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作者：Polson, Nicholas G.; Scott, James G.; Windle, Jesse
作者单位：University of Chicago; University of Texas System; University of Texas Austin; Duke University
摘要：We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, which are constructed in detail. A variety of examples are presented to show the versatility of the method, including logistic regression, negative binomial regression, nonlinear mixed-effect models, and spatial models for count data. In each case, our data-augmentation strategy leads to simple, effective methods for pos...
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作者：Huang, Mian; Li, Runze; Wang, Shaoli
作者单位：Shanghai University of Finance & Economics; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Motivated by an analysis of U.S. house price index (HPI) data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the asce...
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作者：Zhu, Yunzhang; Shen, Xiaotong; Pan, Wei
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要：In high-dimensional regression, grouping pursuit and feature selection have their own merits while complementing each other in battling the curse of dimensionality. To seek a parsimonious model, we perform simultaneous grouping pursuit and feature selection over an arbitrary undirected graph with each node corresponding to one predictor. When the corresponding nodes are reachable from each other over the graph, regression coefficients can be grouped, whose absolute values are the same or close...
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作者：Kim, Jane Paik; Lu, Wenbin; Sit, Tony; Ying, Zhiliang
作者单位：Stanford University; North Carolina State University; Columbia University
摘要：We propose a unified estimation method for semiparametric linear transformation models under general biased sampling schemes. The new estimator is obtained from a set of counting process-based unbiased estimating equations, developed through introducing a general weighting scheme that offsets the sampling bias. The usual asymptotic properties, including consistency and asymptotic normality, are established under suitable regularity conditions. A closed-form formula is derived for the limiting ...
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作者：Naranjo, Arlene; Trindade, A. Alexandre; Casella, George
作者单位：State University System of Florida; University of Florida; Texas Tech University System; Texas Tech University; State University System of Florida; University of Florida
摘要：This article proposes an extended state-space model for accommodating multivariate panel data. The novel aspect of this contribution is an adjustment to the classical model for multiple subjects that allows missingness in the covariates in addition to the responses. Missing covariate data are handled by a second state-space model nested inside the first to represent unobserved exogenous information. Relevant Kalman filter equations are derived, and explicit expressions are provided for both th...
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作者：Cheng, Ming-Yen; Wu, Hau-Tieng
作者单位：National Taiwan University; University of California System; University of California Berkeley
摘要：High-dimensional data analysis has been an active area, and the main focus areas have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear manifold. Under this manifold assumption, one purpose of this article is regression and gradient estimation on the manifold, and another is developing a new tool for manifold learning. As regards the first aim, we suggest directly reducing the dimensionality t...
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作者：Langrock, Roland; Borchers, David L.; Skaug, Hans J.
作者单位：University of St Andrews; University of Bergen
摘要：We consider Markov-modulated nonhomogeneous Poisson processes for modeling sightings of marine mammals in shipboard or aerial surveys. In such surveys, detection of an animal is possible only when it surfaces, and with some species a substantial proportion of animals is missed because they are diving and thus not available for detection. This needs to be adequately accounted for to avoid biased abundance estimates. The tendency of surfacing events of marine mammals to occur in clusters motivat...
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作者：Qin, Yichen; Priebe, Carey E.
作者单位：Johns Hopkins University
摘要：We introduce a maximum Lq-likelihood estimation (MLqE) of mixture models using our proposed expectation-maximization (EM) algorithm, namely the EM algorithm with Lq-likelihood (EM-Lq). Properties of the MLqE obtained from the proposed EM-Lq are studied through simulated mixture model data. Compared with the maximum likelihood estimation (MLE), which is obtained from the EM algorithm, the MLqE provides a more robust estimation against outliers for small sample sizes. In particular, we study the...
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作者：Wheldon, Mark C.; Raftery, Adrian E.; Clark, Samuel J.; Gerland, Patrick
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle; University of Colorado System; University of Colorado Boulder; University of Witwatersrand
摘要：Current methods for reconstructing human populations of the past by age and sex are deterministic or do not formally account for measurement error. We propose a method for simultaneously estimating age-specific population counts, fertility rates, mortality rates, and net international migration flows from fragmentary data that incorporates measurement error. Inference is based on joint posterior probability distributions that yield fully probabilistic interval estimates. It is designed for the...
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作者：Ma, Li
作者单位：Duke University
摘要：In many case-control studies, a central goal is to test for association or dependence between the predictors and the response. Relevant covariates must be conditioned on to avoid false positives and loss in power. Conditioning on covariates is easy in parametric frameworks such as the logistic regression-by incorporating the covariates into the model as additional variables. In contrast, nonparametric methods such as the Cochran-Mantel-Haenszel test accomplish conditioning by dividing the data...
