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作者：Tjelmeland, H; Eidsvik, J
作者单位：Norwegian University of Science & Technology (NTNU)
摘要：We propose new Metropolis-Hastings algorithms for sampling from multimodal distributions on R-n. Tjelmeland and Hegstad have obtained direct mode jumping proposals by optimization within Metropolis-Hastings updates and different proposals for 'forward' and 'backward' steps. We generalize their scheme by allowing the probability distribution for forward and backward kernels to depend on the current state. We use the new setting to combine mode jumping proposals and proposals from a prior approx...
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作者：Johnstone, IM; Kerkyacharian, G; Picard, D; Raimondo, M
作者单位：Stanford University; Centre National de la Recherche Scientifique (CNRS); Universite Paris Nanterre; Universite Paris Cite; University of Sydney
摘要：Deconvolution problems are naturally represented in the Fourier domain, whereas thresholding in wavelet bases is known to have broad adaptivity properties. We study a method which combines both fast Fourier and fast wavelet transforms and can recover a blurred function observed in white noise with O{n log(n)2} steps. In the periodic setting, the method applies to most deconvolution problems, including certain 'boxcar' kernels, which are important as a model of motion blur, but having poor Four...
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作者：Prentice, RL; Moodie, FZ; Wu, JR
作者单位：Fred Hutchinson Cancer Center; St Jude Children's Research Hospital
摘要：A representation is developed that expresses the bivariate survivor function as a function of the hazard function for truncated failure time variables. This leads to a class of nonparametric survivor function estimators that avoid negative mass. The transformation from hazard function to survivor function is weakly continuous and compact differentiable, so that such properties as strong consistency, weak convergence to a Gaussian process and boot-strap applicability for a hazard function estim...
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作者：Heffernan, JE; Tawn, JA
作者单位：Lancaster University
摘要：Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a d-dimensional random variable. Existing approaches are based on limiting arguments in which all components of the variable become large at the same rate. This limit approach is inappropriate when the extreme values of all the variables are unlikely to occur together or when interest is in regions of the support of the joint distribution where only ...
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作者：Oh, HS; Li, TH
作者单位：University of Alberta; International Business Machines (IBM); IBM USA
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作者：Rue, H; Steinsland, I; Erland, S
作者单位：Norwegian University of Science & Technology (NTNU)
摘要：Gaussian Markov random-field (GMRF) models are frequently used in a wide variety of applications. In most cases parts of the GMRF are observed through mutually independent data; hence the full conditional of the GMRF, a hidden GMRF (HGMRF), is of interest. We are concerned with the case where the likelihood is non-Gaussian, leading to non-Gaussian HGMRF models. Several researchers have constructed block sampling Markov chain Monte Carlo schemes based on approximations of the HGMRF by a GMRF, u...
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作者：Claeskens, G
作者单位：Universite Catholique Louvain; Texas A&M University System; Texas A&M University College Station
摘要：Penalized regression spline models afford a simple mixed model representation in which variance components control the degree of non-linearity in the smooth function estimates. This motivates the study of lack-of-fit tests based on the restricted maximum likelihood ratio statistic which tests whether variance components are 0 against the alternative of taking on positive values. For this one-sided testing problem a further complication is that the variance component belongs to the boundary of ...
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作者：Pipper, CB; Martinussen, T
作者单位：University of Copenhagen
摘要：Multivariate failure time data arise when data consist of clusters in which the failure times may be dependent. A popular approach to such data is the marginal proportional hazards model with estimation under the working independence assumption. In some contexts, however, it may be more reasonable to use the marginal additive hazards model. We derive asymptotic properties of the Lin and Ying estimators for the marginal additive hazards model for multivariate failure time data. Furthermore we s...
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作者：Cox, DR
作者单位：University of Oxford; Hong Kong University of Science & Technology
摘要：Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.
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作者：Eubank, RL; Huang, CF; Maldonado, YM; Wang, N; Wang, S; Buchanan, RJ
作者单位：Texas A&M University System; Texas A&M University College Station; North Dakota State University Fargo; Texas A&M University System; Texas A&M University College Station; University of North Carolina; University of North Carolina Charlotte
摘要：Smoothing spline estimators are considered for inference in varying-coefficient models with one effect modifying covariate. Bayesian 'confidence intervals' are developed for the coefficient curves and efficient computational methods are derived for computing the curve estimators, fitted values, posterior variances and data-adaptive methods for selecting the levels of Smoothing. The efficacy and utility of the methodology proposed are demonstrated through a small simulation study and the analys...
