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作者：Nemeth, Christopher; Sherlock, Chris; Fearnhead, Paul
作者单位：Lancaster University
摘要：In this paper we propose a new sampling scheme based on Langevin dynamics that is applicable in pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate the algorithm's theoretical properties under standard asymptotics, which correspond to an increasing dimension n of the parameters. Our results show that the behaviour of the algorithm depends crucially on how accurately one can estimate the gradient of the log target density. If the error in the estimate of the gradien...
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作者：Xie, Yuying; Liu, Yufeng; Valdar, William
作者单位：Michigan State University; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill
摘要：Gaussian graphical models are widely used to represent conditional dependencies among random variables. In this paper, we propose a novel estimator for data arising from a group of Gaussian graphical models that are themselves dependent. A motivating example is that of modelling gene expression collected on multiple tissues from the same individual: here the multivariate outcome is affected by dependencies acting not only at the level of the specific tissues, but also at the level of the whole...
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作者：Fraser, D. A. S.; Reid, N.; Sartori, N.
作者单位：University of Toronto; University of Padua
摘要：We consider statistical inference for a vector-valued parameter of interest in a regular asymptotic model with a finite-dimensional nuisance parameter. We use highly accurate likelihood theory to derive a directional test, in which the p-value is obtained by one-dimensional numerical integration. This extends the results of Davison et al. (2014) for linear exponential families to nonlinear parameters of interest and to more general models. Examples and simulations provide comparisons with the ...
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作者：Molstad, Aaron J.; Rothman, Adam J.
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We propose a class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate normal distribution. This allows us to indirectly estimate the regression coefficient matrix through shrinkage estimation of the parameters of the inverse regression, or the conditional distribution of the predictors given the responses. We establish a convergence rate bound for estimators in our class and we ...
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作者：Xu, Gongjun; Lin, Lifeng; Wei, Peng; Pan, Wei
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities; University of Texas System; University of Texas Health Science Center Houston; University of Texas School Public Health; University of Minnesota System; University of Minnesota Twin Cities
摘要：Several two-sample tests for high-dimensional data have been proposed recently, but they are powerful only against certain alternative hypotheses. In practice, since the true alternative hypothesis is unknown, it is unclear how to choose a powerful test. We propose an adaptive test that maintains high power across a wide range of situations and study its asymptotic properties. Its finite-sample performance is compared with that of existing tests. We apply it and other tests to detect possible ...
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作者：Andrieu, C.
作者单位：University of Bristol
摘要：We introduce a simple time-homogeneous Markov embedding of a class of time-inhomogeneous Markov chains widely used in the context of Monte Carlo sampling algorithms, such as systematic-scan Metropolis-within-Gibbs samplers. This allows us to establish that systematic-scan samplers involving two factors are always better than their random-scan counterparts, when asymptotic variance is the criterion of interest. We also show that this embedding sheds some light on the result of Maire et al. (201...
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作者：Oakes, D.
作者单位：University of Rochester
摘要：Pocock et al. (2012), following Finkelstein & Schoenfeld (1999), has popularized the win ratio for analysis of controlled clinical trials with multiple types of outcome event. The approach uses pairwise comparisons between patients in the treatment and control groups using a primary outcome, say the time to death, with ties broken using a secondary outcome, say the time to hospitalization. In general the observed pairwise preferences and the weight they attach to the component rankings will de...
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作者：Shiers, N.; Zwiernik, P.; Aston, J. A. D.; Smith, J. Q.
作者单位：University of Warwick; Pompeu Fabra University; University of Cambridge; University of Warwick
摘要：We provide a complete description of possible distributions consistent with any Gaussian latent tree model. This description consists of polynomial equations and inequalities involving covariances between the observed variables. Testing inequality constraints can be done using the inverse Wishart distribution and this leads to simple preliminary assessment of tree-compatibility. To test equality constraints we employ general techniques of tetrad analyses. This approach is effective even for sm...
