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• Sequential importance sampling for multiway tables AI翻译
  作者：Chen, Yuguo; Dinwoodie, Ian H.; Sullivant, Seth
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Harvard University; Duke University
  摘要：We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates sampling values at each step to properties of the associated toric ideal using computational commutative algebra. In particular, the property of interval cell counts at each step is related to exponents on lead indeterminates of a lexicographic Grobner basis. A...
• Adaptive confidence balls AI翻译
  作者：Cai, TT; Low, MG
  作者单位：University of Pennsylvania
  摘要：Adaptive confidence balls are constructed for individual resolution levels as well as the entire mean vector in a multiresolution framework. Finite sample lower bounds are given for the minimum expected squared radius for confidence balls with a prespecified confidence level. The confidence balls are centered on adaptive estimators based on special local block thresholding rules. The radius is derived from an analysis of the loss of this adaptive estimator. In addition adaptive honest confiden...
• Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses AI翻译
  作者：Meinshausen, Nicolai; Rice, John
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of California System; University of California Berkeley
  摘要：We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a family of methods for establishing lower 100(l - alpha)% confidence bounds for this proportion, based on the empirical distribution of the p-values of the tests. Methods in this family are then compared in terms of ability to consistently estimate the proport...
• Consistent estimation of the basic neighborhood of Markov random fields AI翻译
  作者：Csiszár, I; Talata, Z
  作者单位：Hungarian Academy of Sciences; HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics
  摘要：For Markov random fields on Z(d) with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditional distribution at a site on the condition that the values at all other sites are given. A modification of the Bayesian Information Criterion, replacing likelihood by pseudo-likelihood, is proved to provide strongly consistent estimation from observing a realization of the field on increasing finite regions: the estimated ba...
• Poisson calculus for spatial neutral to the right processes AI翻译
  作者：James, Lancelot F.
  作者单位：Hong Kong University of Science & Technology
  摘要：Neutral to the right (NTR) processes were introduced by Doksum in 1974 as Bayesian priors on the class of distributions on the real line. Since that time there have been numerous applications to models that arise in survival analysis subject to possible right censoring. However, unlike the Dirichlet process, the larger class of NTR processes has not been used in a wider range of more complex statistical applications. Here, to circumvent some of these limitations, we describe a natural extensio...
• Adaptive nonparametric confidence sets AI翻译
  作者：Robins, James; Van der Vaart, Aad
  作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Vrije Universiteit Amsterdam
  摘要：We construct honest confidence regions for a Hilbert space-valued parameter in various statistical models. The confidence sets can be centered at arbitrary adaptive estimators, and have diameter which adapts optimally to a given selection of models. The latter adaptation is necessarily limited in scope. We review the notion of adaptive confidence regions, and relate the optimal rates of the diameter of adaptive confidence regions to the minimax rates for testing and estimation. Applications in...
• Sequential change-point detection when unknown parameters are present in the pre-change distribution AI翻译
  作者：Mei, YJ
  作者单位：Fred Hutchinson Cancer Center; California Institute of Technology
  摘要：In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution f(theta) and tries to minimize the detection delay for every possible post-change distribution g(lambda). In this paper, motivated by a number of practical examples, we first consider the reverse question by specifying a required detection delay at a given post-change distribution and trying to minimize the frequency of false alarms for every poss...
• High-resolution asymptotics for the angular bispectrum of spherical random fields AI翻译
  作者：Marinucci, Domenico
  作者单位：University of Rome Tor Vergata
  摘要：In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the sample size grows. The results we present are then exploited in a set of procedures aimed at testing non-Gaussianity; for these statistics, we are able to show convergence to functionals of standard Brownian motion under the null hypothesis. Analytic results are...
• Improved minimax predictive densities under Kullback-Leibler loss AI翻译
  作者：George, Edward I.; Liang, Feng; Xu, Xinyi
  作者单位：University of Pennsylvania; Duke University; University System of Ohio; Ohio State University
  摘要：Let X vertical bar mu similar to N-p(mu, v(x)I) and Y vertical bar mu - Np(mu, v(y)l) be independent p-dimensional multivariate normal vectors with common unknown mean mu. Based on only observing X = x, we consider the problem of obtaining a predictive density (p) over cap (y vertical bar x) for Y that is close to p(y vertical bar mu) as measured by expected Kullback-Leibler loss. A natural procedure for this problem is the (formal) Bayes predictive density (p) over cap (U)(y vertical bar x) u...
• Nonsubjective priors via predictive relative entropy regret AI翻译
  作者：Sweeting, Trevor J.; Datta, Gauri S.; Ghosh, Malay
  作者单位：University of London; University College London; University System of Georgia; University of Georgia; State University System of Florida; University of Florida
  摘要：We explore the construction of nonsubjective prior distributions in Bayesian statistics via a posterior predictive relative entropy regret criterion. We carry out a minimax analysis based on a derived asymptotic predictive loss function and show that this approach to prior construction has a number of attractive features. The approach here differs from previous work that uses either prior or posterior relative entropy regret in that we consider predictive performance in relation to alternative...