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Parameter Estimation of Partial Differential Equation Models

偏微分方程模型的参数估计

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of…

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Reduced Rank Mixed Effects Models for Spatially Correlated Hierarchical Functional Data

空间相关层级函数数据的降秩混合效应模型

Hierarchical functional data are widely seen in complex studies where sub-units are nested within units, which in turn are nested within treatment groups. We propose a general framework of functional mixed effects model for such data: within unit and within sub-unit variations are modeled through two separate sets of principal components; the sub-unit level functions are allowed to be correlated. Penalized splines are used to model both the mean functions and the principal…

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Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions

含交互作用的半参数模型检验及基因—环境交互应用

Summary Motivated from the problem of testing for genetic effects on complex traits in the presence of gene–environment interaction, we develop score tests in general semiparametric regression problems that involves Tukey style 1 degree-of-freedom form of interaction between parametrically and non-parametrically modelled covariates. We find that the score test in this type of model, as recently developed by Chatterjee and co-workers in the fully parametric setting, is biased…

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Efficient Estimation of Population-Level Summaries in General Semiparametric Regression Models

一般半参数回归模型中总体汇总量的高效估计

This article considers a wide class of semiparametric regression models in which interest focuses on population-level quantities that combine both the parametric and the nonparametric parts of the model. Special cases in this approach include generalized partially linear models, generalized partially linear single-index models, structural measurement error models, and many others. For estimating the parametric part of the model efficiently, profile likelihood kernel…

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