论文检索

离散采样随机场的最大值及其在面部识别“气泡”技术中的应用AI 解读

A smooth Gaussian random field with zero mean and unit variance is sampled on a discrete lattice, and we are interested in the exceedance probability or P-value of the maximum in a finite region. If the random field is smooth relative to the mesh size, then the P-value can be well approximated by results for the continuously sampled smooth random field (Adler, 1981; Worsley, 1995a; Taylor & Adler, 2003; Adler & Taylor, 2007). If the random field is not smooth, so that…

区间删失：可识别性与常和性质AI 解读

The constant-sum property given in Oller et al. (2004) for censoring models justifies the use of a simplified likelihood to obtain the nonparametric maximum likelihood estimator of the lifetime distribution. In this paper we study the relevance of the constant-sum property in the identifiability of the lifetime distribution. We show that the lifetime distribution is not identifiable outside the class of constant-sum models. We also show that the lifetime probabilities…

多元回归条件均值的最优充分降维AI 解读

The aim of this article is to develop optimal sufficient dimension reduction methodology for the conditional mean in multivariate regression. The context is roughly the same as that of a related method by Cook & Setodji (2003), but the new method has several advantages. It is asymptotically optimal in the sense described herein and its test statistic for dimension always has a chi-squared distribution asymptotically under the null hypothesis. Additionally, the optimal method…

潜在失效时间含未知变换的竞争风险模型识别AI 解读

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions and the joint survivor function of the disturbance terms can be identified without relying on modelling the…

保序逻辑斯蒂判别AI 解读

We propose an isotonic logistic discrimination procedure which generalises linear logistic discrimination by allowing linear boundaries to be more flexibly shaped as monotone functions of the discriminant variables. Under each of three familiar sampling schemes for obtaining a training dataset, namely prospective, mixture and retrospective, we provide the corresponding likelihood-based inference. An application to a cancer study is given. In addition, we consider theoretical…

信息性抽样下的多层模型AI 解读

We consider a model-dependent approach for multi-level modelling that accounts for informative probability sampling of first- and lower-level population units. The proposed approach consists of first extracting the hierarchical model holding for the sample data given the selected sample, as a function of the corresponding population model and the first- and lower-level sample selection probabilities, and then fitting the resulting sample model using Bayesian methods. An…

标记边际分布的半参数估计AI 解读

In many applications, the outcome of interest is a mark such that its observation is contingent upon occurrence of an event. With incomplete follow-up data, the marginal mark distribution is, however, nonparametrically nowhere identifiable in many practical situations. To address this problem, we suggest a semiparametric model that postulates a normal copula for the association between the mark and survival time, but leaves the marginals unspecified. We show identifiability…

基于狄利克雷过程混合模型的聚类变量选择AI 解读

The increased collection of high-dimensional data in various fields has raised a strong interest in clustering algorithms and variable selection procedures. In this paper, we propose a model-based method that addresses the two problems simultaneously. We introduce a latent binary vector to identify discriminating variables and use Dirichlet process mixture models to define the cluster structure. We update the variable selection index using a Metropolis algorithm and obtain…

计数时间序列参数驱动模型的辅助混合抽样及状态空间应用AI 解读

We consider parameter-driven models of time series of counts, where the observations are assumed to arise from a Poisson distribution with a mean changing over time according to a latent process. Estimation of these models is carried out within a Bayesian framework using data augmentation and Markov chain Monte Carlo methods. We suggest a new auxiliary mixture sampler, which possesses a Gibbsian transition kernel, where we draw from full conditional distributions belonging…

部分观测扩散模型的贝叶斯模型选择AI 解读

We present an approach to Bayesian model selection for finitely observed diffusion processes. We use data augmentation by treating the paths between observed points as missing data. For a fixed model formulation, the strong dependence between the missing paths and the volatility of the diffusion can be broken down by adopting the method of Roberts & Stramer (2001). We describe how this method may be extended to the case of model selection via reversible jump Markov chain…

Cox 回归模型的后验适定性与计算：缺失协变量应用AI 解读

In this paper, we carry out an in-depth theoretical investigation of Bayesian inference for the Cox regression model. We establish necessary and sufficient conditions for posterior propriety of the regression coefficient, β, in Cox's partial likelihood, which can be obtained as the limiting marginal posterior distribution of β through the specification of a gamma process prior for the cumulative baseline hazard and a uniform improper prior for β. We also examine necessary…

面板计数数据的非参数多样本检验AI 解读

We study the nonparametric k-sample test problem with panel count data. The asymptotic normality of a smooth functional of the nonparametric maximum pseudo-likelihood estimator (Wellner & Zhang, 2000) is established under some mild conditions. We construct a class of easy-to-implement nonparametric tests for comparing mean functions of k populations based on this asymptotic normality. We conduct various simulations to validate and compare the tests. The simulations show that…

信息性观测时点下的面板计数数据分析AI 解读

In this paper, we study panel count data with informative observation times. We assume nonparametric and semiparametric proportional rate models for the underlying event process, where the form of the baseline rate function is left unspecified and a subject-specific frailty variable inflates or deflates the rate function multiplicatively. The proposed models allow the event processes and observation times to be correlated through their connections with the unobserved…

病例队列研究中的删失线性回归AI 解读

Right-censored data from a classical case-cohort design and a stratified case-cohort design are considered. In the classical case-cohort design the subcohort is obtained as a simple random sample of the entire cohort, whereas in the stratified design this subcohort is elected by independent Bernoulli sampling with arbitrary selection probabilities. For each design and under a linear regression model, methods for estimating the regression parameters are proposed and analysed.…

广义线性混合模型中混合分布的诊断检验AI 解读

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimators of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-squared distribution under the null hypothesis that the mixing distribution is correctly specified. This…

基于一类 M 估计量的简便精确单侧推断AI 解读

This paper presents a simple method of calculating one-sided p-values which yield accurate inferences for a simple null hypothesis or, equivalently, accurate one-sided confidence limits regarding a scalar parameter in the presence of nuisance parameters. The method, which extends the work of DiCiccio et al. (2001) and Lee & Young (2005) in the context of adjusted likelihood estimation, is based on a test statistic analogous to the signed root of the loglikelihood, but…

纵向数据广义估计方程中的协方差结构建模AI 解读

When used for modelling longitudinal data generalised estimating equations specify a working structure for the within-subject covariance matrices, aiming to produce efficient parameter estimators. However, misspecification of the working covariance structure may lead to a large loss of efficiency of the estimators of the mean parameters. In this paper we propose an approach for joint modelling of the mean and covariance structures of longitudinal data within the framework of…

相关结果线性模型的泛函式分布诊断AI 解读

In this paper we present an easy-to-implement graphical distribution diagnostic for linear models with correlated errors. Houseman et al. (2004) constructed quantile–quantile plots for the marginal residuals of such models, suitably transformed. We extend the pointwise asymptotic theory to address the global stochastic behaviour of the corresponding empirical cumulative distribution function, and describe a simulation technique that serves as a computationally efficient…

利用贝叶斯树形捕获再捕获模型构造后分层AI 解读

For the problem of dual system estimation, we propose a Bayesian treed capture-recapture model to account for heterogeneity of capture probabilities where individual auxiliary information is available. The model uses a binary tree to partition the covariate space into ‘homogeneous’ regions, within each of which the capture response can be described adequately by a simple model that assumes equal catchability. The attractive features of the proposed model include reduction of…

修订与更正：一般扭曲函数估计式的先前来源AI 解读

It has been brought to our attention that the implicit expression (6) for the estimator with general warping function had been derived earlier by B. Ronn, in an unpublished technical report of the Royal Veterinary and Agricultural University, Frederiksberg. However, the actual implementation and computation of the estimators are very different in our paper from in the technical report. Copyright 2006, Oxford University Press.

具有共同主成分的判别分析AI 解读

Zhu & Hastie (2003) presented a general criterion for finding discriminant directions. To optimise their criterion, iterative methods are needed unless each class has a Gaussian distribution with a common covariance matrix. In this short paper, we present a slightly more general case where iterative methods can also be avoided.

一般半参数共享脆弱性模型的前瞻生存分析：伪完全似然方法AI 解读

We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same…

具有频率学有效性的后验可信集：经验型似然的高阶渐近理论AI 解读

With reference to a general class of empirical-type likelihoods, we develop higher-order asymptotics for the frequentist coverage of Bayesian credible sets based on posterior quantiles and highest posterior density. These asymptotics, in turn, characterise members of the class that allow approximate frequentist validity of such sets. It is seen that the usual empirical likelihood does not enjoy this property up to the order of approximation considered here.

利用非中心卡方分布的小波系数经验贝叶斯块收缩AI 解读

Empirical Bayes approaches to the shrinkage of empirical wavelet coefficients have generated considerable interest in recent years. Much of the work to date has focussed on shrinkage of individual wavelet coefficients in isolation. In this paper we propose an empirical Bayes approach to simultaneous shrinkage of wavelet coefficients in a block, based on the block sum of squares. Our approach exploits a useful identity satisfied by the noncentral χ2 density and provides some…