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作者：Adusumilli, Karun; Otsu, Taisuke
作者单位：University of London; London School Economics & Political Science
摘要：In many statistical applications, the observed data take the form of sets rather than points. Examples include bracket data in survey analysis, tumor growth and rock grain images in morphology analysis, and noisy measurements on the support function of a convex set in medical imaging and robotic vision. Additionally, in studies of treatment effects, researchers often wish to conduct inference on nonparametric bounds for the effects which can be expressed by means of random sets. This article d...
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作者：Tansey, Wesley; Athey, Alex; Reinhart, Alex; Scott, James G.
作者单位：University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; Carnegie Mellon University; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
摘要：We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background gamma-ray energy spectra at sites spread across a large geographical area, such as nuclear production and waste-storage sites, military bases, medical facilities, university campuses, or the downtown of a city. Several challenges combine to make this a diff...
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作者：Uematsu, Kazuki; Lee, Yoonkyung
作者单位：University System of Ohio; Ohio State University
摘要：This article investigates the theoretical relation between loss criteria and the optimal ranking functions driven by the criteria in bipartite ranking. In particular, the relation between area under the ROC curve (AUC) maximization and minimization of ranking risk under a convex loss is examined. We characterize general conditions for ranking-calibrated loss functions in a pairwise approach, and show that the best ranking functions under convex ranking-calibrated loss criteria produce the same...
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作者：Berry, Donald
作者单位：University of Texas System; UTMD Anderson Cancer Center
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作者：George, E. I.; Rockova, V.; Rosenbaum, P. R.; Satopaa, V. A.; Silber, J. H.
作者单位：University of Pennsylvania; University of Chicago; INSEAD Business School; University of Pennsylvania; University of Pennsylvania
摘要：Bayesian models are increasingly fit to large administrative datasets and then used to make individualized recommendations. In particular, Medicare's Hospital Compare webpage provides information to patients about specific hospital mortality rates for a heart attack or acute myocardial infarction (AMI). Hospital Compare's current recommendations are based on a random-effects logit model with a random hospital indicator and patient risk factors. Except for the largest hospitals, these individua...
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作者：Mueller, Ulrich K.; Wang, Yulong
作者单位：Princeton University
摘要：We consider inference about tail properties of a distribution from an iid sample, based on extreme value theory. All of the numerous previous suggestions rely on asymptotics where eventually, an infinite number of observations from the tail behave as predicted by extreme value theory, enabling the consistent estimation of the key tail index, and the construction of confidence intervals using the delta method or other classic approaches. In small samples, however, extreme value theory might wel...
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作者：Farjat, Alfredo; Reich, Brian J.; Guinness, Joseph; Whetten, Ross; McKeand, Steven; Isik, Fikret
作者单位：North Carolina State University; North Carolina State University
摘要：Provenance tests are a common tool in forestry designed to identify superior genotypes for planting at specific locations. The trials are replicated experiments established with seed from parent trees collected from different regions and grown at several locations. In this work, a Bayesian spatial approach is developed for modeling the expected relative performance of seed sources using climate variables as predictors associated with the origin of seed source and the planting site. The propose...
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作者：Xie, Weiyi; Kurtek, Sebastian; Bharath, Karthik; Sun, Ying
作者单位：University System of Ohio; Ohio State University; University of Nottingham; King Abdullah University of Science & Technology
摘要：We propose a new method for the construction and visualization of boxplot-type displays for functional data. We use a recent functional data analysis framework, based on a representation of functions called square-root slope functions, to decompose observed variation in functional data into three main components: amplitude, phase, and vertical translation. We then construct separate displays for each component, using the geometry and metric of each representation space, based on a novel defini...
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作者：Richardson, Thomas S.; Robins, James M.; Wang, Linbo
作者单位：University of Washington; University of Washington Seattle; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health; University of Washington; University of Washington Seattle
摘要：A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this problem by proposing the conditional log odds-product as a preferred nuisance model. This novel nuisance model facilitates maximum-likelihood estimation, but also permits doubly-robust estimation for the parameters of interest. Our approach is illustrated via simulations and a data analysis. An R ...
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作者：Shephard, Neil; Yang, Justin J.
作者单位：Harvard University; Harvard University
摘要：This article proposes a novel model of financial prices where (i) prices are discrete; (ii) prices change in continuous time; (iii) a high proportion of price changes are reversed in a fraction of a second. Our model is analytically tractable and directly formulated in terms of the calendar time and price impact curve. The resulting cadlag price process is a piecewise constant semimartingale with finite activity, finite variation, and no Brownian motion component. We use moment-based estimatio...
