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协方差矩阵的凸带状化估计AI 解读

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding…

允许多领域归属的多结果贝叶斯模型：塞舌尔儿童发展研究AI 解读

The Seychelles Child Development Study (SCDS) examines the effects of prenatal exposure to methylmercury on the functioning of the central nervous system. The SCDS data include 20 outcomes measured on 9-year old children that can be classified broadly in four outcome classes or "domains": cognition, memory, motor, and social behavior. Previous analyses and scientific theory suggest that these outcomes may belong to more than one of these domains, rather than only a single…

快速二维 P 样条：三明治平滑器AI 解读

Summary We propose a fast penalized spline method for bivariate smoothing. Univariate P-spline smoothers are applied simultaneously along both co-ordinates. The new smoother has a sandwich form which suggested the name ‘sandwich smoother’ to a referee. The sandwich smoother has a tensor product structure that simplifies an asymptotic analysis and it can be fast computed. We derive a local central limit theorem for the sandwich smoother, with simple expressions for the…