-
作者:Xia, Zhiming; Qiu, Peihua
作者单位:Northwest University Xi'an; State University System of Florida; University of Florida
摘要:Nonparametric regression analysis when the regression function is discontinuous has many applications. Existing methods for estimating a discontinuous regression curve usually assume that the number of jumps in the regression curve is known beforehand, which is unrealistic in some situations. Although there has been research on estimation of a discontinuous regression curve when the number of jumps is unknown, the problem remains mostly open because such research often requires assumptions on ...
-
作者:Ma, Ling; Hu, Tao; Sun, Jianguo
作者单位:University of Missouri System; University of Missouri Columbia; Capital Normal University
摘要:Current status data occur in contexts including demographic studies and tumorigenicity experiments. In such cases, each subject is observed only once and the failure time of interest is either left- or right-censored (Kalbfleisch & Prentice, 2002). Many methods have been developed for the analysis of such data (Huang, 1996; Sun, 2006), most of which assume that the failure time and the observation time are independent completely or given covariates. In this paper, we present a sieve maximum li...
-
作者:Waite, T. W.; Woods, D. C.
作者单位:University of Manchester; University of Southampton
摘要:The selection of optimal designs for generalized linear mixed models is complicated by the fact that the Fisher information matrix, on which most optimality criteria depend, is computationally expensive to evaluate. We provide two novel approximations that reduce the computational cost of evaluating the information matrix by complete enumeration of response outcomes, or Monte Carlo approximations thereof: an asymptotic approximation that is accurate when there is strong dependence between obse...
-
作者:Kato, Shogo; Pewsey, Arthur
作者单位:Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; Universidad de Extremadura
摘要:We propose a five-parameter bivariate wrapped Cauchy distribution as a unimodal model for toroidal data. It is highly tractable, displays numerous desirable properties, including marginal and conditional distributions that are all wrapped Cauchy, and arises as an appealing submodel of a six-parameter distribution obtained by applying Mobius transformation to a pre-existing bivariate circular model. Method of moments and maximum likelihood estimation of its parameters are fast, and tests for in...
-
作者:Chang, Jinyuan; Hall, Peter
作者单位:Southwestern University of Finance & Economics - China; University of Melbourne
摘要:We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or di...
-
作者:Crane, Harry
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:We propose a Bayesian method for clustering from discrete data structures that commonly arise in genetics and other applications. This method is equivariant with respect to relabelling units; unsampled units do not interfere with sampled data; and missing data do not hinder inference. Cluster inference using the posterior mode performs well on simulated and real datasets, and the posterior predictive distribution enables supervised learning based on a partial clustering of the sample.
-
作者:Lock, Eric F.; Dunson, David B.
作者单位:University of Minnesota System; University of Minnesota Twin Cities; Duke University
摘要:This article concerns testing for equality of distribution between groups. We focus on screening variables with shared distributional features such as common support, modes and patterns of skewness. We propose a Bayesian testing method using kernel mixtures, which improves performance by borrowing information across the different variables and groups through shared kernels and a common probability of group differences. The inclusion of shared kernels in a finite mixture, with Dirichlet priors ...
-
作者:Laber, E. B.; Zhao, Y. Q.
作者单位:North Carolina State University; University of Wisconsin System; University of Wisconsin Madison
摘要:Individualized treatment rules recommend treatments on the basis of individual patient characteristics. A high-quality treatment rule can produce better patient outcomes, lower costs and less treatment burden. If a treatment rule learned from data is to be used to inform clinical practice or provide scientific insight, it is crucial that it be interpretable; clinicians may be unwilling to implement models they do not understand, and black-box models may not be useful for guiding future researc...
-
作者:Belloni, A.; Chernozhukov, V.; Kato, K.
作者单位:Duke University; Massachusetts Institute of Technology (MIT); University of Tokyo
摘要:We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model with homoscedastic errors. Our methods are based on a moment equation that is immunized against nonregular estimation of the nuisance part of the median regression function by using Neyman's orthogonalization. We establish that the resulting instrumental median regression estimator of a target regression coefficient is asymptotically normally distributed uniformly with...
-
作者:Dobriban, Edgar; Fortney, Kristen; Kim, Stuart K.; Owen, Art B.
作者单位:Stanford University; Stanford University
摘要:We develop a new method for large-scale frequentist multiple testing with Bayesian prior information. We find optimal p-value weights that maximize the average power of the weighted Bonferroni method. Due to the nonconvexity of the optimization problem, previous methods that account for uncertain prior information are suitable for only a small number of tests. For a Gaussian prior on the effect sizes, we give an efficient algorithm that is guaranteed to find the optimal weights nearly exactly....