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作者:Huang, Yijian
作者单位:Emory University; Rollins School Public Health
摘要:Dynamic regression models, including the quantile regression model and Aalen's additive hazards model, are widely adopted to investigate evolving covariate effects. Yet lack of monotonicity respectihg with standard estimation procedures remains an outstanding issue. Advances have recently been made, but none provides a complete resolution. In this article, we propose a novel adaptive interpolation method to restore monotonicity respecting, by successively identifying and then interpolating nea...
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作者:Matteson, David S.; Tsay, Ruey S.
作者单位:Cornell University; University of Chicago
摘要:This article introduces a novel statistical framework for independent component analysis (ICA) of multivariate data. We propose methodology for estimating mutually independent components, and a versatile resampling-based procedure for inference, including misspecification testing. Independent components are estimated by combining a nonparametric probability integral transformation with a generalized non parametric whitening method based on distance covariance that simultaneously minimizes all ...
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作者:Veraart, Almut E. D.
作者单位:Imperial College London
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作者:Sadinle, Mauricio
作者单位:Duke University
摘要:The bipartite record linkage task consists of merging two disparate datafiles containing information on two overlapping sets of entities. This is nontrivial in the absence of unique identifiers and it is important for a wide variety of applications given that it needs to be solved-whenever we have to combine information from different sources. Most statistical techniques currently used for record linkage are derived from a seminal article by Fellegi and Sunter in 1969. These techniques usually...
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作者:Schnurr, Alexander; Dehling, Herold
作者单位:Universitat Siegen; Dortmund University of Technology; Ruhr University Bochum
摘要:We propose new concepts to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of the time series and robust against small, perturbations or measurement errors. Ordinal pattern dependence can be characterized by four parameters. We propose estimators for these parameters, and we calculate their asymptotic distributions. Furthermore, we derive a te...
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作者:Sun, Fasheng; Tang, Boxin
作者单位:Northeast Normal University - China; Northeast Normal University - China; Simon Fraser University
摘要:This article presents a method of constructing a rich class of orthogonal designs that include orthogonal Latin hypercubes as special, cases. Two prominent features of the method are its simplicity and generality. In addition to orthogonality, the resulting designs enjoy some attractive space-filling properties, making them very suitable for computer experiments.
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作者:Blei, David M.; Kucukelbir, Alp; McAuliffe, Jon D.
作者单位:Columbia University; Columbia University; University of California System; University of California Berkeley
摘要:One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation involving the posterior density. In this article, we review variational inference (VI), a method from machine learning that approximates probability densities through optimization. VI has been used in many applications and tends to be faster than classical met...
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作者:Chakrabarty, Dalia
作者单位:University of Leicester; University of Warwick
摘要:We present a new test of hypothesis in which we seek the, probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model that the simpler null model is nested within. With the more complex model rendered intractable, the null model uses a simplifying assumption that capacitates the learning of an unknown parameter vector given the data. Bayes factors are shown to be known only up to a ratio of unknown data-...
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作者:Sun, Yifei; Huang, Chiung-Yu; Wang, Mei-Cheng
作者单位:Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Medicine
摘要:Benefitrisk assessment is a crucial step in medical decision process. In many biomedical studies, both longitudinal marker measurements and time to a terminal event serve as important endpoints for benefitrisk assessment. The effect of an intervention or a treatment on the longitudinal marker process, however, can be in conflict with its effect on the time to the terminal event. Thus, questions arise on how to evaluate treatment effects based on the two endpoints, for the purpose of deciding o...
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作者:Yu, Guoqiang
作者单位:Virginia Polytechnic Institute & State University