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作者：Guo, Shaojun; Box, John Leigh; Zhang, Wenyang
作者单位：Renmin University of China; University of York - UK
摘要：Estimation of high-dimensional covariance matrices is an interesting and important research topic. In this article, we propose a dynamic structure and develop an estimation procedure for high-dimensional covariance matrices. Asymptotic properties are derived to justify the estimation procedure and simulation studies are conducted to demonstrate its performance when the sample size is finite. By exploring a financial application, an empirical study shows that portfolio allocation based on dynam...
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作者：Barnett, Ian; Mukherjee, Rajarshi; Lin, Xihong
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Stanford University
摘要：It is of substantial interest to study the effects of genes, genetic pathways, and networks on the risk of complex diseases. These genetic constructs each contain multiple SNPs, which are often correlated and function jointly, and might be large in number. However, only a sparse subset of SNPs in a genetic construct is generally associated with the disease of interest. In this article, we propose the generalized higher criticism (GHC) to test for the association between an SNP set and a diseas...
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作者：Chan, Kwun Chuen Gary; Wang, Mei-Cheng
作者单位：University of Washington; University of Washington Seattle; Johns Hopkins University
摘要：Recurrent event processes with marker measurements are mostly and largely studied with forward time models starting from an initial event. Interestingly, the processes could exhibit important terminal behavior during a time period before occurrence of the failure event. A natural and direct way to study recurrent events prior to a failure event is to align the processes using the failure event as the time origin and to examine the terminal behavior by a backward time model. This article studie...
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作者：Wood, Simon N.
作者单位：University of Bristol
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作者：Tran, Dustin; Blei, David M.
作者单位：Columbia University
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作者：Katzfuss, Matthias
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：Automated sensing instruments on satellites and aircraft have enabled the collection of massive amounts of high-resolution observations of spatial fields over large spatial regions. If these datasets can be efficiently exploited, they can provide new insights on a wide variety of issues. However, traditional spatial-statistical techniques such as kriging are not computationally feasible for big datasets. We propose a multi-resolution approximation (M-RA) of Gaussian processes observed at irreg...
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作者：Storlie, Curtis B.; Reich, Brian J.; Rust, William N.; Ticknor, Lawrence O.; Bonnie, Amanda M.; Montoya, Andrew J.; Michalak, Sarah E.
作者单位：United States Department of Energy (DOE); Los Alamos National Laboratory; North Carolina State University; United States Department of Energy (DOE); Los Alamos National Laboratory
摘要：Los Alamos National Laboratory is home to many large supercomputing clusters. These clusters require an enormous amount of power (approximate to 500-2000 kW each), and most of this energy is converted into heat. Thus, cooling the components of the supercomputer becomes a critical and expensive endeavor. Recently, a project was initiated to investigate the effect that changes to the cooling system in a machine room had on three large machines that were housed there. Coupled with this goal was t...
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作者：Zhou, Xin; Mayer-Hamblett, Nicole; Khan, Umer; Kosorok, Michael R.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle; Seattle Children's Hospital; Cystic Fibrosis Foundation; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：Personalized medicine has received increasing attention among statisticians, computer scientists, and clinical practitioners. A major component of personalized medicine is the estimation of individualized treatment rules (ITRs). Recently, Zhao etal. proposed outcome weighted learning (OWL) to construct ITRs that directly optimize the clinical outcome. Although OWL opens the door to introducing machine learning techniques to optimal treatment regimes, it still has some problems in performance. ...
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作者：Little, Roderick J.; Rubin, Donald B.; Zangeneh, Sahar Z.
作者单位：University of Michigan System; University of Michigan; Harvard University; Fred Hutchinson Cancer Center
摘要：For likelihood-based inferences from data with missing values, models are generally needed for both the data and the missing-data mechanism. However, modeling the mechanism can be challenging, and parameters are often poorly identified. Rubin in 1976 showed that for likelihood and Bayesian inference, sufficient conditions for ignoring the missing data mechanism are (a) the missing data are missing at random (MAR), in the sense that missingness does not depend on the missing values after condit...
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作者：Mauguen, Audrey; Zabor, Emily C.; Thomas, Nancy E.; Berwick, Marianne; Seshan, Venkatraman E.; Begg, Colin B.
作者单位：Memorial Sloan Kettering Cancer Center; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; University of New Mexico
摘要：We showcase a novel analytic strategy to identify subtypes of cancer that possess distinctive causal factors, that is, subtypes that are etiologically distinct. The method involves the integrated analysis of two types of study design: an incident series of cases with double primary cancers with detailed information on tumor characteristics that can be used to define the subtypes; a case-series of incident cases with information on known risk factors that can be used to investigate the specific...
