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作者：Ye, KQ
作者单位：State University of New York (SUNY) System; Stony Brook University
摘要：A two-level factorial design can be uniquely represented by a polynomial indicator function. Therefore, properties of factorial designs can be studied through their indicator functions. This paper shows that the indicator function is an effective tool in studying two-level factorial designs. The indicator function is used to generalize the aberration criterion of a regular two-level fractional factorial design to all two-level factorial designs. An important identity of generalized aberration ...
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作者：Marcheselli, M
作者单位：University of Siena
摘要：The asymptotic behavior of jackknife estimators and jackknife variance estimators is investigated for nonsmooth functions of the sample mean vector. An application of jackknifing a suitable estimator of the intrinsic diversity profile is also presented.
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作者：Fukumizu, K
作者单位：Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：This paper discusses the behavior of the maximum likelihood estimator (MLE), in the case that the true parameter cannot be identified uniquely. Among many statistical models with unidentitiability, neural network models are the main concern of this paper. It is known in some models with unidentifiability that the asymptotics of the likelihood ratio of the MLE has an unusually larger order. Using the framework of locally conic models put forth by Dacunha-Castelle and Gassiat as a generalization...
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作者：Kim, Y; Lee, J
作者单位：Ewha Womans University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：This paper is concerned with Bayesian analysis of the proportional hazard model with left truncated and right censored data. We use a process neutral to the right as the prior of the baseline survival function and a finite-dimensional prior is placed on the regression coefficient, We then obtain the exact form of the joint posterior distribution of the regression coefficient and the baseline cumulative hazard function. As a by-product, we prove the propriety of the posterior distribution with ...
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作者：Kolassa, JE
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：This paper presents a saddlepoint approximation to the cumulative distribution function of a random vector. The proposed approximation has accuracy comparable to that of existing expansions valid in two dimensions, and may be applied to random vectors of arbitrary length, subject only to the requirement that the distribution approximated either have a density or be confined to a lattice, and have a cumulant generating function. The result is derived by directly inverting the multivariate momen...
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作者：Downs, OB
作者单位：Microsoft
摘要：The nonnegative Boltzmann machine (NNBM) is a recurrent neural network model that can describe multimodal nonnegative data. Application of maximum likelihood estimation to this model gives a learning rule that is analogous to that of the binary Boltzmann machine. While the model itself is analytically intractable an efficient stochastic version of the learning rule can be obtained using reflective slice sampling, since the slice boundaries can be determined analytically from the model. We comp...
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作者：Robinson, J; Ronchetti, E; Young, GA
作者单位：University of Sydney; University of Geneva; University of Cambridge
摘要：We consider multidimensional M-functional parameters defined by expectations of score functions associated with multivariate M-estimators and tests for hypotheses concerning multidimensional smooth functions of these parameters. We propose a test statistic suggested by the exponent in the saddlepoint approximation to the density of the function of the M-estimates. This statistic is analogous to the log likelihood ratio in the parametric case. We show that this statistic is approximately distri...
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作者：Clerc, M; Mallat, S
作者单位：Universite Cote d'Azur; Inria; Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Institut Polytechnique de Paris; Ecole Polytechnique; New York University
摘要：This paper studies classes of nonstationary processes, such as warped processes and frequency-modulated processes, that result from the deformation of stationary processes. Estimating deformations can often provide important information about an underlying physical phenomenon. A computational harmonic analysis viewpoint shows that the deformed autocovariance satisfies a transport equation at small scales, with a velocity proportional to a deformation gradient. We derive an estimator of the def...
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作者：Candès, EJ
作者单位：Stanford University
摘要：Feedforward neural networks, projection pursuit regression, and more generally, estimation via ridge functions have been proposed as an approach to bypass the curse of dimensionality and are now becoming widely applied to approximation or prediction in applied sciences. To address problems inherent to these methods-ranging from the construction of neural networks to their efficiency and capability-Canes [Appl. Comput. Harmon. Anal. 6 (1999) 197-218] developed a new system that allows the repre...
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作者：Van der Laan, MJ; Jewell, NP
作者单位：University of California System; University of California Berkeley
摘要：We study nonparametric estimation with two types of data structures. In the first data structure n i.i.d. copies of (C, N(C)) are observed, where N is a finite state counting process jumping at time-variables of interest and C a random monitoring time. In the second data structure n i.i.d. copies of (C boolean AND T, I(T less than or equal to C), N (C boolean AND T)) are observed, where N is a counting process with a final jump at time T (e.g., death). This data structure includes observing ri...
