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作者：Neal, RM
作者单位：University of Toronto
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作者：Walker, SG
作者单位：University of Bath
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作者：Ye, KQ
作者单位：State University of New York (SUNY) System; Stony Brook University
摘要：A two-level factorial design can be uniquely represented by a polynomial indicator function. Therefore, properties of factorial designs can be studied through their indicator functions. This paper shows that the indicator function is an effective tool in studying two-level factorial designs. The indicator function is used to generalize the aberration criterion of a regular two-level fractional factorial design to all two-level factorial designs. An important identity of generalized aberration ...
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作者：Fukumizu, K
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：This paper discusses the behavior of the maximum likelihood estimator (MLE), in the case that the true parameter cannot be identified uniquely. Among many statistical models with unidentitiability, neural network models are the main concern of this paper. It is known in some models with unidentifiability that the asymptotics of the likelihood ratio of the MLE has an unusually larger order. Using the framework of locally conic models put forth by Dacunha-Castelle and Gassiat as a generalization...
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作者：Downs, OB
作者单位：Microsoft
摘要：The nonnegative Boltzmann machine (NNBM) is a recurrent neural network model that can describe multimodal nonnegative data. Application of maximum likelihood estimation to this model gives a learning rule that is analogous to that of the binary Boltzmann machine. While the model itself is analytically intractable an efficient stochastic version of the learning rule can be obtained using reflective slice sampling, since the slice boundaries can be determined analytically from the model. We comp...
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作者：Bulutoglu, DA; Cheng, CS
作者单位：Jackson Laboratory; University of California System; University of California Berkeley
摘要：In factor screening, often only a few factors among a large pool of potential factors are active. Under such assumption of effect sparsity, in choosing a design for factor screening, it is important to consider projections of the design onto small subsets of factors. Cheng showed that as long as the run size of a two-level orthogonal array of strength two is not a multiple of 8, its projection onto any four factors allows the estimation of all the main effects and two-factor interactions when ...
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作者：Neumeyer, N; Dette, H
作者单位：Ruhr University Bochum
摘要：We propose a new test for the comparison of two regression curves that is based on a difference of two marked empirical processes based on residuals. The large sample behavior of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In contrast to most procedures suggested in the literature, the new procedure is applicable in the case of different design points and heteroscedasticity. Moreover, it is demonstrated that the proposed test detects ...
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作者：Siegmund, D; Yakir, B
作者单位：Stanford University; Hebrew University of Jerusalem
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作者：Fuh, CD
作者单位：Academia Sinica - Taiwan
摘要：In this paper, we study the problems of sequential probability ratio tests for parameterized hidden Markov models. We investigate in some detail the performance of the tests and derive corrected Brownian approximations for error probabilities and expected sample sizes. Asymptotic optimality of the sequential probability ratio test for testing simple hypotheses based on hidden Markov chain data is established. Next, we consider the cumulative sum (CUSUM) procedure for change point detection in ...
