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作者：Diciccio, Thomas J.; Young, G. Alastair
作者单位：Cornell University; Imperial College London
摘要：Objective Bayes methodology is considered for conditional frequentist inference about a canonical parameter in a multi-parameter exponential family. A condition is derived under which posterior Bayes quantiles match the conditional frequentist coverage to a higher-order approximation in terms of the sample size. This condition is on the model, not on the prior, and it ensures that any first-order probability matching prior in the unconditional sense automatically yields higher-order conditiona...
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作者：Severini, T. A.
作者单位：Northwestern University
摘要：An integrated likelihood depends only on the parameter of interest and the data, so it can be used as a standard likelihood function for likelihood-based inference. In this paper, the higher-order asymptotic properties of the signed integrated likelihood ratio statistic for a scalar parameter of interest are considered. These results are used to construct a modified integrated likelihood ratio statistic and to suggest a class of prior densities to use in forming the integrated likelihood. The ...
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作者：Mei, Y.
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：The sequential changepoint detection problem is studied in the context of global online monitoring of a large number of independent data streams. We are interested in detecting an occurring event as soon as possible, but we do not know when the event will occur, nor do we know which subset of data streams will be affected by the event. A family of scalable schemes is proposed based on the sum of the local cumulative sum, CUSUM, statistics from each individual data stream, and is shown to asymp...
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作者：Sanderson, J.; Fryzlewicz, P.; Jones, M. W.
作者单位：University of Bristol; University of London; London School Economics & Political Science; University of Bristol
摘要：Large volumes of neuroscience data comprise multiple, nonstationary electrophysiological or neuroimaging time series recorded from different brain regions. Accurately estimating the dependence between such neural time series is critical, since changes in the dependence structure are presumed to reflect functional interactions between neuronal populations. We propose a new dependence measure, derived from a bivariate locally stationary wavelet time series model. Since wavelets are localized in ...
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作者：Fearnhead, Paul; Wyncoll, David; Tawn, Jonathan
作者单位：Lancaster University
摘要：In this paper we propose a new particle smoother that has a computational complexity of O(N), where N is the number of particles. This compares favourably with the O(N-2) computational cost of most smoothers. The new method also overcomes some degeneracy problems in existing algorithms. Through simulation studies we show that substantial gains in efficiency are obtained for practical amounts of computational cost. It is shown both through these simulation studies, and by the analysis of an ath...
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作者：Lee, A. J.; Scott, A. J.; Wild, C. J.
作者单位：University of Auckland
摘要：In this paper we discuss the analysis of multi-phase, or multi-stage, case-control studies and present an efficient semiparametric maximum-likelihood approach that unifies and extends earlier work, including the seminal case-control paper by Prentice & Pyke (1979), work by Breslow & Cain (1988), Scott & Wild (1991), Breslow & Holubkov (1997) and others. The theoretical derivations apply to arbitrary binary regression models but we present results for logistic regression and show that the appro...
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作者：Wu, Samuel S.; Wang, Weizhen; Yang, Mark C. K.
作者单位：State University System of Florida; University of Florida; University System of Ohio; Wright State University Dayton; State University System of Florida; University of Florida
摘要：In the first stage of a two-stage, drop-the-losers design, a candidate for the best treatment is selected. At the second stage, additional observations are collected to decide whether the candidate is actually better than the control. The design also allows the investigator to stop the trial for ethical reasons at the end of the first stage if there is already strong evidence of futility or superiority. Two types of tests have recently been developed, one based on the combined means and the ot...
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作者：Dette, H.; Kiss, C.; Bevanda, M.; Bretz, Frank
作者单位：Ruhr University Bochum; Novartis
摘要：We derive locally D- and EDp-optimal designs for the exponential, log-linear and three-parameter emax models. For each model the locally D- and EDp-optimal designs are supported at the same set of points, while the corresponding weights are different. This indicates that for a given model, D-optimal designs are efficient for estimating the smallest dose that achieves 100p% of the maximum effect in the observed dose range. Conversely, EDp-optimal designs also yield good D-efficiencies. We illus...
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作者：Dong, Yuexiao; Li, Bing
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Many classical dimension reduction methods, especially those based on inverse conditional moments, require the predictors to have elliptical distributions, or at least to satisfy a linearity condition. Such conditions, however, are too strong for some applications. Li and Dong (2009) introduced the notion of the central solution space and used it to modify first-order methods, such as sliced inverse regression, so that they no longer rely on these conditions. In this paper we generalize this i...
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作者：Zhu, Liping; Wang, Tao; Zhu, Lixing; Ferre, Louis
作者单位：East China Normal University; Hong Kong Baptist University; Universite Federale Toulouse Midi-Pyrenees (ComUE); Universite de Toulouse; Institut National des Sciences Appliquees de Toulouse; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Toulouse III - Paul Sabatier
摘要：In the context of sufficient dimension reduction, the goal is to parsimoniously recover the central subspace of a regression model. Many inverse regression methods use slicing estimation to recover the central subspace. The efficacy of slicing estimation depends heavily upon the number of slices. However, the selection of the number of slices is an open and long-standing problem. In this paper, we propose a discretization-expectation estimation method, which avoids selecting the number of slic...
