2003

最新文章

• Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution AI翻译
  作者：Azzalini, A; Capitanio, A
  作者单位：University of Padua; University of Bologna
  摘要：A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form...
• Efficiency of projected score methods in rectangular array asymptotics AI翻译
  作者：Li, HH; Linsday, BG; Waterman, RP
  作者单位：Frontier Science Foundation; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Pennsylvania
  摘要：The paper considers a rectangular array asymptotic embedding for multistratum data sets, in which both the number of strata and the number of within-stratum replications increase, and at the same rate. It is shown that under this embedding the maximum likelihood estimator is consistent but not efficient owing to a non-zero mean in its asymptotic normal distribution. By using a projection operator on the score function, an adjusted maximum likelihood estimator can be obtained that is asymptotic...
• Posterior bimodality in the balanced one-way random-effects model AI翻译
  作者：Liu, JN; Hodges, JS
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
  摘要：Although some researchers have examined posterior multimodality for specific richly parameterized models, multimodality is not well characterized for any such model. The paper characterizes bimodality of the joint and marginal posteriors for a conjugate analysis of the balanced one-way random-effects model with a flat prior on the mean. This apparently simple model has surprisingly complex and even bizarre mode behaviour. Bimodality usually arises when the data indicate a much larger between-g...
• Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions AI翻译
  作者：Brooks, SP; Giudici, P; Roberts, GO
  作者单位：University of Cambridge; University of Pavia; Lancaster University
  摘要：The major implementational problem for reversible jump Markov chain Monte Carlo methods is that there is commonly no natural way to choose jump proposals since there is no Euclidean structure in the parameter space to guide our choice. We consider mechanisms for guiding the choice of proposal. The first group of methods is based on an analysis of acceptance probabilities for jumps. Essentially, these methods involve a Taylor series expansion of the acceptance probability around certain canonic...
• Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers AI翻译
  作者：Cappé, O; Robert, CP; Rydén, T
  作者单位：Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS)
  摘要：Reversible jump methods are the most commonly used Markov chain Monte Carlo tool for exploring variable dimension statistical models. Recently, however, an alternative approach based on birth-and-death processes has been proposed by Stephens for mixtures of distributions. We show that the birth-and-death setting can be generalized to include other types of continuous time jumps like split-and-combine moves in the spirit of Richardson and Green. We illustrate these extensions both for mixtures ...
• On quantum statistical inference AI翻译
  作者：Barndorff-Nielsen, OE; Gill, RD; Jupp, PE
  作者单位：Utrecht University; Aarhus University; University of St Andrews
  摘要：Interest in problems of statistical inference connected to measurements of quantum systems has recently increased substantially, in step with dramatic new developments in experimental techniques for studying small quantum systems. Furthermore, developments in the theory of quantum measurements have brought the basic mathematical framework for the probability calculations much closer to that of classical probability theory. The present paper reviews this field and proposes and interrelates some...
• Optimal dynamic treatment regimes - Discussion on the paper by Murphy AI翻译
  作者：Arjas, E; Jennison, C; Dawid, AP; Cox, DR; Cowell, RG; Didelez, V; Gill, RD; Kadane, JB; Robins, JM
  作者单位：University of Helsinki; University of Bath; University of London; University College London; University of Oxford; City St Georges, University of London; Utrecht University; Carnegie Mellon University; Harvard University; Harvard T.H. Chan School of Public Health
• On-line inference for hidden Markov models via particle filters AI翻译
  作者：Fearnhead, P; Clifford, P
  作者单位：Lancaster University; University of Oxford
  摘要：We consider the on-line Bayesian analysis of data by using a hidden Markov model, where inference is tractable conditional on the history of the state of the hidden component. A new particle filter algorithm is introduced and shown to produce promising results when analysing data of this type. The algorithm is similar to the mixture Kalman filter but uses a different resampling algorithm. We prove that this resampling algorithm is computationally efficient and optimal, among unbiased resamplin...
• Optimal dynamic treatment regimes AI翻译
  作者：Murphy, SA
  摘要：A dynamic treatment regime is a list of decision rules, one per time interval, for how the level of treatment will be tailored through time to an individual's changing status. The goal of this paper is to use experimental or observational data to estimate decision regimes that result in a maximal mean response. To explicate our objective and to state the assumptions, we use the potential outcomes model. The method proposed makes smooth parametric assumptions only on quantities that are directl...
• Bayesian inference for non-stationary spatial covariance structure via spatial deformations AI翻译
  作者：Schmidt, AM; O'Hagan, A
  作者单位：Universidade Federal do Rio de Janeiro; University of Sheffield
  摘要：In geostatistics it is common practice to assume that the underlying spatial process is stationary and isotropic, i.e. the spatial distribution is unchanged when the origin of the index set is translated and under rotation about the origin. However, in environmental problems, such assumptions are not realistic since local influences in the correlation structure of the spatial process may be found in the data. The paper proposes a Bayesian model to address the anisotropy problem. Following Samp...