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作者：Jaeger, M
作者单位：Aalborg University
摘要：We study the problem of ignorability in likelihood-based inference from incomplete categorical data. Two versions of the coarsened at random assumption (car) are distinguished, their compatibility with the parameter distinctness assumption is investigated and several conditions for ignorability that do not require an extra parameter distinctness assumption are established. It is shown that car assumptions have quite different implications depending on whether the underlying complete-data model...
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作者：Shimotsu, K; Phillips, PCB
作者单位：Queens University - Canada; Yale University
摘要：An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that does not rely on tapering or differencing prefilters. The resulting exact local Whittle estimator is shown to be consistent and to have the same N(0, (1)/(4)) limit distribution for all values of d if the optimization covers an interval of width less than (9)/(2) and the initial value of the process is known.
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作者：James, LF
作者单位：Hong Kong University of Science & Technology
摘要：This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of Bayesian nonparametric and spatial statistical models. The Poisson disintegration method is based on the formal statement of two results concerning a Laplace functional change of measure and a Poisson Palm/Fubini calculus in terms of random partitions of the...
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作者：Mardia, KV; Patrangenaru, V
作者单位：University of Leeds; Texas Tech University System; Texas Tech University
摘要：This paper deals with projective shape analysis, which is a study of finite configurations of points modulo projective transformations. The topic has various applications in machine vision. We introduce a convenient projective shape space, as well as an appropriate coordinate system for this shape space. For generic configurations of k points in m dimensions, the resulting projective shape space is identified as a product of k - m - 2 copies of axial spaces RPm. This identification leads to th...
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作者：Li, B; Zha, HY; Chiaromonte, F
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the regression and can be extracted according to two measures of variation in the response, leading to simple and general contour regression (SCR and GCR) methodology. In comparison with existing sufficient dimension reduction techniques, this contour-based method...
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作者：Dryden, IL
作者单位：University of Nottingham
摘要：We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available-a commonly encountered situation in many disciplines. First the uniform measure on the infinite-dimensional sphere is reviewed, together with connections with Wiener measure. We then discuss densities of Gaussian measures with respect to Wiener measure. Some nonuniform distributions on infinite-dimensional spher...
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作者：Johnstone, IM; Silverman, BW
作者单位：Stanford University; University of Oxford
摘要：This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out usi...
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作者：Maruyama, Y; Strawderman, WE
作者单位：University of Tokyo; Rutgers University System; Rutgers University New Brunswick
摘要：Let y = A beta + epsilon, where y is an N x 1 vector of observations, beta is a p x I vector of unknown regression coefficients, A is an N x p design matrix and E is a spherically symmetric error term with unknown scale parameter a. We consider estimation of under general quadratic loss functions, and, in particular, extend the work of Strawderman [J. Amer Statist. Assoc. 73 (1978) 623-627] and Casella [Ann. Statist. 8 (1980) 1036-1056, J. Amer. Statist. Assoc. 80 (1985) 753-758] by finding ad...
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作者：Hunter, DR; Li, RZ
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function is often challenging because it may be nondifferentiable and/or nonconcave. This article proposes a new class of algorithms for finding a maximizer of the penalized likelihood for a broad class of penalty functions. These algorithms operate by perturbing the...
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作者：Zhang, T; Yu, B
作者单位：International Business Machines (IBM); IBM USA; University of California System; University of California Berkeley
摘要：Boosting is one of the most significant advances in machine learning for classification and regression. In its original and computationally flexible version, boosting seeks to minimize empirically a loss function in a greedy fashion. The resulting estimator takes an additive function form and is built iteratively by applying a base estimator (or learner) to updated samples depending on the previous iterations. An unusual regularization technique, early stopping, is employed based on CV or a te...
