Journal of the Royal Statistical Society: Series B

最新文章

• Bayesian inference for non-stationary spatial covariance structure via spatial deformations AI翻译
  作者：Schmidt, AM; O'Hagan, A
  作者单位：Universidade Federal do Rio de Janeiro; University of Sheffield
  摘要：In geostatistics it is common practice to assume that the underlying spatial process is stationary and isotropic, i.e. the spatial distribution is unchanged when the origin of the index set is translated and under rotation about the origin. However, in environmental problems, such assumptions are not realistic since local influences in the correlation structure of the spatial process may be found in the data. The paper proposes a Bayesian model to address the anisotropy problem. Following Samp...
• Extremes of Markov chains with tail switching potential AI翻译
  作者：Bortot, P; Coles, S
  作者单位：University of Bristol; University of Bologna
  摘要：A recent advance in the utility of extreme value techniques has been the characterization of the extremal behaviour of Markov chains. This has enabled the application of extreme value models to series whose temporal dependence is Markovian, subject to a limitation that prevents switching between extremely high and extremely low levels. For many applications this is sufficient, but for others, most notably in the field of finance, it is common to find series in which successive values switch be...
• Free-knot polynomial splines with confidence intervals AI翻译
  作者：Mao, WX; Zhao, LH
  作者单位：University of Pennsylvania
  摘要：We construct approximate confidence intervals for a nonparametric regression function, using polynomial splines with free-knot locations. The number of knots is determined by generalized cross-validation. The estimates of knot locations and coefficients are obtained through a non-linear least squares solution that corresponds to the maximum likelihood estimate. Confidence intervals are then constructed based on the asymptotic distribution of the maximum likelihood estimator. Average coverage p...
• Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions - Discussion on the paper by Brooks, Giudici and Roberts AI翻译
  作者：Robert, CP; Meng, XL; Moller, J; Rosenthal, JS; Jennison, C; Hurn, MA; Al-Awadhi, F; McCullagh, P; Andrieu, C; Doucet, A; Dellaportas, P; Papageorgiou, I; Ehlers, RS; Erosheva, EA; Fienberg, SE; Forster, JJ; Gill, RC; Friel, N; Green, P; Hastie, D; King, R; Künsch, HR; Lazar, NA; Osinski, C
  作者单位：Institut Polytechnique de Paris; ENSAE Paris; Universite PSL; Universite Paris-Dauphine; Harvard University; University of Chicago; Aalborg University; University of Toronto; University of Bath; Kuwait University; University of Bristol; University of Cambridge; Athens University of Economics & Business; Universidade Federal do Parana; Carnegie Mellon University; University of Southampton; University of Glasgow; Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
• Functional quasi-likelihood regression models with smooth random effects AI翻译
  作者：Chiou, JM; Müller, HG; Wang, JL
  作者单位：University of California System; University of California Davis; National Health Research Institutes - Taiwan
  摘要：We propose a class of semiparametric functional regression models to describe the influence of vector-valued covariates on a sample of response curves. Each observed curve is viewed as the realization of a random process, composed of an overall mean function and random components. The finite dimensional covariates influence the random components of the eigenfunction expansion through single-index models that include unknown smooth link and variance functions. The parametric components of the s...
• Familywise robustness criteria for multiple-comparison procedures AI翻译
  作者：Holland, B; Cheung, SH
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Chinese University of Hong Kong
  摘要：A criticism of multiple-comparison procedures is that the family of inferences over which an error rate is controlled is often arbitrarily selected, yet the conclusion may depend heavily on the choice of the family. Such ambiguity is most likely in large exploratory studies requiring numerous simultaneous inferences. In ambiguous situations it is desirable that results of multiple-comparison procedures depend little on the chosen family. To assess this, we propose several familywise robustness...
• Perfect samplers for mixtures of distributions AI翻译
  作者：Casella, G; Mengersen, KL; Robert, CP; Titterington, DM
  作者单位：Universite PSL; Universite Paris-Dauphine; State University System of Florida; University of Florida; Queensland University of Technology (QUT); Institut Polytechnique de Paris; ENSAE Paris; University of Glasgow
  摘要：We consider the construction of perfect samplers for posterior distributions associated with mixtures of exponential families and conjugate priors, starting with a perfect slice sampler in the spirit of Mira and co-workers. The methods rely on a marginalization akin to Rao-Blackwellization and illustrate the duality principle of Diebolt and Robert. A first approximation embeds the finite support distribution on the latent variables within a continuous support distribution that is easier to sim...
• An adaptive estimation of dimension reduction space - Discussion on the paper by Xia, Tong, Li and Zhu AI翻译
  作者：Kent, JT; Bowman, A; Velilla, S; Zhang, WY; Critchley, F; Atkinson, A; Yao, QW; Welsh, AH; Cui, HJ; Li, GY; Spokoiny, V; Chan, KS; Li, MC; Cízek, P; Härdle, W; Yang, LJ; Cook, RD; Fan, JQ; Ferré, L; Li, KC; Li, LX; Linton, O; Ni, LQ; Ohtaki, M; Fujikoshi, Y; Schoff, JR; Setodji, CM; Stenseth, NC; Lingjærde, OC
  作者单位：University of Leeds; University of Glasgow; Universidad Carlos III de Madrid; University of London; London School Economics & Political Science; University of Southampton; Beijing Normal University; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Humboldt University of Berlin; University of Iowa; Emmes Corporation; Michigan State University; University of Minnesota System; University of Minnesota Twin Cities; University of North Carolina; University of North Carolina Chapel Hill; Universite de Toulouse; Universite Toulouse 1 Capitole; University of California System; University of California Los Angeles; Hiroshima University; State University System of Florida; University of Central Florida; University of Oslo
• Robust estimation in generalized linear mixed models AI翻译
  作者：Yau, KKW; Kuk, AYC
  作者单位：City University of Hong Kong; National University of Singapore
  摘要：Generalized linear mixed models (GLMMs) are widely used to analyse non-normal response data with extra-variation, but non-robust estimators are still routinely used. We propose robust methods for maximum quasi-likelihood and residual maximum quasi-likelihood estimation to limit the influence of outlying observations in GLMMs. The estimation procedure parallels the development of robust estimation methods in linear mixed models, but with adjustments in the dependent variable and the variance co...
• Discussion on the paper by Spiegelhalter, Best, Carlin and van der Linde AI翻译
  作者：Brooks, SP
  作者单位：University of Cambridge; University of Warwick; Aalto University; University of London; University College London; Universite PSL; Universite Paris-Dauphine; University of Glasgow; Imperial College London; University of Aberdeen; University of Valencia; University of Southampton; University of Bristol; University of Oxford; University of California System; University of California Santa Cruz; Duke University; University of Trieste; University of Minnesota System; University of Minnesota Twin Cities; Seoul National University (SNU); Umea University; Harvard University; University of Chicago