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作者：Freyermuth, Jean-Marc; Ombao, Hernando; von Sachs, Rainer
作者单位：Universite Catholique Louvain; Brown University
摘要：This article develops a method for estimating the spectrum of a stationary process using time series traces recorded from experimental designs. Our procedure estimates the common log-spectrum and the variability over the traces (or subjects) using a mixed effects model. We combine spatially adaptive smoothing methods with recursive dyadic partitioning to construct a model for predicting subject-specific effects. The method is easy to implement and can handle large datasets because it uses the ...
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作者：Paparoditis, Efstathios
作者单位：University of Cyprus
摘要：We propose a simple and powerful procedure to validate the assumption of weak stationarity in time series analysis. Our focus is on processes with a slowly varying autocovariance structure. The procedure evaluates the supremum over time of the L-2-distance between the local sample spectral density (local periodogram) calculated using a segment of observations falling within a rolling window and an estimator of the spectral density obtained using the entire time series at hand. Large sample pro...
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作者：Ren, Lu; Dunson, David; Lindroth, Scott; Carin, Lawrence
作者单位：Duke University; Duke University; Duke University
摘要：The dynamic hierarchical Dirichlet process (dHDP) is developed to model complex sequential data, with a focus on audio signals from music. The music is represented in terms of a sequence of discrete observations, and the sequence is modeled using a hidden Markov model (HMM) with time-evolving parameters. The dHDP imposes the belief that observations that are temporally proximate are more likely to be drawn from HMMs with similar parameters, while also allowing for innovation associated with ab...
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作者：Ghosh, Sujit K.; Bhave, Prakash V.; Davis, Jerry M.; Lee, Hyeyoung
作者单位：North Carolina State University; North Carolina State University
摘要：Atmospheric concentrations of total nitrate (TNO3), defined here as gas-phase nitric acid plus particle-phase nitrate, are difficult to simulate in numerical air quality models due to the presence of a variety of formation pathways and loss mechanisms, some of which are highly uncertain. The goal of this study is to estimate the relative importance of these different pathways across the Eastern United States by identifying empirical relationships that exist between TNO3 concentrations and a se...
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作者：Witten, Daniela M.; Tibshirani, Robert
作者单位：Stanford University; Stanford University
摘要：We consider the problem of clustering observations using a potentially large set of features. One might expect that the true underlying clusters present in the data differ only with respect to a small fraction of the features, and will be missed if one clusters the observations using the full set of features. We propose a novel framework for sparse clustering, in which one clusters the observations using an adaptively chosen subset of the features. The method uses a lasso-type penalty to selec...
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作者：Berrocal, Veronica J.; Raftery, Adrian E.; Gneiting, Tilmann; Steed, Richard C.
作者单位：University of Washington; University of Washington Seattle; Ruprecht Karls University Heidelberg; University of Washington; University of Washington Seattle
摘要：Winter road maintenance is one of the main tasks for the Washington State Department of Transportation. Anti-icing, that is, the preemptive application of chemicals, is often used to keep the roadways free of ice. Given the preventive nature of anti-icing, accurate predictions of road ice are needed. Currently, anti-icing decisions are usually based on deterministic weather forecasts. However, the costs of the two kinds of errors are highly asymmetric because the cost of a road closure due to ...
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作者：Efromovich, Sam
作者单位：University of Texas System; University of Texas Dallas
摘要：An orthogonal series estimator of the conditional density of a response given a vector of continuous and ordinal/nominal categorical predictors is suggested. The estimator is based on writing a conditional density as a sum of orthogonal projections on all possible subspaces of reduced dimensionality and then estimating each projection via a shrinkage procedure. The shrinkage procedure uses a universal thresholding and a dyadic-blockwise shrinkage for low and high frequencies, respectively. The...
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作者：Guha, Subharup
作者单位：University of Missouri System; University of Missouri Columbia
摘要：Mixture models, or convex combinations of a countable number of probability distributions, offer an elegant framework for inference when the population of interest can be subdivided into latent clusters having random characteristics that are heterogeneous between, but homogeneous within, the clusters. Traditionally, the different kinds of mixture models have been motivated and analyzed from very different perspectives, and their common characteristics have not been fully appreciated. The infer...
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作者：Li, Chun; Shepherd, Bryan E.
作者单位：Vanderbilt University
摘要：We propose a new set of test statistics to examine the association between two ordinal categorical variables X and Y after adjusting for continuous and/or categorical covariates Z. Our approach first fits multinomial (e.g.. proportional odds) models of X and Y, separately, on Z. For each subject, we then compute the conditional distributions of X and Y given Z. If there is no relationship between X and Y after adjusting for Z. then these conditional distributions will be independent, and the o...
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作者：Cook, R. Dennis; Forzani, Liliana
作者单位：University of Minnesota System; University of Minnesota Twin Cities; National University of the Littoral
