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作者：Banerjee, Sudipto; Gelfand, Alan E.
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Duke University
摘要：Large-scale inference for random spatial surfaces over a region using spatial process models has been well studied. Under such models, local analysis of the surface (e.g., gradients at given points) has received recent attention. A more ambitious objective is to move from points to curves, to attempt to assign a meaningful gradient to a curve. For a point, if the gradient in a particular direction is large (positive or negative), then the surface is rapidly increasing or decreasing in that dir...
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作者：Zou, Hui
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：The lasso is a popular technique for simultaneous estimation and variable selection. Lasso variable selection has been shown to be consistent under certain conditions. In this work we derive a necessary condition for the lasso variable selection to be consistent. Consequently, there exist certain scenarios where the lasso is inconsistent for variable selection. We then propose a new version of the lasso, called the adaptive lasso, where adaptive weights are used for penalizing different coeffi...
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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：Wang, Xinlei; Stokes, Lynne; Lim, Johan; Chen, Min
作者单位：Southern Methodist University; Yonsei University; University of Texas System; University of Texas Austin
摘要：We generalize the definition of a concomitant of an order statistic in the multivariate case, develop general expressions for its density, and establish related properties. We study the concomitant of a normal random vector in detail and discuss methods for calculating its moments. Furthermore, we apply the theory to develop new estimators of the mean from a judgment poststratified sample, where poststrata are formed by rank classes of auxiliary variables. Our estimators are shown to be more e...
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作者：Jones, Galin L.; Haran, Murali; Caffo, Brian S.; Neath, Ronald
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Johns Hopkins University
摘要：Markov chain Monte Carlo is a method of producing a correlated sample to estimate features of a target distribution through ergodic averages. A fundamental question is when sampling should stop; that is, at what point the ergodic averages are good estimates of the desired quantities. We consider a method that stops the simulation when the width of a confidence interval based on an ergodic average is less than a user-specified value. Hence calculating a Monte Carlo standard error is a critical ...
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作者：Nettleton, Dan
作者单位：Iowa State University
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作者：Hanson, Timothy E.
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：Mixtures of Polya tree models provide a flexible alternative when a parametric model may only hold approximately. I provide computational strategies for obtaining full serniparametric inference for mixtures of finite Polya tree models given a standard parameterization, including models that would be troublesome to fit using Dirichlet process mixtures. Recommendations are put forth on choosing the level of a finite Polya tree, and model comparison is discussed. Several examples demonstrate the ...
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作者：Xi, Bowei; Michailidis, George; Nair, Vijayan N.
作者单位：Purdue University System; Purdue University; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Active network tomography refers to an interesting class of large-scale inverse problems that arise in estimating the quality of service parameters of computer and communications networks. This article focuses on estimation of loss rates of the internal links of a network using end-to-end measurements of nodes located on the periphery. A class of flexible experiments for actively probing the network is introduced, and conditions under which all of the link-level information is estimable are ob...
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作者：Yuan, Ming; Kendziorski, Christina
作者单位：University System of Georgia; Georgia Institute of Technology; University of Wisconsin System; University of Wisconsin Madison
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作者：Sobel, Michael E.
作者单位：Columbia University
摘要：During the past 20 years, social scientists using observational studies have generated a large and inconclusive literature on neighborhood effects. Recent workers have argued that estimates of neighborhood effects based on randomized studies of housing mobility, such as the Moving to Opportunity (MTO) demonstration, are more credible. These estimates are based on the implicit assumption of no interference between units; that is, a subject's value on the response depends only on the treatment t...
