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作者：Ba, Shan; Joseph, V. Roshan
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the second one models local details. The new predictor also incorporates a flexible variance model, which makes it more capable of approximating surfaces with varying volatility. Compared to the commonly used stationary Gaussian process model, the new predictor is n...
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作者：Chen, Xi; Lin, Qihang; Kim, Seyoung; Carbonell, Jaime G.; Xing, Eric P.
作者单位：Carnegie Mellon University; Carnegie Mellon University
摘要：We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted types of penalties of this kind as motivating examples: (1) the general overlapping-group-lasso penalty, generalized from the group-lasso penalty; and (2) the graph-guided-fused-lasso penalty, generalized from the fused-lasso penalty. For both types of penalti...
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作者：Hartman, Brian M.; Mallick, Bani K.; Talukdar, Debabrata
作者单位：University of Connecticut; Texas A&M University System; Texas A&M University College Station; State University of New York (SUNY) System; University at Buffalo, SUNY
摘要：Global marketing managers are interested in understanding the speed of the new product diffusion process and how the speed has changed in our ever more technologically advanced and global marketplace. Understanding the process allows firms to forecast the expected rate of return on their new products and develop effective marketing strategies. The most recent major study on this topic [Marketing Science 21 (2002) 97-114] investigated new product diffusions in the United States. We expand upon ...
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作者：Riebler, Andrea; Held, Leonhard; Rue, Havard
作者单位：University of Zurich; Norwegian University of Science & Technology (NTNU)
摘要：To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort effects. Adjustments for overdispersion are straightforward using additional random effects. When rates are further stratified, for example, by countries, multivariate APC models can be used, where differences of stratum-specific effects are interpretable as log...
