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作者：Haario, H; Laine, M; Lehtinen, M; Saksman, E; Tamminen, J
作者单位：University of Helsinki; University of Oulu; University of Jyvaskyla; Finnish Meteorological Institute
摘要：We discuss the inversion of the gas profiles (ozone, NO3, NO2, aerosols and neutral density) in the upper atmosphere from the spectral occultation measurements. The data are produced by the 'Global ozone monitoring of occultation of stars' instrument on board the Envisat satellite that was launched in March 2002. The instrument measures the attenuation of light spectra at various horizontal paths from about 100 km down to 10-20 km. The new feature is that these data allow the inversion of the ...
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作者：Stein, ML; Chi, ZY; Welty, LJ
作者单位：University of Chicago
摘要：Likelihood methods are often difficult to use with large, irregularly sited spatial data sets, owing to the computational burden. Even for Gaussian models, exact calculations of the likelihood for n observations require O(n(3)) operations. Since any joint density can be written as a product of conditional densities based on some ordering of the observations, one way to lessen the computations is to condition on only some of the 'past' observations when computing the conditional densities. We s...
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作者：Müller, P; Quintana, F; Rosner, G
作者单位：University of Texas System; UTMD Anderson Cancer Center; Pontificia Universidad Catolica de Chile; University of Texas System
摘要：We consider the problem of combining inference in related nonparametric Bayes models. Analogous to parametric hierarchical models, the hierarchical extension formalizes borrowing strength across the related submodels. In the nonparametric context, modelling is complicated by the fact that the random quantities over which we define the hierarchy are infinite dimensional. We discuss a formal definition of such a hierarchical model. The approach includes a regression at the level of the nonparame...
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作者：Wermuth, N; Cox, DR
作者单位：University of Gothenburg; University of Oxford
摘要：We consider joint probability distributions generated recursively in terms of univariate conditional distributions satisfying conditional independence restrictions. The independences are captured by missing edges in a directed graph. A matrix form of such a graph, called the generating edge matrix, is triangular so the distributions that are generated over such graphs are called triangular systems. We study consequences of triangular systems after grouping or reordering of the variables for an...
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作者：Fearnhead, P; Meligkotsidou, L
作者单位：Lancaster University
摘要：The forward-backward algorithm is an exact filtering algorithm which can efficiently calculate likelihoods, and which can be used to simulate from posterior distributions. Using a simple result which relates gamma random variables with different rates, wig show how the forward-backward algorithm can be used to calculate the distribution of a sum of gamma random variables, and to simulate from their joint distribution given their sum. One application is to calculating the density of the time of...
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作者：Huber, P; Ronchetti, E; Victoria-Feser, MP
作者单位：University of Geneva
摘要：Generalized linear latent variable models (GLLVMs), as defined by Bartholomew and Knott, enable modelling of relationships between manifest and latent variables. They extend structural equation modelling techniques, which are powerful tools in the social sciences. However, because of the complexity of the log-likelihood function of a GLLVM, an approximation such as numerical integration must be used for inference. This can limit drastically the number of variables in the model and can lead to ...
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作者：Zhu, HT; Zhang, HP
作者单位：Yale University
摘要：We establish asymptotic theory for both the maximum likelihood and the maximum modified likelihood estimators in mixture regression models. Moreover, under specific and reasonable conditions, we show that the optimal convergence rate of n(-1/4) for estimating the mixing distribution is achievable for both the maximum likelihood and the maximum modified likelihood estimators. We also derive the asymptotic distributions of two log-likelihood ratio test statistics for testing homogeneity and we p...
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作者：Black, MA
作者单位：University of Auckland
摘要：The use of a fixed rejection region for multiple hypothesis testing has been shown to outperform standard fixed error rate approaches when applied to control of the false discovery rate. In this work it is demonstrated that, if the original step-up procedure of Benjamini and Hochberg is modified to exercise adaptive control of the false discovery rate, its performance is virtually identical to that of the fixed rejection region approach. In addition, the dependence of both methods on the propo...
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作者：Gao, JT; Tong, H
作者单位：University of Western Australia; University of Hong Kong; University of London; London School Economics & Political Science
摘要：Semiparametric time series regression is often used without checking its suitability, resulting in an unnecessarily complicated model. In practice, one may encounter computational difficulties caused by the curse of dimensionality. The paper suggests that to provide more precise predictions we need to choose the most significant regressors for both the parametric and the nonparametric time series components. We develop a novel cross-validation-based model selection procedure for the simultaneo...
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作者：Heggland, K; Frigessi, A
作者单位：University of Oslo
摘要：There are models for which the evaluation of the likelihood is infeasible in practice. For these models the Metropolis-Hastings acceptance probability cannot be easily computed. This is the case, for instance, when only departure times from a G/G/1 queue are observed and inference on the arrival and service distributions are required. Indirect inference is a method to estimate a parameter theta in models whose likelihood function does not have an analytical closed form, but from which random s...
