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作者:Brantley, Halley L.; Guinness, Joseph; Chi, Eric C.
作者单位:North Carolina State University; Cornell University
摘要:We address the problem of estimating smoothly varying baseline trends in time series data. This problem arises in a wide range of fields, including chemistry, macroeconomics and medicine; however, our study is motivated by the analysis of data from low cost air quality sensors. Our methods extend the quantile trend filtering framework to enable the estimation of multiple quantile trends simultaneously while ensuring that the quantiles do not cross. To handle the computational challenge posed b...
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作者:Fisher, Jared D.; Pettenuzzo, Davide; Carvalho, Carlos M.
作者单位:University of California System; University of California Berkeley; Brandeis University; University of Texas System; University of Texas Austin
摘要:We introduce a fast, closed-form, simulation-free method to model and forecast multiple asset returns and employ it to investigate the optimal ensemble of features to include when jointly predicting monthly stock and bond excess returns. Our approach builds on the Bayesian dynamic linear models of West and Harrison (Bayesian Forecasting and Dynamic Models (1997) Springer), and it can objectively determine, through a fully automated procedure, both the optimal set of regressors to include in th...
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作者:Cappello, Lorenzo; Palacios, Julia A.
作者单位:Stanford University; Stanford University
摘要:Statistical inference of evolutionary parameters from molecular sequence data relies on coalescent models to account for the shared genealogical ancestry of the samples. However, inferential algorithms do not scale to available data sets. A strategy to improve computational efficiency is to rely on simpler coalescent and mutation models, resulting in smaller hidden state spaces. An estimate of the cardinality of the state space of genealogical trees at different resolutions is essential to dec...
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作者:Liu, Peiran; Raftery, Adrian E.
作者单位:University of Washington; University of Washington Seattle
摘要:Since the 1940s, population projections have in most cases been produced using the deterministic cohort component method. However, in 2015, for the first time and in a major advance, the United Nations issued official probabilistic population projections for all countries based on Bayesian hierarchical models for total fertility and life expectancy. The estimates of these models and the resulting projections are conditional on the U.N.'s official estimates of past values. However, these past v...
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作者:Nikooienejad, Amir; Wang, Wenyi; Johnson, Valen E.
作者单位:Eli Lilly; University of Texas System; UTMD Anderson Cancer Center; Texas A&M University System; Texas A&M University College Station
摘要:Efficient variable selection in high-dimensional cancer genomic studies is critical for discovering genes associated with specific cancer types and for predicting response to treatment. Censored survival data is prevalent in such studies. In this article we introduce a Bayesian variable selection procedure that uses a mixture prior composed of a point mass at zero and an inverse moment prior in conjunction with the partial likelihood defined by the Cox proportional hazard model. The procedure ...
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作者:Zhang, Hong; Mukherjee, Bhramar; Arthur, Victoria; Hu, Gang; Hochner, Hagit; Chen, Jinbo
作者单位:Chinese Academy of Sciences; University of Science & Technology of China, CAS; University of Michigan System; University of Michigan; University of Pennsylvania; Hebrew University of Jerusalem
摘要:Case-control mother-offspring pair design has been widely adopted for studying early-life and women's pregnancy health. It allows assessment of pre- and perinatal environmental risk factors as well as both maternal and offspring genetic risk factors. Data arising from this design is routinely analyzed using standard prospective logistic regression. Such data has two unique features: the offspring genotypes are not correlated with maternal environmental risk factors given maternal genotypes, an...
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作者:Hsu, Chih-Yuan; Chen, Yi-Hau; Yu, Ruoh-Rong; Hung, Tsung-Wei
作者单位:Vanderbilt University; Academia Sinica - Taiwan; Academia Sinica - Taiwan
摘要:Workers in Taiwan overall have been suffering from long-lasting wage stagnation since the mid-1990s. In particular, there seems to be little mobility for the wages of Taiwanese workers to transit across wage quantile groups. It is of interest to see if certain groups of workers, such as female, lower educated and younger generation workers, suffer from the problem more seriously than the others. This work tries to apply a systematic statistical approach to study this issue, based on the longit...
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作者:Bhat, K. Sham; Myers, Kary; Lawrence, Earl; Colgan, James; Judge, Elizabeth
作者单位:United States Department of Energy (DOE); Los Alamos National Laboratory; United States Department of Energy (DOE); Los Alamos National Laboratory; United States Department of Energy (DOE); Los Alamos National Laboratory
摘要:The Mars rover Curiosity carries an instrument called ChemCam to determine the composition of the soil and rocks via laser-induced breakdown spectroscopy (LIBS). Los Alamos National Laboratory has developed a simulation capability that can predict spectra from ChemCam, but there are majorscale differences between the prediction and observation. This presents a challenge when using Bayesian model calibration to determine the unknown physical parameters that describe the LIBS observations. We pr...
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作者:Gao, Yuanjun; Goetz, Jack; Connelly, Matthew; Mazumder, Rahul
作者单位:Columbia University; University of Michigan System; University of Michigan; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Columbia University
摘要:Since 1973, the U.S. State Department has been using electronic record systems to preserve classified communications. Recently, approximately 1.9 million of these records from 1973-77 have been made available by the U.S. National Archives. While some of these communication streams have periods witnessing an acceleration in the rate of transmission, others do not show any notable patterns in communication intensity. Given the sheer volume of these communications, far greater than what had been ...
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作者:Li, Qian; Shamshoian, John; Senturk, Damla; Sugar, Catherine; Jeste, Shafali; DiStefano, Charlotte; Telesca, Donatello
作者单位:University of California System; University of California Los Angeles; University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA; University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA
摘要:Functional brain imaging through electroencephalography (EEG) relies upon the analysis and interpretation of high-dimensional, spatially organized time series. We propose to represent time-localized frequency domain characterizations of EEG data as region-referenced functional data. This representation is coupled with a hierarchical regression modeling approach to multivariate functional observations. Within this familiar setting we discuss how several prior models relate to structural assumpt...