4期

最新文章

• On the Benjamini-Hochberg method AI翻译
  作者：Ferreira, J. A.; Zwinderman, A. H.
  作者单位：University of Amsterdam; Academic Medical Center Amsterdam
  摘要：We investigate the properties of the Benjamini-Hochberg method for multiple testing and of a variant of Storey's generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are obtained under two different sets of assumptions and include asymptotic and exact expressions and bounds for the proportion of rejections, the proportion of incorrect rejections out of all rejections and two other proportions used to quantify the efficacy of th...
• Resampling methods for spatial regression models under a class of stochastic designs AI翻译
  作者：Lahiri, S. N.; Zhu, Jun
  作者单位：Iowa State University; University of Wisconsin System; University of Wisconsin Madison
  摘要：In this paper we consider the problem of bootstrapping a class of spatial regression models when the sampling sites are generated by a (possibly nonuniform) stochastic design and are irregularly spaced. It is shown that the natural extension of the existing block bootstrap methods for grid spatial data does not work for irregularly spaced spatial data under nonuniform stochastic designs. A variant of the blocking mechanism is proposed. It is shown that the proposed block bootstrap method provi...
• Discussion of equi-energy sampler by Kou, Zhou and Wong AI翻译
  作者：Wu, Ying Nian; Zhu, Song-Chun
  作者单位：University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
• Equi-energy sampler with applications in statistical inference and statistical mechanics AI翻译
  作者：Kou, S. C.; Zhou, Qing; Wong, Wing Hung
  作者单位：Harvard University; Stanford University
  摘要：We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature-energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in stat...
• ANOVA for diffusions and Ito processes AI翻译
  作者：Mykland, Per Aslak; Zhang, Lan
  作者单位：University of Chicago; Carnegie Mellon University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
  摘要：U processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such U processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a unit of time (such as a day). A main conceptual finding is that this quadratic variation can be estimated almost as if the residual process were observed, the difference being that the...
• Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions AI翻译
  作者：Rubin, Donald B.; Stuart, Elizabeth A.
  作者单位：Harvard University; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health
  摘要：In observational studies designed to estimate the effects of interventions or exposures, such as cigarette smoking, it is desirable to try to control background differences between the treated group (e.g., current smokers) and the control group (e.g., never smokers) on covariates X (e.g., age, education). Matched sampling attempts to effect this control by selecting subsets of the treated and control groups with similar distributions of such covariates. This paper examines the consequences of ...
• The Bernstein-von Mises theorem for the proportional hazard model AI翻译
  作者：Kim, Yongdai
  作者单位：Seoul National University (SNU)
  摘要：We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard function and regression coefficients centered at the maximum likelihood estimator is jointly asymptotically equivalent to the sampling distribution of the maximum likelihood estimator.
• Stepup procedures for control of generalizations of the familywise error rate AI翻译
  作者：Romano, Joseph P.; Shaikh, Azeem M.
  作者单位：Stanford University; Stanford University
  摘要：Consider the multiple testing problem of testing null hypotheses H-1,..., H-S. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of even one false rejection. But if s is large, control of the FWER is so stringent that the ability of a procedure that controls the FWER to detect false null hypotheses is limited. It is therefore desirable to consider other measures of error control. T...
• Risk hull method and regularization by projections of ill-posed inverse problems AI翻译
  作者：Cavalier, L.; Golubev, Yu.
  作者单位：Aix-Marseille Universite
  摘要：We study a standard method of regularization by projections of the linear inverse problem Y = Af + epsilon, where epsilon is a white Gaussian noise, and A is a known compact operator with singular values converging to zero with polynomial decay. The unknown function f is recovered by a projection method using the singular value decomposition of A. The bandwidth choice of this projection regularization is governed by a data-driven procedure which is based on the principle of risk hull minimizat...
• Rejoinder AI翻译
  作者：Kou, S. C.; Zhou, Qing; Wong, Wing H.
  作者单位：Harvard University; Stanford University