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作者：Kim, YJ; Gu, C
作者单位：Purdue University System; Purdue University; Yale University
摘要：Smoothing splines via the penalized least squares method provide versatile and effective nonparametric models for regression with Gaussian responses. The computation of smoothing splines is generally of the order O(n(3)), n being the sample size, which severely limits its practical applicability. We study more scalable computation of smoothing spline regression via certain low dimensional approximations that are asymptotically as efficient. A simple algorithm is presented and the Bayes model t...
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作者：Koenker, R; Mizera, I
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Alberta
摘要：Hansen, Kooperberg and Sardy introduced a family of continuous, piecewise linear functions defined over adaptively selected triangulations of the plane as a general approach to statistical modelling of bivariate densities and regression and hazard functions. These triograms enjoy a natural affine equivariance that offers distinct advantages over competing tensor product methods that are more commonly used in statistical applications. Triograms employ basis functions consisting of linear 'tent ...
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作者：Miloslavsky, M; Keles, S; van der Laan, MJ; Butler, S
作者单位：University of California System; University of California Berkeley; Roche Holding; Roche Holding USA; Genentech
摘要：Recurrent events models have had considerable attention recently. The majority of approaches show the consistency of parameter estimates under the assumption that censoring is independent of the recurrent events process of interest conditional on the covariates that are included in the model. We provide an overview of available recurrent events analysis methods and present an inverse probability of censoring weighted estimator for the regression parameters in the Andersen-Gill model that is co...
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作者：Barber, S; Nason, GP
作者单位：University of Bristol
摘要：Wavelet shrinkage is an effective nonparametric regression technique, especially when the underlying curve has irregular features such as spikes or discontinuities. The basic idea is simple: take the discrete wavelet transform of data consisting of a signal corrupted by noise; shrink or remove the wavelet coefficients to remove the noise; then invert the discrete wavelet transform to form an estimate of the true underlying curve. Various researchers have proposed increasingly sophisticated met...
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作者：Lin, HQ; Scharfstein, DO; Rosenheck, RA
作者单位：Yale University; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; US Department of Veterans Affairs; Veterans Health Administration (VHA); VA Connecticut Healthcare System
摘要：A frequent problem in longitudinal studies is that subjects may miss scheduled visits or be assessed at self-selected points in time. As a result, observed outcome data may be highly unbalanced and the availability of the data may be directly related to the outcome measure and/or some auxiliary factors that are associated with the outcome. If the follow-up visit and outcome processes are correlated, then marginal regression analyses will produce biased estimates. Building on the work of Robins...
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作者：Friedman, JH; Meulman, JJ
作者单位：Stanford University; Leiden University; Leiden University - Excl LUMC
摘要：A new procedure is proposed for clustering attribute value data. When used in conjunction with conventional distance-based clustering algorithms this procedure encourages those algorithms to detect automatically subgroups of objects that preferentially cluster on subsets of the attribute variables rather than on all of them simultaneously. The relevant attribute subsets for each individual cluster can be different and partially (or completely) overlap with those of other clusters. Enhancements...
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作者：Wolfe, PJ; Godsill, SJ; Ng, WJ
作者单位：University of Cambridge
摘要：We describe novel Bayesian models for time-frequency inverse modelling of nonstationary signals. These models are based on the idea of a Gabor regression, in which a time series is represented as a superposition of translated, modulated versions of a window function exhibiting good time-frequency concentration. As a necessary consequence, the resultant set of potential predictors is in general overcomplete-constituting a frame rather than a basis-and hence the resultant models require careful ...
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作者：Gervini, D; Gasser, T
作者单位：University of Zurich
摘要：The paper introduces a semiparametric model for functional data. The warping functions are assumed to be linear combinations of q common components, which are estimated from the data (hence the name 'self-modelling'). Even small values of q provide remarkable model flexibility, comparable with nonparametric methods. At the same time, this approach avoids overfitting because the common components are estimated combining data across individuals. As a convenient by-product, component scores are o...
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作者：Ling, SQ
作者单位：Hong Kong University of Science & Technology
摘要：The paper considers the double-autoregressive model y(t) = phiy(t-1)+epsilon(t) with epsilon(t) = eta(t) root(omega + alphay(t-1)(2)). Consistency and asymptotic normality of the estimated parameters are proved under the condition E ln |phi +rootalphaeta(t)|<0, which includes the cases with |phi|=1 or |phi|>1 as well as E(epsilon(t)(2)) = infinity. It is well known that all kinds of estimators of phi in these cases are not normal when epsilon(t) are independent and identically distributed. Our...
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作者：Schlather, M; Ribeiro, PJ Jr; Diggle, PJ
作者单位：University of Bayreuth; Universidade Federal do Parana; Lancaster University
摘要：We introduce two characteristics for stationary and isotropic marked point proces- ses, E(h) and V(h), and describe their use in investigating mark-point interactions. These quantities are functions of the interpoint distance h and denote the conditional expectation and the conditional variance of a mark respectively, given that there is a further point of the process a distance h away. We present tests based on E and V for the hypothesis that the values of the marks can be modelled by a rando...
