Journal of the Royal Statistical Society: Series B

最新文章

• Global envelope tests for spatial processes AI翻译
  作者：Myllymaki, Mari; Mrkvicka, Tomas; Grabarnik, Pavel; Seijo, Henri; Hahn, Ute
  作者单位：Natural Resources Institute Finland (Luke); University of South Bohemia Ceske Budejovice; Russian Academy of Sciences; Pushchino Scientific Center for Biological Research (PSCBI) of the Russian Academy of Sciences; Institute of Physicohemical & Biological Problems of Soil Science; Aalto University; Aarhus University
  摘要：Envelope tests are a popular tool in spatial statistics, where they are used in goodness-of-fit testing. These tests graphically compare an empirical function T(r) with its simulated counterparts from the null model. However, the type I error probability is conventionally controlled for a fixed distance r only, whereas the functions are inspected on an interval of distances I. In this study, we propose two approaches related to Barnard's Monte Carlo test for building global envelope tests on I...
• On the exact region determined by Kendall's τ and Spearman's ρ AI翻译
  作者：Schreyer, Manuela; Paulin, Roland; Trutschnig, Wolfgang
  作者单位：Salzburg University
  摘要：Using properties of shuffles of copulas and tools from combinatorics we solve the open question about the exact region determined by all possible values of Kendall's and Spearman's . In particular, we prove that the well-known inequality established by Durbin and Stuart in 1951 is not sharp outside a countable set, give a simple analytic characterization of in terms of a continuous, strictly increasing piecewise concave function and show that is compact and simply connected, but not convex. Th...
• Modelling function-valued stochastic processes, with applications to fertility dynamics AI翻译
  作者：Chen, Kehui; Delicado, Pedro; Muller, Hans-Georg
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Universitat Politecnica de Catalunya; University of California System; University of California Davis
  摘要：We introduce a simple and interpretable model for functional data analysis for situations where the observations at each location are functional rather than scalar. This new approach is based on a tensor product representation of the function-valued process and utilizes eigenfunctions of marginal kernels. The resulting marginal principal components and product principal components are shown to have nice properties. Given a sample of independent realizations of the underlying function-valued st...
• Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size AI翻译
  作者：Prenen, Leen; Braekers, Roel; Duchateau, Luc
  作者单位：Hasselt University; Ghent University
  摘要：For the analysis of clustered survival data, two different types of model that take the association into account are commonly used: frailty models and copula models. Frailty models assume that, conditionally on a frailty term for each cluster, the hazard functions of individuals within that cluster are independent. These unknown frailty terms with their imposed distribution are used to express the association between the different individuals in a cluster. Copula models in contrast assume that...
• Optimal screening and discovery of sparse signals with applications to multistage high throughput studies AI翻译
  作者：Cai, T. Tony; Sun, Wenguang
  作者单位：University of Pennsylvania; University of Southern California
  摘要：A common feature in large-scale scientific studies is that signals are sparse and it is desirable to narrow down significantly the focus to a much smaller subset in a sequential manner. We consider two related data screening problems: one is to find the smallest subset such that it virtually contains all signals and another is to find the largest subset such that it essentially contains only signals. These screening problems are closely connected to but distinct from the more conventional sign...
• A coverage theory for least squares AI翻译
  作者：Care, Algo; Garatti, Simone; Campi, Marco C.
  作者单位：HUN-REN; HUN-REN Institute for Computer Science & Control; Polytechnic University of Milan; University of Brescia
  摘要：A sensible use of an estimation method requires that assessment criteria for the quality of the estimate be available. We present a coverage theory for the least squares estimate. By suitably modifying the empirical costs, one constructs statistics that are guaranteed to cover with known probability the cost associated with a next, still unseen, member of the population. All results of this paper are distribution free and can be applied to least squares problems in use across a variety of fiel...
• Change point estimation in high dimensional Markov random-field models AI翻译
  作者：Roy, Sandipan; Atchade, Yves; Michailidis, George
  作者单位：University of London; University College London; University of Michigan System; University of Michigan; State University System of Florida; University of Florida
  摘要：The paper investigates a change point estimation problem in the context of high dimensional Markov random-field models. Change points represent a key feature in many dynamically evolving network structures. The change point estimate is obtained by maximizing a profile penalized pseudolikelihood function under a sparsity assumption. We also derive a tight bound for the estimate, up to a logarithmic factor, even in settings where the number of possible edges in the network far exceeds the sample...
• Control functionals for Monte Carlo integration AI翻译
  作者：Oates, Chris J.; Girolami, Mark; Chopin, Nicolas
  作者单位：University of Technology Sydney; University of Warwick; Alan Turing Institute; Institut Polytechnique de Paris; ENSAE Paris; Institut Polytechnique de Paris; ENSAE Paris
  摘要：A non-parametric extension of control variates is presented. These leverage gradient information on the sampling density to achieve substantial variance reduction. It is not required that the sampling density be normalized. The novel contribution of this work is based on two important insights: a trade-off between random sampling and deterministic approximation and a new gradient-based function space derived from Stein's identity. Unlike classical control variates, our estimators improve rates...
• A Bayesian decision theoretic model of sequential experimentation with delayed response AI翻译
  作者：Chick, Stephen; Forster, Martin; Pertile, Paolo
  作者单位：INSEAD Business School; University of York - UK; University of Verona
  摘要：We propose a Bayesian decision theoretic model of a fully sequential experiment in which the real-valued primary end point is observed with delay. The goal is to identify the sequential experiment which maximizes the expected benefits of technology adoption decisions, minus sampling costs. The solution yields a unified policy defining the optimal do not experiment'-fixed sample size experiment'-sequential experiment' regions and optimal stopping boundaries for sequential sampling, as a functio...
• Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case AI翻译
  作者：Leeb, Hannes; Kabaila, Paul
  作者单位：University of Vienna; La Trobe University
  摘要：In the Gaussian linear regression model (with unknown mean and variance), we show that the standard confidence set for one or two regression coefficients is admissible in the sense of Joshi. This solves a long-standing open problem in mathematical statistics, and this has important implications on the performance of modern inference procedures post model selection or post shrinkage, particularly in situations where the number of parameters is larger than the sample size. As a technical contrib...