper we derive one- and two-sample multivariate empirical Bayes statistics (the MB-statistics) to rank genes in order of interest from longitudinal replicated developmental microarray time course experiments. We first use conjugate priors to develop our one-sample multivariate empirical Bayes framework for the null hypothesis that the expected temporal profile stays at 0. This leads to our one-sample MB-statistic and a one-sample T-2-statistic, a variant of the one-sample Hotelling T-...
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作者：Fan, Jianqing; Lin, Huazhen; Zhou, Yong
作者单位：Chinese University of Hong Kong; Princeton University; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Sichuan University
摘要：This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to estimate nonlinear interactions. Asymptotic normality of the proposed estimator is established. The baseline hazard function, the bias and the variance of the local likelihood estimator are consistently estimated. In addition, a one-step local partial-likel...
