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作者：Goldstein, Michael; Rougier, Jonathan
摘要：A calibration-based approach is developed for predicting the behavior of a physical system that is modeled by a computer simulator. The approach is based on Bayes linear adjustment using both system observations and evaluations of the simulator at parameterizations that appear to give good matches to those observations. This approach can be applied to complex high-dimensional systems with expensive simulators, where a fully Bayesian approach would be impractical. It is illustrated with an exam...
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作者：Kulldorff, Martin
作者单位：Harvard University; Harvard Medical School; Harvard Pilgrim Health Care
摘要：In many applications, it is of interest to test whether a spatial point pattern is randomly generated after adjusting for an underlying spatial inhomogeneity. A great variety of different test statistics have been proposed for this purpose by scientists in different fields; these are reviewed in this article. Despite apparent dissimilarities in terms of their original formulations, most of these statistics can be placed into one general framework of which they are special cases. This makes it ...
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作者：Kabaila, Paul; Leeb, Hannes
作者单位：La Trobe University; Yale University
摘要：We give a large-sample analysis of the minimal coverage probability of the usual confidence intervals for regression parameters when the underlying model is chosen by a conservative (or overconsistent) model selection procedure. We derive an upper bound for the large-sample limit minimal coverage probability of such intervals that applies to a large class of model selection procedures including the Akaike information criterion as well as various pretesting procedures. This upper bound can be u...
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作者：Aban, IB; Meerschaert, MM; Panorska, AK
作者单位：University of Alabama System; University of Alabama Birmingham; University of Otago; Nevada System of Higher Education (NSHE); University of Nevada Reno
摘要：The Pareto distribution is a simple model for nonnegative data with a power law probability tail. In many practical applications, there is a natural upper bound that truncates the probability tail. This article derives estimators for the truncated Pareto distribution, investigates their properties, and illustrates a way to check for fit. These methods are illustrated with applications from finance, hydrology, and atmospheric science.
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作者：Bair, E; Hastie, T; Paul, D; Tibshirani, R
作者单位：University of California System; University of California San Francisco; Stanford University; Stanford University
摘要：In regression problems where the number of predictors greatly exceeds the number of observations, conventional regression techniques may produce unsatisfactory results. We describe a technique called supervised principal components that call be applied to this type of problem. Supervised principal components is similar to conventional principal components analysis except that it uses a subset of the predictors selected based on their association with the outcome. Supervised principal component...
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作者：Chen, JH; Huo, XM
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We consider the length of the longest significance run in a (two-dimensional) Bernoulli net and derive its asymptotic limit distribution. Our theoretical results: (1) reliabilityresults can be considered as generalizations of known theorems in significance runs. We give three types of t style lower and upper bounds, (2) Erdos-Renyi law, and (3) the asymptotic limit distribution. To understand the rate of convergence to the asymptotic distributions, we carry out numerical simulations. The conve...
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作者：Tzeng, JY; Roeder, K
作者单位：North Carolina State University; Carnegie Mellon University
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作者：Li, HZ
作者单位：University of Pennsylvania
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作者：Teh, Yee Whye; Jordan, Michael I.; Beal, Matthew J.; Blei, David M.
作者单位：University of California System; University of California Berkeley; State University of New York (SUNY) System; University at Buffalo, SUNY; Princeton University
摘要：We consider problems involving groups of data where each observation within a group is a draw from a mixture model and where it is desirable to share mixture components between groups. We assume that the number of mixture components is unknown a priori and is to be inferred from the data. In this setting it is natural to consider sets of Dirichlet processes, one for each group, where the well-known clustering property of the Dirichlet process provides a nonparametric prior for the number of mi...
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作者：Zeng, Donglin; Yin, Guosheng; Ibrahim, Joseph G.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Texas System; UTMD Anderson Cancer Center
摘要：We propose a class of transformation models for survival data with a cure fraction. The class of transformation models is motivated by biological considerations and includes both the proportional hazards and the proportional odds cure models as two special cases. An efficient recursive algorithm is proposed to calculate the maximum likelihood estimators (MLEs). Furthermore, the MLEs for the regression coefficients are shown to be consistent and asymptotically normal, and their asymptotic varia...
