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Generalized Functional Linear Models With Semiparametric Single-Index Interactions

含半参数单指标交互的广义函数型线性模型

We introduce a new class of functional generalized linear models, where the response is a scalar and some of the covariates are functional. We assume that the response depends on multiple covariates, a finite number of latent features in the functional predictor, and interaction between the two. To achieve parsimony, the interaction between the multiple covariates and the functional predictor is modeled semiparametrically with a single-index structure. We propose a two step…

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On Estimation of Partially Linear Transformation Models

部分线性变换模型的估计

We study a general class of partially linear transformation models, which extend linear transformation models by incorporating nonlinear covariate effects in survival data analysis. A new martingale-based estimating equation approach, consisting of both global and kernel-weighted local estimation equations, is developed for estimating the parametric and nonparametric covariate effects in a unified manner. We show that with a proper choice of the kernel bandwidth parameter,…

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Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles

高斯随机函数的二阶比较与 DNA 微环几何

Given two samples of continuous zero-mean iid Gaussian processes on [0,1], we consider the problem of testing whether they share the same covariance structure. Our study is motivated by the problem of determining whether the mechanical properties of short strands of DNA are significantly affected by their base-pair sequence; though expected to be true, had so far not been observed in three-dimensional electron microscopy data. The testing problem is seen to involve aspects…

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Simultaneous Confidence Bands for Penalized Spline Estimators

惩罚样条估计的同时置信带

In this article we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (a) as a standard (fixed effect) nonparametric model, (b) using the mixed-model framework with the spline coefficients as random effects, and (c) a full Bayesian approach. The volume-of-tube formula is applied for the first two methods and compared with Bayesian simultaneous confidence bands from a frequentist…

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Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series

重复时间序列谱的混合效应模型与树结构小波估计

This article develops a method for estimating the spectrum of a stationary process using time series traces recorded from experimental designs. Our procedure estimates the “common” log-spectrum and the variability over the traces (or subjects) using a mixed effects model. We combine spatially adaptive smoothing methods with recursive dyadic partitioning to construct a model for predicting subject-specific effects. The method is easy to implement and can handle large datasets…

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Likelihood Ratio Tests With Three-Way Tables

三维列联表的似然比检验

Likelihood ratio (LR) tests for association and for interaction are examined for three-way contingency tables, particularly the widely used 2 × 2 × K table. Mutual information identities are used to characterize the information decomposition and the logical relationship between the omnibus LR test for conditional independence across K strata and its two independent components, LR tests for interaction and for uniform association. The latter two tests are logically connected…

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Inference in Semiparametric Regression Models Under Partial Questionnaire Design and Nonmonotone Missing Data

部分问卷设计与非单调缺失下半参数回归模型的推断

In epidemiologic studies, partial questionnaire design (PQD) can reduce cost, time, and other practical burdens associated with lengthy questionnaires by assigning different subsets of the questionnaire to different, but overlapping, subsets of the study participants. In this article, we describe methods for semiparametric inference for regression model under PQD and other study settings that can generate nonmonotone missing data in covariates. In particular, motivated from…

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Infinitesimal Robustness for Diffusions

扩散过程的无穷小稳健性

We develop infinitesimally robust statistical procedures for the general diffusion processes. We first prove the existence and uniqueness of the times-series influence function of conditionally unbiased M-estimators for ergodic and stationary diffusions, under weak conditions on the (martingale) estimating function used. We then characterize the robustness of M-estimators for diffusions and derive a class of conditionally unbiased optimal robust estimators. To compute these…

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Latent Stick-Breaking Processes

潜在断棒过程

We develop a model for stochastic processes with random marginal distributions. Our model relies on a stick-breaking construction for the marginal distribution of the process, and introduces dependence across locations by using a latent Gaussian copula model as the mechanism for selecting the atoms. The resulting latent stick-breaking process (LaSBP) induces a random partition of the index space, with points closer in space having a higher probability of being in the same…

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Bayesian Inference With Incomplete Multinomial Data: A Problem in Pathogen Diversity

不完整多项数据的贝叶斯推断:病原体多样性问题

With recent advances in genetic analysis, it has become feasible to classify a pathogen into genetically distinct variants even though they apparently cause an infected subject similar symptoms. The availability of such data opens up the interesting problem of studying the spatiotemporal variation in the diversity of variants of a pathogen. Data on pathogen variants often suffer the problems of (i) low cell counts, (ii) incomplete classification due to laboratory problems…

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Spatio-Temporal Analysis of Total Nitrate Concentrations Using Dynamic Statistical Models

利用动态统计模型分析总硝酸盐浓度的时空变化

Atmospheric concentrations of total nitrate (TNO3), defined here as gas-phase nitric acid plus particle-phase nitrate, are difficult to simulate in numerical air quality models due to the presence of a variety of formation pathways and loss mechanisms, some of which are highly uncertain. The goal of this study is to estimate the relative importance of these different pathways across the Eastern United States by identifying empirical relationships that exist between TNO3…

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Group Comparison of Eigenvalues and Eigenvectors of Diffusion Tensors

扩散张量特征值与特征向量的组间比较

Diffusion tensor imaging (DTI) data differ from most medical images in that values at each voxel are not scalars, but 3 × 3 symmetric positive definite matrices called diffusion tensors (DTs). The anatomic characteristics of the tissue at each voxel are reflected by the DT eigenvalues and eigenvectors. In this article we consider the problem of testing whether the means of two groups of DT images are equal at each voxel in terms of the DT's eigenvalues, eigenvectors, or…

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Design Sensitivity and Efficiency in Observational Studies

观察性研究中的设计敏感度与效率

An observational study attempts to draw inferences about the effects caused by a treatment when subjects are not randomly assigned to treatment or control as they would be in a randomized trial. After adjustments have been made for imbalances in measured covariates, the key source of uncertainty in an observational study is the possibility that subjects were not comparable prior to treatment in terms of some unmeasured covariate, so that differing outcomes in treated and…

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Tests for High-Dimensional Covariance Matrices

高维协方差矩阵的检验

We propose tests for sphericity and identity of high-dimensional covariance matrices. The tests are nonparametric without assuming a specific parametric distribution for the data. They can accommodate situations where the data dimension is much larger than the sample size, namely the “large p, small n” situations. We demonstrate by both theoretical and empirical studies that the tests have good properties for a wide range of dimensions and sample sizes. We applied the…

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A Framework for Feature Selection in Clustering

聚类中的特征选择框架

We consider the problem of clustering observations using a potentially large set of features. One might expect that the true underlying clusters present in the data differ only with respect to a small fraction of the features, and will be missed if one clusters the observations using the full set of features. We propose a novel framework for sparse clustering, in which one clusters the observations using an adaptively chosen subset of the features. The method uses a…

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Grouping Pursuit Through a Regularization Solution Surface

通过正则化解曲面追寻预测变量分组

Extracting grouping structure or identifying homogenous subgroups of predictors in regression is crucial for high-dimensional data analysis. A low-dimensional structure in particular-grouping, when captured in a regression model, enables to enhance predictive performance and to facilitate a model's interpretability Grouping pursuit extracts homogenous subgroups of predictors most responsible for outcomes of a response. This is the case in gene network analysis, where…

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Global Partial Likelihood for Nonparametric Proportional Hazards Models

非参数比例风险模型的全局偏似然

As an alternative to the local partial likelihood method of Tibshirani and Hastie and Fan, Gijbels, and King, a global partial likelihood method is proposed to estimate the covariate effect in a nonparametric proportional hazards model, λ(t|x) = exp{ψ(x)}λ(0)(t). The estimator, ψ̂(x), reduces to the Cox partial likelihood estimator if the covariate is discrete. The estimator is shown to be consistent and semiparametrically efficient for linear functionals of ψ(x). Moreover,…

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Nonparametric Analysis of Clustered Multivariate Data

聚类多元数据的非参数分析

There is wide interest in extending univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the dependent observational units. In this work we extend multivariate nonparametric procedures for one-sample and several-sample location problems to clustered data settings. The results are given for a general score function, but with an emphasis on…

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Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

利用滚动局部周期图检验时间序列平稳性假设

We propose a simple and powerful procedure to validate the assumption of weak stationarity in time series analysis. Our focus is on processes with a slowly varying autocovariance structure. The procedure evaluates the supremum over time of the L2-distance between the local sample spectral density (local periodogram) calculated using a segment of observations falling within a rolling window and an estimator of the spectral density obtained using the entire time series at…

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Shortcuts for Locally Consonant Closed Test Procedures

局部协调闭合检验程序的计算捷径

The closed testing principle provides a general and simple framework to construct powerful multiple test procedures for k elementary null hypotheses while controlling the familywise error rate in the strong sense. However, the closed testing principle has the disadvantage of leading to the evaluation of O(2k) intersection hypotheses. Multiple test procedures based on the closed testing principle may thus require substantial computational efforts. Consonant closed test…

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Hierarchical Spatial Process Models for Multiple Traits in Large Genetic Trials

大型多性状遗传试验的分层空间过程模型

This article expands upon recent interest in Bayesian hierarchical models in quantitative genetics by developing spatial process models for inference on additive and dominance genetic variance within the context of large spatially referenced trial datasets of multiple traits of interest. Direct application of such multivariate models to large spatial datasets is often computationally infeasible because of cubic order matrix algorithms involved in estimation. The situation is…

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Dynamic Nonparametric Bayesian Models for Analysis of Music

用于音乐分析的动态非参数贝叶斯模型

The dynamic hierarchical Dirichlet process (dHDP) is developed to model complex sequential data, with a focus on audio signals from music. The music is represented in terms of a sequence of discrete observations, and the sequence is modeled using a hidden Markov model (HMM) with time-evolving parameters. The dHDP imposes the belief that observations that are temporally proximate are more likely to be drawn from HMMs with similar parameters, while also allowing for…

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An Association Test for Multiple Traits Based on the Generalized Kendall’s Tau

基于广义Kendall’s Tau的多性状关联检验

In many genetics studies, especially in the investigation of mental illness and behavioral disorders, it is common for researchers to collect multiple phenotypes to characterize the complex disease of interest. It may be advantageous to analyze those phenotypic measurements simultaneously if they share a similar genetic mechanism. In this study, we present a nonparametric approach to studying multiple traits together rather than examining each trait separately. Through…

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A Bayesian Vector Multidimensional Scaling Procedure for the Analysis of Ordered Preference Data

分析有序偏好数据的贝叶斯向量多维尺度方法

Multidimensional scaling (MDS) comprises a family of geometric models for the multidimensional representation of data and a corresponding set of methods for fitting such models to actual data. In this paper, we develop a new Bayesian vector MDS model to analyze ordered successive categories preference/dominance data commonly collected in many social science and business studies. A joint spatial representation of the row and column elements of the input data matrix is…

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