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作者：Friedman, JH; Meulman, JJ
作者单位：Stanford University; Leiden University; Leiden University - Excl LUMC
摘要：A new procedure is proposed for clustering attribute value data. When used in conjunction with conventional distance-based clustering algorithms this procedure encourages those algorithms to detect automatically subgroups of objects that preferentially cluster on subsets of the attribute variables rather than on all of them simultaneously. The relevant attribute subsets for each individual cluster can be different and partially (or completely) overlap with those of other clusters. Enhancements...
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作者：Wolfe, PJ; Godsill, SJ; Ng, WJ
作者单位：University of Cambridge
摘要：We describe novel Bayesian models for time-frequency inverse modelling of nonstationary signals. These models are based on the idea of a Gabor regression, in which a time series is represented as a superposition of translated, modulated versions of a window function exhibiting good time-frequency concentration. As a necessary consequence, the resultant set of potential predictors is in general overcomplete-constituting a frame rather than a basis-and hence the resultant models require careful ...
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作者：Gervini, D; Gasser, T
作者单位：University of Zurich
摘要：The paper introduces a semiparametric model for functional data. The warping functions are assumed to be linear combinations of q common components, which are estimated from the data (hence the name 'self-modelling'). Even small values of q provide remarkable model flexibility, comparable with nonparametric methods. At the same time, this approach avoids overfitting because the common components are estimated combining data across individuals. As a convenient by-product, component scores are o...
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作者：Ling, SQ
作者单位：Hong Kong University of Science & Technology
摘要：The paper considers the double-autoregressive model y(t) = phiy(t-1)+epsilon(t) with epsilon(t) = eta(t) root(omega + alphay(t-1)(2)). Consistency and asymptotic normality of the estimated parameters are proved under the condition E ln |phi +rootalphaeta(t)|<0, which includes the cases with |phi|=1 or |phi|>1 as well as E(epsilon(t)(2)) = infinity. It is well known that all kinds of estimators of phi in these cases are not normal when epsilon(t) are independent and identically distributed. Our...
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作者：Schlather, M; Ribeiro, PJ Jr; Diggle, PJ
作者单位：University of Bayreuth; Universidade Federal do Parana; Lancaster University
摘要：We introduce two characteristics for stationary and isotropic marked point proces- ses, E(h) and V(h), and describe their use in investigating mark-point interactions. These quantities are functions of the interpoint distance h and denote the conditional expectation and the conditional variance of a mark respectively, given that there is a further point of the process a distance h away. We present tests based on E and V for the hypothesis that the values of the marks can be modelled by a rando...
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作者：Roberts, GO; Papaspiliopoulos, O; Dellaportas, P
作者单位：Lancaster University; Athens University of Economics & Business
摘要：We develop Markov chain Monte Carlo methodology for Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. The approach introduced involves expressing the unobserved stochastic volatility process in terms of a suitable marked Poisson process. We introduce two specific classes of Metropolis-Hastings algorithms which correspond to different ways of jointly parameterizing the marked point process and the model parameters. The performance of the methods is investig...
