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作者:Gneiting, Tilmann; Larson, Kristin; Westrick, Kenneth; Genton, Marc G.; Aldrich, Eric
作者单位:University of Washington; University of Washington Seattle; Texas A&M University System; Texas A&M University College Station; Duke University; University of Bayreuth
摘要:With the global proliferation of wind power, the need for accurate short-term forecasts of wind resources at wind energy sites is becoming paramount. Regime-switching space-time (RST) models merge meteorological and statistical expertise to obtain accurate and calibrated, fully probabilistic forecasts of wind speed and wind power. The model formulation is parsimonious, yet takes into account all of the salient features of wind speed: alternating atmospheric regimes, temporal and spatial correl...
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作者:Schenker, Nathaniel; Raghunathan, Trivellore E.; Chiu, Pei-Lu; Makuc, Diane M.; Zhang, Guangyu; Cohen, Alan J.
作者单位:Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS); University of Michigan System; University of Michigan; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS); University of Michigan System; University of Michigan
摘要:The National Health Interview Survey (NHIS) provides a rich source of data for studying relationships between income and health and for monitoring health and health care for persons at different income levels. However, the nonresponse rates are high for two key items, total family income in the previous calendar year and personal earnings from employment in the previous calendar year. To handle the missing data on family income and personal earnings in the NHIS, multiple imputation of these it...
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作者:M'Lan, Cyr Emile; Joseph, Lawrence; Wolfson, David B.
作者单位:University of Connecticut; McGill University; McGill University
摘要:Case-control studies are among the most commonly used means of assessing association between exposure and outcome. Sample size determination and the optimal control-to-case ratio are vital to the design of such studies. In this article we investigate Bayesian sample size determination and the control-to-case ratio for case-control studies, when interval estimation is the goal of the eventual statistical analysis. In certain cases we are able to derive approximate closed-form sample size formul...
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作者:Hanson, Timothy E.
作者单位:University of Minnesota System; University of Minnesota Twin Cities
摘要:Mixtures of Polya tree models provide a flexible alternative when a parametric model may only hold approximately. I provide computational strategies for obtaining full serniparametric inference for mixtures of finite Polya tree models given a standard parameterization, including models that would be troublesome to fit using Dirichlet process mixtures. Recommendations are put forth on choosing the level of a finite Polya tree, and model comparison is discussed. Several examples demonstrate the ...
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作者:Xi, Bowei; Michailidis, George; Nair, Vijayan N.
作者单位:Purdue University System; Purdue University; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要:Active network tomography refers to an interesting class of large-scale inverse problems that arise in estimating the quality of service parameters of computer and communications networks. This article focuses on estimation of loss rates of the internal links of a network using end-to-end measurements of nodes located on the periphery. A class of flexible experiments for actively probing the network is introduced, and conditions under which all of the link-level information is estimable are ob...
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作者:Yuan, Ming; Kendziorski, Christina
作者单位:University System of Georgia; Georgia Institute of Technology; University of Wisconsin System; University of Wisconsin Madison
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作者:Hjort, Nils Lid; Dahl, Fredrik A.; Hognadottir, Gunnhildur
作者单位:University of Oslo; University of Oslo; University of Oslo
摘要:This article addresses issues of model criticism and model comparison in Bayesian contexts, and focuses on the use of the so-called posterior predictive p values (ppp). These involve a general discrepancy or conflict measure and depend on the prior, the model, and the data. They are used in statistical practice to quantify the degree of surprise or conflict in data and to compare different combinations of prior and model. The distribution of such ppp values is far from uniform however, as we d...
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作者:Koenker, Roger; Xiao, Zhijie
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; Boston College
摘要:We consider quantile autoregression (QAR) models in which the autoregressive coefficients can be expressed as monotone functions of a single, scalar random variable. The models can capture systematic influences of conditioning variables on the location, scale, and shape of the conditional distribution of the response, and thus constitute a significant extension of classical constant coefficient linear time series models in which the effect of conditioning is confined to a location shift. The m...
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作者:Bartolucci, Francesco; Forcina, Antonio
作者单位:University of Perugia
摘要:We introduce a new family of latent class models for the analysis of capture-recapture data where continuous covariates are available. The present approach exploits recent advances in marginal parameterizations to model simultaneously, and conditionally on individual covariates, the size of the latent classes, the marginal probabilities of being captured by each list given the latent, and possible higher-order marginal interactions among lists conditionally on the latent. An EM algorithm for m...
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作者:Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi
作者单位:Texas A&M University System; Texas A&M University College Station; New York University
摘要:We show that for long-memory time series, the Toeplitz system Sigma(n)(f)x = b can be solved in O(n log(5/2) n) operations using a well-known version of the preconditioned conjugate gradient method, where Sigma(n)(f) is the n x n covariance matrix, f is the spectral density, and b is a known vector. Solutions of such systems are needed for optimal linear prediction and interpolation. We establish connections between this preconditioning method and the frequency domain analysis of time series. ...