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作者：Huang, Lan; Zalkikar, Jyoti; Tiwari, Ram C.
作者单位：US Food & Drug Administration (FDA); US Food & Drug Administration (FDA)
摘要：Several statistical methods that are available in the literature to analyze postmarket safety databases, such as the U.S. Federal Drug Administration's (FDA) adverse event reporting system (AERS), for identifying drug-event combinations with disproportionately high frequencies, are subject to high false discovery rates. Here, we propose a likelihood ratio test (LRT) based method and show, via an extensive simulation study, that the proposed method while retaining good power and sensitivity for...
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作者：Faes, C.; Ormerod, J. T.; Wand, M. P.
作者单位：Hasselt University; University of Sydney; University of Technology Sydney
摘要：Bayesian hierarchical models are attractive structures for conducting regression analyses when the data are subject to missingness. However, the requisite probability calculus is challenging and Monte Carlo methods typically are employed. We develop an alternative approach based on deterministic variational Bayes approximations. Both parametric and nonparametric regression are considered. Attention is restricted to the more challenging case of missing predictor data. We demonstrate that variat...
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作者：Bhadra, Anindya; Ionides, Edward L.; Laneri, Karina; Pascual, Mercedes; Bouma, Menno; Dhiman, Ramesh C.
作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; Howard Hughes Medical Institute; University of London; London School of Hygiene & Tropical Medicine; Indian Council of Medical Research (ICMR); ICMR - National Institute of Malaria Research (NIMR)
摘要：Many biological systems are appropriately described by partially observed Markov process (POMP) models, also known as state space models. Such models also arise throughout the physical and social sciences, in engineering, and in finance. Statistical challenges arise in carrying out inference on nonlinear, nonstationary, vector-valued POMP models. Methodologies that depend on the Markov process model only through numerical solution of sample paths are said to have the plug-and-play property. Th...
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作者：Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.
作者单位：Capital One Financial Corporation; Rice University; Johns Hopkins University; Johns Hopkins University
摘要：The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliab...
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作者：Gutman, Roee; DeDe, Gayle; Caplan, David; Liu, Jun S.
作者单位：Brown University; University of Arizona; Harvard University; Harvard University Medical Affiliates; Massachusetts General Hospital; Harvard University
摘要：Aphasia is the loss of the ability to produce and/or comprehend language, due to injury to brain areas responsible for these functions. Aphasic patients' performance on comprehension tests has traditionally been related both to the patient's individual ability and to the difficulty of the test questions. The natural choice for analysis of these test results is the Rasch model. It assumes that the probability of a patient responding correctly to a question is the inverse-logit function of the d...
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作者：Buehlmann, Peter
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
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作者：Lin, D. Y.; Zeng, D.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：Genomewide association studies have become the primary tool for discovering the genetic basis of complex human diseases. Such studies are susceptible to the confounding effects of population stratification, in that the combination of allele-frequency heterogeneity with disease-risk heterogeneity among different ancestral subpopulations can induce spurious associations between genetic variants and disease. This article provides a statistically rigorous and computationally feasible solution to t...
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作者：Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi
作者单位：Hong Kong University of Science & Technology; Lanzhou University; Xiamen University
摘要：It is widely accepted that the high-frequency data are contaminated by microstructure noise, whose effect on the statistical inference has been of increasing interest in the literature. Much of it, however, has focused on the integrated volatility. In this article, we investigate another important characteristic, namely, the jump activity index (JAI) of a discretely sampled semi-martingale corrupted by microstructure noise. We point out that ignoring the microstructure noise can have a disastr...
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作者：Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
作者单位：Tilburg University; University of Gottingen
摘要：Two effects largely determine global warming: the well-known greenhouse effect and the less well-known solar radiation effect. An increase in concentrations of carbon dioxide and other greenhouse gases contributes to global warming: the greenhouse effect. In addition, small particles, called aerosols, reflect and absorb sunlight in the atmosphere. More pollution causes an increase in aerosols, so that less sunlight reaches the Earth (global dimming). Despite its name, global dimming is primari...
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作者：Xie, Minge; Singh, Kesar; Strawderman, William E.
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This article develops a unifying framework, as well as robust meta-analysis approaches, for combining studies from independent sources. The device used in this combination is a confidence distribution (CD), which uses a distribution function, instead of a point (point estimator) or an interval (confidence interval), to estimate a parameter of interest. A CD function contains a wealth of information for inferences, and it is a useful device for combining studies from different sources. The prop...
