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作者:Chen, Dachuan; Mykland, Per A.; Zhang, Lan
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Chicago; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要:We develop a principal component analysis (PCA) for high frequency data. As in Northern fairy tales, there are trolls waiting for the explorer. The first three trolls are market microstructure noise, asynchronous sampling times, and edge effects in estimators. To get around these, a robust estimator of the spot covariance matrix is developed based on the smoothed two-scale realized variance (S-TSRV). The fourth troll is how to pass from estimated time-varying covariance matrix to PCA. Under fi...
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作者:Chen, Yen-Chi
作者单位:University of Washington; University of Washington Seattle
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作者:Wang, Lan; Peng, Bo; Bradic, Jelena; Li, Runze; Wu, Yunan
作者单位:University of Miami; Adobe Systems Inc.; University of California System; University of California San Diego; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Minnesota System; University of Minnesota Twin Cities
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作者:Cressie, Noel
作者单位:University of Wollongong
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作者:Tao, Ran; Zeng, Donglin; Lin, Dan-Yu
作者单位:Vanderbilt University; Vanderbilt University; University of North Carolina; University of North Carolina Chapel Hill
摘要:The two-phase design is a cost-effective sampling strategy to evaluate the effects of covariates on an outcome when certain covariates are too expensive to be measured on all study subjects. Under such a design, the outcome and inexpensive covariates are measured on all subjects in the first phase and the first-phase information is used to select subjects for measurements of expensive covariates in the second phase. Previous research on two-phase studies has focused largely on the inference pr...
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作者:Bruce, Scott A.; Tang, Cheng Yong; Hall, Martica H.; Krafty, Robert T.
作者单位:George Mason University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:The time-varying power spectrum of a time series process is a bivariate function that quantifies the magnitude of oscillations at different frequencies and times. To obtain low-dimensional, parsimonious measures from this functional parameter, applied researchers consider collapsed measures of power within local bands that partition the frequency space. Frequency bands commonly used in the scientific literature were historically derived, but they are not guaranteed to be optimal or justified f...
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作者:Sung, Chih-Li; Wang, Wenjia; Plumlee, Matthew; Haaland, Benjamin
作者单位:Michigan State University; Northwestern University; Utah System of Higher Education; University of Utah; University System of Georgia; Georgia Institute of Technology
摘要:The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and many-input computer experiments that have become typical. We propose a multiresolution functional ANOVA (MRFA) model as a computationally feasible emulation alternative. More generally, this model can be used for large-scale and many-input nonlinear regression p...
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作者:Chang, Changgee; Jang, Jeong Hoon; Manatunga, Amita; Taylor, Andrew T.; Long, Qi
作者单位:University of Pennsylvania; Emory University; Emory University
摘要:Kidney obstruction, if untreated in a timely manner, can lead to irreversible loss of renal function. A widely used technology for evaluations of kidneys with suspected obstruction is diuresis renography. However, it is generally very challenging for radiologists who typically interpret renography data in practice to build high level of competency due to the low volume of renography studies and insufficient training. Another challenge is that there is currently no gold standard for detection o...
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作者:Wilson, Douglas R.; Ibrahim, Joseph G.; Sun, Wei
作者单位:University of North Carolina; University of North Carolina Chapel Hill; Fred Hutchinson Cancer Center
摘要:The study of gene expression quantitative trait loci (eQTL) is an effective approach to illuminate the functional roles of genetic variants. Computational methods have been developed for eQTL mapping using gene expression data from microarray or RNA-seq technology. Application of these methods for eQTL mapping in tumor tissues is problematic because tumor tissues are composed of both tumor and infiltrating normal cells (e.g., immune cells) and eQTL effects may vary between tumor and infiltrati...
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作者:Guan, Qian; Reich, Brian J.; Laber, Eric B.; Bandyopadhyay, Dipankar
作者单位:North Carolina State University; Virginia Commonwealth University
摘要:Tooth loss from periodontal disease is a major public health burden in the United States. Standard clinical practice is to recommend a dental visit every six months; however, this practice is not evidence-based, and poor dental outcomes and increasing dental insurance premiums indicate room for improvement. We consider a tailored approach that recommends recall time based on patient characteristics and medical history to minimize disease progression without increasing resource expenditures. We...