1997

最新文章

• Piecewise convex function estimation: Pilot estimators AI翻译
  作者：Riedel, KS
  作者单位：New York University
  摘要：Given noisy data, function estimation is considered when the unknown function is known a priori to be either convex or concave on each of a small number of regions where the function. When the number of regions is unknown, the model selection problem is to determine the number of convexity change points. For kernel estimates in Gaussian noise, the number of false change points is evaluated as a function of the smoothing parameter. To insure that the number of false convexity change points tend...
• On Monte Carlo methods for estimating ratios of normalizing constants AI翻译
  作者：Chen, MH; Shao, QM
  作者单位：Worcester Polytechnic Institute; University of Oregon
  摘要：Recently, estimating ratios of normalizing constants has played an important role in Bayesian computations. Applications of estimating ratios of normalizing constants arise in many aspects of Bayesian statistical inference. In this article, we present an overview and discuss the current Monte Carlo methods for estimating ratios of normalizing constants. Then we propose a new ratio importance sampling method and establish its theoretical framework. We find that the ratio importance sampling met...
• Alignment of curves by dynamic time warping AI翻译
  作者：Wang, KM; Gasser, T
  作者单位：University of Zurich
  摘要：When studying some process or development in different subjects or units-be it biological, chemical or physical-we usually see a typical pattern, common to all curves. Yet there is variation both in amplitude and dynamics between curves. Following some ideas of structural analysis introduced by Kneip and Gasser, we study a method-dynamic time warping with a proper cost function-for estimating the shift or warping function from one curve to another to align the two functions. For some models th...
• Time series regression with long-range dependence AI翻译
  作者：Robinson, PM; Hidalgo, FJ
  作者单位：University of London; London School Economics & Political Science
  摘要：A central limit theorem is established for time series regression estimates which include generalized least squares, in the presence of long-range dependence in both errors and stochastic regressors. The setting and results differ significantly from earlier work on regression with long-range-dependent errors. Spectral singularities are permitted at any frequency. When sufficiently strong spectral singularities in the error and a regressor coincide at the same frequency, least squares need no l...
• Heavy tail modeling and teletraffic data - Rejoinder AI翻译
  作者：Resnick, SI
  作者单位：Cornell University
• Note on convergence rates of semiparametric estimators of dependence index AI翻译
  作者：Hall, P; Koul, HL; Turlach, BA
  作者单位：Australian National University
  摘要：Considerable recent attention has been devoted to semiparametric estimation of the dependence index, or the Hurst constant, using methods based on information in either frequency or time domains. Convergence rates of estimators in the frequency domain have been derived, and in the present paper we obtain them for estimators in the time domain. It is shown that the latter can have superior performance for moderate-range time series, but are inferior in the context of long-range dependence.
• Parametric rates of nonparametric estimators and predictors for continuous time processes AI翻译
  作者：Bosq, D
  作者单位：Sorbonne Universite
  摘要：We show that local irregularity of observed sample paths provides additional information which allows nonparametric estimators and predictors for continuous time processes to reach parametric rates in mean square as well as in a.s. uniform convergence. For example, we prove that under suitable conditions the kernel density estimator f(T) associated with the observed sample path (X-t, 0 less than or equal to t less than or equal to T) satisfies [GRAPHICS] where f denotes the unknown marginal de...
• Multiple-comparison procedures for steady-state simulations AI翻译
  作者：Nakayama, MK
  作者单位：New Jersey Institute of Technology
  摘要：Suppose that there are k greater than or equal to 2 different systems (i.e., stochastic processes), where each system has an unknown steady-state mean performance and unknown asymptotic variance. We allow for the asymptotic variances to be unequal and for the distributions of the k systems to be different. We consider the problem of running independent, single-stage simulations to make multiple comparisons of the steady-state means of the different systems. We derive asymptotically valid (as t...
• Optimal exact designs on a circle or a circular arc AI翻译
  作者：Wu, HQ
  作者单位：University of Michigan System; University of Michigan
  摘要：Fitting a circle to a set of data points on a plane is very common in engineering and science. An important practical problem is how to choose the locations of measurement on a circular feature. So far little attention has been paid to this design issue and only some simulation results are available. Ill this paper, for Berman's bivariate four-parameter model, Phi-optimality is defined and shown to be equivalent to all phi(p)-criteria with p epsilon [-infinity, 1]. Then Phi-optimal exact desig...
• Scrambled net variance for integrals of smooth functions AI翻译
  作者：Owen, AB
  作者单位：Stanford University
  摘要：Hybrids of equidistribution and Monte Carlo methods of integration can achieve the superior accuracy of the former while allowing the simple error estimation methods of the latter. One version, randomized (t, m, s)-nets, has the property that the integral estimates are unbiased and that the variance is o(1/n), for any square integrable integrand. Stronger assumptions on the integrand allow one to find rates of convergence. This paper shows that for smooth integrands over s dimensions, the vari...