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作者：Newton, Michael A.; Chung, Lisa M.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Discrete mixture models provide a well-known basis for effective clustering algorithms, although technical challenges have limited their scope. In the context of gene-expression data analysis, a model is presented that mixes over a finite catalog of structures, each one representing equality and inequality constraints among latent expected values. Computations depend on the probability that independent gamma-distributed variables attain each of their possible orderings. Each ordering event is ...
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作者：Koenker, Roger; Mizera, Ivan
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Alberta
摘要：Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum Renyi entropy estimators that impose weaker concavity restrictions on the fitted density are also considered, notably a minimum Hellinger discrepancy estimator that constrains the reciprocal of the square-root of the density to be concave. A limiting form of th...
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作者：Huang, Tzee-Ming
作者单位：National Chengchi University
摘要：In this paper, the maximal nonlinear conditional correlation of two random vectors X and Y given another random vector Z. denoted by rho(1) (X. Y vertical bar Z), is defined as a measure of conditional association, which satisfies certain desirable properties. When Z is continuous, a test for testing the conditional independence of X and Y given Z is constructed based on the estimator of a weighted average of the form Sigma(nZ)(k=1) f(Z)(z(k))rho(2)(1) (X, Y vertical bar Z = z(k)). where f(Z) ...
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作者：Lin, C. Devon; Bingham, Derek; Sitter, Randy R.; Tang, Boxin
作者单位：Queens University - Canada; Simon Fraser University
摘要：We develop a new method for constructing good designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed usi...
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作者：Markaryan, Tigran; Rosenberger, William F.
作者单位：George Mason University
摘要：Efron [Biometrika 58 (1971) 403-417] developed a restricted randomization procedure to promote balance between two treatment groups in a sequential clinical trial. He called this the biased coin design. He also introduced the concept of accidental bias, and investigated properties of the procedure with respect to both accidental and selection bias, balance, and randomization-based inference using the steady-state properties of the induced Markov chain. In this paper we revisit this procedure, ...
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作者：Flegal, James M.; Jones, Galin L.
作者单位：University of California System; University of California Riverside; University of Minnesota System; University of Minnesota Twin Cities
摘要：Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the asymptotic normal distribution. We consider spectral and batch means methods for estimating this variance. In particular, we establish conditions which guarantee that these estimators are strongly consistent as the simulation effort increases. In addition, for...
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作者：Hallin, Marc; Paindaveine, Davy; Siman, Miroslav
作者单位：Universite Libre de Bruxelles
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作者：Liu, Weidong; Wu, Wei Biao
作者单位：University of Pennsylvania; University of Chicago
摘要：We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and regression estimates are asymptotically Gumbel. Our results substantially generalize earlier ones which were obtained under independence or beta mixing assumptions. The asymptotic results can be applied to assess patterns of marginal densities or regression function...
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作者：Qi, Xin; Zhao, Hongyu
作者单位：Yale University
摘要：Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop efficient estimation procedures for these parameters. Among the proposed methods in the literature, the generalized profiling estimation method developed by Ramsay and colleagues is particularly promising for its computational efficiency and good performance. In thi...
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作者：Rousseau, Judith
作者单位：Universite PSL; Universite Paris-Dauphine
摘要：In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on [0, 1]. We consider a parametrization of Beta distributions in terms of mean and scale parameters and construct a mixture of these Betas in the mean parameter, while putting a prior on this scaling parameter. We prove that such Bayesian nonparametric models have good frequentist asymptotic properties. We determine the posterior rate of concentration around the ...
