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作者：Han, Fang; Chen, Shizhe; Liu, Han
作者单位：University of Washington; University of Washington Seattle; Columbia University; Princeton University
摘要：We consider the testing of mutual independence among all entries in a d-dimensional random vector based on n independent observations. We study two families of distribution-free test statistics, which include Kendall's tau and Spearman's rho as important examples. We show that under the null hypothesis the test statistics of these two families converge weakly to Gumbel distributions, and we propose tests that control the Type I error in the high-dimensional setting where d > n. We further show...
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作者：Singh, S. S.; Lindsten, F.; Moulines, E.
作者单位：University of Cambridge; Uppsala University; Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris
摘要：Sampling from the posterior probability distribution of the latent states of a hidden Markov model is nontrivial even in the context of Markov chain Monte Carlo. To address this, Andrieu et al. (2010) proposed a way of using a particle filter to construct a Markov kernel that leaves the posterior distribution invariant. Recent theoretical results have established the uniform ergodicity of this Markov kernel and shown that the mixing rate does not deteriorate provided the number of particles gr...
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作者：Pagui, E. C. Kenne; Salvan, A.; Sartori, N.
作者单位：University of Padua
摘要：For regular parametric problems, we show how median centring of the maximum likelihood estimate can be achieved by a simple modification of the score equation. For a scalar parameter of interest, the estimator is equivariant under interest-respecting reparameterizations and is third-order median unbiased. With a vector parameter of interest, componentwise equivariance and third-order median centring are obtained. Like the implicit method of Firth (1993) for bias reduction, the new method does ...
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作者：Stalder, Odile; Asher, Alex; Liang, Liang; Carroll, Raymond J.; Ma, Yanyuan; Chatterjee, Nilanjan
作者单位：University of Bern; Texas A&M University System; Texas A&M University College Station; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Johns Hopkins University
摘要：Many methods have recently been proposed for efficient analysis of case-control studies of gene-environment interactions using a retrospective likelihood framework that exploits the natural assumption of gene-environment independence in the underlying population. However, for polygenic modelling of gene-environment interactions, which is a topic of increasing scientific interest, applications of retrospective methods have been limited due to a requirement in the literature for parametric model...
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作者：Zhang, Yuan; Levina, Elizaveta; Zhu, Ji
作者单位：University System of Ohio; Ohio State University; University of Michigan System; University of Michigan
摘要：The estimation of probabilities of network edges from the observed adjacency matrix has important applications to the prediction of missing links and to network denoising. It is usually addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong assumptions on the network structure. Here we propose a novel computationally efficient method, based on neighbourhood smoothing, to estimate the expectation of the adjacency ...
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作者：Zhu, Liping; Xu, Kai; Li, Runze; Zhong, Wei
作者单位：Renmin University of China; Shanghai University of Finance & Economics; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Xiamen University
摘要：We propose the use of projection correlation to characterize dependence between two random vectors. Projection correlation has several appealing properties. It equals zero if and only if the two random vectors are independent, it is not sensitive to the dimensions of the two random vectors, it is invariant with respect to the group of orthogonal transformations, and its estimation is free of tuning parameters and does not require moment conditions on the random vectors. We show that the sample...
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作者：Schorning, K.; Dette, H.; Kettelhake, K.; Wong, W. K.; Bretz, F.
作者单位：Ruhr University Bochum; University of California System; University of California Los Angeles; Novartis
摘要：We derive optimal designs to estimate efficacy and toxicity in active controlled dose-finding trials when the bivariate continuous outcomes are described using nonlinear regression models. We determine upper bounds on the required number of different doses and provide conditions under which the boundary points of the design space are included in the optimal design. We provide an analytical description of minimally supported optimal designs and show that they do not depend on the correlation be...
