-
作者：Efron, Bradley
-
作者：Jacob, Pierre E.; Lindsten, Fredrik; Schon, Thomas B.
作者单位：Harvard University; Linkoping University; Uppsala University
摘要：In state-space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has methodological benefits: independent estimators can be generated in parallel, and CI can be constructed from the central limit theorem to quantify the approximation error. To design unbiased estimators, we combine a generic debiasing technique for Markov chains, wi...
-
作者：Xie, Min-ge; Zheng, Zheshi
作者单位：Rutgers University System; Rutgers University New Brunswick
-
作者：Schoenberg, Frederic P.
作者单位：University of California System; University of California Los Angeles
-
作者：Luckett, Daniel J.; Laber, Eric B.; Kahkoska, Anna R.; Maahs, David M.; Mayer-Davis, Elizabeth; Kosorok, Michael R.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; North Carolina State University; University of North Carolina; University of North Carolina Chapel Hill; Stanford University
摘要：The vision for precision medicine is to use individual patient characteristics to inform a personalized treatment plan that leads to the best possible healthcare for each patient. Mobile technologies have an important role to play in this vision as they offer a means to monitor a patient's health status in real-time and subsequently to deliver interventions if, when, and in the dose that they are needed. Dynamic treatment regimes formalize individualized treatment plans as sequences of decisio...
-
作者：Yang, Lu; Frees, Edward W.; Zhang, Zhengjun
作者单位：University of Amsterdam; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：Multivariate discrete outcomes are common in a wide range of areas including insurance, finance, and biology. When the interplay between outcomes is significant, quantifying dependencies among interrelated variables is of great importance. Due to their ability to accommodate dependence flexibly, copulas are being applied increasingly. Yet, the application of copulas on discrete data is still in its infancy; one of the biggest barriers is the nonuniqueness of copulas, calling into question mode...
-
作者：Zhao, Yichuan
作者单位：University System of Georgia; Georgia State University
-
作者：Jiang, Fei; Cheng, Qing; Yin, Guosheng; Shen, Haipeng
作者单位：University of Hong Kong; National University of Singapore; University of Hong Kong; University of Hong Kong
摘要：We propose a functional censored quantile regression model to describe the time-varying relationship between time-to-event outcomes and corresponding functional covariates. The time-varying effect is modeled as an unspecified function that is approximated via B-splines. A generalized approximate cross-validation method is developed to select the number of knots by minimizing the expected loss. We establish asymptotic properties of the method and the knot selection procedure. Furthermore, we co...
-
作者：Cressie, Noel
作者单位：University of Wollongong
-
作者：Sung, Chih-Li; Wang, Wenjia; Plumlee, Matthew; Haaland, Benjamin
作者单位：Michigan State University; Northwestern University; Utah System of Higher Education; University of Utah; University System of Georgia; Georgia Institute of Technology
摘要：The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and many-input computer experiments that have become typical. We propose a multiresolution functional ANOVA (MRFA) model as a computationally feasible emulation alternative. More generally, this model can be used for large-scale and many-input nonlinear regression p...
