-
作者：Zhou, Mingyuan; Favaro, Stefano; Walker, Stephen G.
作者单位：University of Texas System; University of Texas Austin; University of Turin; Collegio Carlo Alberto; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
摘要：Motivated by the fundamental problem of modeling the frequency of frequencies (FoF) distribution, this article introduces the concept of a cluster structure to define a probability function that governs the joint distribution of a random count and its exchangeable random partitions. A cluster structure, naturally arising from a completely random measure mixed Poisson process, allows the probability distribution of the random partitions of a subset of a population to be dependent on the populat...
-
作者：Sadinle, Mauricio
作者单位：Duke University
摘要：The bipartite record linkage task consists of merging two disparate datafiles containing information on two overlapping sets of entities. This is nontrivial in the absence of unique identifiers and it is important for a wide variety of applications given that it needs to be solved-whenever we have to combine information from different sources. Most statistical techniques currently used for record linkage are derived from a seminal article by Fellegi and Sunter in 1969. These techniques usually...
-
作者：Schnurr, Alexander; Dehling, Herold
作者单位：Universitat Siegen; Dortmund University of Technology; Ruhr University Bochum
摘要：We propose new concepts to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of the time series and robust against small, perturbations or measurement errors. Ordinal pattern dependence can be characterized by four parameters. We propose estimators for these parameters, and we calculate their asymptotic distributions. Furthermore, we derive a te...
-
作者：Ando, Tomohiro; Bai, Jushan
作者单位：University of Melbourne; Columbia University; Nankai University
摘要：This article introduces a new procedure for clustering a large number of financial time series based on high-dimensional panel data with grouped factor structures. The proposed method attempts to capture the level of similarity of each of the time series based on sensitivity to observable factors as well as to the unobservable factor structure. The proposed method allows for correlations between observable and unobservable factors and also allows for cross-sectional and serial dependence and h...
-
作者：Cabrera, Brenda Lopez; Schulz, Franziska
作者单位：Humboldt University of Berlin
摘要：Electricity load forecasts are an integral part of many decision-making processes in the electricity market. However, most literature on electricity load forecasting concentrates on deterministic forecasts, neglecting possibly important information about uncertainty. A more complete picture of future demand can be obtained by using distributional forecasts, allowing for more efficient decision-making. A predictive density can be fully characterized by tail measures such as quantiles and expect...
-
作者：Pimentel, Samuel D.; Kelz, Rachel R.; Silber, Jeffrey H.; Rosenbaum, Paul R.
-
作者：Rossell, David; Telesca, Donatello
作者单位：University of Warwick; University of California System; University of California Los Angeles
摘要：Jointly achieving parsimony and good predictive power in high dimensions is a main challenge in statistics. Nonlocal priors (NLPs) possess appealing properties for model choice, but their use for estimation has not been studied in detail. We show that for regular models NLP-based Bayesian model averaging (BMA) shrink spurious parameters either at fast polynomial or quasi-exponential rates as the sample size n increases, while nonspurious parameter estimates are not shrunk. We extend some resul...
-
作者：Wand, M. P.
作者单位：University of Technology Sydney; Queensland University of Technology (QUT)
摘要：We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling arbitrarily large models of particular types once a set of primitive operations is established. The approach is founded upon a message passing formulation of mean field variational Bayes that utilizes factor graph representations of statistical models. The under...
-
作者：Zhang, Jingfei; Cao, Jiguo
作者单位：University of Miami; Simon Fraser University
摘要：Finding functional modules in gene regulation networks is an important task in systems biology. Many methods have been proposed for finding communities in static networks; however, the application of such methods is limited due to the dynamic nature of gene regulation networks. In this article, we first propose a statistical framework for detecting common modules in the Drosophila melanogaster time-varying gene regulation network. We then develop both a significance test and a robustness test ...
-
作者：Sun, Fasheng; Tang, Boxin
作者单位：Northeast Normal University - China; Northeast Normal University - China; Simon Fraser University
摘要：This article presents a method of constructing a rich class of orthogonal designs that include orthogonal Latin hypercubes as special, cases. Two prominent features of the method are its simplicity and generality. In addition to orthogonality, the resulting designs enjoy some attractive space-filling properties, making them very suitable for computer experiments.
