475期

最新文章

• Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation AI翻译
  作者：Guha, Subharup; MacEachern, Steven N.
  作者单位：University System of Ohio; Ohio State University
  摘要：Benchmark estimation is motivated by the goal of producing an approximation to a posterior distribution that is better than the empirical distribution function. This is accomplished by incorporating additional information into the construction of the approximation. We focus here on generalized poststratification, the most successful implementation of benchmark estimation in our experience. We develop generalized poststratification for settings where the source of the simulation differs from th...
• Likelihood subgradient densities AI翻译
  作者：Nygren, Kjell; Nygren, Lan Ma
  作者单位：Rider University
  摘要：We introduce likelihood subgradient densities and explore their basic properties. Using mixtures of likelihood subgradient densities, we propose an approach for constructing tight enveloping functions in the Bayesian context. In the case of normal priors with normal data, the area underneath the resulting enveloping function is bounded above by 2/root pi approximate to 1.128. The approach is extended to k-dimensional models where the corresponding bound is (2/root pi)(k). More generally, our a...
• Bayes linear calibrated prediction for complex systems AI翻译
  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...
• Tests of spatial randomness adjusted for an inhomogeneity: A general framework AI翻译
  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 ...
• Estimation in linear models based on observations with unknown and possibly unequal scaling AI翻译
  作者：Jensen, Soren Tolver; Madsen, Jesper
  作者单位：University of Copenhagen; Novo Nordisk
  摘要：We consider k groups of observations X-11...,X(1n)1..,X-kl...,X-knk and unknown scalars lambda l,...,lambda k, and we assume that the distribution of the scaled observations X-11/ lambda(1),...,X-ln1/lambda(1),...,X-k1/lambda X-k,...,(knk)/lambda(k) follows a normal linear model on Rnl+...+nk. This general setup includes several interesting models that have appeared in the literature in different contexts and fields of application. The simplest example is the model of equal coefficients of var...
• Functional variance processes AI翻译
  作者：Mueller, Hans-Georg; Stadtmueller, Ulrich; Yao, Fang
  作者单位：University of California System; University of California Davis; Ulm University; Colorado State University System; Colorado State University Fort Collins
  摘要：We introduce the notion of a functional variance process to quantify variation in functional data. The functional data are modeled as samples of smooth random trajectories observed under additive noise. The noise is assumed to be composed of white noise and a smooth random process-the functional variance process-which gives rise to smooth random trajectories of variance. The functional variance process is a tool for analyzing stochastic time trends in noise variance. As a smooth random process...
• Trees for correlated survival data by goodness of split, with applications to tooth prognosis AI翻译
  作者：Fan, Juanjuan; Su, Xiao-Gang; Levine, Richard A.; Nunn, Martha E.; LeBlanc, Michael
  作者单位：California State University System; San Diego State University; State University System of Florida; University of Central Florida; Boston University; Boston University; Fred Hutchinson Cancer Center
  摘要：In this article the regression tree method is extended to correlated survival data and applied to the problem of developing objective prognostic classification rules in periodontal research. The robust logrank statistic is used as the splitting statistic to measure the between-node difference in survival, while adjusting for correlation among failure times from the same patient. The partition-based survival function estimator is shown to converge to the true conditional survival function. Toot...
• Locally efficient estimation with bivariate right-censored data AI翻译
  作者：Quale, Christopher M.; Van der Laan, Mark J.; Robins, James R.
  作者单位：Novo Nordisk; University of California System; University of California Berkeley; Harvard University; Harvard T.H. Chan School of Public Health
  摘要：Estimation of the survival curve for independently right-censored bivariate failure time data is a problem that has been studied extensively over the past 20 years. In this article we propose a new class of estimators for the bivariate survivor function based on locally efficient (LE) estimation. The LE estimator takes bivariate estimators F, and G,, of the distributions of the time variables (T-1, T-2) and the censoring variables (C-1, C-2), and maps them to the resulting estimator LE. If F, ...
• Distribution of runs and longest runs: A new generating function approach AI翻译
  作者：Kong, Yong
  作者单位：National University of Singapore; National University of Singapore
  摘要：Exact distributions of run statistics are traditionally obtained using combinatorial methods, which, under certain situations, become very tedious. Run distributions of multiple object systems, although appearing frequently in applications from various fields, such as computational biology, are not commonly used, due in part to the lack of easy-to-use formulas. In this article, a method for evaluating partition functions of lattice models in the field of statistical mechanics is used to develo...
• Calibrated probabilistic forecasting at the stateline wind energy center: The regime-switching space-time method AI翻译
  作者：Gneiting, Tilmann; Larson, Kristin; Westrick, Kenneth; Genton, Marc G.; Aldrich, Eric
  作者单位：University of Washington; University of Washington Seattle; Texas A&M University System; Texas A&M University College Station; Duke University; University of Bayreuth
  摘要：With the global proliferation of wind power, the need for accurate short-term forecasts of wind resources at wind energy sites is becoming paramount. Regime-switching space-time (RST) models merge meteorological and statistical expertise to obtain accurate and calibrated, fully probabilistic forecasts of wind speed and wind power. The model formulation is parsimonious, yet takes into account all of the salient features of wind speed: alternating atmospheric regimes, temporal and spatial correl...