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作者：Guo, WS; Dai, M; Ombao, HC; von Sachs, R
作者单位：University of Pennsylvania; University of Illinois System; University of Illinois Urbana-Champaign; Universite Catholique Louvain
摘要：In this article we propose a smoothing spline ANOVA model (SS-ANOVA) to estimate and to make inference on the time-varying logspectrum of a locally stationary process. The time-varying spectrum is assumed to be smooth in both time and frequency. This assumption essentially turns a time-frequency spectral estimation problem into a 2-dimensional surface estimation problem. A smooth localized complex exponential (SLEX) basis is used to calculate the initial periodograms, and a SS-ANOVA is fitted ...
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作者：Morris, JS; Vannucci, M; Brown, PJ; Carroll, RJ
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作者：Zhang, CM
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Curve fitting and curve checking based on the local polynomial regression technique are commonly used data-analytic methods in statistics. This article examines, in nonparametric settings, both the asymptotic expressions and empirical formulas for degrees of freedom (DF), a notion introduced by Hastie and Tibshirani, of linear smoothers. The asymptotic results give useful insights into the nonparametric modeling complexity. Meanwhile, by substituting the exact DFs by the empirical formula, an ...
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作者：Benjamin, MA; Rigby, RA; Stasinopoulos, DM
摘要：A class of generalized autoregressive moving average (GARMA) models is developed that extends the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. The dependent variable is assumed to have a conditional exponential family distribution given the past history of the process. The model estimation is carried out using an iteratively reweighted least squares algorithm. Properties of the model, including stationarity and marginal mo...
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作者：Schoenberg, FP
作者单位：University of California System; University of California Los Angeles
摘要：Residual analysis methods for examining the fit of multidimensional point process models are applied to point process models for the space-time-magnitude distribution of earthquake occurrences, using, in particular, the multidimensional version of Ogata's epidemic-type aftershock sequence (ETAS) model and a 30-year catalog of 580 earthquakes occurring in Bear Valley, California. One method involves rescaled residuals, obtained by transforming points along one coordinate to form a homogeneous P...
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作者：Tsai, CL
作者单位：University of California System; University of California Davis
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作者：Suchard, MA; Weiss, RE; Sinsheimer, JS; Dorman, KS; Patel, M; McCabe, ERB
作者单位：University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA; University of California System; University of California Los Angeles; University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA; Iowa State University; Iowa State University; University of Toronto; Hospital for Sick Children (SickKids); University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA
摘要：An evolutionary history of a set of organisms is a family tree, or topology, with branches of various lengths between vertices that describe how closely the organisms are related to each other. We consider the K evolutionary histories of K genes from a set of N organisms. Evolutionary similarity (ES) occurs when the branching patterns and relative branch lengths in the K evolutionary histories of the genes are the same or nearly the same across the set of organisms. Evolutionary similarity ind...
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作者：Tzeng, JY; Byerley, W; Devlin, B; Roeder, K; Wasserman, L
作者单位：Carnegie Mellon University; University of California System; University of California Irvine; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Western Psychiatric Institute & Clinic of UPMC
摘要：We define a statistic, called the matching statistic, for locating regions of the genome that exhibit excess similarity among cases when compared to controls. Such regions are reasonable candidates for harboring disease genes. We find the asymptotic distribution of the statistic while accounting for correlations among sampled individuals. We then use the Benjamini and Hochberg false discovery rate (FDR) method for multiple hypothesis testing to find regions of excess sharing. The p values for ...
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作者：Cottet, R; Smith, M
作者单位：University of Sydney
摘要：The advent of wholesale electricity markets has brought renewed focus on intraday electricity load forecasting. This article proposes a multiequation regression model with a diagonal first-order stationary vector autoregresson (VAR) for modeling and forecasting intraday electricity load. The correlation structure of the disturbances to the VAR and the appropriate subset of regressors are explored using Bayesian model selection methodology. The full spectrum of finite-sample inference is obtain...
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作者：Gelfand, AE; Kim, HJ; Sirmans, CF; Banerjee, S
作者单位：Duke University; University of Oulu; University of Connecticut; University of Minnesota System; University of Minnesota Twin Cities
摘要：In many applications, the objective is to build regression models to explain a response variable over a region of interest under the assumption that the responses are spatially correlated. In nearly all of this work, the regression coefficients are assumed to be constant over the region. However, in some applications, coefficients are expected to vary at the local or subregional level. Here we focus on the local case. Although parametric modeling of the spatial surface for the coefficient is p...
