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作者：Jiang, Jiancheng
作者单位：University of North Carolina; University of North Carolina Charlotte
摘要：Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear smoother is employed to estimate the unknown coefficient matrices. Asymptotic normality of the proposed estimators is established, and bandwidth selection is considered. To deal with the co-integration commonly observed in financial markets, we propose an error-corrected multivariate functional-coeffi...
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作者：Zhang, Chong; Liu, Yufeng
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Large-margin classifiers are popular methods for classification. Among existing simultaneous multicategory large-margin classifiers, a common approach is to learn k different functions for a k-class problem with a sum-to-zero constraint. Such a formulation can be inefficient. We propose a new multicategory angle-based large-margin classification framework. The proposed angle-based classifiers consider a simplex-based prediction rule without the sum-to-zero constraint, and enjoy more efficient ...
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作者：Liu, Jingchen; Gelman, Andrew; Hill, Jennifer; Su, Yu-Sung; Kropko, Jonathan
作者单位：Columbia University; New York University; Tsinghua University
摘要：Iterative imputation, in which variables are imputed one at a time conditional on all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modelling problem with relatively simple univariate regressions. In this paper, we begin to characterize the stationary distributions of iterative imputations and their statistical properties, accounting for the conditional models being iteratively estimated from data rather than being p...
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作者：Kraus, Andrea; Panaretos, Victor M.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：We consider the problem of inferring the potential of an epidemic for escalating into a pandemic on the basis of limited observations in its initial stages. Classical results of Becker & Hasofer (J. R. Statist. Soc. B, 59, 415-29) illustrate that frequentist estimation of the complete set of parameters of an epidemic modelled as a birth and death process remains feasible even when one is able to observe only the deaths and the total number of births. These assumptions on the observation mechan...
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作者：Peters, J.; Buehlmann, P.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We consider structural equation models in which variables can be written as a function of their parents and noise terms, which are assumed to be jointly independent. Corresponding to each structural equation model is a directed acyclic graph describing the relationships between the variables. In Gaussian structural equation models with linear functions, the graph can be identified from the joint distribution only up to Markov equivalence classes, assuming faithfulness. In this work, we prove f...
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作者：Gou, Jiangtao; Tamhane, Ajit C.; Xi, Dong; Rom, Dror
作者单位：Northwestern University; Northwestern University; Novartis; Novartis USA
摘要：In this paper we derive a new p-value based multiple testing procedure that improves upon the Hommel procedure by gaining power as well as having a simpler step-up structure similar to the Hochberg procedure. The key to this improvement is that the Hommel procedure can be improved by a consonant procedure. Exact critical constants of this new procedure can be numerically determined. The zeroth-order approximations to the exact critical constants, albeit slightly conservative, are simple to use...
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作者：Hidaka, S.
作者单位：Japan Advanced Institute of Science & Technology (JAIST)
摘要：We consider the problem of estimating the number of types in a corpus using the number of types observed in a sample of tokens from that corpus. We derive exact and asymptotic distributions for the number of observed types, conditioned on the number of tokens and the latent type distribution. We use the asymptotic distributions to derive an estimator of the latent number of types and validate this estimator numerically.
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作者：Jia, Xiaoyu; Lee, Shing M.; Cheung, Ying Kuen
作者单位：Boehringer Ingelheim; Columbia University
摘要：This paper deals with the design of the likelihood continual reassessment method, which is an increasingly widely used model-based method for dose-finding studies. It is common to implement the method in a two-stage approach, whereby the model-based stage is activated after an initial sequence of patients has been treated. While this two-stage approach is practically appealing, it lacks a theoretical framework, and it is often unclear how the design components should be specified. This paper d...
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作者：An, Baiguo; Guo, Jianhua; Liu, Yufeng
作者单位：Capital University of Economics & Business; Northeast Normal University - China; University of North Carolina; University of North Carolina Chapel Hill
摘要：Many statistical analysis procedures require a good estimator for a high-dimensional covariance matrix or its inverse, the precision matrix. When the precision matrix is banded, the Cholesky-based method often yields a good estimator of the precision matrix. One important aspect of this method is determination of the band size of the precision matrix. In practice, crossvalidation is commonly used; however, we show that crossvalidation not only is computationally intensive but can be very unsta...
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作者：Fonseca, T. C. O.; Ferreira, M. A. R.; Migon, H. S.
