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作者:He, Xu
作者单位:Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要:Experimental designs that spread points apart from each other on projections are important for computer experiments, when not necessarily all factors have a substantial influence on the response. We provide a theoretical framework for generating designs that have quasi-optimal separation distance on all the projections and quasi-optimal fill distance on univariate margins. The key is to use special techniques to rotate certain lattices. One such type of design is the class of densest packing-b...
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作者:Sit, T.; Ying, Z.; Yu, Y.
作者单位:Chinese University of Hong Kong; Columbia University; University of Warwick
摘要:Statistical analysis on networks has received growing attention due to demand from various emerging applications. In dynamic networks, one of the key interests is to model the event history of time-stamped interactions among nodes. We model dynamic directed networks via multivariate counting processes. A pseudo partial likelihood approach is exploited to capture the network dependence structure. Asymptotic results are established. Numerical experiments are performed to demonstrate the effectiv...
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作者:Wang, Haiying; Ma, Yanyuan
作者单位:University of Connecticut; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the asymptotic variance-covariance matrix for a linearly transformed parameter estimator and the other minimizes that of the original parameter estimator. The former does not depend on the densities of the responses given covariates and is easy to implement. Algo...
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作者:Maruyama, Y.; Strawderman, W. E.
作者单位:Kobe University; Rutgers University System; Rutgers University New Brunswick
摘要:We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators.
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作者:Chen, Yining
作者单位:University of London; London School Economics & Political Science
摘要:We consider the problem of segmented linear regression with a single breakpoint, with the focus on estimating the location of the breakpoint. If n is the sample size, we show that the global minimax convergence rate for this problem in terms of the mean absolute error is O(n(-1/3)). On the other hand, we demonstrate the construction of a super-efficient estimator that achieves the pointwise convergence rate of either O(n(-1)) or O(n(-1/2)) for every fixed parameter value, depending on whether ...
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作者:Dette, Holger; Kokot, Kevin
作者单位:Ruhr University Bochum
摘要:We study the problem of testing equivalence of functional parameters, such as the mean or the variance function, in the two-sample functional data setting. In contrast to previous work where the functional problem is reduced to a multiple testing problem for the equivalence of scalar data by comparing the functions at each point, our approach is based on an estimate of a distance measuring the maximum deviation between the two functional parameters. Equivalence is claimed if the estimate for t...
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作者:Clarte, Gregoire; Robert, Christian P.; Ryder, Robin J.; Stoehr, Julien
作者单位:Universite PSL; Universite Paris-Dauphine
摘要:Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are, however, sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this dimension grows. To tackle this difficulty we explore a Gibbs version of the approximate Bayesian computation approach that runs component-wise approximate Bayesian computation steps aimed at the corresponding conditional posterior distributions, and based on su...
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作者:Qian, Tianchen; Yoo, Hyesun; Klasnja, Predrag; Almirall, Daniel; Murphy, Susan A.
作者单位:University of California System; University of California Irvine; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; Harvard University
摘要:Advances in digital technology and wearables have made it possible to deliver behavioural mobile health interventions to individuals in their everyday lives. Micro-randomized trials are increasingly used to provide data to inform the construction of these interventions. In a micro-randomized trial, each individual is repeatedly randomized among multiple intervention options, often hundreds or even thousands of times over the course of the trial. The work reported in this article is motivated b...
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作者:Garside, K.; Gjoka, A.; Henderson, R.; Johnson, H.; Makarenko, I
作者单位:Newcastle University - UK
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作者:Zhang, Y.; Laber, E. B.
作者单位:University of Rhode Island; Duke University