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作者：Delgado, Miguel A.; Velasco, Carlos
作者单位：Universidad Carlos III de Madrid
摘要：We propose an asymptotically distribution-free transform of the sample autocorrelations of residuals in general parametric time series models, possibly nonlinear in variables. The residuals autocorrelation function is the basic model checking tool in time series analysis, but it is not useful when its distribution is incorrectly approximated because the effects of parameter estimation and/or higher-order serial dependence have not been taken into account. The limiting distribution of the resid...
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作者：Park, Cheolwoo; Ahn, Jeongyoun; Hendry, Martin; Jang, Woncheol
作者单位：University System of Georgia; University of Georgia; University of Glasgow; University System of Georgia; University of Georgia
摘要：In astronomy the study of variable stars that is, stars characterized by showing significant variation in their brightness over time has made crucial contributions to our understanding of many phenomena, from stellar birth and evolution to the calibration of the extragalactic distance scale. In this article, we develop a method for analyzing multiple, (pseudo)-periodic time series with the goal of detecting temporal trends in their periods. We allow for nonstationary noise and for clustering a...
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作者：Ghosal, Subhashis; Roy, Anindya
作者单位：North Carolina State University; University System of Maryland; University of Maryland Baltimore County
摘要：We present a flexible framework for predicting error measures in multiple testing situations under dependence. Our approach is based on modeling the distribution of the probit transform of the p-values by mixtures of multivariate skew-normal distributions. The model can incorporate dependence among p-values and it allows for shape restrictions on the p-value density. A nonparametric Bayesian scheme for estimating the components of the mixture model is outlined and Markov chain Monte Carlo algo...
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作者：Zhang, Yu; Liu, Jun S.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Harvard University
摘要：Genome-wide association studies commonly involve simultaneous tests of millions of single nucleotide polymorphisms (SNP) for disease association. The SNPs in nearby genomic regions, however, are often highly correlated due to linkage disequilibrium (LD, a genetic term for correlation). Simple Bonferonni correction for multiple comparisons is therefore too conservative. Permutation tests, which are often employed in practice, are both computationally expensive for genome-wide studies and limite...
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作者：Chen, Aiyou; Cao, Jin; Shepp, Larry; Tuan Nguyen
作者单位：Alphabet Inc.; Google Incorporated; Rutgers University System; Rutgers University New Brunswick
摘要：Counting the number of distinct elements (cardinality) in a dataset is a fundamental problem in database management. In recent years, there has been significant interest to address the distinct counting problem in a data stream setting, where each incoming data can be seen only once and cannot be stored for long periods of time. Many probabilistic approaches based on either sampling or sketching have been proposed in the computer science literature that only require limited computing and memor...
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作者：Faes, C.; Ormerod, J. T.; Wand, M. P.
作者单位：Hasselt University; University of Sydney; University of Technology Sydney
摘要：Bayesian hierarchical models are attractive structures for conducting regression analyses when the data are subject to missingness. However, the requisite probability calculus is challenging and Monte Carlo methods typically are employed. We develop an alternative approach based on deterministic variational Bayes approximations. Both parametric and nonparametric regression are considered. Attention is restricted to the more challenging case of missing predictor data. We demonstrate that variat...
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作者：Buehlmann, Peter
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
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作者：Lin, D. Y.; Zeng, D.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Genomewide association studies have become the primary tool for discovering the genetic basis of complex human diseases. Such studies are susceptible to the confounding effects of population stratification, in that the combination of allele-frequency heterogeneity with disease-risk heterogeneity among different ancestral subpopulations can induce spurious associations between genetic variants and disease. This article provides a statistically rigorous and computationally feasible solution to t...
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作者：Ding, Xiaobo; Wang, Qihua
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Yunnan University
摘要：Dimension reduction methods are useful for handling high-dimensional data. It is a common situation that responses of some subjects are not observed in practice. Generally, the missingness carries additional information about the central subspace. Here we propose a two-stage procedure known as the fusion-refinement (FR) procedure. In the first stage, we obtain a subspace including the central subspace by fusing information on regression and missingness. In the second stage, we refine the obtai...
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作者：Kang, Emily L.; Cressie, Noel
作者单位：University System of Ohio; Ohio State University
摘要：Spatial statistical analysis of massive amounts of spatial data can be challenging because computation of optimal procedures can break down. The Spatial Random Effects (SRE) model uses a fixed number of known but not necessarily orthogonal (multiresolutional) spatial basis functions, which gives a flexible family of nonstationary covariance functions, results in dimension reduction, and yields optimal spatial predictors whose computations are scalable. By modeling spatial data in a hierarchica...
