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作者:Robbins, Michael W.; Lund, Robert B.; Gallagher, Colin M.; Lu, Qiqi
作者单位:Clemson University; Mississippi State University
摘要:This article examines the North Atlantic tropical cyclone record for statistical discontinuities (changepoints). This is a controversial area and indeed, our end conclusions are opposite of those made in Dr. Kelvin Droegemeier's July 28, 2009 Senate testimonial. The methods developed here should help rigorize the debate. Elaborating, we develop a level-alpha test for a changepoint in a categorical data sequence sampled from a multinomial distribution. The proposed test statistic is the maximum...
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作者:Chen, Minhua; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S.; Lucas, Joseph; Dunson, David; Carin, Lawrence
作者单位:Duke University; Duke University; Duke University; Duke University
摘要:There is often interest in predicting an individual's latent health status based on high-dimensional biomarkers that vary over time. Motivated by time-course gene expression array data that we have collected in two influenza challenge studies performed with healthy human volunteers, we develop a novel time-aligned Bayesian dynamic factor analysis methodology. The time course trajectories in the gene expressions are related to a relatively low-dimensional vector of latent factors, which vary dy...
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作者:Jensen, Shane T.; Shore, Stephen H.
作者单位:University of Pennsylvania; University System of Georgia; Georgia State University
摘要:Research on income risk typically treats its proxy-income volatility, the expected magnitude of income changes-as if it were unchanged for an individual over time, the same for everyone at a point in time, or both. In reality, income risk evolves over time, and some people face more of it than others. To model heterogeneity and dynamics in (unobserved) income volatility, we develop a novel semiparametric Bayesian stochastic volatility model. Our Markovian hierarchical Dirichlet process (MHDP) ...
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作者:Kleiber, William; Raftery, Adrian E.; Gneiting, Tilmann
作者单位:National Center Atmospheric Research (NCAR) - USA; University of Washington; University of Washington Seattle; Ruprecht Karls University Heidelberg
摘要:Accurate weather benefit many key societal functions and activities, including agriculture, transportation, recreation, and basic human and infrastructural safety. Over the past two decades, ensembles of numerical weather prediction models have been developed, in which multiple estimates of the current state of the atmosphere are used to generate probabilistic forecasts for future weather events. However, ensemble systems are uncalibrated and biased, and thus need to be statistically postproce...
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作者:Zhang, Yu; Liu, Jun S.
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Harvard University
摘要:Genome-wide association studies commonly involve simultaneous tests of millions of single nucleotide polymorphisms (SNP) for disease association. The SNPs in nearby genomic regions, however, are often highly correlated due to linkage disequilibrium (LD, a genetic term for correlation). Simple Bonferonni correction for multiple comparisons is therefore too conservative. Permutation tests, which are often employed in practice, are both computationally expensive for genome-wide studies and limite...
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作者:Iacus, Stefano M.; King, Gary; Porro, Giuseppe
作者单位:University of Milan; Harvard University; University of Trieste
摘要:We introduce a new Monotonic Imbalance Bounding (MIB) class of matching methods for causal inference with a surprisingly large number of attractive statistical properties. MIB generalizes and extends in several new directions the only existing class, Equal Percent Bias Reducing (EPBR), which is designed to satisfy weaker properties and only in expectation. We also offer strategies to obtain specific members of the MIB class, and analyze in more detail a member of this class, called Coarsened E...
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作者:Lu, Tao; Liang, Hua; Li, Hongzhe; Wu, Hulin
作者单位:University of Rochester; University of Pennsylvania
摘要:Gene regulation is a complicated process. The interaction of many genes and their products forms an intricate biological network. Identification of this dynamic network will help us understand the biological processes in a systematic way. However, the construction of a dynamic network is very challenging for a high-dimensional system. In this article we propose to use a set of ordinary differential equations (ODE), coupled with dimensional reduction by clustering and mixed-effects modeling tec...
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作者:Chen, Aiyou; Cao, Jin; Shepp, Larry; Tuan Nguyen
作者单位:Alphabet Inc.; Google Incorporated; Rutgers University System; Rutgers University New Brunswick
摘要:Counting the number of distinct elements (cardinality) in a dataset is a fundamental problem in database management. In recent years, there has been significant interest to address the distinct counting problem in a data stream setting, where each incoming data can be seen only once and cannot be stored for long periods of time. Many probabilistic approaches based on either sampling or sketching have been proposed in the computer science literature that only require limited computing and memor...
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作者:Gneiting, Tilmann
作者单位:Ruprecht Karls University Heidelberg
摘要:Typically, point forecasting methods are compared and assessed by means of an error measure or scoring function, with the absolute error and the squared error being key examples. The individual scores are averaged over forecast cases, to result in a summary measure of the predictive performance, such as the mean absolute error or the mean squared error. I demonstrate that this common practice can lead to grossly misguided inferences, unless the scoring function and the forecasting task are car...
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作者:Hans, Chris
作者单位:University System of Ohio; Ohio State University
摘要:The elastic net procedure is a form of regularized optimization for linear regression that provides a bridge between ridge regression and the lasso. The estimate that it produces can be viewed as a Bayesian posterior mode under a prior distribution implied by the form of the elastic net penalty. This article broadens the scope of the Bayesian connection by providing a complete characterization of a class of prior distributions that generate the elastic net estimate as the posterior mode. The r...