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作者：Belitser, Eduard; Ghosal, Subhashis; van Zanten, Harry
作者单位：Eindhoven University of Technology; North Carolina State University; University of Amsterdam
摘要：We propose a two-stage procedure for estimating the location mu and size M of the maximum of a smooth d-variate regression function f. In the first stage, a preliminary estimator of mu obtained from a standard nonparametric smoothing method is used. At the second stage, we zoom-in near the vicinity of the preliminary estimator and make further observations at some design points in that vicinity. We fit an appropriate polynomial regression model to estimate the location and size of the maximum....
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作者：Spokoiny, Vladimir
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Humboldt University of Berlin; Moscow Institute of Physics & Technology
摘要：The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not tend to infinity; (2) the parametric assumption is possibly misspecified and the underlying data distribution can lie beyond the given parametric family. These two features enable to bridge the gap between parametric and nonparametric theory and to build a uni...
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作者：Amini, Arash A.; Wainwright, Martin J.
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：We consider the sampling problem for functional PCA (fPCA), where the simplest example is the case of taking time samples of the underlying functional components. More generally, we model the sampling operation as a continuous linear map from H to R-m, where the functional components to lie in some Hilbert subspace H of L-2, such as a reproducing kernel Hilbert space of smooth functions. This model includes time and frequency sampling as special cases. In contrast to classical approach in fPCA...
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作者：Roysland, Kjetil
作者单位：University of Oslo
摘要：We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability distribution that would govern the frequency of observations in the counterfactual scenario can be characterized in terms of a so-called martingale problem. The counterfactual and factual probability distributions may be related through a likelihood ratio g...
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作者：Lee, Young K.; Mammen, Enno; Park, Byeong U.
作者单位：Kangwon National University; University of Mannheim; Seoul National University (SNU)
摘要：This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model accommodates both continuous and discrete random variables for the response and covariates. It is quite flexible to cover the generalized varying coefficient models and the generalized additive models as special cases. Under a weak condition we give a general ...
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作者：Phoa, Frederick K. H.
作者单位：Academia Sinica - Taiwan
摘要：The study of good nonregular fractional factorial designs has received significant attention over the last two decades. Recent research indicates that designs constructed from quaternary codes (QC) are very promising in this regard. The present paper aims at exploring the fundamental structure and developing a theory to characterize the wordlengths and aliasing indexes for a general (1/4)(p)th-fraction QC design. Then the theory is applied to (1/64)th-fraction QC designs. Examples are given, i...
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作者：Hu, Yanqing; Hu, Feifang
作者单位：University of Virginia
摘要：Balancing treatment allocation for influential covariates is critical in clinical trials. This has become increasingly important as more and more biomarkers are found to be associated with different diseases in translational research (genomics, proteomics and metabolomics). Stratified permuted block randomization and minimization methods [Pocock and Simon Biometrics 31 (1975) 103-115, etc.] are the two most popular approaches in practice. However, stratified permuted block randomization fails ...
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作者：Yang, Yunwen; He, Xuming
作者单位：Drexel University; University of Michigan System; University of Michigan
摘要：Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful investigation. This paper considers the Bayesian empirical likelihood approach to quantile regression. Taking the empirical likelihood into a Bayesian framework, we show that the resultant posterior from any fixed prior is asymptotically normal; its mean shrinks t...
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作者：Jirak, Moritz
作者单位：Graz University of Technology
摘要：Let {X-k, k is an element of Z} be an autoregressive process of order q. Various estimators for the order q and the parameters Theta(q) = (theta(1), ... , theta(q))(T) are known; the order is usually determined with Akaike's criterion or related modifications, whereas Yule-Walker, Burger or maximum likelihood estimators are used for the parameters Theta(q). In this paper, we establish simultaneous confidence bands for the Yule-Walker estimators (theta) over cap (i); more precisely, it is shown...
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作者：Plamadeala, Victoria; Rosenberger, William F.
作者单位：George Mason University
摘要：Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a population model. We describe a computational method to implement sequential monitoring in a randomization-based context. In particular, we discuss a new technique for the computation of approximate conditional tests following restricted randomization procedures...
