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作者：Buehlmann, P.; Kalisch, M.; Maathuis, M. H.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulness and use it to infer associations between the covariates and the response. Under partial faithfulness, we develop a simplified version of the PC algorithm (Spirtes et al., 2000), which is computationally feasible even with thousands of covariates and provides consistent variable selection under conditions on the ran...
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作者：Zheng, Yanbing; Zhu, Jun; Roy, Anindya
作者单位：University of Kentucky; University of Wisconsin System; University of Wisconsin Madison; University System of Maryland; University of Maryland Baltimore County
摘要：A powerful technique for inference concerning spatial dependence in a random field is to use spectral methods based on frequency domain analysis. Here we develop a nonparametric Bayesian approach to statistical inference for the spectral density of a random field. We construct a multi-dimensional Bernstein polynomial prior for the spectral density and devise a Markov chain Monte Carlo algorithm to simulate from the posterior of the spectral density. The posterior sampling enables us to obtain ...
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作者：Gandy, A.; Kvaloy, J. T.; Bottle, A.; Zhou, F.
作者单位：Imperial College London; Universitetet i Stavanger; Imperial College London; Imperial College London
摘要：Recently there has been interest in risk-adjusted cumulative sum charts, CUSUMs, to monitor the performance of e. g. hospitals, taking into account the heterogeneity of patients. Even though many outcomes involve time, only conventional regression models are commonly used. In this article we investigate how time to event models may be used for monitoring purposes. We consider monitoring using CUSUMs based on the partial likelihood ratio between an out-of-control state and an in-control state. ...
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作者：Apanasovich, Tatiyana V.; Genton, Marc G.
作者单位：Thomas Jefferson University; Texas A&M University System; Texas A&M University College Station
摘要：The problem of constructing valid parametric cross-covariance functions is challenging. We propose a simple methodology, based on latent dimensions and existing covariance models for univariate random fields, to develop flexible, interpretable and computationally feasible classes of cross-covariance functions in closed form. We focus on spatio-temporal cross-covariance functions that can be nonseparable, asymmetric and can have different covariance structures, for instance different smoothness...
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作者：Bondell, Howard D.; Reich, Brian J.; Wang, Huixia
作者单位：North Carolina State University
摘要：Since quantile regression curves are estimated individually, the quantile curves can cross, leading to an invalid distribution for the response. A simple constrained version of quantile regression is proposed to avoid the crossing problem for both linear and nonparametric quantile curves. A simulation study and a reanalysis of tropical cyclone intensity data shows the usefulness of the procedure. Asymptotic properties of the estimator are equivalent to the typical approach under standard condi...
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作者：Zeng, Donglin; Cai, Jianwen
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：We propose a semiparametric additive rate model for modelling recurrent events in the presence of a terminal event. The dependence between recurrent events and terminal event is nonparametric. A general transformation model is used to model the terminal event. We construct an estimating equation for parameter estimation and derive the asymptotic distributions of the proposed estimators. Simulation studies demonstrate that the proposed inference procedure performs well in realistic settings. Ap...
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作者：Rotnitzky, Andrea; Li, Lingling; Li, Xiaochun
作者单位：Universidad Torcuato Di Tella; Harvard University; Harvard Medical School; Harvard Pilgrim Health Care; Indiana University System; Indiana University Bloomington; Regenstrief Institute Inc
摘要：Standardized means, commonly used in observational studies in epidemiology to adjust for potential confounders, are equal to inverse probability weighted means with inverse weights equal to the empirical propensity scores. More refined standardization corresponds with empirical propensity scores computed under more flexible models. Unnecessary standardization induces efficiency loss. However, according to the theory of inverse probability weighted estimation, propensity scores estimated under ...
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作者：Lakhal-Chaieb, M. L.
作者单位：Laval University
摘要：This paper discusses copula model selection procedures and goodness-of-fit tests under censoring. The proposed methodology is based on a comparison of nonparametric and model-based estimators of the probability integral transformation, K. New weighted estimators for K are introduced. The resulting tests are compared to an existing approach by simulation and illustrated with an example involving bleeding changes in a woman's reproductive history.
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作者：Szabo, Aniko; George, E. Olusegun
作者单位：Medical College of Wisconsin; University of Memphis
摘要：We introduce the use of stochastic ordering for defining treatment-related trend in clustered exchangeable binary data for both when cluster sizes are fixed and when they vary randomly. In the latter case, there is a well-documented tendency for such data to be sparse, a problem we address by making an assumption of interpretability or, equivalently, marginal compatibility. Our procedures are based on a representation of the joint distribution of binary exchangeable random variables by a satur...
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作者：Tang, Qi; Qian, Peter Z. G.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Many computational problems in statistics can be cast as stochastic programs that are optimization problems whose objective functions are multi-dimensional integrals. The sample average approximation method is widely used for solving such a problem, which first constructs a sampling-based approximation to the objective function and then finds the solution to the approximated problem. Independent and identically distributed sampling is a prevailing choice for constructing such approximations. R...
