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作者：La Vecchia, Davide; Trojani, Fabio
作者单位：Universita della Svizzera Italiana
摘要：We develop infinitesimally robust statistical procedures for the general diffusion processes. We first prove the existence and uniqueness of the times-series influence function of conditionally unbiased M-estimators for ergodic and stationary diffusions, under weak conditions on the (martingale) estimating function used. We then characterize the robustness of M-estimators for diffusions and derive a class of conditionally unbiased optimal robust estimators. To compute these estimators, we prop...
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作者：Cao, J.; Ramsay, J. O.
作者单位：Simon Fraser University; McGill University
摘要：A linear mixed-effects model (LME) is a familial example of a multilevel parameter structure involving nuisance and structural parameters. as well as parameters that essentially control the model's complexity Marginalization Over nuisance parameters. such as the restricted maximization likelihood method, has been the usual estimation strategy, but it can Involve onerous and complex algorithms to achieve the integrations involved Parameter cascading Is described as a multicriterion optimization...
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作者：Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael
作者单位：University of Michigan System; University of Michigan; Federal Reserve System - USA; Federal Reserve Bank - New York; University of California System; University of California Berkeley; CREATES
摘要：This paper presents a novel data-driven bandwidth selector compatible with the small bandwidth asymptotics developed in Cattaneo, Crump, and Jansson (2009) for density-weighted average derivatives. The new bandwidth selector is of the plug-in variety, and is obtained based on a mean squared error expansion of the estimator of interest. An extensive Monte Carlo experiment shows a remarkable improvement in performance when the bandwidth-dependent robust inference procedures proposed by Cattaneo....
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作者：Braun, Michael; McAuliffe, Jon
作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Berkeley
摘要：Discrete choice models are commonly used by applied statisticians in numerous fields. such as marketing. economics. finance. and operations research When agents in discrete choice models are assumed to have differing preferences. exact inference is often intractable Markov chain Monte Carlo techniques make approximate inference possible. but the computational cos is prohibitive on the large damsels now becoming untimely available Variational I methods provide a deterministic alternative for ap...
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作者：Zhang, Yiyun; Li, Runze; Tsai, Chin-Ling
作者单位：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; University of California System; University of California Davis; Novartis; Novartis USA
摘要：We apply the nonconcave penalized likelihood approach to obtain variable selections as well as shrinkage estimators This approach relies heavily on the choice of regularization parameter, which controls the model complexity In this paper, we propose employing the generalized in criterion. encompassing the commonly used Akaike in criterion (AIC) and Bayesian information criterion (BIC), for selecting the regularization parameter Our proposal makes a connection between the classical variable sel...
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作者：Lu, Wenbin; Zhang, Hao Helen
作者单位：North Carolina State University
摘要：We study a general class of partially linear transformation models, which extend linear transformation models by incorporating nonlinear covariate effects in survival data analysis. A new martingale-based estimating equation approach, consisting of both global and kernel-weighted local estimation equations, is developed for estimating the parametric and nonparametric covariate effects in a unified manner. We show that with a proper choice of the kernel bandwidth parameter, one can obtain the c...
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作者：Hooten, Mevin B.; Wikle, Christopher K.
作者单位：Utah System of Higher Education; Utah State University; University of Missouri System; University of Missouri Columbia
摘要：Agent-based models have been used to mimic natural processes in a variety of fields. from biology to social science By specifying mechanistic models that describe how small-scale processes hi net and then scaling them up. agent-based approaches can result in very complicated large-scale behavior while often relying on only a small set of initial conditions and intuitive rules Although many agent-based models are used strictly la a Simulation context. statistical implementations are less common...
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作者：Yang, Yang; Halloran, M. Elizabeth; Daniels, Michael J.; Longini, Ira M., Jr.; Burke, Donald S.; Cummings, Derek A. T.
作者单位：Fred Hutchinson Cancer Center; University of Washington; University of Washington Seattle; State University System of Florida; University of Florida; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Johns Hopkins University
摘要：In seasonal influenza epidemics, pathogens such as respiratory syncytial virus (RSV) often cocirculate with influenza and cause influenza-like illness (ILL) in human hosts. However, it is often impractical to test for each potential pathogen or to collect specimens for each observed ILI episode, making inference about influenza transmission difficult. In the setting of infectious diseases, missing outcomes impose a particular challenge because of the dependence among individuals. We propose a ...
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作者：Lee, Ann B.; Wasserman, Larry
作者单位：Carnegie Mellon University
摘要：Spectral kernel methods are techniques or mapping data into a coordinate system that efficiently reveals the geometric structure-in particular, the connectivity-of the data. These methods depend on tuning parameters. We analyze the dependence of the method on these tuning parameters. We focus on one particular technique-diffusion maps-but our analysis can be used for other spectral methods as well. We identify the key population quantities, we define an appropriate risk function for analyzing ...
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作者：Wahl, Eugene; Schoelzel, Christian; Williams, John; Tigrek, Seyitriza
作者单位：National Oceanic Atmospheric Admin (NOAA) - USA; University of Bonn; University of Wisconsin System; University of Wisconsin Madison; University of Colorado System; University of Colorado Boulder
