2004

最新文章

• Nonconcave penalized likelihood with a diverging number of parameters AI翻译
  作者：Fan, JQ; Peng, H
  作者单位：Princeton University; Chinese University of Hong Kong
  摘要：A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate parameters and select important variables. They demonstrated that this class of procedures has an oracle property when the number of parameters is finite. However, in most model selection problems the number of parameters should be large and grow with the sample size. In this paper some asymptotic properties of the nonconcave penalized likelih...
• Confidence balls in Gaussian regression AI翻译
  作者：Baraud, Y
  作者单位：Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：Starting from the observation of an R(n)-Gaussian vector of mean f and covariance matrix sigma(2)I(n) (I(n) is the identity matrix), we propose a method for building a Euclidean confidence ball around f, with prescribed probability of coverage. For each n, we describe its nonasymptotic property and show its optimality with respect to some criteria.
• Least angle regression - Discussion AI翻译
  作者：Stine, RA
  作者单位：University of Pennsylvania
• Optimality of the CUSUM procedure in continuous time AI翻译
  作者：Moustakides, GV
  作者单位：Universite de Rennes; University of Thessaly
  摘要：The optimality of CUSUM under a Lorden-type criterion setting is considered. We demonstrate the optimality of the CUSUM test for lto processes, in a sense similar to Lorden's, but with a criterion that replaces expected delays by the corresponding Kullback-Leibler divergence.
• A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes AI翻译
  作者：Han, D; Tsung, F
  作者单位：Shanghai Jiao Tong University; Hong Kong University of Science & Technology
  摘要：It is known that both the optimal exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) control charts are based on a given reference value delta, which, for the CUSUM chart, is the magnitude of a shift in the mean to be detected quickly. In this paper a generalized EWMA control chart (GEWMA) which does not depend on delta is proposed for detecting the mean shift. We compare theoretically the GEWMA control chart with the optimal EWMA, CUSUM and the generalized likelihood rati...
• Estimation of proportional covariances in the presence of certain linear restrictions AI翻译
  作者：Jensen, ST; Madsen, J
  作者单位：University of Copenhagen; Statens Serum Institut
  摘要：Proportionality of covariance matrices of n independent p-dimensional normal distributions with the same type of linear restrictions of the inverse covariances is considered. Conditions for existence and uniqueness of the maximum likelihood estimator are obtained through the development of general results for scale-invariant natural exponential families.
• On the posterior distribution of the number of components in a finite mixture AI翻译
  作者：Nobile, A
  作者单位：University of Glasgow
  摘要：The posterior distribution of the number of components k in a finite mixture satisfies a set of inequality constraints. The result holds irrespective of the parametric form of the mixture components and under assumptions on the prior distribution weaker than those routinely made in the literature on Bayesian analysis of finite mixtures. The inequality constraints can be used to perform an internal consistency check of MCMC estimates of the posterior distribution of k and to provide improved es...
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models AI翻译
  作者：Fuh, CD
  作者单位：Academia Sinica - Taiwan
  摘要：Let xi(0),xi(1),...,xi(omega-1) be observations from the hidden Markov model with probability distribution P(theta)0, and let xi(omega), xi(omega+1),... be observations from the hidden Markov model with probability distribution P(theta)1. The parameters theta(0) and theta(1) are given, while the change point omega is unknown. The problem is to raise an alarm as soon as possible after the distribution changes from P(theta)0 to P(theta)1, but to avoid false alarms. Specifically, we seek a stoppi...
• Convergence rates for posterior distributions and adaptive estimation AI翻译
  作者：Huang, TM
  作者单位：Iowa State University
  摘要：The goal of this paper is to provide theorems on convergence rates of posterior distributions that can be applied to obtain good convergence rates in the context of density estimation as well as regression. We show how to choose priors so that the posterior distributions converge at the optimal rate without prior knowledge of the degree of smoothness of the density function or the regression function to be estimated.
• Higher criticism for detecting sparse heterogeneous mixtures AI翻译
  作者：Donoho, D; Jin, JS
  作者单位：Stanford University
  摘要：Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the joint null hypothesis. Tukey suggested comparing the fraction of observed significances at a given alpha-level to the expected fraction under the joint null. In fact, he suggested standardizing the difference of the two quantities and forming a z-score; the r...