2011

最新文章

• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach AI翻译
  作者：Lindgren, Finn; Rue, Havard; Lindstrom, Johan
  作者单位：Norwegian University of Science & Technology (NTNU); Lund University
  摘要：Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic in the dimension. Although computational power today is at an all time high, this fact seems still to be a computational bottleneck in man...
• Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series AI翻译
  作者：Bickel, Peter J.; Gel, Yulia R.
  作者单位：University of Waterloo; University of California System; University of California Berkeley
  摘要：The paper addresses a 'large p-small n' problem in a time series framework and considers properties of banded regularization of an empirical autocovariance matrix of a time series process. Utilizing the banded autocovariance matrix enables us to fit a much longer auto-regressive AR(p) model to the observed data than typically suggested by the Akaike information criterion, while controlling how many parameters are to be estimated precisely and the level of accuracy. We present results on asympt...
• Estimation of direct effects for survival data by using the Aalen additive hazards model AI翻译
  作者：Martinussen, Torben; Vansteelandt, Stijn; Gerster, Mette; Hjelmborg, Jacob von Bornemann
  作者单位：University of Copenhagen; Ghent University; University of London; London School of Hygiene & Tropical Medicine; University of Southern Denmark
  摘要：We extend the definition of the controlled direct effect of a point exposure on a survival outcome, other than through some given, time-fixed intermediate variable, to the additive hazard scale. We propose two-stage estimators for this effect when the exposure is dichotomous and randomly assigned and when the association between the intermediate variable and the survival outcome is confounded only by measured factors, which may themselves be affected by the exposure. The first stage of the est...
• Robustness of design in dose-response studies AI翻译
  作者：Li, Pengfei; Wiens, Douglas P.
  作者单位：University of Alberta
  摘要：We construct experimental designs for dose-response studies. The designs are robust against possibly misspecified link functions; for this they minimize the maximum mean-squared error of the estimated dose required to attain a response in 100p% of the target population. Here p might be one particular value-p=0.5 corresponds to ED50-estimation-or it might range over an interval of values of interest. The maximum of the mean-squared error is evaluated over a Kolmogorov neighbourhood of the fitte...
• Modelling non-homogeneous Poisson processes with almost periodic intensity functions AI翻译
  作者：Shao, Nan; Lii, Keh-Shin
  作者单位：University of California System; University of California Riverside
  摘要：We propose a model for the analysis of non-stationary point processes with almost periodic rate of occurrence. The model deals with the arrivals of events which are unequally spaced and show a pattern of periodicity or almost periodicity, such as stock transactions and earthquakes. We model the rate of occurrence of a non-homogeneous Poisson process as the sum of sinusoidal functions plus a baseline. Consistent estimates of frequencies, phases and amplitudes which form the sinusoidal functions...