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作者：Kerkyacharian, Gerard; Thanh Mai Pham Ngoc; Picard, Dominique
作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Cite
摘要：We provide a new algorithm for the treatment of the deconvolution problem on the sphere which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. We establish upper bounds for the behavior of our procedure for any L-p loss. It is important to emphasize the adaptation properties of our procedures with respect to the regularity (sparsity) of the object to recover as well as to inhomogeneous smoothness. We also perform a numerical study wh...
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作者：Sun, Fasheng; Lin, Dennis K. J.; Liu, Min-Qian
作者单位：Northeast Normal University - China; Northeast Normal University - China; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Nankai University; Nankai University
摘要：Supersaturated design (SSD) has received much recent interest because of its potential in factor screening experiments. In this paper, we provide equivalent conditions for two columns to be fully aliased and consequently propose methods for constructing E(f(NoD))- and chi(2)-optimal mixed-level SSDs without fully aliased columns, via equidistant designs and difference matrices. The methods can be easily performed and many new optimal mixed-level SSDs have been obtained. Furthermore, it is prov...
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作者：Davis, Richard A.; Song, Li
作者单位：Columbia University; Barclays
摘要：The asymptotic theory of various estimators based on Gaussian likelihood has been developed for the unit root and near unit root cases of a first-order moving average model. Previous studies of the MA(1) unit root problem rely on the special autocovariance structure of the MA(1) process, in which case, the eigenvalues and eigenvectors of the covariance matrix of the data vector have known analytical forms. In this paper, we take a different approach to first consider the joint likelihood by in...
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作者：Fort, G.; Moulines, E.; Priouret, P.
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris; Universite Paris Cite; Sorbonne Universite
摘要：Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions. Motivated by some recently introduced algorithms (such as the adaptive Metropolis algorithm and the interacting tempering algorithm), we develop a general methodological and theoretical framework to establish both the convergence of the marginal distribution and ...
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作者：Rojo, Javier
作者单位：Rice University
摘要：Through the use of a system-building approach, an approach that includes finding common ground for the various philosophical paradigms within statistics, Erich L. Lehmann is responsible for much of the synthesis of classical statistical knowledge that developed from the Neyman-Pearson-Wald school. A biographical sketch and a brief summary of some of his many contributions are presented here. His complete bibliography is also included and the references present many other sources of information...
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作者：Chan, Ngai Hang; Ing, Chng-Kang
作者单位：Chinese University of Hong Kong; Academia Sinica - Taiwan
摘要：In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear) stochastic regression models. The usefulness of these results is illustrated using time series models. In particular, an asymptotic expression for the mean squared prediction error of the least squares predictor in autoregressive moving average models is obta...
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作者：Li, Ting-Ting; Yang, Hu; Wang, Jane-Ling; Xue, Liu-Gen; Zhu, Li-Xing
作者单位：Chongqing University; University of California System; University of California Davis; Beijing University of Technology; Hong Kong Baptist University
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作者：Wolpert, Robert L.; Clyde, Merlise A.; Tu, Chong
作者单位：Duke University; Pacific Investment Management Company, LLC
摘要：This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control local and global features such as their translation, dilation, modulation and shape. Levy random fields and their stochastic integrals are employed to induce prior distributions for the unknown functions or, equivalently, for the number of kernels and for the p...
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作者：Cai, T. Tony; Jiang, Tiefeng
作者单位：University of Pennsylvania; University of Minnesota System; University of Minnesota Twin Cities
摘要：Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important problem in signal processing. Motivated by these applications, we study in this paper the limiting laws of the coherence of an n x p random matrix in the high-dimensional setting where p can be much larger than n. Both the law of large numbers and the limiting distribution are derived. We then consider testing the bandedness of the covari...
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作者：Zhang, Xinyu; Liang, Hua
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University of Rochester
摘要：We study model selection and model averaging in generalized additive partial linear models (GAPLMs). Polynomial spline is used to approximate nonparametric functions. The corresponding estimators of the linear parameters are shown to be asymptotically normal. We then develop a focused information criterion (FIC) and a frequentist model average (FMA) estimator on the basis of the quasi-likelihood principle and examine theoretical properties of the FIC and FMA. The major advantages of the propos...
